tlab-trading-toolkit
Version:
A trading toolkit for building advanced trading bots on the GDAX platform
52 lines (51 loc) • 2.51 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 { ExchangeAuthConfig } from '../AuthConfig';
import { Logger } from '../../utils/Logger';
import { ExchangeFeedConfig } from '../ExchangeFeed';
export interface BinanceConfig {
apiUrl?: string;
auth?: ExchangeAuthConfig;
logger: Logger;
}
export interface BinanceFeedConfig extends ExchangeFeedConfig {
products: string[];
}
export interface BinanceMessage {
e: string;
E: number;
s: string;
}
export interface BinanceTradeMessage extends BinanceMessage {
t: number;
p: string;
q: string;
b: number;
a: number;
T: number;
m: true;
M: true;
}
export interface BinanceDepthMessage extends BinanceMessage {
"U": number;
"u": number;
"b": any[];
"a": any[];
}
export interface BinanceSnapshotMessage extends BinanceMessage {
lastUpdateId: number;
s: string;
bids: any[];
asks: any[];
}