tlab-trading-toolkit
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A trading toolkit for building advanced trading bots on the GDAX platform
41 lines (40 loc) • 3.03 kB
TypeScript
/***************************************************************************************************************************
* @license *
* Copyright 2017 Coinbase, Inc. *
* *
* Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance *
* with the License. You may obtain a copy of the License at *
* *
* http://www.apache.org/licenses/LICENSE-2.0 *
* *
* Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on *
* an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the *
* License for the specific language governing permissions and limitations under the License. *
***************************************************************************************************************************/
import { StreamMessage, TickerMessage } from './Messages';
import { ExchangeFeed } from '../exchanges/ExchangeFeed';
import { Biglike } from '../lib/types';
export declare type Action<T extends StreamMessage> = (event: T) => void;
export declare type TriggerFilter = (message: StreamMessage) => void;
/**
* A trigger is a small utility class that associates an action with an event. You should seldom use this class
* directly, but will rather use a factory function, such as [[createPriceTrigger]] to generate an appropriate trigger
* for you.
*/
export declare class Trigger<T extends StreamMessage> {
private action;
private filter;
private feed;
constructor(feed: ExchangeFeed);
setAction(action: Action<T>): Trigger<T>;
setFilter(filter: TriggerFilter): Trigger<T>;
execute(event: T): Trigger<T>;
cancel(): void;
}
/**
* Creates a new price trigger. The feed and product specify which Ticker messages to watch for. priceThreshold is
* the price which triggers the action when it is crossed. The first price tick after this trigger is created determines
* whether it is a low- or high- price trigger.
*/
export declare function createPriceTrigger(feed: ExchangeFeed, product: string, priceThreshold: Biglike): Trigger<TickerMessage>;
export declare function createTickerTrigger(feed: ExchangeFeed, product: string, onlyOnce?: boolean): Trigger<TickerMessage>;