tlab-trading-toolkit
Version:
A trading toolkit for building advanced trading bots on the GDAX platform
82 lines (81 loc) • 4.59 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 { AuthenticatedExchangeAPI, Balances } from '../AuthenticatedExchangeAPI';
import { Product, PublicExchangeAPI, Ticker } from '../PublicExchangeAPI';
import { BookBuilder } from '../../lib/BookBuilder';
import { BitfinexSuccessfulOrderExecution } from './BitfinexAuth';
import { Logger } from '../../utils/Logger';
import { CryptoAddress, ExchangeTransferAPI, TransferRequest, TransferResult, WithdrawalRequest } from '../ExchangeTransferAPI';
import { ExchangeAuthConfig } from '../AuthConfig';
import { BigJS } from '../../lib/types';
import { PlaceOrderMessage } from '../../core/Messages';
import { LiveOrder } from '../../lib/Orderbook';
export interface BitfinexConfig {
auth?: ExchangeAuthConfig;
logger?: Logger;
}
export interface BitfinexRESTOrder {
price: string;
amount: string;
timestamp: string;
}
export interface BitfinexOrderbook {
bids: BitfinexRESTOrder[];
asks: BitfinexRESTOrder[];
}
export interface BitfinexProduct {
pair: string;
price_precision: number;
initial_margin: string;
minimum_margin: string;
maximum_order_size: string;
minimum_order_size: string;
expiration: string;
}
/**
* An adapter class that maps the standardized API calls to Bitfinex's API interface
*/
export declare class BitfinexExchangeAPI implements PublicExchangeAPI, AuthenticatedExchangeAPI, ExchangeTransferAPI {
/**
* Returns the Bitfinex product that's equivalent to the given Generic product. If it doesn't exist,
* return the given product
* @param genericProduct
* @returns {string} Bitfinex product code
*/
static product(genericProduct: string): string;
static genericProduct(exchangeProduct: string): string;
static getMarket(genericProduct: string): any;
static getMarketForExchangeProduct(exchangeProduct: string): any;
static convertBSOPToOrder(bfOrder: BitfinexSuccessfulOrderExecution): LiveOrder;
owner: string;
private auth;
private logger;
constructor(config: BitfinexConfig);
loadProducts(): Promise<Product[]>;
loadMidMarketPrice(genericProduct: string): Promise<BigJS>;
loadOrderbook(genericProduct: string): Promise<BookBuilder>;
loadTicker(genericProduct: string): Promise<Ticker>;
checkAuth(): Promise<ExchangeAuthConfig>;
placeOrder(order: PlaceOrderMessage): Promise<LiveOrder>;
cancelOrder(id: string): Promise<string>;
cancelAllOrders(): Promise<string[]>;
loadOrder(id: string): Promise<LiveOrder>;
loadAllOrders(): Promise<LiveOrder[]>;
loadBalances(): Promise<Balances>;
requestCryptoAddress(cur: string): Promise<CryptoAddress>;
requestTransfer(req: TransferRequest): Promise<TransferResult>;
requestWithdrawal(req: WithdrawalRequest): Promise<TransferResult>;
transfer(cur: string, amount: BigJS, from: string, to: string, options: any): Promise<TransferResult>;
convertBitfinexBookToGdaxBook(bfBook: BitfinexOrderbook): BookBuilder;
}