tlab-trading-toolkit
Version:
A trading toolkit for building advanced trading bots on the GDAX platform
49 lines (48 loc) • 2.41 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. *
***************************************************************************************************************************/
export interface BitfinexTickerMessage {
channel_id: string;
bid: string;
bid_size: string;
ask: string;
ask_size: string;
daily_change: string;
daily_change_perc: string;
last_price: string;
volume: string;
high: string;
low: string;
}
export interface BitfinexOrderMessage {
channel_id?: string;
price: string;
count: number;
size: string;
}
export interface BitfinexOrderbookSnapshot {
channel_id: string;
orders: BitfinexOrderMessage[];
}
export interface BitfinexTradeMessage {
channel_id?: string;
trade_id?: string;
sequence: string;
timestamp: Date;
price: string;
size: string;
}
export interface BitfinexTradeSnapshot {
channel_id: string;
trades: BitfinexTradeMessage[];
}