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tlab-trading-toolkit

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A trading toolkit for building advanced trading bots on the GDAX platform

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import { ExchangeFeed, ExchangeFeedConfig } from '../ExchangeFeed'; export interface BitfinexFeedConfig extends ExchangeFeedConfig { standardMessages: boolean; snapshotDepth?: number; } /** * A client class exposing the Bitfinex public websocket feed * * The possible channels to subscribe to are: ticker, book, trades * * The raw feed is re-interpreted and emitted as POJOs rather than Bitfinex's array structures. * If StandardMessages is true, the following standard messages are emitted * ticker, snapshot, open, done, match * * The following events are emitted if standardMessages is false: * bitfinex-ticker: BitfinexTickerMessage * bitfinex-orderbook-snapshot: BitfinexOrderbookSnapshot * bitfinex-orderbook-update: BitfinexOrderMessage * bitfinex-trade-snapshot: BitfinexTradeSnapshot * bitfinex-trade-update: BitfinexTradeMessage * * The following operational messages are also emitted * close, error, open, connection * */ export declare class BitfinexFeed extends ExchangeFeed { private counters; private subscriptions; private paused; private pinger; private standardMessages; private snapshotDepth; constructor(config: BitfinexFeedConfig); readonly owner: string; clearChannels(): void; /** * Resubscribe to channels using fire-and-forget. */ resubscribeAll(): void; private nextSequence(product); private setSnapshotSequence(product, sequence); subscribe(channelType: string, product: string): void; unsubscribe(chanId: string): void; onOpen(): void; protected onClose(code: number, reason: string): void; protected handleMessage(data: any): void; private mapProduct(id); private mapTicker(bt); private mapSnapshot(bs); private mapOrderMessage(order); private mapTradeMessage(trade); private addSubscription(msg); private removeSubscription(msg); private getAuthMessage(); }