tlab-trading-toolkit
Version:
A trading toolkit for building advanced trading bots on the GDAX platform
39 lines (38 loc) • 2.64 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 { ExchangeFeed, ExchangeFeedConfig } from '../ExchangeFeed';
export declare class BitmexMarketFeed extends ExchangeFeed {
readonly owner: string;
readonly feedUrl: string;
private orderIdMap;
private seq;
private productSequences;
static product(genericProduct: string): string;
static genericProduct(exchangeProduct: string): string;
static getMarket(genericProduct: string): any;
static getMarketForExchangeProduct(exchangeProduct: string): any;
constructor(config: ExchangeFeedConfig);
subscribe(productIds: string[]): Promise<boolean>;
protected onOpen(): void;
protected handleMessage(rawMsg: string): void;
/**
* Gets the next sequence number, incrementing it for the next time it's called.
*/
private getSeq();
private handleSnapshot(snapshot);
nextSequence(exchangeSymbol: string): number;
private handleOrderbookUpdate(updates);
private handleTrade(trades);
private handleSubscriptionSuccess(successMsg);
}