@0xmonaco/types 1.1.5-develop.129b2c6 → 1.1.5

package/dist/websocket/depth.d.ts

@@ -1,142 +0,0 @@
-/**
- * Market-data depth and BBO types (0XM-3551).
- *
- * The `depth:<tradingPairId>:<SPOT|MARGIN>` and `bbo:<tradingPairId>:<SPOT|MARGIN>`
- * WebSocket channels carry the market-data service's sequenced book: a
- * subscribe-time snapshot, then live frames linked by `bookSeq` /
- * `prevBookSeq`. The SDK's `ws.depth` and `ws.bbo` helpers keep the local
- * state for you; the frame shapes are exported for callers that need them.
- *
- * Sequence numbers are durable-log positions (u64). They are surfaced as
- * decimal strings, since a u64 can exceed `Number.MAX_SAFE_INTEGER`; compare
- * them with `BigInt`.
- */
-import type { TradingMode } from "../trading";
-/** One price level, with its absolute (not incremental) values. */
-export interface DepthLevel {
-    /** Price, a decimal string. */
-    price: string;
-    /** Resting quantity at this price, a decimal string. */
-    quantity: string;
-    /** Number of resting orders at this price. */
-    orderCount: number;
-}
-/**
- * The `depth` channel's subscribe-time snapshot: up to 1000 levels per side,
- * best first, exact as of `bookSeq`.
- */
-export interface DepthSnapshot {
-    tradingPairId: string;
-    tradingMode: TradingMode | (string & {});
-    /** The durable-log sequence the snapshot is exact as of (u64, decimal string). */
-    bookSeq: string;
-    bids: DepthLevel[];
-    asks: DepthLevel[];
-    /** Every bid level is in `bids`; when false, levels below the last one are unknown. */
-    bidsComplete: boolean;
-    /** Every ask level is in `asks`; when false, levels above the last one are unknown. */
-    asksComplete: boolean;
-}
-/**
- * A live `depth` frame: only the levels that changed since `prevBookSeq`,
- * each with its absolute value at `bookSeq`. A quantity of `"0"` (order
- * count 0) removes the level.
- */
-export interface DepthDelta {
-    tradingPairId: string;
-    tradingMode: TradingMode | (string & {});
-    /** The durable-log sequence of the last change this frame includes. */
-    bookSeq: string;
-    /** The `bookSeq` this frame continues from. */
-    prevBookSeq: string;
-    /** The durable-log timestamp of the step at `bookSeq`, in milliseconds. */
-    timestampMs: number;
-    bids: DepthLevel[];
-    asks: DepthLevel[];
-    /** Set while the publisher lags the durable log. */
-    stale: boolean;
-}
-/** The local book `ws.depth` maintains and hands to its listener. */
-export interface DepthBook {
-    tradingPairId: string;
-    tradingMode: TradingMode | (string & {});
-    /** The sequence the book is current as of (u64, decimal string). */
-    bookSeq: string;
-    /** Bids, best (highest) first. */
-    bids: DepthLevel[];
-    /** Asks, best (lowest) first. */
-    asks: DepthLevel[];
-    /**
-     * Every bid level is known. When false, the book holds only levels at or
-     * above the snapshot's deepest bid: a level below it that a removal would
-     * promote stays unknown until the next snapshot.
-     */
-    bidsComplete: boolean;
-    /** Every ask level is known (see `bidsComplete`). */
-    asksComplete: boolean;
-    /** The latest applied frame was published while the service lagged. */
-    stale: boolean;
-    /** Durable-log time of the latest applied frame; absent right after a snapshot. */
-    timestampMs?: number;
-}
-/** The `bbo` channel's subscribe-time snapshot. An empty side is `null`. */
-export interface BboSnapshot {
-    tradingPairId: string;
-    tradingMode: TradingMode | (string & {});
-    bookSeq: string;
-    bestBid: string | null;
-    /** Quantity resting at `bestBid`. */
-    bidQty: string | null;
-    bestAsk: string | null;
-    /** Quantity resting at `bestAsk`. */
-    askQty: string | null;
-}
-/** A live `bbo` frame. */
-export interface BboEvent extends BboSnapshot {
-    prevBookSeq: string;
-    timestampMs: number;
-    stale: boolean;
-}
-/** The top of book `ws.bbo` maintains and hands to its listener. */
-export interface Bbo extends BboSnapshot {
-    /** The latest applied frame was published while the service lagged. */
-    stale: boolean;
-    /** Durable-log time of the latest applied frame; absent right after a snapshot. */
-    timestampMs?: number;
-}
-/** Why a local book was discarded and is being rebuilt from a new snapshot. */
-export type LocalBookResyncReason = 
-/** A frame did not link to the book (a lost frame), or could not be read. */
-"gap"
-/**
- * The server could not serve a snapshot (`SNAPSHOT_UNAVAILABLE`; it retries
- * and sends one when the book heals), or the one it sent could not be read.
- */
- | "snapshot_unavailable"
-/**
- * A side whose snapshot was incomplete has thinned below half its snapshot
- * depth: the levels beyond its boundary are unknown, so a fresh snapshot is
- * taken.
- */
- | "truncated"
-/** The connection dropped; the book is rebuilt from the snapshot the reconnect brings. */
- | "disconnected";
-/** A channel-level error the server sent for a `depth` / `bbo` subscription. */
-export interface LocalBookError {
-    /** The server's error code, e.g. `INVALID_SUBSCRIPTION`. */
-    code: string;
-    message: string;
-}
-/** Options for `ws.depth` and `ws.bbo`. */
-export interface LocalBookOptions {
-    /**
-     * Called when the local state is discarded to be rebuilt; the listener is
-     * called again once the new snapshot arrives.
-     */
-    onResync?: (reason: LocalBookResyncReason) => void;
-    /**
-     * Called when the server rejects the subscription with an error other than
-     * `SNAPSHOT_UNAVAILABLE` (which is retried): the book will not arrive.
-     */
-    onError?: (error: LocalBookError) => void;
-}

package/dist/websocket/depth.js

@@ -1,13 +0,0 @@
-/**
- * Market-data depth and BBO types (0XM-3551).
- *
- * The `depth:<tradingPairId>:<SPOT|MARGIN>` and `bbo:<tradingPairId>:<SPOT|MARGIN>`
- * WebSocket channels carry the market-data service's sequenced book: a
- * subscribe-time snapshot, then live frames linked by `bookSeq` /
- * `prevBookSeq`. The SDK's `ws.depth` and `ws.bbo` helpers keep the local
- * state for you; the frame shapes are exported for callers that need them.
- *
- * Sequence numbers are durable-log positions (u64). They are surfaced as
- * decimal strings, since a u64 can exceed `Number.MAX_SAFE_INTEGER`; compare
- * them with `BigInt`.
- */