@continuumdao/continuum-node-sdk 1.3.37 → 1.3.39

package/dist/core/chart/depth/coinbase-fetch.js

@@ -0,0 +1,39 @@
+import { normalizeCoinbaseProductBook } from './normalize.js';
+const COINBASE_PRODUCT_BOOK_URL = 'https://api.coinbase.com/api/v3/brokerage/market/product_book';
+const FETCH_TIMEOUT_MS = 10_000;
+const DEFAULT_COINBASE_DEPTH_LIMIT = 500;
+export function resolveCoinbaseDepthLimit(limit) {
+    if (limit == null || !Number.isFinite(limit)) {
+        return DEFAULT_COINBASE_DEPTH_LIMIT;
+    }
+    return Math.min(Math.max(1, Math.floor(limit)), 5000);
+}
+export async function fetchCoinbaseDepthSnapshot(options) {
+    const productId = options.productId.trim().toUpperCase();
+    if (!productId) {
+        return null;
+    }
+    const limit = resolveCoinbaseDepthLimit(options.limit);
+    const url = `${COINBASE_PRODUCT_BOOK_URL}?product_id=${encodeURIComponent(productId)}` +
+        `&limit=${limit}`;
+    const controller = new AbortController();
+    const timer = setTimeout(() => controller.abort(), FETCH_TIMEOUT_MS);
+    try {
+        const resp = await fetch(url, {
+            signal: controller.signal,
+            headers: { Accept: 'application/json', 'Cache-Control': 'no-cache' },
+        });
+        if (!resp.ok) {
+            return null;
+        }
+        const raw = (await resp.json());
+        return normalizeCoinbaseProductBook(raw, { symbol: productId, asOfMs: Date.now() });
+    }
+    catch {
+        return null;
+    }
+    finally {
+        clearTimeout(timer);
+    }
+}
+//# sourceMappingURL=coinbase-fetch.js.map

package/dist/core/chart/depth/coinbase-fetch.js.map

@@ -0,0 +1 @@
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package/dist/core/chart/depth/index.d.ts

@@ -0,0 +1,9 @@
+export { BINANCE_DEPTH_LIMITS, DEFAULT_DEPTH_AVERAGE_WINDOW_SEC, DEFAULT_DEPTH_EXCHANGE_ID, DEFAULT_DEPTH_LEVEL_COUNT, DEFAULT_DEPTH_LIMIT, DEFAULT_DEPTH_MIN_SAMPLES, DEFAULT_DEPTH_SAMPLE_INTERVAL_SEC, AveragedDepthProfileSchema, DepthExchangeIdSchema, DepthProfileBinSchema, NormalizedDepthLevelSchema, NormalizedDepthSnapshotSchema, type AveragedDepthProfile, type BinanceDepthLimit, type DepthExchangeId, type DepthProfileBin, type NormalizedDepthLevel, type NormalizedDepthSnapshot, } from './schemas.js';
+export { normalizeBinanceDepth, normalizeCoinbaseProductBook, normalizeDepthSnapshot, } from './normalize.js';
+export { fetchBinanceDepthSnapshot, resolveBinanceDepthLimit } from './binance-fetch.js';
+export { fetchCoinbaseDepthSnapshot, resolveCoinbaseDepthLimit } from './coinbase-fetch.js';
+export { inferDepthExchangeId, resolveDepthSymbol } from './symbol-from-fetch.js';
+export { averageDepthSamples, snapshotToBins, type DepthSampleRecord } from './average.js';
+export { depthSamplerKeyString, ensureDepthSampler, getAveragedDepthProfile, getDepthSamplerSampleCount, ingestDepthSnapshot, resetDepthSamplersForTests, type DepthSamplerKey, type DepthSamplerOptions, } from './sampler.js';
+export { buildLiquidityDepthLevelMenu, summarizeLiquidityDepthLevels, type LiquidityDepthLevelMenuEntry, } from './levels.js';
+//# sourceMappingURL=index.d.ts.map

package/dist/core/chart/depth/index.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/chart/depth/index.js

@@ -0,0 +1,9 @@
+export { BINANCE_DEPTH_LIMITS, DEFAULT_DEPTH_AVERAGE_WINDOW_SEC, DEFAULT_DEPTH_EXCHANGE_ID, DEFAULT_DEPTH_LEVEL_COUNT, DEFAULT_DEPTH_LIMIT, DEFAULT_DEPTH_MIN_SAMPLES, DEFAULT_DEPTH_SAMPLE_INTERVAL_SEC, AveragedDepthProfileSchema, DepthExchangeIdSchema, DepthProfileBinSchema, NormalizedDepthLevelSchema, NormalizedDepthSnapshotSchema, } from './schemas.js';
+export { normalizeBinanceDepth, normalizeCoinbaseProductBook, normalizeDepthSnapshot, } from './normalize.js';
+export { fetchBinanceDepthSnapshot, resolveBinanceDepthLimit } from './binance-fetch.js';
+export { fetchCoinbaseDepthSnapshot, resolveCoinbaseDepthLimit } from './coinbase-fetch.js';
+export { inferDepthExchangeId, resolveDepthSymbol } from './symbol-from-fetch.js';
+export { averageDepthSamples, snapshotToBins } from './average.js';
+export { depthSamplerKeyString, ensureDepthSampler, getAveragedDepthProfile, getDepthSamplerSampleCount, ingestDepthSnapshot, resetDepthSamplersForTests, } from './sampler.js';
+export { buildLiquidityDepthLevelMenu, summarizeLiquidityDepthLevels, } from './levels.js';
+//# sourceMappingURL=index.js.map

package/dist/core/chart/depth/index.js.map

@@ -0,0 +1 @@
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package/dist/core/chart/depth/levels.d.ts

@@ -0,0 +1,23 @@
+import type { AveragedDepthProfile } from './schemas.js';
+export type LiquidityDepthLevelMenuEntry = {
+    index: number;
+    levelNumber: number;
+    side: 'bid' | 'ask';
+    price: number;
+    avgSize: number;
+    relativeStrength: number;
+    distancePct: number;
+};
+/**
+ * Rank averaged depth bins into a level menu (bids below mid, asks above).
+ */
+export declare function buildLiquidityDepthLevelMenu(profile: AveragedDepthProfile, options?: {
+    levelCount?: number;
+}): LiquidityDepthLevelMenuEntry[];
+export declare function summarizeLiquidityDepthLevels(menu: LiquidityDepthLevelMenuEntry[], meta: {
+    symbol: string;
+    warmingUp: boolean;
+    sampleCount: number;
+    windowSec: number;
+}): string;
+//# sourceMappingURL=levels.d.ts.map

package/dist/core/chart/depth/levels.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/chart/depth/levels.js

@@ -0,0 +1,68 @@
+function binMid(bin) {
+    return (bin.priceLo + bin.priceHi) / 2;
+}
+/**
+ * Rank averaged depth bins into a level menu (bids below mid, asks above).
+ */
+export function buildLiquidityDepthLevelMenu(profile, options = {}) {
+    const levelCount = Math.max(1, Math.min(32, options.levelCount ?? 8));
+    const mid = profile.mid;
+    if (mid == null || !(mid > 0) || !profile.bins.length) {
+        return [];
+    }
+    const bidCandidates = profile.bins
+        .filter(b => binMid(b) < mid && b.bidSize > 0)
+        .map(b => ({ side: 'bid', price: binMid(b), avgSize: b.bidSize }));
+    const askCandidates = profile.bins
+        .filter(b => binMid(b) > mid && b.askSize > 0)
+        .map(b => ({ side: 'ask', price: binMid(b), avgSize: b.askSize }));
+    bidCandidates.sort((a, b) => b.avgSize - a.avgSize);
+    askCandidates.sort((a, b) => b.avgSize - a.avgSize);
+    const perSide = Math.max(1, Math.ceil(levelCount / 2));
+    const picked = [
+        ...bidCandidates.slice(0, perSide),
+        ...askCandidates.slice(0, perSide),
+    ].slice(0, levelCount);
+    const maxSize = Math.max(...picked.map(p => p.avgSize), Number.EPSILON);
+    const withMeta = picked.map(p => ({
+        ...p,
+        relativeStrength: Math.min(1, p.avgSize / maxSize),
+        distancePct: (Math.abs(p.price - mid) / mid) * 100,
+    }));
+    // Present nearest to mid first within each side, bids then asks
+    withMeta.sort((a, b) => {
+        if (a.side !== b.side) {
+            return a.side === 'bid' ? -1 : 1;
+        }
+        return a.distancePct - b.distancePct;
+    });
+    return withMeta.map((entry, index) => ({
+        index,
+        levelNumber: index + 1,
+        side: entry.side,
+        price: entry.price,
+        avgSize: entry.avgSize,
+        relativeStrength: entry.relativeStrength,
+        distancePct: entry.distancePct,
+    }));
+}
+export function summarizeLiquidityDepthLevels(menu, meta) {
+    if (meta.warmingUp) {
+        return (`Spot liquidity depth for ${meta.symbol}: warming up ` +
+            `(${meta.sampleCount} samples; need more for a full ${meta.windowSec}s average).`);
+    }
+    if (!menu.length) {
+        return `Spot liquidity depth for ${meta.symbol}: no significant walls in the averaged book.`;
+    }
+    const topBid = menu.find(m => m.side === 'bid');
+    const topAsk = menu.find(m => m.side === 'ask');
+    const parts = [`Spot book ${meta.symbol}`];
+    if (topBid) {
+        parts.push(`bid wall ~${topBid.price.toPrecision(6)} (rel ${topBid.relativeStrength.toFixed(2)})`);
+    }
+    if (topAsk) {
+        parts.push(`ask wall ~${topAsk.price.toPrecision(6)} (rel ${topAsk.relativeStrength.toFixed(2)})`);
+    }
+    return parts.join(': ') + '.';
+}
+//# sourceMappingURL=levels.js.map

package/dist/core/chart/depth/levels.js.map

@@ -0,0 +1 @@
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package/dist/core/chart/depth/normalize.d.ts

@@ -0,0 +1,22 @@
+import type { DepthExchangeId, NormalizedDepthSnapshot } from './schemas.js';
+/**
+ * Normalize Binance `/api/v3/depth` JSON:
+ * `{ lastUpdateId, bids: [[price, qty], …], asks: […] }`.
+ */
+export declare function normalizeBinanceDepth(raw: unknown, options: {
+    symbol: string;
+    asOfMs?: number;
+}): NormalizedDepthSnapshot | null;
+/**
+ * Normalize Coinbase Advanced Trade public product book (for later adapter):
+ * `{ pricebook: { product_id, bids: [{price,size}], asks }, mid_market? }`.
+ */
+export declare function normalizeCoinbaseProductBook(raw: unknown, options?: {
+    symbol?: string;
+    asOfMs?: number;
+}): NormalizedDepthSnapshot | null;
+export declare function normalizeDepthSnapshot(exchangeId: DepthExchangeId, raw: unknown, options: {
+    symbol: string;
+    asOfMs?: number;
+}): NormalizedDepthSnapshot | null;
+//# sourceMappingURL=normalize.d.ts.map

package/dist/core/chart/depth/normalize.d.ts.map

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package/dist/core/chart/depth/normalize.js

@@ -0,0 +1,130 @@
+import { coerceFiniteNumber } from '../point-normalize.js';
+function levelFromTuple(row) {
+    if (!Array.isArray(row) || row.length < 2) {
+        return null;
+    }
+    const price = coerceFiniteNumber(row[0]);
+    const size = coerceFiniteNumber(row[1]);
+    if (price == null || size == null || size < 0) {
+        return null;
+    }
+    return { price, size };
+}
+function levelFromObject(row) {
+    if (!row || typeof row !== 'object' || Array.isArray(row)) {
+        return null;
+    }
+    const record = row;
+    const price = coerceFiniteNumber(record.price);
+    const size = coerceFiniteNumber(record.size ?? record.quantity ?? record.qty);
+    if (price == null || size == null || size < 0) {
+        return null;
+    }
+    return { price, size };
+}
+function normalizeLevels(raw) {
+    if (!Array.isArray(raw)) {
+        return [];
+    }
+    const out = [];
+    for (const row of raw) {
+        const level = Array.isArray(row) ? levelFromTuple(row) : levelFromObject(row);
+        if (level) {
+            out.push(level);
+        }
+    }
+    return out;
+}
+function midFromBook(bids, asks) {
+    const bestBid = bids[0]?.price;
+    const bestAsk = asks[0]?.price;
+    if (bestBid == null || bestAsk == null || !(bestAsk >= bestBid)) {
+        return undefined;
+    }
+    return (bestBid + bestAsk) / 2;
+}
+/**
+ * Normalize Binance `/api/v3/depth` JSON:
+ * `{ lastUpdateId, bids: [[price, qty], …], asks: […] }`.
+ */
+export function normalizeBinanceDepth(raw, options) {
+    if (!raw || typeof raw !== 'object' || Array.isArray(raw)) {
+        return null;
+    }
+    const record = raw;
+    const symbol = options.symbol.trim().toUpperCase();
+    if (!symbol) {
+        return null;
+    }
+    const bids = normalizeLevels(record.bids);
+    const asks = normalizeLevels(record.asks);
+    if (!bids.length && !asks.length) {
+        return null;
+    }
+    const mid = midFromBook(bids, asks);
+    const asOfMs = options.asOfMs ?? Date.now();
+    const updateId = record.lastUpdateId;
+    return {
+        exchangeId: 'binance',
+        market: 'spot',
+        symbol,
+        asOfMs,
+        bids,
+        asks,
+        ...(mid != null ? { mid } : {}),
+        ...(typeof updateId === 'number' || typeof updateId === 'string' ? { updateId } : {}),
+    };
+}
+/**
+ * Normalize Coinbase Advanced Trade public product book (for later adapter):
+ * `{ pricebook: { product_id, bids: [{price,size}], asks }, mid_market? }`.
+ */
+export function normalizeCoinbaseProductBook(raw, options = {}) {
+    if (!raw || typeof raw !== 'object' || Array.isArray(raw)) {
+        return null;
+    }
+    const root = raw;
+    const book = root.pricebook && typeof root.pricebook === 'object' && !Array.isArray(root.pricebook)
+        ? root.pricebook
+        : root;
+    const productId = (typeof book.product_id === 'string' && book.product_id.trim()) ||
+        (typeof options.symbol === 'string' && options.symbol.trim()) ||
+        '';
+    if (!productId) {
+        return null;
+    }
+    const bids = normalizeLevels(book.bids);
+    const asks = normalizeLevels(book.asks);
+    if (!bids.length && !asks.length) {
+        return null;
+    }
+    const midFromVenue = coerceFiniteNumber(root.mid_market ?? book.mid_market);
+    const mid = midFromVenue ?? midFromBook(bids, asks);
+    let asOfMs = options.asOfMs ?? Date.now();
+    const timeRaw = book.time ?? root.time;
+    if (typeof timeRaw === 'string') {
+        const parsed = Date.parse(timeRaw);
+        if (Number.isFinite(parsed)) {
+            asOfMs = parsed;
+        }
+    }
+    return {
+        exchangeId: 'coinbase',
+        market: 'spot',
+        symbol: productId.toUpperCase(),
+        asOfMs,
+        bids,
+        asks,
+        ...(mid != null ? { mid } : {}),
+    };
+}
+export function normalizeDepthSnapshot(exchangeId, raw, options) {
+    if (exchangeId === 'binance') {
+        return normalizeBinanceDepth(raw, options);
+    }
+    if (exchangeId === 'coinbase') {
+        return normalizeCoinbaseProductBook(raw, options);
+    }
+    return null;
+}
+//# sourceMappingURL=normalize.js.map

package/dist/core/chart/depth/normalize.js.map

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package/dist/core/chart/depth/sampler.d.ts

@@ -0,0 +1,19 @@
+import { type AveragedDepthProfile, type DepthExchangeId, type NormalizedDepthSnapshot } from './schemas.js';
+export type DepthSamplerKey = {
+    exchangeId: DepthExchangeId;
+    symbol: string;
+};
+export type DepthSamplerOptions = {
+    sampleIntervalSec?: number;
+    windowSec?: number;
+    limit?: number;
+};
+export declare function depthSamplerKeyString(key: DepthSamplerKey): string;
+export declare function ingestDepthSnapshot(key: DepthSamplerKey, snapshot: NormalizedDepthSnapshot, options?: DepthSamplerOptions): AveragedDepthProfile | null;
+/** Start (or refresh options for) a background depth sampler. Idempotent. */
+export declare function ensureDepthSampler(key: DepthSamplerKey, options?: DepthSamplerOptions): void;
+export declare function getAveragedDepthProfile(key: DepthSamplerKey): AveragedDepthProfile | null;
+export declare function getDepthSamplerSampleCount(key: DepthSamplerKey): number;
+/** Test helper — clear all samplers. */
+export declare function resetDepthSamplersForTests(): void;
+//# sourceMappingURL=sampler.d.ts.map

package/dist/core/chart/depth/sampler.d.ts.map

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package/dist/core/chart/depth/sampler.js

@@ -0,0 +1,146 @@
+import { averageDepthSamples, snapshotToBins } from './average.js';
+import { fetchBinanceDepthSnapshot } from './binance-fetch.js';
+import { fetchCoinbaseDepthSnapshot } from './coinbase-fetch.js';
+import { DEFAULT_DEPTH_AVERAGE_WINDOW_SEC, DEFAULT_DEPTH_EXCHANGE_ID, DEFAULT_DEPTH_LIMIT, DEFAULT_DEPTH_SAMPLE_INTERVAL_SEC, } from './schemas.js';
+const samplers = new Map();
+export function depthSamplerKeyString(key) {
+    return `${key.exchangeId}:spot:${key.symbol.trim().toUpperCase()}`;
+}
+function trimSamples(state) {
+    const cutoff = Date.now() - state.windowSec * 1000;
+    while (state.samples.length > 0 && state.samples[0].asOfMs < cutoff) {
+        state.samples.shift();
+    }
+    // Cap buffer even if clock skew
+    const maxSamples = Math.max(8, Math.ceil(state.windowSec / Math.max(1, state.sampleIntervalSec)) + 4);
+    if (state.samples.length > maxSamples) {
+        state.samples.splice(0, state.samples.length - maxSamples);
+    }
+}
+export function ingestDepthSnapshot(key, snapshot, options = {}) {
+    const id = depthSamplerKeyString(key);
+    let state = samplers.get(id);
+    if (!state) {
+        state = {
+            key: id,
+            exchangeId: key.exchangeId,
+            symbol: key.symbol.trim().toUpperCase(),
+            sampleIntervalSec: options.sampleIntervalSec ?? DEFAULT_DEPTH_SAMPLE_INTERVAL_SEC,
+            windowSec: options.windowSec ?? DEFAULT_DEPTH_AVERAGE_WINDOW_SEC,
+            limit: options.limit ?? DEFAULT_DEPTH_LIMIT,
+            samples: [],
+            timer: null,
+            polling: false,
+        };
+        samplers.set(id, state);
+    }
+    state.samples.push({
+        asOfMs: snapshot.asOfMs,
+        bins: snapshotToBins(snapshot),
+        ...(snapshot.mid != null ? { mid: snapshot.mid } : {}),
+    });
+    trimSamples(state);
+    return getAveragedDepthProfile(key);
+}
+async function pollOnce(state) {
+    if (state.polling) {
+        return;
+    }
+    state.polling = true;
+    try {
+        let snap = null;
+        if (state.exchangeId === 'binance') {
+            snap = await fetchBinanceDepthSnapshot({
+                symbol: state.symbol,
+                limit: state.limit,
+            });
+        }
+        else if (state.exchangeId === 'coinbase') {
+            snap = await fetchCoinbaseDepthSnapshot({
+                productId: state.symbol,
+                limit: state.limit,
+            });
+        }
+        if (snap) {
+            ingestDepthSnapshot({ exchangeId: state.exchangeId, symbol: state.symbol }, snap, {
+                sampleIntervalSec: state.sampleIntervalSec,
+                windowSec: state.windowSec,
+                limit: state.limit,
+            });
+        }
+    }
+    finally {
+        state.polling = false;
+    }
+}
+/** Start (or refresh options for) a background depth sampler. Idempotent. */
+export function ensureDepthSampler(key, options = {}) {
+    const exchangeId = key.exchangeId || DEFAULT_DEPTH_EXCHANGE_ID;
+    const symbol = key.symbol.trim().toUpperCase();
+    if (!symbol) {
+        return;
+    }
+    const id = depthSamplerKeyString({ exchangeId, symbol });
+    const sampleIntervalSec = options.sampleIntervalSec ?? DEFAULT_DEPTH_SAMPLE_INTERVAL_SEC;
+    const windowSec = options.windowSec ?? DEFAULT_DEPTH_AVERAGE_WINDOW_SEC;
+    const limit = options.limit ?? DEFAULT_DEPTH_LIMIT;
+    let state = samplers.get(id);
+    if (!state) {
+        state = {
+            key: id,
+            exchangeId,
+            symbol,
+            sampleIntervalSec,
+            windowSec,
+            limit,
+            samples: [],
+            timer: null,
+            polling: false,
+        };
+        samplers.set(id, state);
+    }
+    else {
+        state.sampleIntervalSec = sampleIntervalSec;
+        state.windowSec = windowSec;
+        state.limit = limit;
+    }
+    if (state.timer == null) {
+        void pollOnce(state);
+        state.timer = setInterval(() => {
+            void pollOnce(state);
+        }, sampleIntervalSec * 1000);
+        if (typeof state.timer === 'object' && 'unref' in state.timer) {
+            state.timer.unref?.();
+        }
+    }
+}
+export function getAveragedDepthProfile(key) {
+    const state = samplers.get(depthSamplerKeyString(key));
+    if (!state) {
+        return null;
+    }
+    trimSamples(state);
+    return averageDepthSamples(state.samples, {
+        exchangeId: state.exchangeId,
+        symbol: state.symbol,
+        windowSec: state.windowSec,
+    });
+}
+export function getDepthSamplerSampleCount(key) {
+    const state = samplers.get(depthSamplerKeyString(key));
+    if (!state) {
+        return 0;
+    }
+    trimSamples(state);
+    return state.samples.length;
+}
+/** Test helper — clear all samplers. */
+export function resetDepthSamplersForTests() {
+    for (const state of samplers.values()) {
+        if (state.timer != null) {
+            clearInterval(state.timer);
+        }
+    }
+    samplers.clear();
+}
+//# sourceMappingURL=sampler.js.map

package/dist/core/chart/depth/sampler.js.map

@@ -0,0 +1 @@
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package/dist/core/chart/depth/schemas.d.ts

@@ -0,0 +1,71 @@
+import { z } from 'zod';
+/** Extensible exchange ids for spot depth adapters. */
+export declare const DepthExchangeIdSchema: z.ZodEnum<{
+    binance: "binance";
+    coinbase: "coinbase";
+}>;
+export type DepthExchangeId = z.infer<typeof DepthExchangeIdSchema>;
+export declare const NormalizedDepthLevelSchema: z.ZodObject<{
+    price: z.ZodNumber;
+    size: z.ZodNumber;
+}, z.core.$strict>;
+export type NormalizedDepthLevel = z.infer<typeof NormalizedDepthLevelSchema>;
+/** Vendor-neutral L2 snapshot after adapter normalization. */
+export declare const NormalizedDepthSnapshotSchema: z.ZodObject<{
+    exchangeId: z.ZodEnum<{
+        binance: "binance";
+        coinbase: "coinbase";
+    }>;
+    market: z.ZodLiteral<"spot">;
+    symbol: z.ZodString;
+    asOfMs: z.ZodNumber;
+    bids: z.ZodArray<z.ZodObject<{
+        price: z.ZodNumber;
+        size: z.ZodNumber;
+    }, z.core.$strict>>;
+    asks: z.ZodArray<z.ZodObject<{
+        price: z.ZodNumber;
+        size: z.ZodNumber;
+    }, z.core.$strict>>;
+    mid: z.ZodOptional<z.ZodNumber>;
+    updateId: z.ZodOptional<z.ZodUnion<readonly [z.ZodString, z.ZodNumber]>>;
+}, z.core.$strict>;
+export type NormalizedDepthSnapshot = z.infer<typeof NormalizedDepthSnapshotSchema>;
+export declare const DepthProfileBinSchema: z.ZodObject<{
+    priceLo: z.ZodNumber;
+    priceHi: z.ZodNumber;
+    bidSize: z.ZodNumber;
+    askSize: z.ZodNumber;
+    totalSize: z.ZodNumber;
+}, z.core.$strict>;
+export type DepthProfileBin = z.infer<typeof DepthProfileBinSchema>;
+export declare const AveragedDepthProfileSchema: z.ZodObject<{
+    exchangeId: z.ZodEnum<{
+        binance: "binance";
+        coinbase: "coinbase";
+    }>;
+    market: z.ZodLiteral<"spot">;
+    symbol: z.ZodString;
+    mid: z.ZodOptional<z.ZodNumber>;
+    asOfMs: z.ZodNumber;
+    windowSec: z.ZodNumber;
+    sampleCount: z.ZodNumber;
+    bins: z.ZodArray<z.ZodObject<{
+        priceLo: z.ZodNumber;
+        priceHi: z.ZodNumber;
+        bidSize: z.ZodNumber;
+        askSize: z.ZodNumber;
+        totalSize: z.ZodNumber;
+    }, z.core.$strict>>;
+}, z.core.$strict>;
+export type AveragedDepthProfile = z.infer<typeof AveragedDepthProfileSchema>;
+/** Binance-allowed depth limits. */
+export declare const BINANCE_DEPTH_LIMITS: readonly [5, 10, 20, 50, 100, 500, 1000, 5000];
+export type BinanceDepthLimit = (typeof BINANCE_DEPTH_LIMITS)[number];
+export declare const DEFAULT_DEPTH_EXCHANGE_ID: DepthExchangeId;
+export declare const DEFAULT_DEPTH_SAMPLE_INTERVAL_SEC = 12;
+export declare const DEFAULT_DEPTH_AVERAGE_WINDOW_SEC = 300;
+export declare const DEFAULT_DEPTH_LIMIT: BinanceDepthLimit;
+export declare const DEFAULT_DEPTH_LEVEL_COUNT = 8;
+export declare const DEFAULT_DEPTH_MIN_SAMPLES = 5;
+//# sourceMappingURL=schemas.d.ts.map

package/dist/core/chart/depth/schemas.d.ts.map

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