@lifi/perps-types 1.1.0 → 1.3.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/cjs/market.d.ts +11 -0
- package/dist/cjs/market.d.ts.map +1 -1
- package/dist/cjs/subscriptions.d.ts +12 -3
- package/dist/cjs/subscriptions.d.ts.map +1 -1
- package/dist/esm/market.d.ts +16 -2
- package/dist/esm/market.d.ts.map +1 -1
- package/dist/esm/subscriptions.d.ts +14 -3
- package/dist/esm/subscriptions.d.ts.map +1 -1
- package/dist/types/market.d.ts +16 -2
- package/dist/types/market.d.ts.map +1 -1
- package/dist/types/subscriptions.d.ts +14 -3
- package/dist/types/subscriptions.d.ts.map +1 -1
- package/package.json +1 -1
- package/src/market.ts +17 -2
- package/src/subscriptions.ts +11 -0
package/dist/cjs/market.d.ts
CHANGED
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@@ -34,7 +34,9 @@ export interface MarketContext {
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markPrice: string;
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oraclePrice?: string;
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prevDayPrice?: string;
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+
priceChange24h?: string;
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volume24h?: string;
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+
marketCap?: string;
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openInterest?: string;
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funding?: FundingInfo;
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}
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@@ -67,4 +69,13 @@ export interface OrderbookResponse {
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asks: OrderbookLevel[];
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timestamp: number;
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}
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+
export interface Trade {
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provider: string;
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marketId: string;
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price: string;
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size: string;
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timestamp: number;
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side: 'buy' | 'sell';
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id?: string;
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+
}
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//# sourceMappingURL=market.d.ts.map
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package/dist/cjs/market.d.ts.map
CHANGED
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"market.d.ts","sourceRoot":"","sources":["../../src/market.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,KAAK,EAAE,MAAM,YAAY,CAAA;AAGvC,MAAM,WAAW,WAAW;IAC1B,IAAI,EAAE,MAAM,CAAA;IACZ,eAAe,EAAE,MAAM,CAAA;CACxB;AAGD,MAAM,WAAW,UAAU;IACzB,UAAU,EAAE,MAAM,CAAA;IAElB,EAAE,EAAE,MAAM,CAAA;IAEV,UAAU,EAAE,MAAM,CAAA;IAClB,SAAS,EAAE,KAAK,CAAA;IAChB,UAAU,EAAE,KAAK,CAAA;IACjB,UAAU,EAAE,MAAM,CAAA;IAOlB,aAAa,CAAC,EAAE,MAAM,CAAA;CACvB;AAGD,MAAM,WAAW,WAAY,SAAQ,UAAU;IAC7C,WAAW,EAAE,MAAM,CAAA;IACnB,YAAY,EAAE,OAAO,CAAA;IAMrB,qBAAqB,CAAC,EAAE,MAAM,CAAA;CAC/B;AAGD,MAAM,WAAW,UAAW,SAAQ,UAAU;CAAG;AAGjD,MAAM,MAAM,MAAM,GAAG,WAAW,GAAG,UAAU,CAAA;AAG7C,MAAM,MAAM,aAAa,GAAG,IAAI,CAC9B,UAAU,EACV,YAAY,GAAG,IAAI,GAAG,YAAY,GAAG,WAAW,GAAG,YAAY,CAChE,CAAA;AAQD,MAAM,WAAW,SAAS;IACxB,QAAQ,EAAE,MAAM,CAAA;IAChB,UAAU,EAAE,MAAM,CAAA;CACnB;AAGD,MAAM,WAAW,eAAe;IAC9B,OAAO,EAAE,MAAM,EAAE,CAAA;CAClB;
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1
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+
{"version":3,"file":"market.d.ts","sourceRoot":"","sources":["../../src/market.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,KAAK,EAAE,MAAM,YAAY,CAAA;AAGvC,MAAM,WAAW,WAAW;IAC1B,IAAI,EAAE,MAAM,CAAA;IACZ,eAAe,EAAE,MAAM,CAAA;CACxB;AAGD,MAAM,WAAW,UAAU;IACzB,UAAU,EAAE,MAAM,CAAA;IAElB,EAAE,EAAE,MAAM,CAAA;IAEV,UAAU,EAAE,MAAM,CAAA;IAClB,SAAS,EAAE,KAAK,CAAA;IAChB,UAAU,EAAE,KAAK,CAAA;IACjB,UAAU,EAAE,MAAM,CAAA;IAOlB,aAAa,CAAC,EAAE,MAAM,CAAA;CACvB;AAGD,MAAM,WAAW,WAAY,SAAQ,UAAU;IAC7C,WAAW,EAAE,MAAM,CAAA;IACnB,YAAY,EAAE,OAAO,CAAA;IAMrB,qBAAqB,CAAC,EAAE,MAAM,CAAA;CAC/B;AAGD,MAAM,WAAW,UAAW,SAAQ,UAAU;CAAG;AAGjD,MAAM,MAAM,MAAM,GAAG,WAAW,GAAG,UAAU,CAAA;AAG7C,MAAM,MAAM,aAAa,GAAG,IAAI,CAC9B,UAAU,EACV,YAAY,GAAG,IAAI,GAAG,YAAY,GAAG,WAAW,GAAG,YAAY,CAChE,CAAA;AAQD,MAAM,WAAW,SAAS;IACxB,QAAQ,EAAE,MAAM,CAAA;IAChB,UAAU,EAAE,MAAM,CAAA;CACnB;AAGD,MAAM,WAAW,eAAe;IAC9B,OAAO,EAAE,MAAM,EAAE,CAAA;CAClB;AAWD,MAAM,WAAW,aAAa;IAC5B,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,SAAS,EAAE,MAAM,CAAA;IACjB,WAAW,CAAC,EAAE,MAAM,CAAA;IACpB,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,cAAc,CAAC,EAAE,MAAM,CAAA;IACvB,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,OAAO,CAAC,EAAE,WAAW,CAAA;CACtB;AAGD,MAAM,WAAW,cAAc;IAC7B,MAAM,EAAE,aAAa,EAAE,CAAA;CACxB;AAGD,MAAM,WAAW,MAAM;IACrB,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;CACV;AAGD,MAAM,WAAW,aAAa;IAC5B,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,MAAM,EAAE,CAAA;CAClB;AAGD,MAAM,MAAM,aAAa,GACrB,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,KAAK,GACL,KAAK,GACL,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,KAAK,GACL,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,IAAI,CAAA;AAGR,MAAM,WAAW,cAAc;IAC7B,KAAK,EAAE,MAAM,CAAA;IACb,IAAI,EAAE,MAAM,CAAA;CACb;AAGD,MAAM,WAAW,iBAAiB;IAChC,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,IAAI,EAAE,cAAc,EAAE,CAAA;IACtB,IAAI,EAAE,cAAc,EAAE,CAAA;IACtB,SAAS,EAAE,MAAM,CAAA;CAClB;AAGD,MAAM,WAAW,KAAK;IACpB,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,KAAK,EAAE,MAAM,CAAA;IACb,IAAI,EAAE,MAAM,CAAA;IACZ,SAAS,EAAE,MAAM,CAAA;IACjB,IAAI,EAAE,KAAK,GAAG,MAAM,CAAA;IACpB,EAAE,CAAC,EAAE,MAAM,CAAA;CACZ"}
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@@ -1,5 +1,5 @@
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1
1
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import type { Balance, Fill, OpenOrder, Position, TriggerOrder } from './account.js';
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2
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-
import type { Candle, MarketContext, OhlcvInterval, OrderbookResponse } from './market.js';
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2
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+
import type { Candle, MarketContext, OhlcvInterval, OrderbookResponse, Trade } from './market.js';
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import type { Address } from './primitives.js';
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export type MarketsContextSubscription = {
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channel: 'marketsContext';
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@@ -18,6 +18,11 @@ export type CandleSubscription = {
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marketId: string;
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interval: OhlcvInterval;
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};
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export type TradesSubscription = {
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channel: 'trades';
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dex: string;
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marketId: string;
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};
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export type OrderUpdatesSubscription = {
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channel: 'orderUpdates';
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dex: string;
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@@ -38,7 +43,7 @@ export type SpotBalancesSubscription = {
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dex: string;
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address: Address;
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};
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-
export type Subscription = MarketsContextSubscription | OrderbookSubscription | CandleSubscription | OrderUpdatesSubscription | FillsSubscription | PositionsSubscription | SpotBalancesSubscription;
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export type Subscription = MarketsContextSubscription | OrderbookSubscription | CandleSubscription | TradesSubscription | OrderUpdatesSubscription | FillsSubscription | PositionsSubscription | SpotBalancesSubscription;
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export type MarketsContextEvent = {
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channel: 'marketsContext';
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data: Record<string, MarketContext>;
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@@ -51,6 +56,10 @@ export type CandleEvent = {
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channel: 'candle';
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data: Candle;
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};
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export type TradesEvent = {
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channel: 'trades';
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data: Trade[];
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};
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export type OrderUpdatesEvent = {
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channel: 'orderUpdates';
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data: {
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@@ -73,5 +82,5 @@ export type SpotBalancesEvent = {
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locked: string;
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})[];
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};
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-
export type SubscriptionEvent = MarketsContextEvent | OrderbookEvent | CandleEvent | OrderUpdatesEvent | FillsEvent | PositionsEvent | SpotBalancesEvent;
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export type SubscriptionEvent = MarketsContextEvent | OrderbookEvent | CandleEvent | TradesEvent | OrderUpdatesEvent | FillsEvent | PositionsEvent | SpotBalancesEvent;
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//# sourceMappingURL=subscriptions.d.ts.map
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"subscriptions.d.ts","sourceRoot":"","sources":["../../src/subscriptions.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EACV,OAAO,EACP,IAAI,EACJ,SAAS,EACT,QAAQ,EACR,YAAY,EACb,MAAM,cAAc,CAAA;AACrB,OAAO,KAAK,EACV,MAAM,EACN,aAAa,EACb,aAAa,EACb,iBAAiB,
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{"version":3,"file":"subscriptions.d.ts","sourceRoot":"","sources":["../../src/subscriptions.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EACV,OAAO,EACP,IAAI,EACJ,SAAS,EACT,QAAQ,EACR,YAAY,EACb,MAAM,cAAc,CAAA;AACrB,OAAO,KAAK,EACV,MAAM,EACN,aAAa,EACb,aAAa,EACb,iBAAiB,EACjB,KAAK,EACN,MAAM,aAAa,CAAA;AACpB,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,iBAAiB,CAAA;AAG9C,MAAM,MAAM,0BAA0B,GAAG;IACvC,OAAO,EAAE,gBAAgB,CAAA;IACzB,GAAG,EAAE,MAAM,CAAA;CACZ,CAAA;AAED,MAAM,MAAM,qBAAqB,GAAG;IAClC,OAAO,EAAE,WAAW,CAAA;IACpB,GAAG,EAAE,MAAM,CAAA;IACX,QAAQ,EAAE,MAAM,CAAA;IAChB,KAAK,CAAC,EAAE,MAAM,CAAA;IAOd,SAAS,CAAC,EAAE,MAAM,CAAA;CACnB,CAAA;AAED,MAAM,MAAM,kBAAkB,GAAG;IAC/B,OAAO,EAAE,QAAQ,CAAA;IACjB,GAAG,EAAE,MAAM,CAAA;IACX,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,aAAa,CAAA;CACxB,CAAA;AAED,MAAM,MAAM,kBAAkB,GAAG;IAC/B,OAAO,EAAE,QAAQ,CAAA;IACjB,GAAG,EAAE,MAAM,CAAA;IACX,QAAQ,EAAE,MAAM,CAAA;CACjB,CAAA;AAED,MAAM,MAAM,wBAAwB,GAAG;IACrC,OAAO,EAAE,cAAc,CAAA;IACvB,GAAG,EAAE,MAAM,CAAA;IACX,OAAO,EAAE,OAAO,CAAA;CACjB,CAAA;AAED,MAAM,MAAM,iBAAiB,GAAG;IAC9B,OAAO,EAAE,OAAO,CAAA;IAChB,GAAG,EAAE,MAAM,CAAA;IACX,OAAO,EAAE,OAAO,CAAA;CACjB,CAAA;AAED,MAAM,MAAM,qBAAqB,GAAG;IAClC,OAAO,EAAE,WAAW,CAAA;IACpB,GAAG,EAAE,MAAM,CAAA;IACX,OAAO,EAAE,OAAO,CAAA;CACjB,CAAA;AAED,MAAM,MAAM,wBAAwB,GAAG;IACrC,OAAO,EAAE,cAAc,CAAA;IACvB,GAAG,EAAE,MAAM,CAAA;IACX,OAAO,EAAE,OAAO,CAAA;CACjB,CAAA;AAGD,MAAM,MAAM,YAAY,GACpB,0BAA0B,GAC1B,qBAAqB,GACrB,kBAAkB,GAClB,kBAAkB,GAClB,wBAAwB,GACxB,iBAAiB,GACjB,qBAAqB,GACrB,wBAAwB,CAAA;AAG5B,MAAM,MAAM,mBAAmB,GAAG;IAChC,OAAO,EAAE,gBAAgB,CAAA;IACzB,IAAI,EAAE,MAAM,CAAC,MAAM,EAAE,aAAa,CAAC,CAAA;CACpC,CAAA;AAED,MAAM,MAAM,cAAc,GAAG;IAAE,OAAO,EAAE,WAAW,CAAC;IAAC,IAAI,EAAE,iBAAiB,CAAA;CAAE,CAAA;AAE9E,MAAM,MAAM,WAAW,GAAG;IAAE,OAAO,EAAE,QAAQ,CAAC;IAAC,IAAI,EAAE,MAAM,CAAA;CAAE,CAAA;AAE7D,MAAM,MAAM,WAAW,GAAG;IAAE,OAAO,EAAE,QAAQ,CAAC;IAAC,IAAI,EAAE,KAAK,EAAE,CAAA;CAAE,CAAA;AAE9D,MAAM,MAAM,iBAAiB,GAAG;IAC9B,OAAO,EAAE,cAAc,CAAA;IACvB,IAAI,EAAE;QAEJ,UAAU,EAAE,SAAS,EAAE,CAAA;QAEvB,aAAa,EAAE,YAAY,EAAE,CAAA;QAK7B,UAAU,EAAE,MAAM,EAAE,CAAA;KACrB,CAAA;CACF,CAAA;AAED,MAAM,MAAM,UAAU,GAAG;IAAE,OAAO,EAAE,OAAO,CAAC;IAAC,IAAI,EAAE,IAAI,EAAE,CAAA;CAAE,CAAA;AAQ3D,MAAM,MAAM,cAAc,GAAG;IAAE,OAAO,EAAE,WAAW,CAAC;IAAC,IAAI,EAAE,QAAQ,EAAE,CAAA;CAAE,CAAA;AAMvE,MAAM,MAAM,iBAAiB,GAAG;IAC9B,OAAO,EAAE,cAAc,CAAA;IACvB,IAAI,EAAE,CAAC,OAAO,GAAG;QAAE,MAAM,EAAE,MAAM,CAAA;KAAE,CAAC,EAAE,CAAA;CACvC,CAAA;AAGD,MAAM,MAAM,iBAAiB,GACzB,mBAAmB,GACnB,cAAc,GACd,WAAW,GACX,WAAW,GACX,iBAAiB,GACjB,UAAU,GACV,cAAc,GACd,iBAAiB,CAAA"}
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package/dist/esm/market.d.ts
CHANGED
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@@ -57,8 +57,10 @@ export interface MarketsResponse {
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/**
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* Live per-market context: `midPrice` is the order-book mid, `markPrice` the
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* venue mark, `oraclePrice` the venue oracle/index price where the venue
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* publishes one. `prevDayPrice` and `volume24h` apply to
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*
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* publishes one. `prevDayPrice`, `priceChange24h` and `volume24h` apply to
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* every market type; `marketCap` is present when the venue publishes
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* circulating supply, while `openInterest` and `funding` are perp-only and
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* absent for spot.
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* @public
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*/
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export interface MarketContext {
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@@ -67,7 +69,9 @@ export interface MarketContext {
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markPrice: string;
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oraclePrice?: string;
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prevDayPrice?: string;
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priceChange24h?: string;
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volume24h?: string;
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marketCap?: string;
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openInterest?: string;
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funding?: FundingInfo;
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}
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@@ -106,4 +110,14 @@ export interface OrderbookResponse {
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asks: OrderbookLevel[];
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timestamp: number;
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}
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/** @public */
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export interface Trade {
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provider: string;
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marketId: string;
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price: string;
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size: string;
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timestamp: number;
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side: 'buy' | 'sell';
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id?: string;
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}
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//# sourceMappingURL=market.d.ts.map
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package/dist/esm/market.d.ts.map
CHANGED
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-
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1
|
+
{"version":3,"file":"market.d.ts","sourceRoot":"","sources":["../../src/market.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,KAAK,EAAE,MAAM,YAAY,CAAA;AAEvC,cAAc;AACd,MAAM,WAAW,WAAW;IAC1B,IAAI,EAAE,MAAM,CAAA;IACZ,eAAe,EAAE,MAAM,CAAA;CACxB;AAED,cAAc;AACd,MAAM,WAAW,UAAU;IACzB,UAAU,EAAE,MAAM,CAAA;IAClB,qEAAqE;IACrE,EAAE,EAAE,MAAM,CAAA;IACV,mDAAmD;IACnD,UAAU,EAAE,MAAM,CAAA;IAClB,SAAS,EAAE,KAAK,CAAA;IAChB,UAAU,EAAE,KAAK,CAAA;IACjB,UAAU,EAAE,MAAM,CAAA;IAClB;;;;;OAKG;IACH,aAAa,CAAC,EAAE,MAAM,CAAA;CACvB;AAED,cAAc;AACd,MAAM,WAAW,WAAY,SAAQ,UAAU;IAC7C,WAAW,EAAE,MAAM,CAAA;IACnB,YAAY,EAAE,OAAO,CAAA;IACrB;;;;OAIG;IACH,qBAAqB,CAAC,EAAE,MAAM,CAAA;CAC/B;AAED,cAAc;AACd,MAAM,WAAW,UAAW,SAAQ,UAAU;CAAG;AAEjD,cAAc;AACd,MAAM,MAAM,MAAM,GAAG,WAAW,GAAG,UAAU,CAAA;AAE7C,cAAc;AACd,MAAM,MAAM,aAAa,GAAG,IAAI,CAC9B,UAAU,EACV,YAAY,GAAG,IAAI,GAAG,YAAY,GAAG,WAAW,GAAG,YAAY,CAChE,CAAA;AAED;;;;;GAKG;AACH,MAAM,WAAW,SAAS;IACxB,QAAQ,EAAE,MAAM,CAAA;IAChB,UAAU,EAAE,MAAM,CAAA;CACnB;AAED,cAAc;AACd,MAAM,WAAW,eAAe;IAC9B,OAAO,EAAE,MAAM,EAAE,CAAA;CAClB;AAED;;;;;;;;GAQG;AACH,MAAM,WAAW,aAAa;IAC5B,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,SAAS,EAAE,MAAM,CAAA;IACjB,WAAW,CAAC,EAAE,MAAM,CAAA;IACpB,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,cAAc,CAAC,EAAE,MAAM,CAAA;IACvB,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,OAAO,CAAC,EAAE,WAAW,CAAA;CACtB;AAED,cAAc;AACd,MAAM,WAAW,cAAc;IAC7B,MAAM,EAAE,aAAa,EAAE,CAAA;CACxB;AAED,cAAc;AACd,MAAM,WAAW,MAAM;IACrB,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;CACV;AAED,cAAc;AACd,MAAM,WAAW,aAAa;IAC5B,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,MAAM,EAAE,CAAA;CAClB;AAED,cAAc;AACd,MAAM,MAAM,aAAa,GACrB,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,KAAK,GACL,KAAK,GACL,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,KAAK,GACL,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,IAAI,CAAA;AAER,cAAc;AACd,MAAM,WAAW,cAAc;IAC7B,KAAK,EAAE,MAAM,CAAA;IACb,IAAI,EAAE,MAAM,CAAA;CACb;AAED,cAAc;AACd,MAAM,WAAW,iBAAiB;IAChC,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,IAAI,EAAE,cAAc,EAAE,CAAA;IACtB,IAAI,EAAE,cAAc,EAAE,CAAA;IACtB,SAAS,EAAE,MAAM,CAAA;CAClB;AAED,cAAc;AACd,MAAM,WAAW,KAAK;IACpB,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,KAAK,EAAE,MAAM,CAAA;IACb,IAAI,EAAE,MAAM,CAAA;IACZ,SAAS,EAAE,MAAM,CAAA;IACjB,IAAI,EAAE,KAAK,GAAG,MAAM,CAAA;IACpB,EAAE,CAAC,EAAE,MAAM,CAAA;CACZ"}
|
|
@@ -1,5 +1,5 @@
|
|
|
1
1
|
import type { Balance, Fill, OpenOrder, Position, TriggerOrder } from './account.js';
|
|
2
|
-
import type { Candle, MarketContext, OhlcvInterval, OrderbookResponse } from './market.js';
|
|
2
|
+
import type { Candle, MarketContext, OhlcvInterval, OrderbookResponse, Trade } from './market.js';
|
|
3
3
|
import type { Address } from './primitives.js';
|
|
4
4
|
/** @public */
|
|
5
5
|
export type MarketsContextSubscription = {
|
|
@@ -28,6 +28,12 @@ export type CandleSubscription = {
|
|
|
28
28
|
interval: OhlcvInterval;
|
|
29
29
|
};
|
|
30
30
|
/** @public */
|
|
31
|
+
export type TradesSubscription = {
|
|
32
|
+
channel: 'trades';
|
|
33
|
+
dex: string;
|
|
34
|
+
marketId: string;
|
|
35
|
+
};
|
|
36
|
+
/** @public */
|
|
31
37
|
export type OrderUpdatesSubscription = {
|
|
32
38
|
channel: 'orderUpdates';
|
|
33
39
|
dex: string;
|
|
@@ -52,7 +58,7 @@ export type SpotBalancesSubscription = {
|
|
|
52
58
|
address: Address;
|
|
53
59
|
};
|
|
54
60
|
/** @public */
|
|
55
|
-
export type Subscription = MarketsContextSubscription | OrderbookSubscription | CandleSubscription | OrderUpdatesSubscription | FillsSubscription | PositionsSubscription | SpotBalancesSubscription;
|
|
61
|
+
export type Subscription = MarketsContextSubscription | OrderbookSubscription | CandleSubscription | TradesSubscription | OrderUpdatesSubscription | FillsSubscription | PositionsSubscription | SpotBalancesSubscription;
|
|
56
62
|
/** @public */
|
|
57
63
|
export type MarketsContextEvent = {
|
|
58
64
|
channel: 'marketsContext';
|
|
@@ -69,6 +75,11 @@ export type CandleEvent = {
|
|
|
69
75
|
data: Candle;
|
|
70
76
|
};
|
|
71
77
|
/** @public */
|
|
78
|
+
export type TradesEvent = {
|
|
79
|
+
channel: 'trades';
|
|
80
|
+
data: Trade[];
|
|
81
|
+
};
|
|
82
|
+
/** @public */
|
|
72
83
|
export type OrderUpdatesEvent = {
|
|
73
84
|
channel: 'orderUpdates';
|
|
74
85
|
data: {
|
|
@@ -111,5 +122,5 @@ export type SpotBalancesEvent = {
|
|
|
111
122
|
})[];
|
|
112
123
|
};
|
|
113
124
|
/** @public */
|
|
114
|
-
export type SubscriptionEvent = MarketsContextEvent | OrderbookEvent | CandleEvent | OrderUpdatesEvent | FillsEvent | PositionsEvent | SpotBalancesEvent;
|
|
125
|
+
export type SubscriptionEvent = MarketsContextEvent | OrderbookEvent | CandleEvent | TradesEvent | OrderUpdatesEvent | FillsEvent | PositionsEvent | SpotBalancesEvent;
|
|
115
126
|
//# sourceMappingURL=subscriptions.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"subscriptions.d.ts","sourceRoot":"","sources":["../../src/subscriptions.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EACV,OAAO,EACP,IAAI,EACJ,SAAS,EACT,QAAQ,EACR,YAAY,EACb,MAAM,cAAc,CAAA;AACrB,OAAO,KAAK,EACV,MAAM,EACN,aAAa,EACb,aAAa,EACb,iBAAiB,
|
|
1
|
+
{"version":3,"file":"subscriptions.d.ts","sourceRoot":"","sources":["../../src/subscriptions.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EACV,OAAO,EACP,IAAI,EACJ,SAAS,EACT,QAAQ,EACR,YAAY,EACb,MAAM,cAAc,CAAA;AACrB,OAAO,KAAK,EACV,MAAM,EACN,aAAa,EACb,aAAa,EACb,iBAAiB,EACjB,KAAK,EACN,MAAM,aAAa,CAAA;AACpB,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,iBAAiB,CAAA;AAE9C,cAAc;AACd,MAAM,MAAM,0BAA0B,GAAG;IACvC,OAAO,EAAE,gBAAgB,CAAA;IACzB,GAAG,EAAE,MAAM,CAAA;CACZ,CAAA;AACD,cAAc;AACd,MAAM,MAAM,qBAAqB,GAAG;IAClC,OAAO,EAAE,WAAW,CAAA;IACpB,GAAG,EAAE,MAAM,CAAA;IACX,QAAQ,EAAE,MAAM,CAAA;IAChB,KAAK,CAAC,EAAE,MAAM,CAAA;IACd;;;;;OAKG;IACH,SAAS,CAAC,EAAE,MAAM,CAAA;CACnB,CAAA;AACD,cAAc;AACd,MAAM,MAAM,kBAAkB,GAAG;IAC/B,OAAO,EAAE,QAAQ,CAAA;IACjB,GAAG,EAAE,MAAM,CAAA;IACX,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,aAAa,CAAA;CACxB,CAAA;AACD,cAAc;AACd,MAAM,MAAM,kBAAkB,GAAG;IAC/B,OAAO,EAAE,QAAQ,CAAA;IACjB,GAAG,EAAE,MAAM,CAAA;IACX,QAAQ,EAAE,MAAM,CAAA;CACjB,CAAA;AACD,cAAc;AACd,MAAM,MAAM,wBAAwB,GAAG;IACrC,OAAO,EAAE,cAAc,CAAA;IACvB,GAAG,EAAE,MAAM,CAAA;IACX,OAAO,EAAE,OAAO,CAAA;CACjB,CAAA;AACD,cAAc;AACd,MAAM,MAAM,iBAAiB,GAAG;IAC9B,OAAO,EAAE,OAAO,CAAA;IAChB,GAAG,EAAE,MAAM,CAAA;IACX,OAAO,EAAE,OAAO,CAAA;CACjB,CAAA;AACD,cAAc;AACd,MAAM,MAAM,qBAAqB,GAAG;IAClC,OAAO,EAAE,WAAW,CAAA;IACpB,GAAG,EAAE,MAAM,CAAA;IACX,OAAO,EAAE,OAAO,CAAA;CACjB,CAAA;AACD,cAAc;AACd,MAAM,MAAM,wBAAwB,GAAG;IACrC,OAAO,EAAE,cAAc,CAAA;IACvB,GAAG,EAAE,MAAM,CAAA;IACX,OAAO,EAAE,OAAO,CAAA;CACjB,CAAA;AAED,cAAc;AACd,MAAM,MAAM,YAAY,GACpB,0BAA0B,GAC1B,qBAAqB,GACrB,kBAAkB,GAClB,kBAAkB,GAClB,wBAAwB,GACxB,iBAAiB,GACjB,qBAAqB,GACrB,wBAAwB,CAAA;AAE5B,cAAc;AACd,MAAM,MAAM,mBAAmB,GAAG;IAChC,OAAO,EAAE,gBAAgB,CAAA;IACzB,IAAI,EAAE,MAAM,CAAC,MAAM,EAAE,aAAa,CAAC,CAAA;CACpC,CAAA;AACD,cAAc;AACd,MAAM,MAAM,cAAc,GAAG;IAAE,OAAO,EAAE,WAAW,CAAC;IAAC,IAAI,EAAE,iBAAiB,CAAA;CAAE,CAAA;AAC9E,cAAc;AACd,MAAM,MAAM,WAAW,GAAG;IAAE,OAAO,EAAE,QAAQ,CAAC;IAAC,IAAI,EAAE,MAAM,CAAA;CAAE,CAAA;AAC7D,cAAc;AACd,MAAM,MAAM,WAAW,GAAG;IAAE,OAAO,EAAE,QAAQ,CAAC;IAAC,IAAI,EAAE,KAAK,EAAE,CAAA;CAAE,CAAA;AAC9D,cAAc;AACd,MAAM,MAAM,iBAAiB,GAAG;IAC9B,OAAO,EAAE,cAAc,CAAA;IACvB,IAAI,EAAE;QACJ,4CAA4C;QAC5C,UAAU,EAAE,SAAS,EAAE,CAAA;QACvB,8DAA8D;QAC9D,aAAa,EAAE,YAAY,EAAE,CAAA;QAC7B;;;WAGG;QACH,UAAU,EAAE,MAAM,EAAE,CAAA;KACrB,CAAA;CACF,CAAA;AACD,cAAc;AACd,MAAM,MAAM,UAAU,GAAG;IAAE,OAAO,EAAE,OAAO,CAAC;IAAC,IAAI,EAAE,IAAI,EAAE,CAAA;CAAE,CAAA;AAC3D;;;;;;GAMG;AACH,MAAM,MAAM,cAAc,GAAG;IAAE,OAAO,EAAE,WAAW,CAAC;IAAC,IAAI,EAAE,QAAQ,EAAE,CAAA;CAAE,CAAA;AACvE;;;;GAIG;AACH,MAAM,MAAM,iBAAiB,GAAG;IAC9B,OAAO,EAAE,cAAc,CAAA;IACvB,IAAI,EAAE,CAAC,OAAO,GAAG;QAAE,MAAM,EAAE,MAAM,CAAA;KAAE,CAAC,EAAE,CAAA;CACvC,CAAA;AAED,cAAc;AACd,MAAM,MAAM,iBAAiB,GACzB,mBAAmB,GACnB,cAAc,GACd,WAAW,GACX,WAAW,GACX,iBAAiB,GACjB,UAAU,GACV,cAAc,GACd,iBAAiB,CAAA"}
|
package/dist/types/market.d.ts
CHANGED
|
@@ -57,8 +57,10 @@ export interface MarketsResponse {
|
|
|
57
57
|
/**
|
|
58
58
|
* Live per-market context: `midPrice` is the order-book mid, `markPrice` the
|
|
59
59
|
* venue mark, `oraclePrice` the venue oracle/index price where the venue
|
|
60
|
-
* publishes one. `prevDayPrice` and `volume24h` apply to
|
|
61
|
-
*
|
|
60
|
+
* publishes one. `prevDayPrice`, `priceChange24h` and `volume24h` apply to
|
|
61
|
+
* every market type; `marketCap` is present when the venue publishes
|
|
62
|
+
* circulating supply, while `openInterest` and `funding` are perp-only and
|
|
63
|
+
* absent for spot.
|
|
62
64
|
* @public
|
|
63
65
|
*/
|
|
64
66
|
export interface MarketContext {
|
|
@@ -67,7 +69,9 @@ export interface MarketContext {
|
|
|
67
69
|
markPrice: string;
|
|
68
70
|
oraclePrice?: string;
|
|
69
71
|
prevDayPrice?: string;
|
|
72
|
+
priceChange24h?: string;
|
|
70
73
|
volume24h?: string;
|
|
74
|
+
marketCap?: string;
|
|
71
75
|
openInterest?: string;
|
|
72
76
|
funding?: FundingInfo;
|
|
73
77
|
}
|
|
@@ -106,4 +110,14 @@ export interface OrderbookResponse {
|
|
|
106
110
|
asks: OrderbookLevel[];
|
|
107
111
|
timestamp: number;
|
|
108
112
|
}
|
|
113
|
+
/** @public */
|
|
114
|
+
export interface Trade {
|
|
115
|
+
provider: string;
|
|
116
|
+
marketId: string;
|
|
117
|
+
price: string;
|
|
118
|
+
size: string;
|
|
119
|
+
timestamp: number;
|
|
120
|
+
side: 'buy' | 'sell';
|
|
121
|
+
id?: string;
|
|
122
|
+
}
|
|
109
123
|
//# sourceMappingURL=market.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"market.d.ts","sourceRoot":"","sources":["../../src/market.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,KAAK,EAAE,MAAM,YAAY,CAAA;AAEvC,cAAc;AACd,MAAM,WAAW,WAAW;IAC1B,IAAI,EAAE,MAAM,CAAA;IACZ,eAAe,EAAE,MAAM,CAAA;CACxB;AAED,cAAc;AACd,MAAM,WAAW,UAAU;IACzB,UAAU,EAAE,MAAM,CAAA;IAClB,qEAAqE;IACrE,EAAE,EAAE,MAAM,CAAA;IACV,mDAAmD;IACnD,UAAU,EAAE,MAAM,CAAA;IAClB,SAAS,EAAE,KAAK,CAAA;IAChB,UAAU,EAAE,KAAK,CAAA;IACjB,UAAU,EAAE,MAAM,CAAA;IAClB;;;;;OAKG;IACH,aAAa,CAAC,EAAE,MAAM,CAAA;CACvB;AAED,cAAc;AACd,MAAM,WAAW,WAAY,SAAQ,UAAU;IAC7C,WAAW,EAAE,MAAM,CAAA;IACnB,YAAY,EAAE,OAAO,CAAA;IACrB;;;;OAIG;IACH,qBAAqB,CAAC,EAAE,MAAM,CAAA;CAC/B;AAED,cAAc;AACd,MAAM,WAAW,UAAW,SAAQ,UAAU;CAAG;AAEjD,cAAc;AACd,MAAM,MAAM,MAAM,GAAG,WAAW,GAAG,UAAU,CAAA;AAE7C,cAAc;AACd,MAAM,MAAM,aAAa,GAAG,IAAI,CAC9B,UAAU,EACV,YAAY,GAAG,IAAI,GAAG,YAAY,GAAG,WAAW,GAAG,YAAY,CAChE,CAAA;AAED;;;;;GAKG;AACH,MAAM,WAAW,SAAS;IACxB,QAAQ,EAAE,MAAM,CAAA;IAChB,UAAU,EAAE,MAAM,CAAA;CACnB;AAED,cAAc;AACd,MAAM,WAAW,eAAe;IAC9B,OAAO,EAAE,MAAM,EAAE,CAAA;CAClB;AAED
|
|
1
|
+
{"version":3,"file":"market.d.ts","sourceRoot":"","sources":["../../src/market.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,KAAK,EAAE,MAAM,YAAY,CAAA;AAEvC,cAAc;AACd,MAAM,WAAW,WAAW;IAC1B,IAAI,EAAE,MAAM,CAAA;IACZ,eAAe,EAAE,MAAM,CAAA;CACxB;AAED,cAAc;AACd,MAAM,WAAW,UAAU;IACzB,UAAU,EAAE,MAAM,CAAA;IAClB,qEAAqE;IACrE,EAAE,EAAE,MAAM,CAAA;IACV,mDAAmD;IACnD,UAAU,EAAE,MAAM,CAAA;IAClB,SAAS,EAAE,KAAK,CAAA;IAChB,UAAU,EAAE,KAAK,CAAA;IACjB,UAAU,EAAE,MAAM,CAAA;IAClB;;;;;OAKG;IACH,aAAa,CAAC,EAAE,MAAM,CAAA;CACvB;AAED,cAAc;AACd,MAAM,WAAW,WAAY,SAAQ,UAAU;IAC7C,WAAW,EAAE,MAAM,CAAA;IACnB,YAAY,EAAE,OAAO,CAAA;IACrB;;;;OAIG;IACH,qBAAqB,CAAC,EAAE,MAAM,CAAA;CAC/B;AAED,cAAc;AACd,MAAM,WAAW,UAAW,SAAQ,UAAU;CAAG;AAEjD,cAAc;AACd,MAAM,MAAM,MAAM,GAAG,WAAW,GAAG,UAAU,CAAA;AAE7C,cAAc;AACd,MAAM,MAAM,aAAa,GAAG,IAAI,CAC9B,UAAU,EACV,YAAY,GAAG,IAAI,GAAG,YAAY,GAAG,WAAW,GAAG,YAAY,CAChE,CAAA;AAED;;;;;GAKG;AACH,MAAM,WAAW,SAAS;IACxB,QAAQ,EAAE,MAAM,CAAA;IAChB,UAAU,EAAE,MAAM,CAAA;CACnB;AAED,cAAc;AACd,MAAM,WAAW,eAAe;IAC9B,OAAO,EAAE,MAAM,EAAE,CAAA;CAClB;AAED;;;;;;;;GAQG;AACH,MAAM,WAAW,aAAa;IAC5B,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,SAAS,EAAE,MAAM,CAAA;IACjB,WAAW,CAAC,EAAE,MAAM,CAAA;IACpB,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,cAAc,CAAC,EAAE,MAAM,CAAA;IACvB,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,OAAO,CAAC,EAAE,WAAW,CAAA;CACtB;AAED,cAAc;AACd,MAAM,WAAW,cAAc;IAC7B,MAAM,EAAE,aAAa,EAAE,CAAA;CACxB;AAED,cAAc;AACd,MAAM,WAAW,MAAM;IACrB,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;CACV;AAED,cAAc;AACd,MAAM,WAAW,aAAa;IAC5B,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,MAAM,EAAE,CAAA;CAClB;AAED,cAAc;AACd,MAAM,MAAM,aAAa,GACrB,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,KAAK,GACL,KAAK,GACL,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,KAAK,GACL,IAAI,GACJ,IAAI,GACJ,IAAI,GACJ,IAAI,CAAA;AAER,cAAc;AACd,MAAM,WAAW,cAAc;IAC7B,KAAK,EAAE,MAAM,CAAA;IACb,IAAI,EAAE,MAAM,CAAA;CACb;AAED,cAAc;AACd,MAAM,WAAW,iBAAiB;IAChC,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,IAAI,EAAE,cAAc,EAAE,CAAA;IACtB,IAAI,EAAE,cAAc,EAAE,CAAA;IACtB,SAAS,EAAE,MAAM,CAAA;CAClB;AAED,cAAc;AACd,MAAM,WAAW,KAAK;IACpB,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,KAAK,EAAE,MAAM,CAAA;IACb,IAAI,EAAE,MAAM,CAAA;IACZ,SAAS,EAAE,MAAM,CAAA;IACjB,IAAI,EAAE,KAAK,GAAG,MAAM,CAAA;IACpB,EAAE,CAAC,EAAE,MAAM,CAAA;CACZ"}
|
|
@@ -1,5 +1,5 @@
|
|
|
1
1
|
import type { Balance, Fill, OpenOrder, Position, TriggerOrder } from './account.js';
|
|
2
|
-
import type { Candle, MarketContext, OhlcvInterval, OrderbookResponse } from './market.js';
|
|
2
|
+
import type { Candle, MarketContext, OhlcvInterval, OrderbookResponse, Trade } from './market.js';
|
|
3
3
|
import type { Address } from './primitives.js';
|
|
4
4
|
/** @public */
|
|
5
5
|
export type MarketsContextSubscription = {
|
|
@@ -28,6 +28,12 @@ export type CandleSubscription = {
|
|
|
28
28
|
interval: OhlcvInterval;
|
|
29
29
|
};
|
|
30
30
|
/** @public */
|
|
31
|
+
export type TradesSubscription = {
|
|
32
|
+
channel: 'trades';
|
|
33
|
+
dex: string;
|
|
34
|
+
marketId: string;
|
|
35
|
+
};
|
|
36
|
+
/** @public */
|
|
31
37
|
export type OrderUpdatesSubscription = {
|
|
32
38
|
channel: 'orderUpdates';
|
|
33
39
|
dex: string;
|
|
@@ -52,7 +58,7 @@ export type SpotBalancesSubscription = {
|
|
|
52
58
|
address: Address;
|
|
53
59
|
};
|
|
54
60
|
/** @public */
|
|
55
|
-
export type Subscription = MarketsContextSubscription | OrderbookSubscription | CandleSubscription | OrderUpdatesSubscription | FillsSubscription | PositionsSubscription | SpotBalancesSubscription;
|
|
61
|
+
export type Subscription = MarketsContextSubscription | OrderbookSubscription | CandleSubscription | TradesSubscription | OrderUpdatesSubscription | FillsSubscription | PositionsSubscription | SpotBalancesSubscription;
|
|
56
62
|
/** @public */
|
|
57
63
|
export type MarketsContextEvent = {
|
|
58
64
|
channel: 'marketsContext';
|
|
@@ -69,6 +75,11 @@ export type CandleEvent = {
|
|
|
69
75
|
data: Candle;
|
|
70
76
|
};
|
|
71
77
|
/** @public */
|
|
78
|
+
export type TradesEvent = {
|
|
79
|
+
channel: 'trades';
|
|
80
|
+
data: Trade[];
|
|
81
|
+
};
|
|
82
|
+
/** @public */
|
|
72
83
|
export type OrderUpdatesEvent = {
|
|
73
84
|
channel: 'orderUpdates';
|
|
74
85
|
data: {
|
|
@@ -111,5 +122,5 @@ export type SpotBalancesEvent = {
|
|
|
111
122
|
})[];
|
|
112
123
|
};
|
|
113
124
|
/** @public */
|
|
114
|
-
export type SubscriptionEvent = MarketsContextEvent | OrderbookEvent | CandleEvent | OrderUpdatesEvent | FillsEvent | PositionsEvent | SpotBalancesEvent;
|
|
125
|
+
export type SubscriptionEvent = MarketsContextEvent | OrderbookEvent | CandleEvent | TradesEvent | OrderUpdatesEvent | FillsEvent | PositionsEvent | SpotBalancesEvent;
|
|
115
126
|
//# sourceMappingURL=subscriptions.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"subscriptions.d.ts","sourceRoot":"","sources":["../../src/subscriptions.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EACV,OAAO,EACP,IAAI,EACJ,SAAS,EACT,QAAQ,EACR,YAAY,EACb,MAAM,cAAc,CAAA;AACrB,OAAO,KAAK,EACV,MAAM,EACN,aAAa,EACb,aAAa,EACb,iBAAiB,
|
|
1
|
+
{"version":3,"file":"subscriptions.d.ts","sourceRoot":"","sources":["../../src/subscriptions.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EACV,OAAO,EACP,IAAI,EACJ,SAAS,EACT,QAAQ,EACR,YAAY,EACb,MAAM,cAAc,CAAA;AACrB,OAAO,KAAK,EACV,MAAM,EACN,aAAa,EACb,aAAa,EACb,iBAAiB,EACjB,KAAK,EACN,MAAM,aAAa,CAAA;AACpB,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,iBAAiB,CAAA;AAE9C,cAAc;AACd,MAAM,MAAM,0BAA0B,GAAG;IACvC,OAAO,EAAE,gBAAgB,CAAA;IACzB,GAAG,EAAE,MAAM,CAAA;CACZ,CAAA;AACD,cAAc;AACd,MAAM,MAAM,qBAAqB,GAAG;IAClC,OAAO,EAAE,WAAW,CAAA;IACpB,GAAG,EAAE,MAAM,CAAA;IACX,QAAQ,EAAE,MAAM,CAAA;IAChB,KAAK,CAAC,EAAE,MAAM,CAAA;IACd;;;;;OAKG;IACH,SAAS,CAAC,EAAE,MAAM,CAAA;CACnB,CAAA;AACD,cAAc;AACd,MAAM,MAAM,kBAAkB,GAAG;IAC/B,OAAO,EAAE,QAAQ,CAAA;IACjB,GAAG,EAAE,MAAM,CAAA;IACX,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,aAAa,CAAA;CACxB,CAAA;AACD,cAAc;AACd,MAAM,MAAM,kBAAkB,GAAG;IAC/B,OAAO,EAAE,QAAQ,CAAA;IACjB,GAAG,EAAE,MAAM,CAAA;IACX,QAAQ,EAAE,MAAM,CAAA;CACjB,CAAA;AACD,cAAc;AACd,MAAM,MAAM,wBAAwB,GAAG;IACrC,OAAO,EAAE,cAAc,CAAA;IACvB,GAAG,EAAE,MAAM,CAAA;IACX,OAAO,EAAE,OAAO,CAAA;CACjB,CAAA;AACD,cAAc;AACd,MAAM,MAAM,iBAAiB,GAAG;IAC9B,OAAO,EAAE,OAAO,CAAA;IAChB,GAAG,EAAE,MAAM,CAAA;IACX,OAAO,EAAE,OAAO,CAAA;CACjB,CAAA;AACD,cAAc;AACd,MAAM,MAAM,qBAAqB,GAAG;IAClC,OAAO,EAAE,WAAW,CAAA;IACpB,GAAG,EAAE,MAAM,CAAA;IACX,OAAO,EAAE,OAAO,CAAA;CACjB,CAAA;AACD,cAAc;AACd,MAAM,MAAM,wBAAwB,GAAG;IACrC,OAAO,EAAE,cAAc,CAAA;IACvB,GAAG,EAAE,MAAM,CAAA;IACX,OAAO,EAAE,OAAO,CAAA;CACjB,CAAA;AAED,cAAc;AACd,MAAM,MAAM,YAAY,GACpB,0BAA0B,GAC1B,qBAAqB,GACrB,kBAAkB,GAClB,kBAAkB,GAClB,wBAAwB,GACxB,iBAAiB,GACjB,qBAAqB,GACrB,wBAAwB,CAAA;AAE5B,cAAc;AACd,MAAM,MAAM,mBAAmB,GAAG;IAChC,OAAO,EAAE,gBAAgB,CAAA;IACzB,IAAI,EAAE,MAAM,CAAC,MAAM,EAAE,aAAa,CAAC,CAAA;CACpC,CAAA;AACD,cAAc;AACd,MAAM,MAAM,cAAc,GAAG;IAAE,OAAO,EAAE,WAAW,CAAC;IAAC,IAAI,EAAE,iBAAiB,CAAA;CAAE,CAAA;AAC9E,cAAc;AACd,MAAM,MAAM,WAAW,GAAG;IAAE,OAAO,EAAE,QAAQ,CAAC;IAAC,IAAI,EAAE,MAAM,CAAA;CAAE,CAAA;AAC7D,cAAc;AACd,MAAM,MAAM,WAAW,GAAG;IAAE,OAAO,EAAE,QAAQ,CAAC;IAAC,IAAI,EAAE,KAAK,EAAE,CAAA;CAAE,CAAA;AAC9D,cAAc;AACd,MAAM,MAAM,iBAAiB,GAAG;IAC9B,OAAO,EAAE,cAAc,CAAA;IACvB,IAAI,EAAE;QACJ,4CAA4C;QAC5C,UAAU,EAAE,SAAS,EAAE,CAAA;QACvB,8DAA8D;QAC9D,aAAa,EAAE,YAAY,EAAE,CAAA;QAC7B;;;WAGG;QACH,UAAU,EAAE,MAAM,EAAE,CAAA;KACrB,CAAA;CACF,CAAA;AACD,cAAc;AACd,MAAM,MAAM,UAAU,GAAG;IAAE,OAAO,EAAE,OAAO,CAAC;IAAC,IAAI,EAAE,IAAI,EAAE,CAAA;CAAE,CAAA;AAC3D;;;;;;GAMG;AACH,MAAM,MAAM,cAAc,GAAG;IAAE,OAAO,EAAE,WAAW,CAAC;IAAC,IAAI,EAAE,QAAQ,EAAE,CAAA;CAAE,CAAA;AACvE;;;;GAIG;AACH,MAAM,MAAM,iBAAiB,GAAG;IAC9B,OAAO,EAAE,cAAc,CAAA;IACvB,IAAI,EAAE,CAAC,OAAO,GAAG;QAAE,MAAM,EAAE,MAAM,CAAA;KAAE,CAAC,EAAE,CAAA;CACvC,CAAA;AAED,cAAc;AACd,MAAM,MAAM,iBAAiB,GACzB,mBAAmB,GACnB,cAAc,GACd,WAAW,GACX,WAAW,GACX,iBAAiB,GACjB,UAAU,GACV,cAAc,GACd,iBAAiB,CAAA"}
|
package/package.json
CHANGED
package/src/market.ts
CHANGED
|
@@ -68,8 +68,10 @@ export interface MarketsResponse {
|
|
|
68
68
|
/**
|
|
69
69
|
* Live per-market context: `midPrice` is the order-book mid, `markPrice` the
|
|
70
70
|
* venue mark, `oraclePrice` the venue oracle/index price where the venue
|
|
71
|
-
* publishes one. `prevDayPrice` and `volume24h` apply to
|
|
72
|
-
*
|
|
71
|
+
* publishes one. `prevDayPrice`, `priceChange24h` and `volume24h` apply to
|
|
72
|
+
* every market type; `marketCap` is present when the venue publishes
|
|
73
|
+
* circulating supply, while `openInterest` and `funding` are perp-only and
|
|
74
|
+
* absent for spot.
|
|
73
75
|
* @public
|
|
74
76
|
*/
|
|
75
77
|
export interface MarketContext {
|
|
@@ -78,7 +80,9 @@ export interface MarketContext {
|
|
|
78
80
|
markPrice: string
|
|
79
81
|
oraclePrice?: string
|
|
80
82
|
prevDayPrice?: string
|
|
83
|
+
priceChange24h?: string
|
|
81
84
|
volume24h?: string
|
|
85
|
+
marketCap?: string
|
|
82
86
|
openInterest?: string
|
|
83
87
|
funding?: FundingInfo
|
|
84
88
|
}
|
|
@@ -137,3 +141,14 @@ export interface OrderbookResponse {
|
|
|
137
141
|
asks: OrderbookLevel[]
|
|
138
142
|
timestamp: number
|
|
139
143
|
}
|
|
144
|
+
|
|
145
|
+
/** @public */
|
|
146
|
+
export interface Trade {
|
|
147
|
+
provider: string
|
|
148
|
+
marketId: string
|
|
149
|
+
price: string
|
|
150
|
+
size: string
|
|
151
|
+
timestamp: number
|
|
152
|
+
side: 'buy' | 'sell'
|
|
153
|
+
id?: string
|
|
154
|
+
}
|
package/src/subscriptions.ts
CHANGED
|
@@ -10,6 +10,7 @@ import type {
|
|
|
10
10
|
MarketContext,
|
|
11
11
|
OhlcvInterval,
|
|
12
12
|
OrderbookResponse,
|
|
13
|
+
Trade,
|
|
13
14
|
} from './market.js'
|
|
14
15
|
import type { Address } from './primitives.js'
|
|
15
16
|
|
|
@@ -40,6 +41,12 @@ export type CandleSubscription = {
|
|
|
40
41
|
interval: OhlcvInterval
|
|
41
42
|
}
|
|
42
43
|
/** @public */
|
|
44
|
+
export type TradesSubscription = {
|
|
45
|
+
channel: 'trades'
|
|
46
|
+
dex: string
|
|
47
|
+
marketId: string
|
|
48
|
+
}
|
|
49
|
+
/** @public */
|
|
43
50
|
export type OrderUpdatesSubscription = {
|
|
44
51
|
channel: 'orderUpdates'
|
|
45
52
|
dex: string
|
|
@@ -69,6 +76,7 @@ export type Subscription =
|
|
|
69
76
|
| MarketsContextSubscription
|
|
70
77
|
| OrderbookSubscription
|
|
71
78
|
| CandleSubscription
|
|
79
|
+
| TradesSubscription
|
|
72
80
|
| OrderUpdatesSubscription
|
|
73
81
|
| FillsSubscription
|
|
74
82
|
| PositionsSubscription
|
|
@@ -84,6 +92,8 @@ export type OrderbookEvent = { channel: 'orderbook'; data: OrderbookResponse }
|
|
|
84
92
|
/** @public */
|
|
85
93
|
export type CandleEvent = { channel: 'candle'; data: Candle }
|
|
86
94
|
/** @public */
|
|
95
|
+
export type TradesEvent = { channel: 'trades'; data: Trade[] }
|
|
96
|
+
/** @public */
|
|
87
97
|
export type OrderUpdatesEvent = {
|
|
88
98
|
channel: 'orderUpdates'
|
|
89
99
|
data: {
|
|
@@ -123,6 +133,7 @@ export type SubscriptionEvent =
|
|
|
123
133
|
| MarketsContextEvent
|
|
124
134
|
| OrderbookEvent
|
|
125
135
|
| CandleEvent
|
|
136
|
+
| TradesEvent
|
|
126
137
|
| OrderUpdatesEvent
|
|
127
138
|
| FillsEvent
|
|
128
139
|
| PositionsEvent
|