@luxfi/dex 1.2.1

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.
@@ -0,0 +1,116 @@
1
+ import { MarketDataClient, LiquidationMonitor } from './marketData';
2
+ export declare enum OrderType {
3
+ LIMIT = 0,
4
+ MARKET = 1,
5
+ STOP = 2,
6
+ STOP_LIMIT = 3,
7
+ ICEBERG = 4,
8
+ PEG = 5
9
+ }
10
+ export declare enum OrderSide {
11
+ BUY = 0,
12
+ SELL = 1
13
+ }
14
+ export declare enum OrderStatus {
15
+ OPEN = "open",
16
+ PARTIAL = "partial",
17
+ FILLED = "filled",
18
+ CANCELLED = "cancelled",
19
+ REJECTED = "rejected"
20
+ }
21
+ export declare enum TimeInForce {
22
+ GTC = "GTC",
23
+ IOC = "IOC",
24
+ FOK = "FOK",
25
+ DAY = "DAY"
26
+ }
27
+ export interface Order {
28
+ orderId?: number;
29
+ symbol: string;
30
+ type: OrderType;
31
+ side: OrderSide;
32
+ price: number;
33
+ size: number;
34
+ userID?: string;
35
+ clientID?: string;
36
+ timeInForce?: TimeInForce;
37
+ postOnly?: boolean;
38
+ reduceOnly?: boolean;
39
+ status?: OrderStatus;
40
+ filled?: number;
41
+ remaining?: number;
42
+ timestamp?: number;
43
+ }
44
+ export interface Trade {
45
+ tradeId: number;
46
+ symbol: string;
47
+ price: number;
48
+ size: number;
49
+ side: OrderSide;
50
+ buyOrderId: number;
51
+ sellOrderId: number;
52
+ buyerId: string;
53
+ sellerId: string;
54
+ timestamp: number;
55
+ }
56
+ export interface OrderBookLevel {
57
+ price: number;
58
+ size: number;
59
+ count?: number;
60
+ }
61
+ export interface OrderBook {
62
+ symbol: string;
63
+ bids: OrderBookLevel[];
64
+ asks: OrderBookLevel[];
65
+ timestamp: number;
66
+ }
67
+ export interface NodeInfo {
68
+ version: string;
69
+ network: string;
70
+ orderCount: number;
71
+ tradeCount: number;
72
+ timestamp: number;
73
+ }
74
+ export interface LXDexConfig {
75
+ jsonRpcUrl?: string;
76
+ wsUrl?: string;
77
+ grpcUrl?: string;
78
+ apiKey?: string;
79
+ }
80
+ export declare class LXDexClient {
81
+ private jsonRpc;
82
+ private ws;
83
+ private wsCallbacks;
84
+ private config;
85
+ marketData: MarketDataClient;
86
+ liquidationMonitor: LiquidationMonitor;
87
+ constructor(config?: LXDexConfig);
88
+ connect(): Promise<void>;
89
+ disconnect(): void;
90
+ placeOrder(order: Partial<Order>): Promise<{
91
+ orderId: number;
92
+ status: string;
93
+ }>;
94
+ cancelOrder(orderId: number): Promise<{
95
+ success: boolean;
96
+ message: string;
97
+ }>;
98
+ getOrder(orderId: number): Promise<Order>;
99
+ getOrderBook(symbol?: string, depth?: number): Promise<OrderBook>;
100
+ getBestBid(symbol?: string): Promise<number>;
101
+ getBestAsk(symbol?: string): Promise<number>;
102
+ getTrades(symbol?: string, limit?: number): Promise<Trade[]>;
103
+ getInfo(): Promise<NodeInfo>;
104
+ ping(): Promise<string>;
105
+ subscribe(channel: string, callback: Function): void;
106
+ unsubscribe(channel: string, callback?: Function): void;
107
+ subscribeOrderBook(symbol: string, callback: (book: OrderBook) => void): void;
108
+ subscribeTrades(symbol: string, callback: (trade: Trade) => void): void;
109
+ private handleWebSocketMessage;
110
+ static formatPrice(price: number, decimals?: number): string;
111
+ static formatSize(size: number, decimals?: number): string;
112
+ static calculateTotal(price: number, size: number): number;
113
+ }
114
+ export default LXDexClient;
115
+ export * from './marketData';
116
+ //# sourceMappingURL=index.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAEA,OAAO,EACL,gBAAgB,EAChB,kBAAkB,EAMnB,MAAM,cAAc,CAAC;AAGtB,oBAAY,SAAS;IACnB,KAAK,IAAI;IACT,MAAM,IAAI;IACV,IAAI,IAAI;IACR,UAAU,IAAI;IACd,OAAO,IAAI;IACX,GAAG,IAAI;CACR;AAED,oBAAY,SAAS;IACnB,GAAG,IAAI;IACP,IAAI,IAAI;CACT;AAED,oBAAY,WAAW;IACrB,IAAI,SAAS;IACb,OAAO,YAAY;IACnB,MAAM,WAAW;IACjB,SAAS,cAAc;IACvB,QAAQ,aAAa;CACtB;AAED,oBAAY,WAAW;IACrB,GAAG,QAAQ;IACX,GAAG,QAAQ;IACX,GAAG,QAAQ;IACX,GAAG,QAAQ;CACZ;AAED,MAAM,WAAW,KAAK;IACpB,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE,SAAS,CAAC;IAChB,IAAI,EAAE,SAAS,CAAC;IAChB,KAAK,EAAE,MAAM,CAAC;IACd,IAAI,EAAE,MAAM,CAAC;IACb,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,WAAW,CAAC,EAAE,WAAW,CAAC;IAC1B,QAAQ,CAAC,EAAE,OAAO,CAAC;IACnB,UAAU,CAAC,EAAE,OAAO,CAAC;IACrB,MAAM,CAAC,EAAE,WAAW,CAAC;IACrB,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,SAAS,CAAC,EAAE,MAAM,CAAC;CACpB;AAED,MAAM,WAAW,KAAK;IACpB,OAAO,EAAE,MAAM,CAAC;IAChB,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,MAAM,CAAC;IACd,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE,SAAS,CAAC;IAChB,UAAU,EAAE,MAAM,CAAC;IACnB,WAAW,EAAE,MAAM,CAAC;IACpB,OAAO,EAAE,MAAM,CAAC;IAChB,QAAQ,EAAE,MAAM,CAAC;IACjB,SAAS,EAAE,MAAM,CAAC;CACnB;AAED,MAAM,WAAW,cAAc;IAC7B,KAAK,EAAE,MAAM,CAAC;IACd,IAAI,EAAE,MAAM,CAAC;IACb,KAAK,CAAC,EAAE,MAAM,CAAC;CAChB;AAED,MAAM,WAAW,SAAS;IACxB,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE,cAAc,EAAE,CAAC;IACvB,IAAI,EAAE,cAAc,EAAE,CAAC;IACvB,SAAS,EAAE,MAAM,CAAC;CACnB;AAED,MAAM,WAAW,QAAQ;IACvB,OAAO,EAAE,MAAM,CAAC;IAChB,OAAO,EAAE,MAAM,CAAC;IAChB,UAAU,EAAE,MAAM,CAAC;IACnB,UAAU,EAAE,MAAM,CAAC;IACnB,SAAS,EAAE,MAAM,CAAC;CACnB;AAED,MAAM,WAAW,WAAW;IAC1B,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,MAAM,CAAC,EAAE,MAAM,CAAC;CACjB;AAiCD,qBAAa,WAAW;IACtB,OAAO,CAAC,OAAO,CAAgB;IAC/B,OAAO,CAAC,EAAE,CAA0B;IACpC,OAAO,CAAC,WAAW,CAAsC;IACzD,OAAO,CAAC,MAAM,CAAc;IACrB,UAAU,EAAE,gBAAgB,CAAC;IAC7B,kBAAkB,EAAE,kBAAkB,CAAC;gBAElC,MAAM,GAAE,WAAgB;IAe9B,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAkC9B,UAAU,IAAI,IAAI;IAQZ,UAAU,CAAC,KAAK,EAAE,OAAO,CAAC,KAAK,CAAC,GAAG,OAAO,CAAC;QAAE,OAAO,EAAE,MAAM,CAAC;QAAC,MAAM,EAAE,MAAM,CAAA;KAAE,CAAC;IAI/E,WAAW,CAAC,OAAO,EAAE,MAAM,GAAG,OAAO,CAAC;QAAE,OAAO,EAAE,OAAO,CAAC;QAAC,OAAO,EAAE,MAAM,CAAA;KAAE,CAAC;IAI5E,QAAQ,CAAC,OAAO,EAAE,MAAM,GAAG,OAAO,CAAC,KAAK,CAAC;IAKzC,YAAY,CAAC,MAAM,GAAE,MAAkB,EAAE,KAAK,GAAE,MAAW,GAAG,OAAO,CAAC,SAAS,CAAC;IAIhF,UAAU,CAAC,MAAM,GAAE,MAAkB,GAAG,OAAO,CAAC,MAAM,CAAC;IAKvD,UAAU,CAAC,MAAM,GAAE,MAAkB,GAAG,OAAO,CAAC,MAAM,CAAC;IAKvD,SAAS,CAAC,MAAM,GAAE,MAAkB,EAAE,KAAK,GAAE,MAAY,GAAG,OAAO,CAAC,KAAK,EAAE,CAAC;IAK5E,OAAO,IAAI,OAAO,CAAC,QAAQ,CAAC;IAI5B,IAAI,IAAI,OAAO,CAAC,MAAM,CAAC;IAK7B,SAAS,CAAC,OAAO,EAAE,MAAM,EAAE,QAAQ,EAAE,QAAQ,GAAG,IAAI;IAepD,WAAW,CAAC,OAAO,EAAE,MAAM,EAAE,QAAQ,CAAC,EAAE,QAAQ,GAAG,IAAI;IAsBvD,kBAAkB,CAAC,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,CAAC,IAAI,EAAE,SAAS,KAAK,IAAI,GAAG,IAAI;IAI7E,eAAe,CAAC,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,GAAG,IAAI;IAKvE,OAAO,CAAC,sBAAsB;IAS9B,MAAM,CAAC,WAAW,CAAC,KAAK,EAAE,MAAM,EAAE,QAAQ,GAAE,MAAU,GAAG,MAAM;IAI/D,MAAM,CAAC,UAAU,CAAC,IAAI,EAAE,MAAM,EAAE,QAAQ,GAAE,MAAU,GAAG,MAAM;IAI7D,MAAM,CAAC,cAAc,CAAC,KAAK,EAAE,MAAM,EAAE,IAAI,EAAE,MAAM,GAAG,MAAM;CAG3D;AAGD,eAAe,WAAW,CAAC;AAC3B,cAAc,cAAc,CAAC"}
package/dist/index.js ADDED
@@ -0,0 +1,225 @@
1
+ "use strict";
2
+ var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
3
+ if (k2 === undefined) k2 = k;
4
+ var desc = Object.getOwnPropertyDescriptor(m, k);
5
+ if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
6
+ desc = { enumerable: true, get: function() { return m[k]; } };
7
+ }
8
+ Object.defineProperty(o, k2, desc);
9
+ }) : (function(o, m, k, k2) {
10
+ if (k2 === undefined) k2 = k;
11
+ o[k2] = m[k];
12
+ }));
13
+ var __exportStar = (this && this.__exportStar) || function(m, exports) {
14
+ for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
15
+ };
16
+ var __importDefault = (this && this.__importDefault) || function (mod) {
17
+ return (mod && mod.__esModule) ? mod : { "default": mod };
18
+ };
19
+ Object.defineProperty(exports, "__esModule", { value: true });
20
+ exports.LXDexClient = exports.TimeInForce = exports.OrderStatus = exports.OrderSide = exports.OrderType = void 0;
21
+ const axios_1 = __importDefault(require("axios"));
22
+ const ws_1 = __importDefault(require("ws"));
23
+ const marketData_1 = require("./marketData");
24
+ // Types
25
+ var OrderType;
26
+ (function (OrderType) {
27
+ OrderType[OrderType["LIMIT"] = 0] = "LIMIT";
28
+ OrderType[OrderType["MARKET"] = 1] = "MARKET";
29
+ OrderType[OrderType["STOP"] = 2] = "STOP";
30
+ OrderType[OrderType["STOP_LIMIT"] = 3] = "STOP_LIMIT";
31
+ OrderType[OrderType["ICEBERG"] = 4] = "ICEBERG";
32
+ OrderType[OrderType["PEG"] = 5] = "PEG";
33
+ })(OrderType || (exports.OrderType = OrderType = {}));
34
+ var OrderSide;
35
+ (function (OrderSide) {
36
+ OrderSide[OrderSide["BUY"] = 0] = "BUY";
37
+ OrderSide[OrderSide["SELL"] = 1] = "SELL";
38
+ })(OrderSide || (exports.OrderSide = OrderSide = {}));
39
+ var OrderStatus;
40
+ (function (OrderStatus) {
41
+ OrderStatus["OPEN"] = "open";
42
+ OrderStatus["PARTIAL"] = "partial";
43
+ OrderStatus["FILLED"] = "filled";
44
+ OrderStatus["CANCELLED"] = "cancelled";
45
+ OrderStatus["REJECTED"] = "rejected";
46
+ })(OrderStatus || (exports.OrderStatus = OrderStatus = {}));
47
+ var TimeInForce;
48
+ (function (TimeInForce) {
49
+ TimeInForce["GTC"] = "GTC";
50
+ TimeInForce["IOC"] = "IOC";
51
+ TimeInForce["FOK"] = "FOK";
52
+ TimeInForce["DAY"] = "DAY";
53
+ })(TimeInForce || (exports.TimeInForce = TimeInForce = {}));
54
+ // JSON-RPC Client
55
+ class JSONRPCClient {
56
+ constructor(baseURL) {
57
+ this.idCounter = 1;
58
+ this.axios = axios_1.default.create({
59
+ baseURL,
60
+ headers: {
61
+ 'Content-Type': 'application/json'
62
+ }
63
+ });
64
+ }
65
+ async call(method, params = {}) {
66
+ const response = await this.axios.post('/rpc', {
67
+ jsonrpc: '2.0',
68
+ method,
69
+ params,
70
+ id: this.idCounter++
71
+ });
72
+ if (response.data.error) {
73
+ throw new Error(response.data.error.message);
74
+ }
75
+ return response.data.result;
76
+ }
77
+ }
78
+ // Main SDK Client
79
+ class LXDexClient {
80
+ constructor(config = {}) {
81
+ this.ws = null;
82
+ this.wsCallbacks = new Map();
83
+ this.config = {
84
+ jsonRpcUrl: config.jsonRpcUrl || 'http://localhost:8080',
85
+ wsUrl: config.wsUrl || 'ws://localhost:8081',
86
+ ...config
87
+ };
88
+ this.jsonRpc = new JSONRPCClient(this.config.jsonRpcUrl);
89
+ // Initialize sub-clients
90
+ this.marketData = new marketData_1.MarketDataClient(this.jsonRpc);
91
+ this.liquidationMonitor = new marketData_1.LiquidationMonitor(null);
92
+ }
93
+ // Connection Management
94
+ async connect() {
95
+ if (this.ws)
96
+ return;
97
+ return new Promise((resolve, reject) => {
98
+ this.ws = new ws_1.default(this.config.wsUrl);
99
+ this.ws.on('open', () => {
100
+ console.log('WebSocket connected');
101
+ // Set WebSocket for liquidation monitor
102
+ this.liquidationMonitor.setWebSocket(this.ws);
103
+ resolve();
104
+ });
105
+ this.ws.on('message', (data) => {
106
+ try {
107
+ const msg = JSON.parse(data);
108
+ this.handleWebSocketMessage(msg);
109
+ }
110
+ catch (err) {
111
+ console.error('Failed to parse WebSocket message:', err);
112
+ }
113
+ });
114
+ this.ws.on('error', (err) => {
115
+ console.error('WebSocket error:', err);
116
+ reject(err);
117
+ });
118
+ this.ws.on('close', () => {
119
+ console.log('WebSocket disconnected');
120
+ this.ws = null;
121
+ });
122
+ });
123
+ }
124
+ disconnect() {
125
+ if (this.ws) {
126
+ this.ws.close();
127
+ this.ws = null;
128
+ }
129
+ }
130
+ // Order Management
131
+ async placeOrder(order) {
132
+ return this.jsonRpc.call('lx_placeOrder', order);
133
+ }
134
+ async cancelOrder(orderId) {
135
+ return this.jsonRpc.call('lx_cancelOrder', { orderId });
136
+ }
137
+ async getOrder(orderId) {
138
+ return this.jsonRpc.call('lx_getOrder', { orderId });
139
+ }
140
+ // Market Data
141
+ async getOrderBook(symbol = 'BTC-USD', depth = 10) {
142
+ return this.jsonRpc.call('lx_getOrderBook', { symbol, depth });
143
+ }
144
+ async getBestBid(symbol = 'BTC-USD') {
145
+ const result = await this.jsonRpc.call('lx_getBestBid', { symbol });
146
+ return result.price;
147
+ }
148
+ async getBestAsk(symbol = 'BTC-USD') {
149
+ const result = await this.jsonRpc.call('lx_getBestAsk', { symbol });
150
+ return result.price;
151
+ }
152
+ async getTrades(symbol = 'BTC-USD', limit = 100) {
153
+ return this.jsonRpc.call('lx_getTrades', { symbol, limit });
154
+ }
155
+ // Node Information
156
+ async getInfo() {
157
+ return this.jsonRpc.call('lx_getInfo');
158
+ }
159
+ async ping() {
160
+ return this.jsonRpc.call('lx_ping');
161
+ }
162
+ // WebSocket Subscriptions
163
+ subscribe(channel, callback) {
164
+ if (!this.wsCallbacks.has(channel)) {
165
+ this.wsCallbacks.set(channel, []);
166
+ }
167
+ this.wsCallbacks.get(channel).push(callback);
168
+ // Send subscription message
169
+ if (this.ws && this.ws.readyState === ws_1.default.OPEN) {
170
+ this.ws.send(JSON.stringify({
171
+ type: 'subscribe',
172
+ channel
173
+ }));
174
+ }
175
+ }
176
+ unsubscribe(channel, callback) {
177
+ if (callback) {
178
+ const callbacks = this.wsCallbacks.get(channel);
179
+ if (callbacks) {
180
+ const index = callbacks.indexOf(callback);
181
+ if (index > -1) {
182
+ callbacks.splice(index, 1);
183
+ }
184
+ }
185
+ }
186
+ else {
187
+ this.wsCallbacks.delete(channel);
188
+ }
189
+ // Send unsubscribe message
190
+ if (this.ws && this.ws.readyState === ws_1.default.OPEN) {
191
+ this.ws.send(JSON.stringify({
192
+ type: 'unsubscribe',
193
+ channel
194
+ }));
195
+ }
196
+ }
197
+ subscribeOrderBook(symbol, callback) {
198
+ this.subscribe(`orderbook:${symbol}`, callback);
199
+ }
200
+ subscribeTrades(symbol, callback) {
201
+ this.subscribe(`trades:${symbol}`, callback);
202
+ }
203
+ // Private methods
204
+ handleWebSocketMessage(msg) {
205
+ const { channel, data } = msg;
206
+ const callbacks = this.wsCallbacks.get(channel);
207
+ if (callbacks) {
208
+ callbacks.forEach(cb => cb(data));
209
+ }
210
+ }
211
+ // Utility methods
212
+ static formatPrice(price, decimals = 2) {
213
+ return price.toFixed(decimals);
214
+ }
215
+ static formatSize(size, decimals = 8) {
216
+ return size.toFixed(decimals);
217
+ }
218
+ static calculateTotal(price, size) {
219
+ return price * size;
220
+ }
221
+ }
222
+ exports.LXDexClient = LXDexClient;
223
+ // Export everything
224
+ exports.default = LXDexClient;
225
+ __exportStar(require("./marketData"), exports);
@@ -0,0 +1,152 @@
1
+ /**
2
+ * Market data, liquidation, and settlement features for LX TypeScript SDK
3
+ */
4
+ import WebSocket from 'ws';
5
+ export interface MarketDataSource {
6
+ name: string;
7
+ symbol: string;
8
+ price: number;
9
+ bid: number;
10
+ ask: number;
11
+ volume: number;
12
+ latencyNs: number;
13
+ provider: string;
14
+ }
15
+ export interface LiquidationInfo {
16
+ userId: string;
17
+ positionId: string;
18
+ symbol: string;
19
+ size: number;
20
+ liquidationPrice: number;
21
+ markPrice: number;
22
+ status: string;
23
+ timestamp: Date;
24
+ }
25
+ export interface SettlementBatch {
26
+ batchId: number;
27
+ orderIds: number[];
28
+ status: string;
29
+ txHash?: string;
30
+ gasUsed?: number;
31
+ timestamp: Date;
32
+ }
33
+ export interface MarginInfo {
34
+ userId: string;
35
+ initialMargin: number;
36
+ maintenanceMargin: number;
37
+ marginRatio: number;
38
+ freeMargin: number;
39
+ marginLevel: number;
40
+ }
41
+ export interface InsuranceFundStatus {
42
+ totalFund: number;
43
+ availableFund: number;
44
+ usedFund: number;
45
+ pendingClaims: number;
46
+ lastUpdate: Date;
47
+ }
48
+ export interface MarketStats {
49
+ symbol: string;
50
+ volume24h: number;
51
+ high24h: number;
52
+ low24h: number;
53
+ priceChange24h: number;
54
+ priceChangePercent24h: number;
55
+ openInterest: number;
56
+ fundingRate: number;
57
+ nextFundingTime: Date;
58
+ }
59
+ export interface LiquidationRisk {
60
+ userId: string;
61
+ riskLevel: 'low' | 'medium' | 'high' | 'critical';
62
+ marginLevel: number;
63
+ liquidationPrice: number;
64
+ timeToLiquidation: number | null;
65
+ recommendations: string[];
66
+ }
67
+ export declare class MarketDataClient {
68
+ private jsonRpc;
69
+ constructor(jsonRpcClient: any);
70
+ /**
71
+ * Get market data from a specific source
72
+ */
73
+ getMarketData(symbol: string, source: string): Promise<MarketDataSource>;
74
+ /**
75
+ * Get aggregated market data from all sources
76
+ */
77
+ getAggregatedMarketData(symbol: string): Promise<MarketDataSource[]>;
78
+ /**
79
+ * Get recent liquidations
80
+ */
81
+ getLiquidations(symbol: string, limit?: number): Promise<LiquidationInfo[]>;
82
+ /**
83
+ * Get settlement batch information
84
+ */
85
+ getSettlementBatch(batchId: number): Promise<SettlementBatch>;
86
+ /**
87
+ * Get margin information for a user
88
+ */
89
+ getMarginInfo(userId: string): Promise<MarginInfo>;
90
+ /**
91
+ * Check liquidation risk for a user
92
+ */
93
+ checkLiquidationRisk(userId: string): Promise<LiquidationRisk>;
94
+ /**
95
+ * Get insurance fund status
96
+ */
97
+ getInsuranceFundStatus(): Promise<InsuranceFundStatus>;
98
+ /**
99
+ * Get list of available market data sources
100
+ */
101
+ getMarketDataSources(): Promise<string[]>;
102
+ /**
103
+ * Get comprehensive market statistics
104
+ */
105
+ getMarketStats(symbol: string): Promise<MarketStats>;
106
+ }
107
+ export declare class LiquidationMonitor {
108
+ private ws;
109
+ private callbacks;
110
+ constructor(wsConnection: WebSocket | null);
111
+ /**
112
+ * Set WebSocket connection
113
+ */
114
+ setWebSocket(ws: WebSocket): void;
115
+ /**
116
+ * Subscribe to liquidation events
117
+ */
118
+ subscribeLiquidations(callback: (liquidation: LiquidationInfo) => void): void;
119
+ /**
120
+ * Subscribe to settlement events
121
+ */
122
+ subscribeSettlements(callback: (settlement: SettlementBatch) => void): void;
123
+ /**
124
+ * Subscribe to margin call events for a user
125
+ */
126
+ subscribeMarginCalls(userId: string, callback: (marginCall: any) => void): void;
127
+ /**
128
+ * Unsubscribe from a channel
129
+ */
130
+ unsubscribe(channel: string): void;
131
+ /**
132
+ * Handle incoming message
133
+ */
134
+ handleMessage(channel: string, data: any): void;
135
+ }
136
+ /**
137
+ * Market data sources supported by LX
138
+ */
139
+ export declare const MarketDataProviders: {
140
+ readonly ALPACA: "alpaca";
141
+ readonly NYSE_ARCA: "nyse_arca";
142
+ readonly IEX_CLOUD: "iex";
143
+ readonly POLYGON: "polygon";
144
+ readonly CME_GROUP: "cme";
145
+ readonly REFINITIV: "refinitiv";
146
+ readonly ICE_DATA: "ice";
147
+ readonly BLOOMBERG: "bloomberg";
148
+ readonly NASDAQ_TOTALVIEW: "nasdaq";
149
+ readonly COINBASE_PRO: "coinbase";
150
+ };
151
+ export type MarketDataProvider = typeof MarketDataProviders[keyof typeof MarketDataProviders];
152
+ //# sourceMappingURL=marketData.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"marketData.d.ts","sourceRoot":"","sources":["../src/marketData.ts"],"names":[],"mappings":"AAAA;;GAEG;AAEH,OAAO,SAAS,MAAM,IAAI,CAAC;AAE3B,MAAM,WAAW,gBAAgB;IAC/B,IAAI,EAAE,MAAM,CAAC;IACb,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,MAAM,CAAC;IACd,GAAG,EAAE,MAAM,CAAC;IACZ,GAAG,EAAE,MAAM,CAAC;IACZ,MAAM,EAAE,MAAM,CAAC;IACf,SAAS,EAAE,MAAM,CAAC;IAClB,QAAQ,EAAE,MAAM,CAAC;CAClB;AAED,MAAM,WAAW,eAAe;IAC9B,MAAM,EAAE,MAAM,CAAC;IACf,UAAU,EAAE,MAAM,CAAC;IACnB,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE,MAAM,CAAC;IACb,gBAAgB,EAAE,MAAM,CAAC;IACzB,SAAS,EAAE,MAAM,CAAC;IAClB,MAAM,EAAE,MAAM,CAAC;IACf,SAAS,EAAE,IAAI,CAAC;CACjB;AAED,MAAM,WAAW,eAAe;IAC9B,OAAO,EAAE,MAAM,CAAC;IAChB,QAAQ,EAAE,MAAM,EAAE,CAAC;IACnB,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,SAAS,EAAE,IAAI,CAAC;CACjB;AAED,MAAM,WAAW,UAAU;IACzB,MAAM,EAAE,MAAM,CAAC;IACf,aAAa,EAAE,MAAM,CAAC;IACtB,iBAAiB,EAAE,MAAM,CAAC;IAC1B,WAAW,EAAE,MAAM,CAAC;IACpB,UAAU,EAAE,MAAM,CAAC;IACnB,WAAW,EAAE,MAAM,CAAC;CACrB;AAED,MAAM,WAAW,mBAAmB;IAClC,SAAS,EAAE,MAAM,CAAC;IAClB,aAAa,EAAE,MAAM,CAAC;IACtB,QAAQ,EAAE,MAAM,CAAC;IACjB,aAAa,EAAE,MAAM,CAAC;IACtB,UAAU,EAAE,IAAI,CAAC;CAClB;AAED,MAAM,WAAW,WAAW;IAC1B,MAAM,EAAE,MAAM,CAAC;IACf,SAAS,EAAE,MAAM,CAAC;IAClB,OAAO,EAAE,MAAM,CAAC;IAChB,MAAM,EAAE,MAAM,CAAC;IACf,cAAc,EAAE,MAAM,CAAC;IACvB,qBAAqB,EAAE,MAAM,CAAC;IAC9B,YAAY,EAAE,MAAM,CAAC;IACrB,WAAW,EAAE,MAAM,CAAC;IACpB,eAAe,EAAE,IAAI,CAAC;CACvB;AAED,MAAM,WAAW,eAAe;IAC9B,MAAM,EAAE,MAAM,CAAC;IACf,SAAS,EAAE,KAAK,GAAG,QAAQ,GAAG,MAAM,GAAG,UAAU,CAAC;IAClD,WAAW,EAAE,MAAM,CAAC;IACpB,gBAAgB,EAAE,MAAM,CAAC;IACzB,iBAAiB,EAAE,MAAM,GAAG,IAAI,CAAC;IACjC,eAAe,EAAE,MAAM,EAAE,CAAC;CAC3B;AAED,qBAAa,gBAAgB;IAC3B,OAAO,CAAC,OAAO,CAAM;gBAET,aAAa,EAAE,GAAG;IAI9B;;OAEG;IACG,aAAa,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,OAAO,CAAC,gBAAgB,CAAC;IAkB9E;;OAEG;IACG,uBAAuB,CAAC,MAAM,EAAE,MAAM,GAAG,OAAO,CAAC,gBAAgB,EAAE,CAAC;IAiB1E;;OAEG;IACG,eAAe,CAAC,MAAM,EAAE,MAAM,EAAE,KAAK,GAAE,MAAY,GAAG,OAAO,CAAC,eAAe,EAAE,CAAC;IAkBtF;;OAEG;IACG,kBAAkB,CAAC,OAAO,EAAE,MAAM,GAAG,OAAO,CAAC,eAAe,CAAC;IAenE;;OAEG;IACG,aAAa,CAAC,MAAM,EAAE,MAAM,GAAG,OAAO,CAAC,UAAU,CAAC;IAexD;;OAEG;IACG,oBAAoB,CAAC,MAAM,EAAE,MAAM,GAAG,OAAO,CAAC,eAAe,CAAC;IAepE;;OAEG;IACG,sBAAsB,IAAI,OAAO,CAAC,mBAAmB,CAAC;IAY5D;;OAEG;IACG,oBAAoB,IAAI,OAAO,CAAC,MAAM,EAAE,CAAC;IAI/C;;OAEG;IACG,cAAc,CAAC,MAAM,EAAE,MAAM,GAAG,OAAO,CAAC,WAAW,CAAC;CAiB3D;AAED,qBAAa,kBAAkB;IAC7B,OAAO,CAAC,EAAE,CAAmB;IAC7B,OAAO,CAAC,SAAS,CAAsC;gBAE3C,YAAY,EAAE,SAAS,GAAG,IAAI;IAI1C;;OAEG;IACH,YAAY,CAAC,EAAE,EAAE,SAAS,GAAG,IAAI;IAIjC;;OAEG;IACH,qBAAqB,CAAC,QAAQ,EAAE,CAAC,WAAW,EAAE,eAAe,KAAK,IAAI,GAAG,IAAI;IAc7E;;OAEG;IACH,oBAAoB,CAAC,QAAQ,EAAE,CAAC,UAAU,EAAE,eAAe,KAAK,IAAI,GAAG,IAAI;IAc3E;;OAEG;IACH,oBAAoB,CAAC,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,CAAC,UAAU,EAAE,GAAG,KAAK,IAAI,GAAG,IAAI;IAe/E;;OAEG;IACH,WAAW,CAAC,OAAO,EAAE,MAAM,GAAG,IAAI;IAWlC;;OAEG;IACH,aAAa,CAAC,OAAO,EAAE,MAAM,EAAE,IAAI,EAAE,GAAG,GAAG,IAAI;CAMhD;AAED;;GAEG;AACH,eAAO,MAAM,mBAAmB;;;;;;;;;;;CAWtB,CAAC;AAEX,MAAM,MAAM,kBAAkB,GAAG,OAAO,mBAAmB,CAAC,MAAM,OAAO,mBAAmB,CAAC,CAAC"}