@polyester/sdk 0.4.0 → 0.4.1
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.
- package/CHANGELOG.md +6 -0
- package/dist/_virtual/_rolldown/runtime.js +1 -15
- package/dist/catalogs/snapshot-validation.js +63 -63
- package/dist/catalogs/snapshot-validation.js.map +1 -1
- package/dist/services/accounts/accounts.js +1 -1
- package/dist/services/accounts/accounts.js.map +1 -1
- package/dist/services/accounts/accounts.schemas.d.ts +13 -13
- package/dist/services/accounts/accounts.schemas.d.ts.map +1 -1
- package/dist/services/accounts/accounts.schemas.js +11 -11
- package/dist/services/accounts/accounts.schemas.js.map +1 -1
- package/dist/services/address-book/address-book.js.map +1 -1
- package/dist/services/address-book/address-book.schemas.d.ts +751 -751
- package/dist/services/address-book/address-book.schemas.d.ts.map +1 -1
- package/dist/services/address-book/address-book.schemas.js +160 -159
- package/dist/services/address-book/address-book.schemas.js.map +1 -1
- package/dist/services/api-keys/api-keys.d.ts +6 -6
- package/dist/services/api-keys/api-keys.d.ts.map +1 -1
- package/dist/services/api-keys/api-keys.js.map +1 -1
- package/dist/services/api-keys/api-keys.schemas.d.ts +62 -62
- package/dist/services/api-keys/api-keys.schemas.d.ts.map +1 -1
- package/dist/services/api-keys/api-keys.schemas.js +34 -34
- package/dist/services/api-keys/api-keys.schemas.js.map +1 -1
- package/dist/services/auth/auth.d.ts +39 -39
- package/dist/services/auth/auth.d.ts.map +1 -1
- package/dist/services/auth/auth.js +19 -18
- package/dist/services/auth/auth.js.map +1 -1
- package/dist/services/auth/profile/profile.d.ts +2 -2
- package/dist/services/auth/profile/profile.d.ts.map +1 -1
- package/dist/services/auth/profile/profile.js +3 -2
- package/dist/services/auth/profile/profile.js.map +1 -1
- package/dist/services/auth/profile/profile.schemas.d.ts +41 -41
- package/dist/services/auth/profile/profile.schemas.d.ts.map +1 -1
- package/dist/services/auth/profile/profile.schemas.js +27 -27
- package/dist/services/auth/profile/profile.schemas.js.map +1 -1
- package/dist/services/auth/session.schemas.js +17 -17
- package/dist/services/auth/session.schemas.js.map +1 -1
- package/dist/services/balances/balances.d.ts.map +1 -1
- package/dist/services/balances/balances.js +3 -2
- package/dist/services/balances/balances.js.map +1 -1
- package/dist/services/balances/balances.schemas.d.ts +95 -95
- package/dist/services/balances/balances.schemas.d.ts.map +1 -1
- package/dist/services/balances/balances.schemas.js +61 -61
- package/dist/services/balances/balances.schemas.js.map +1 -1
- package/dist/services/candles/candles.d.ts.map +1 -1
- package/dist/services/candles/candles.js +5 -4
- package/dist/services/candles/candles.js.map +1 -1
- package/dist/services/candles/candles.schemas.d.ts +64 -64
- package/dist/services/candles/candles.schemas.d.ts.map +1 -1
- package/dist/services/candles/candles.schemas.js +47 -47
- package/dist/services/candles/candles.schemas.js.map +1 -1
- package/dist/services/chain-analytics/chain-analytics.js.map +1 -1
- package/dist/services/chain-analytics/chain-analytics.schemas.d.ts +68 -68
- package/dist/services/chain-analytics/chain-analytics.schemas.d.ts.map +1 -1
- package/dist/services/chain-analytics/chain-analytics.schemas.js +29 -29
- package/dist/services/chain-analytics/chain-analytics.schemas.js.map +1 -1
- package/dist/services/deposit/deposit.js.map +1 -1
- package/dist/services/deposit/deposit.schemas.d.ts +17 -17
- package/dist/services/deposit/deposit.schemas.d.ts.map +1 -1
- package/dist/services/deposit/deposit.schemas.js +11 -11
- package/dist/services/deposit/deposit.schemas.js.map +1 -1
- package/dist/services/guard-signer/guard-signer.js.map +1 -1
- package/dist/services/guard-signer/guard-signer.schemas.d.ts +75 -75
- package/dist/services/guard-signer/guard-signer.schemas.d.ts.map +1 -1
- package/dist/services/guard-signer/guard-signer.schemas.js +42 -42
- package/dist/services/guard-signer/guard-signer.schemas.js.map +1 -1
- package/dist/services/heatmap/heatmap.d.ts.map +1 -1
- package/dist/services/heatmap/heatmap.js +5 -4
- package/dist/services/heatmap/heatmap.js.map +1 -1
- package/dist/services/heatmap/heatmap.schemas.d.ts +138 -138
- package/dist/services/heatmap/heatmap.schemas.d.ts.map +1 -1
- package/dist/services/heatmap/heatmap.schemas.js +47 -47
- package/dist/services/heatmap/heatmap.schemas.js.map +1 -1
- package/dist/services/internal-transfers/internal-transfers.js.map +1 -1
- package/dist/services/internal-transfers/internal-transfers.schemas.d.ts +53 -53
- package/dist/services/internal-transfers/internal-transfers.schemas.d.ts.map +1 -1
- package/dist/services/internal-transfers/internal-transfers.schemas.js +27 -27
- package/dist/services/internal-transfers/internal-transfers.schemas.js.map +1 -1
- package/dist/services/lifecycle/lifecycle.d.ts.map +1 -1
- package/dist/services/lifecycle/lifecycle.js +3 -2
- package/dist/services/lifecycle/lifecycle.js.map +1 -1
- package/dist/services/lifecycle/lifecycle.schemas.d.ts +614 -614
- package/dist/services/lifecycle/lifecycle.schemas.d.ts.map +1 -1
- package/dist/services/lifecycle/lifecycle.schemas.js +146 -146
- package/dist/services/lifecycle/lifecycle.schemas.js.map +1 -1
- package/dist/services/market-data/market-data.d.ts.map +1 -1
- package/dist/services/market-data/market-data.js +4 -3
- package/dist/services/market-data/market-data.js.map +1 -1
- package/dist/services/market-data/market-data.schemas.d.ts +19 -19
- package/dist/services/market-data/market-data.schemas.d.ts.map +1 -1
- package/dist/services/market-data/market-data.schemas.js +50 -50
- package/dist/services/market-data/market-data.schemas.js.map +1 -1
- package/dist/services/market-overview/market-overview.d.ts.map +1 -1
- package/dist/services/market-overview/market-overview.js +3 -2
- package/dist/services/market-overview/market-overview.js.map +1 -1
- package/dist/services/market-overview/market-overview.schemas.d.ts +37 -37
- package/dist/services/market-overview/market-overview.schemas.d.ts.map +1 -1
- package/dist/services/market-overview/market-overview.schemas.js +33 -33
- package/dist/services/market-overview/market-overview.schemas.js.map +1 -1
- package/dist/services/mfa/mfa.js +1 -1
- package/dist/services/mfa/mfa.js.map +1 -1
- package/dist/services/mfa/mfa.schemas.d.ts +206 -206
- package/dist/services/mfa/mfa.schemas.d.ts.map +1 -1
- package/dist/services/mfa/mfa.schemas.js +83 -83
- package/dist/services/mfa/mfa.schemas.js.map +1 -1
- package/dist/services/orderbook/orderbook.d.ts +2 -2
- package/dist/services/orderbook/orderbook.d.ts.map +1 -1
- package/dist/services/orderbook/orderbook.js +3 -2
- package/dist/services/orderbook/orderbook.js.map +1 -1
- package/dist/services/orderbook/orderbook.schemas.d.ts +23 -23
- package/dist/services/orderbook/orderbook.schemas.d.ts.map +1 -1
- package/dist/services/orderbook/orderbook.schemas.js +15 -15
- package/dist/services/orderbook/orderbook.schemas.js.map +1 -1
- package/dist/services/orders/order-errors.schemas.d.ts +18 -18
- package/dist/services/orders/order-errors.schemas.d.ts.map +1 -1
- package/dist/services/orders/order-errors.schemas.js +8 -8
- package/dist/services/orders/order-errors.schemas.js.map +1 -1
- package/dist/services/orders/orders-batch.schemas.d.ts +504 -504
- package/dist/services/orders/orders-batch.schemas.d.ts.map +1 -1
- package/dist/services/orders/orders-batch.schemas.js +117 -117
- package/dist/services/orders/orders-batch.schemas.js.map +1 -1
- package/dist/services/orders/orders-identifiers.schemas.js +5 -5
- package/dist/services/orders/orders-identifiers.schemas.js.map +1 -1
- package/dist/services/orders/orders-input.schemas.d.ts +648 -648
- package/dist/services/orders/orders-input.schemas.d.ts.map +1 -1
- package/dist/services/orders/orders-input.schemas.js +95 -95
- package/dist/services/orders/orders-input.schemas.js.map +1 -1
- package/dist/services/orders/orders-modify.schemas.d.ts +351 -351
- package/dist/services/orders/orders-modify.schemas.d.ts.map +1 -1
- package/dist/services/orders/orders-modify.schemas.js +44 -44
- package/dist/services/orders/orders-modify.schemas.js.map +1 -1
- package/dist/services/orders/orders-output.schemas.d.ts +183 -183
- package/dist/services/orders/orders-output.schemas.d.ts.map +1 -1
- package/dist/services/orders/orders-output.schemas.js +49 -49
- package/dist/services/orders/orders-output.schemas.js.map +1 -1
- package/dist/services/orders/orders-risk.schemas.d.ts +226 -226
- package/dist/services/orders/orders-risk.schemas.d.ts.map +1 -1
- package/dist/services/orders/orders-risk.schemas.js +69 -69
- package/dist/services/orders/orders-risk.schemas.js.map +1 -1
- package/dist/services/orders/orders.d.ts +6 -6
- package/dist/services/orders/orders.d.ts.map +1 -1
- package/dist/services/orders/orders.js +4 -3
- package/dist/services/orders/orders.js.map +1 -1
- package/dist/services/policies/api-key-policies/api-key-policies.d.ts +6 -6
- package/dist/services/policies/api-key-policies/api-key-policies.d.ts.map +1 -1
- package/dist/services/policies/api-key-policies/api-key-policies.js.map +1 -1
- package/dist/services/policies/api-key-policies/api-key-policies.schemas.d.ts +105 -105
- package/dist/services/policies/api-key-policies/api-key-policies.schemas.d.ts.map +1 -1
- package/dist/services/policies/api-key-policies/api-key-policies.schemas.js +49 -49
- package/dist/services/policies/api-key-policies/api-key-policies.schemas.js.map +1 -1
- package/dist/services/policies/shared.d.ts +5 -5
- package/dist/services/policies/shared.d.ts.map +1 -1
- package/dist/services/policies/shared.js +10 -10
- package/dist/services/policies/shared.js.map +1 -1
- package/dist/services/policies/subaccount-policies/subaccount-policies.d.ts +6 -6
- package/dist/services/policies/subaccount-policies/subaccount-policies.d.ts.map +1 -1
- package/dist/services/policies/subaccount-policies/subaccount-policies.js +3 -2
- package/dist/services/policies/subaccount-policies/subaccount-policies.js.map +1 -1
- package/dist/services/policies/subaccount-policies/subaccount-policies.schemas.d.ts +124 -124
- package/dist/services/policies/subaccount-policies/subaccount-policies.schemas.d.ts.map +1 -1
- package/dist/services/policies/subaccount-policies/subaccount-policies.schemas.js +75 -75
- package/dist/services/policies/subaccount-policies/subaccount-policies.schemas.js.map +1 -1
- package/dist/services/shared.js +11 -11
- package/dist/services/shared.js.map +1 -1
- package/dist/services/social-verification/social-verification.d.ts +3 -3
- package/dist/services/social-verification/social-verification.d.ts.map +1 -1
- package/dist/services/social-verification/social-verification.js.map +1 -1
- package/dist/services/social-verification/social-verification.schemas.d.ts +54 -54
- package/dist/services/social-verification/social-verification.schemas.d.ts.map +1 -1
- package/dist/services/social-verification/social-verification.schemas.js +28 -28
- package/dist/services/social-verification/social-verification.schemas.js.map +1 -1
- package/dist/services/subaccounts/subaccounts.d.ts +14 -14
- package/dist/services/subaccounts/subaccounts.d.ts.map +1 -1
- package/dist/services/subaccounts/subaccounts.js +9 -8
- package/dist/services/subaccounts/subaccounts.js.map +1 -1
- package/dist/services/subaccounts/subaccounts.schemas.d.ts +135 -135
- package/dist/services/subaccounts/subaccounts.schemas.d.ts.map +1 -1
- package/dist/services/subaccounts/subaccounts.schemas.js +72 -72
- package/dist/services/subaccounts/subaccounts.schemas.js.map +1 -1
- package/dist/services/trades/trades.d.ts +2 -2
- package/dist/services/trades/trades.d.ts.map +1 -1
- package/dist/services/trades/trades.js +3 -2
- package/dist/services/trades/trades.js.map +1 -1
- package/dist/services/trades/trades.schemas.d.ts +31 -31
- package/dist/services/trades/trades.schemas.d.ts.map +1 -1
- package/dist/services/trades/trades.schemas.js +24 -24
- package/dist/services/trades/trades.schemas.js.map +1 -1
- package/dist/services/trading-withdraws/trading-withdraws.js +1 -1
- package/dist/services/trading-withdraws/trading-withdraws.js.map +1 -1
- package/dist/services/trading-withdraws/trading-withdraws.schemas.d.ts +45 -45
- package/dist/services/trading-withdraws/trading-withdraws.schemas.d.ts.map +1 -1
- package/dist/services/trading-withdraws/trading-withdraws.schemas.js +36 -36
- package/dist/services/trading-withdraws/trading-withdraws.schemas.js.map +1 -1
- package/dist/services/transfers/transfers.d.ts.map +1 -1
- package/dist/services/transfers/transfers.js +3 -2
- package/dist/services/transfers/transfers.js.map +1 -1
- package/dist/services/transfers/transfers.schemas.d.ts +42 -42
- package/dist/services/transfers/transfers.schemas.d.ts.map +1 -1
- package/dist/services/transfers/transfers.schemas.js +30 -30
- package/dist/services/transfers/transfers.schemas.js.map +1 -1
- package/dist/services/triggers/trigger-child-order.schemas.js +23 -23
- package/dist/services/triggers/trigger-child-order.schemas.js.map +1 -1
- package/dist/services/triggers/trigger-input.schemas.d.ts +226 -226
- package/dist/services/triggers/trigger-input.schemas.d.ts.map +1 -1
- package/dist/services/triggers/trigger-input.schemas.js +53 -53
- package/dist/services/triggers/trigger-input.schemas.js.map +1 -1
- package/dist/services/triggers/triggers-output.schemas.d.ts +209 -209
- package/dist/services/triggers/triggers-output.schemas.d.ts.map +1 -1
- package/dist/services/triggers/triggers-output.schemas.js +152 -152
- package/dist/services/triggers/triggers-output.schemas.js.map +1 -1
- package/dist/services/triggers/triggers.d.ts.map +1 -1
- package/dist/services/triggers/triggers.js +4 -3
- package/dist/services/triggers/triggers.js.map +1 -1
- package/dist/services/whiteboard/whiteboard.js.map +1 -1
- package/dist/services/whiteboard/whiteboard.schemas.d.ts +379 -379
- package/dist/services/whiteboard/whiteboard.schemas.d.ts.map +1 -1
- package/dist/services/whiteboard/whiteboard.schemas.js +71 -71
- package/dist/services/whiteboard/whiteboard.schemas.js.map +1 -1
- package/dist/services/zipper/zipper.js.map +1 -1
- package/dist/services/zipper/zipper.schemas.d.ts +1 -1
- package/dist/services/zipper/zipper.schemas.js +54 -54
- package/dist/services/zipper/zipper.schemas.js.map +1 -1
- package/dist/shared/account-scope.d.ts +6 -6
- package/dist/shared/account-scope.d.ts.map +1 -1
- package/dist/shared/account-scope.js +3 -3
- package/dist/shared/account-scope.js.map +1 -1
- package/dist/shared/connect-error-mapping.js +2 -2
- package/dist/shared/connect-error-mapping.js.map +1 -1
- package/dist/shared/rate-limit.schemas.d.ts +12 -12
- package/dist/shared/rate-limit.schemas.d.ts.map +1 -1
- package/dist/shared/rate-limit.schemas.js +7 -7
- package/dist/shared/rate-limit.schemas.js.map +1 -1
- package/dist/shared/schemas.js +26 -26
- package/dist/shared/schemas.js.map +1 -1
- package/dist/shared/validation.js +1 -6
- package/dist/shared/validation.js.map +1 -1
- package/dist/utils/connect-order-errors.js +2 -2
- package/dist/utils/connect-order-errors.js.map +1 -1
- package/package.json +3 -3
- package/dist/shared/validation.d.ts +0 -14
- package/dist/shared/validation.d.ts.map +0 -1
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import { validation_d_exports } from "../../shared/validation.js";
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import { HeatmapDepth, HeatmapInterval, HeatmapQuantityMode } from "../../gen/marketdata/v1/heatmap_pb.js";
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import { DecodedEnum } from "../../utils/types.js";
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import { SdkScales } from "../../shared/decimal-surface.js";
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import * as v from "valibot";
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//#region src/services/heatmap/heatmap.schemas.d.ts
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type HeatmapTimeRangeInit = {
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startTime?: TimestampInit;
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declare const GetOrderbookHeatmapInputSchema:
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readonly symbolId:
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readonly interval:
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readonly depth:
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readonly quantityMode:
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readonly limit:
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}, undefined>,
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declare const GetOrderbookHeatmapInputSchema: v.SchemaWithPipe<readonly [v.ObjectSchema<{
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readonly symbolId: v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.IntegerAction<number, undefined>, v.GtValueAction<number, 0, undefined>]>;
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readonly interval: v.SchemaWithPipe<readonly [v.OptionalSchema<v.PicklistSchema<readonly ["1s", "1m", "5m", "1h"], undefined>, "1s">, v.TransformAction<"1h" | "1m" | "1s" | "5m", HeatmapInterval>]>;
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readonly depth: v.SchemaWithPipe<readonly [v.OptionalSchema<v.PicklistSchema<readonly [1, 5, 10, 20, 50, 100, 200, 500, 1000], undefined>, 50>, v.TransformAction<5 | 10 | 20 | 1 | 200 | 500 | 50 | 1000 | 100, HeatmapDepth>]>;
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readonly quantityMode: v.SchemaWithPipe<readonly [v.OptionalSchema<v.PicklistSchema<readonly ["close", "peak"], undefined>, "close">, v.TransformAction<"close" | "peak", HeatmapQuantityMode>]>;
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readonly limit: v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.IntegerAction<number, undefined>, v.GtValueAction<number, 0, undefined>, v.MaxValueAction<number, 20000, undefined>]>;
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readonly startTsSec: v.OptionalSchema<v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.IntegerAction<number, undefined>, v.MinValueAction<number, 0, undefined>, v.MaxValueAction<number, number, undefined>, v.TransformAction<number, bigint>]>, undefined>;
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readonly endTsSec: v.OptionalSchema<v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.IntegerAction<number, undefined>, v.MinValueAction<number, 0, undefined>, v.MaxValueAction<number, number, undefined>, v.TransformAction<number, bigint>]>, undefined>;
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readonly pageToken: v.OptionalSchema<v.SchemaWithPipe<readonly [v.StringSchema<undefined>, v.TrimAction]>, "">;
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}, undefined>, v.CheckAction<{
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}, "pageToken, startTsSec, or endTsSec is required">, v.TransformAction<{
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declare const OrderbookHeatmapLevelsRawSchema:
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declare const OrderbookHeatmapLevelsRawSchema: v.ObjectSchema<{
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type OrderbookHeatmapLevelsRaw =
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type OrderbookHeatmapLevelsRaw = v.InferOutput<typeof OrderbookHeatmapLevelsRawSchema>;
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declare function convertHeatmapLevels(levels: OrderbookHeatmapLevelsRaw, priceScale: number, qtyScale: number): {
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type OrderbookHeatmapLevels = ReturnType<typeof convertHeatmapLevels>;
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type OrderbookHeatmapDeltaLevels = OrderbookHeatmapLevels;
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declare const OrderbookHeatmapKeyframeRawSchema:
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readonly tsSec:
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readonly bestBidTicks:
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declare const OrderbookHeatmapKeyframeRawSchema: v.ObjectSchema<{
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readonly tsSec: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, number>]>;
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readonly bestBidTicks: v.BigintSchema<undefined>;
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readonly bestAskTicks: v.BigintSchema<undefined>;
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readonly midTicks: v.BigintSchema<undefined>;
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readonly bids: v.OptionalSchema<v.ObjectSchema<{
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readonly priceTicks: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
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readonly qtyScaled: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
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readonly asks:
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readonly asks: v.OptionalSchema<v.ObjectSchema<{
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readonly priceTicks: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
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readonly qtyScaled: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
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}, undefined>, undefined>;
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readonly bookSeq:
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readonly bookSeq: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, string>]>;
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}, undefined>;
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type OrderbookHeatmapKeyframeRaw =
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type OrderbookHeatmapKeyframeRaw = v.InferOutput<typeof OrderbookHeatmapKeyframeRawSchema>;
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declare function convertHeatmapKeyframe(keyframe: OrderbookHeatmapKeyframeRaw, priceScale: number, qtyScale: number): {
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tsSec: number;
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bestBid: string;
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@@ -90,21 +90,21 @@ declare function convertHeatmapKeyframe(keyframe: OrderbookHeatmapKeyframeRaw, p
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bookSeq: string;
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};
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type OrderbookHeatmapKeyframe = ReturnType<typeof convertHeatmapKeyframe>;
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declare const OrderbookHeatmapDeltaBucketRawSchema:
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readonly tsSec:
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readonly bids:
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readonly qtyScaled:
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declare const OrderbookHeatmapDeltaBucketRawSchema: v.ObjectSchema<{
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readonly tsSec: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, number>]>;
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readonly bids: v.OptionalSchema<v.ObjectSchema<{
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readonly qtyScaled: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
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readonly asks: v.OptionalSchema<v.ObjectSchema<{
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readonly qtyScaled: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
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readonly updatesInBucket:
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readonly bookSeqStart:
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readonly bookSeqEnd:
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readonly updatesInBucket: v.NumberSchema<undefined>;
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readonly bookSeqStart: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, string>]>;
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readonly bookSeqEnd: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, string>]>;
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}, undefined>;
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type OrderbookHeatmapDeltaBucketRaw =
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type OrderbookHeatmapDeltaBucketRaw = v.InferOutput<typeof OrderbookHeatmapDeltaBucketRawSchema>;
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declare function convertHeatmapDeltaBucket(bucket: OrderbookHeatmapDeltaBucketRaw, priceScale: number, qtyScale: number): {
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tsSec: number;
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@@ -120,26 +120,26 @@ declare function convertHeatmapDeltaBucket(bucket: OrderbookHeatmapDeltaBucketRa
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bookSeqEnd: string;
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};
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type OrderbookHeatmapDeltaBucket = ReturnType<typeof convertHeatmapDeltaBucket>;
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|
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declare const OrderbookHeatmapLiveBucketRawSchema:
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readonly symbolId:
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readonly interval:
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readonly tsSec:
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readonly isFinal:
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readonly bids:
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readonly qtyScaled:
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|
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declare const OrderbookHeatmapLiveBucketRawSchema: v.ObjectSchema<{
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readonly symbolId: v.NumberSchema<undefined>;
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readonly interval: v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.TransformAction<number, DecodedEnum<"1h" | "1m" | "1s" | "5m">>]>;
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readonly tsSec: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, number>]>;
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readonly isFinal: v.BooleanSchema<undefined>;
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readonly bids: v.OptionalSchema<v.ObjectSchema<{
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readonly priceTicks: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
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readonly qtyScaled: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
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}, undefined>, undefined>;
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readonly asks:
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readonly qtyScaled:
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readonly asks: v.OptionalSchema<v.ObjectSchema<{
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readonly priceTicks: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
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readonly qtyScaled: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
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}, undefined>, undefined>;
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readonly updatesInBucket:
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readonly bookSeqStart:
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readonly bookSeqEnd:
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readonly quantityMode:
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readonly effectiveBinTicks:
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+
readonly updatesInBucket: v.NumberSchema<undefined>;
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+
readonly bookSeqStart: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, string>]>;
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|
+
readonly bookSeqEnd: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, string>]>;
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|
+
readonly quantityMode: v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.TransformAction<number, DecodedEnum<"close" | "peak">>]>;
|
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|
+
readonly effectiveBinTicks: v.BigintSchema<undefined>;
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141
|
}, undefined>;
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|
-
type OrderbookHeatmapLiveBucketRaw =
|
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|
+
type OrderbookHeatmapLiveBucketRaw = v.InferOutput<typeof OrderbookHeatmapLiveBucketRawSchema>;
|
|
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143
|
declare function convertHeatmapLiveBucket(bucket: OrderbookHeatmapLiveBucketRaw, scales: SdkScales): {
|
|
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144
|
symbolId: number;
|
|
145
145
|
interval: DecodedEnum<"1h" | "1m" | "1s" | "5m">;
|
|
@@ -160,38 +160,38 @@ declare function convertHeatmapLiveBucket(bucket: OrderbookHeatmapLiveBucketRaw,
|
|
|
160
160
|
effectiveBinSize: string;
|
|
161
161
|
};
|
|
162
162
|
type OrderbookHeatmapLiveBucket = ReturnType<typeof convertHeatmapLiveBucket>;
|
|
163
|
-
declare const OrderbookHeatmapDeltaChainRawSchema:
|
|
164
|
-
readonly baseKeyframe:
|
|
165
|
-
readonly tsSec:
|
|
166
|
-
readonly bestBidTicks:
|
|
167
|
-
readonly bestAskTicks:
|
|
168
|
-
readonly midTicks:
|
|
169
|
-
readonly bids:
|
|
170
|
-
readonly priceTicks:
|
|
171
|
-
readonly qtyScaled:
|
|
163
|
+
declare const OrderbookHeatmapDeltaChainRawSchema: v.ObjectSchema<{
|
|
164
|
+
readonly baseKeyframe: v.OptionalSchema<v.ObjectSchema<{
|
|
165
|
+
readonly tsSec: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, number>]>;
|
|
166
|
+
readonly bestBidTicks: v.BigintSchema<undefined>;
|
|
167
|
+
readonly bestAskTicks: v.BigintSchema<undefined>;
|
|
168
|
+
readonly midTicks: v.BigintSchema<undefined>;
|
|
169
|
+
readonly bids: v.OptionalSchema<v.ObjectSchema<{
|
|
170
|
+
readonly priceTicks: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
|
|
171
|
+
readonly qtyScaled: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
|
|
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172
|
}, undefined>, undefined>;
|
|
173
|
-
readonly asks:
|
|
174
|
-
readonly priceTicks:
|
|
175
|
-
readonly qtyScaled:
|
|
173
|
+
readonly asks: v.OptionalSchema<v.ObjectSchema<{
|
|
174
|
+
readonly priceTicks: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
|
|
175
|
+
readonly qtyScaled: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
|
|
176
176
|
}, undefined>, undefined>;
|
|
177
|
-
readonly bookSeq:
|
|
177
|
+
readonly bookSeq: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, string>]>;
|
|
178
178
|
}, undefined>, undefined>;
|
|
179
|
-
readonly deltas:
|
|
180
|
-
readonly tsSec:
|
|
181
|
-
readonly bids:
|
|
182
|
-
readonly priceTicks:
|
|
183
|
-
readonly qtyScaled:
|
|
179
|
+
readonly deltas: v.OptionalSchema<v.ArraySchema<v.ObjectSchema<{
|
|
180
|
+
readonly tsSec: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, number>]>;
|
|
181
|
+
readonly bids: v.OptionalSchema<v.ObjectSchema<{
|
|
182
|
+
readonly priceTicks: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
|
|
183
|
+
readonly qtyScaled: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
|
|
184
184
|
}, undefined>, undefined>;
|
|
185
|
-
readonly asks:
|
|
186
|
-
readonly priceTicks:
|
|
187
|
-
readonly qtyScaled:
|
|
185
|
+
readonly asks: v.OptionalSchema<v.ObjectSchema<{
|
|
186
|
+
readonly priceTicks: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
|
|
187
|
+
readonly qtyScaled: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
|
|
188
188
|
}, undefined>, undefined>;
|
|
189
|
-
readonly updatesInBucket:
|
|
190
|
-
readonly bookSeqStart:
|
|
191
|
-
readonly bookSeqEnd:
|
|
189
|
+
readonly updatesInBucket: v.NumberSchema<undefined>;
|
|
190
|
+
readonly bookSeqStart: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, string>]>;
|
|
191
|
+
readonly bookSeqEnd: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, string>]>;
|
|
192
192
|
}, undefined>, undefined>, readonly []>;
|
|
193
193
|
}, undefined>;
|
|
194
|
-
type OrderbookHeatmapDeltaChainRaw =
|
|
194
|
+
type OrderbookHeatmapDeltaChainRaw = v.InferOutput<typeof OrderbookHeatmapDeltaChainRawSchema>;
|
|
195
195
|
declare function convertHeatmapDeltaChain(chain: OrderbookHeatmapDeltaChainRaw, priceScale: number, qtyScale: number): {
|
|
196
196
|
baseKeyframe: {
|
|
197
197
|
tsSec: number;
|
|
@@ -224,70 +224,70 @@ declare function convertHeatmapDeltaChain(chain: OrderbookHeatmapDeltaChainRaw,
|
|
|
224
224
|
}[];
|
|
225
225
|
};
|
|
226
226
|
type OrderbookHeatmapDeltaChain = ReturnType<typeof convertHeatmapDeltaChain>;
|
|
227
|
-
declare function createOrderbookHeatmapResponseSchema(scales: SdkScales):
|
|
228
|
-
readonly symbolId:
|
|
229
|
-
readonly interval:
|
|
230
|
-
readonly depth:
|
|
231
|
-
readonly chain:
|
|
232
|
-
readonly baseKeyframe:
|
|
233
|
-
readonly tsSec:
|
|
234
|
-
readonly bestBidTicks:
|
|
235
|
-
readonly bestAskTicks:
|
|
236
|
-
readonly midTicks:
|
|
237
|
-
readonly bids:
|
|
238
|
-
readonly priceTicks:
|
|
239
|
-
readonly qtyScaled:
|
|
227
|
+
declare function createOrderbookHeatmapResponseSchema(scales: SdkScales): v.SchemaWithPipe<readonly [v.ObjectSchema<{
|
|
228
|
+
readonly symbolId: v.NumberSchema<undefined>;
|
|
229
|
+
readonly interval: v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.TransformAction<number, DecodedEnum<"1h" | "1m" | "1s" | "5m">>]>;
|
|
230
|
+
readonly depth: v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.TransformAction<number, 5 | 10 | 20 | 1 | "unspecified" | 200 | 500 | 50 | 1000 | 100>]>;
|
|
231
|
+
readonly chain: v.OptionalSchema<v.ObjectSchema<{
|
|
232
|
+
readonly baseKeyframe: v.OptionalSchema<v.ObjectSchema<{
|
|
233
|
+
readonly tsSec: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, number>]>;
|
|
234
|
+
readonly bestBidTicks: v.BigintSchema<undefined>;
|
|
235
|
+
readonly bestAskTicks: v.BigintSchema<undefined>;
|
|
236
|
+
readonly midTicks: v.BigintSchema<undefined>;
|
|
237
|
+
readonly bids: v.OptionalSchema<v.ObjectSchema<{
|
|
238
|
+
readonly priceTicks: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
|
|
239
|
+
readonly qtyScaled: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
|
|
240
240
|
}, undefined>, undefined>;
|
|
241
|
-
readonly asks:
|
|
242
|
-
readonly priceTicks:
|
|
243
|
-
readonly qtyScaled:
|
|
241
|
+
readonly asks: v.OptionalSchema<v.ObjectSchema<{
|
|
242
|
+
readonly priceTicks: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
|
|
243
|
+
readonly qtyScaled: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
|
|
244
244
|
}, undefined>, undefined>;
|
|
245
|
-
readonly bookSeq:
|
|
245
|
+
readonly bookSeq: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, string>]>;
|
|
246
246
|
}, undefined>, undefined>;
|
|
247
|
-
readonly deltas:
|
|
248
|
-
readonly tsSec:
|
|
249
|
-
readonly bids:
|
|
250
|
-
readonly priceTicks:
|
|
251
|
-
readonly qtyScaled:
|
|
247
|
+
readonly deltas: v.OptionalSchema<v.ArraySchema<v.ObjectSchema<{
|
|
248
|
+
readonly tsSec: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, number>]>;
|
|
249
|
+
readonly bids: v.OptionalSchema<v.ObjectSchema<{
|
|
250
|
+
readonly priceTicks: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
|
|
251
|
+
readonly qtyScaled: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
|
|
252
252
|
}, undefined>, undefined>;
|
|
253
|
-
readonly asks:
|
|
254
|
-
readonly priceTicks:
|
|
255
|
-
readonly qtyScaled:
|
|
253
|
+
readonly asks: v.OptionalSchema<v.ObjectSchema<{
|
|
254
|
+
readonly priceTicks: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
|
|
255
|
+
readonly qtyScaled: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
|
|
256
256
|
}, undefined>, undefined>;
|
|
257
|
-
readonly updatesInBucket:
|
|
258
|
-
readonly bookSeqStart:
|
|
259
|
-
readonly bookSeqEnd:
|
|
257
|
+
readonly updatesInBucket: v.NumberSchema<undefined>;
|
|
258
|
+
readonly bookSeqStart: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, string>]>;
|
|
259
|
+
readonly bookSeqEnd: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, string>]>;
|
|
260
260
|
}, undefined>, undefined>, readonly []>;
|
|
261
261
|
}, undefined>, undefined>;
|
|
262
|
-
readonly lastPersistedTsSec:
|
|
263
|
-
readonly liveFromBookSeqEnd:
|
|
264
|
-
readonly hasLiveAnchor:
|
|
265
|
-
readonly nextPageToken:
|
|
266
|
-
readonly serverTimeSec:
|
|
267
|
-
readonly quantityMode:
|
|
268
|
-
readonly liveBucket:
|
|
269
|
-
readonly symbolId:
|
|
270
|
-
readonly interval:
|
|
271
|
-
readonly tsSec:
|
|
272
|
-
readonly isFinal:
|
|
273
|
-
readonly bids:
|
|
274
|
-
readonly priceTicks:
|
|
275
|
-
readonly qtyScaled:
|
|
262
|
+
readonly lastPersistedTsSec: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, number>]>;
|
|
263
|
+
readonly liveFromBookSeqEnd: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, string>]>;
|
|
264
|
+
readonly hasLiveAnchor: v.BooleanSchema<undefined>;
|
|
265
|
+
readonly nextPageToken: v.OptionalSchema<v.StringSchema<undefined>, "">;
|
|
266
|
+
readonly serverTimeSec: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, number>]>;
|
|
267
|
+
readonly quantityMode: v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.TransformAction<number, DecodedEnum<"close" | "peak">>]>;
|
|
268
|
+
readonly liveBucket: v.OptionalSchema<v.ObjectSchema<{
|
|
269
|
+
readonly symbolId: v.NumberSchema<undefined>;
|
|
270
|
+
readonly interval: v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.TransformAction<number, DecodedEnum<"1h" | "1m" | "1s" | "5m">>]>;
|
|
271
|
+
readonly tsSec: v.SchemaWithPipe<readonly [v.BigintSchema<undefined>, v.TransformAction<bigint, number>]>;
|
|
272
|
+
readonly isFinal: v.BooleanSchema<undefined>;
|
|
273
|
+
readonly bids: v.OptionalSchema<v.ObjectSchema<{
|
|
274
|
+
readonly priceTicks: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
|
|
275
|
+
readonly qtyScaled: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
|
|
276
276
|
}, undefined>, undefined>;
|
|
277
|
-
readonly asks:
|
|
278
|
-
readonly priceTicks:
|
|
279
|
-
readonly qtyScaled:
|
|
277
|
+
readonly asks: v.OptionalSchema<v.ObjectSchema<{
|
|
278
|
+
readonly priceTicks: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
|
|
279
|
+
readonly qtyScaled: v.ArraySchema<v.BigintSchema<undefined>, undefined>;
|
|
280
280
|
}, undefined>, undefined>;
|
|
281
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readonly quantityMode: v.SchemaWithPipe<readonly [v.NumberSchema<undefined>, v.TransformAction<number, DecodedEnum<"close" | "peak">>]>;
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}, undefined>, v.TransformAction<{
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symbolId: number;
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interval: DecodedEnum<"1h" | "1m" | "1s" | "5m">;
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depth: 5 | 10 | 20 | 1 | "unspecified" | 200 | 500 | 50 |
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depth: 5 | 10 | 20 | 1 | "unspecified" | 200 | 500 | 50 | 1000 | 100;
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chain?: {
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baseKeyframe?: {
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tsSec: number;
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@@ -347,7 +347,7 @@ declare function createOrderbookHeatmapResponseSchema(scales: SdkScales): valida
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}, {
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symbolId: number;
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interval: DecodedEnum<"1h" | "1m" | "1s" | "5m">;
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depth: 5 | 10 | 20 | 1 | "unspecified" | 200 | 500 | 50 |
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depth: 5 | 10 | 20 | 1 | "unspecified" | 200 | 500 | 50 | 1000 | 100;
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chain: {
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baseKeyframe: {
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tsSec: number;
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@@ -405,8 +405,8 @@ declare function createOrderbookHeatmapResponseSchema(scales: SdkScales): valida
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effectiveBinSize: string;
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} | undefined;
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}>]>;
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type GetOrderbookHeatmapInput =
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type OrderbookHeatmapResponse =
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type GetOrderbookHeatmapInput = v.InferInput<typeof GetOrderbookHeatmapInputSchema>;
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type OrderbookHeatmapResponse = v.InferOutput<ReturnType<typeof createOrderbookHeatmapResponseSchema>>;
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//#endregion
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export { GetOrderbookHeatmapInput, GetOrderbookHeatmapInputSchema, OrderbookHeatmapDeltaBucket, OrderbookHeatmapDeltaChain, OrderbookHeatmapDeltaLevels, OrderbookHeatmapKeyframe, OrderbookHeatmapLevels, OrderbookHeatmapLiveBucket, OrderbookHeatmapResponse, createOrderbookHeatmapResponseSchema };
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//# sourceMappingURL=heatmap.schemas.d.ts.map
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"heatmap.schemas.d.ts","names":[],"sources":["../../../src/services/heatmap/heatmap.schemas.ts"],"mappings":";;;;;KAqBK;EACD,YAAY;EACZ,UAAU;;KAGT;EAAkB;EAAiB;;cAqB3B,gCAA8B,
|
|
1
|
+
{"version":3,"file":"heatmap.schemas.d.ts","names":[],"sources":["../../../src/services/heatmap/heatmap.schemas.ts"],"mappings":";;;;;KAqBK;EACD,YAAY;EACZ,UAAU;;KAGT;EAAkB;EAAiB;;cAqB3B,gCAA8B,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;cAoErC,iCAA+B,EAAA;;;;KAKhC,4BAA4B,EAAE,mBAAmB;iBAE7C,qBACL,QAAQ,2BACR,oBACA;;;;KAQQ,yBAAyB,kBAAkB;KAE3C,8BAA8B;cAEpC,mCAAiC,EAAA;;;;;;;;;;;;;;;KAUlC,8BAA8B,EAAE,mBAAmB;iBAE/C,uBACL,UAAU,6BACV,oBACA;;;;;;;;;;;;;;;KAaQ,2BAA2B,kBAAkB;cAEnD,sCAAoC,EAAA;;;;;;;;;;;;;;KASrC,iCAAiC,EAAE,mBAAmB;iBAElD,0BACL,QAAQ,gCACR,oBACA;;;;;;;;;;;;;;KAYQ,8BAA8B,kBAAkB;cAEtD,qCAAmC,EAAA;;;;;;;;;;;;;;;;;;;KAcpC,gCAAgC,EAAE,mBAAmB;iBAEjD,yBAAyB,QAAQ,+BAA+B,QAAQ;;;;;;;;;;;;;;;;;;;KAkBrE,6BAA6B,kBAAkB;cASrD,qCAAmC,EAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;KAKpC,gCAAgC,EAAE,mBAAmB;iBAEjD,yBACL,OAAO,+BACP,oBACA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;KAYQ,6BAA6B,kBAAkB;iBA0B3C,qCAAqC,QAAQ,YAAS,EAAA,yBAAA,EAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;KA2B1D,2BAA2B,EAAE,kBAAkB;KAE/C,2BAA2B,EAAE,YACrC,kBAAkB"}
|
|
@@ -1,28 +1,28 @@
|
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|
1
|
-
import { validation_exports } from "../../shared/validation.js";
|
|
2
1
|
import { requiredEnumLabel } from "../../shared/proto-enum-codec.js";
|
|
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|
import { OptionalTimestampSecondsInputSchema } from "../../shared/schemas.js";
|
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import { scaledToDecimalOutput } from "../../shared/decimal-surface.js";
|
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|
import { HEATMAP_DEPTH_VALUES, HEATMAP_INTERVAL_VALUES, HEATMAP_QUANTITY_MODE_VALUES, HeatmapDepthCodec, HeatmapIntervalCodec, HeatmapQuantityModeCodec } from "./heatmap.codecs.js";
|
|
5
|
+
import * as v from "valibot";
|
|
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6
|
//#region src/services/heatmap/heatmap.schemas.ts
|
|
7
|
-
const IntervalInputSchema =
|
|
8
|
-
const DepthInputSchema =
|
|
9
|
-
const QuantityModeInputSchema =
|
|
7
|
+
const IntervalInputSchema = v.pipe(v.optional(v.picklist(HEATMAP_INTERVAL_VALUES), "1s"), v.transform((value) => HeatmapIntervalCodec.inputToProto[value]));
|
|
8
|
+
const DepthInputSchema = v.pipe(v.optional(v.picklist(HEATMAP_DEPTH_VALUES), 50), v.transform((value) => HeatmapDepthCodec.inputToProto[value]));
|
|
9
|
+
const QuantityModeInputSchema = v.pipe(v.optional(v.picklist(HEATMAP_QUANTITY_MODE_VALUES), "close"), v.transform((value) => HeatmapQuantityModeCodec.inputToProto[value]));
|
|
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|
function timestampFromTsSec(tsSec) {
|
|
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|
return {
|
|
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|
seconds: tsSec,
|
|
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|
nanos: 0
|
|
14
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|
};
|
|
15
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|
}
|
|
16
|
-
const GetOrderbookHeatmapInputSchema =
|
|
17
|
-
symbolId:
|
|
16
|
+
const GetOrderbookHeatmapInputSchema = v.pipe(v.object({
|
|
17
|
+
symbolId: v.pipe(v.number(), v.integer(), v.gtValue(0)),
|
|
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|
interval: IntervalInputSchema,
|
|
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|
depth: DepthInputSchema,
|
|
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|
quantityMode: QuantityModeInputSchema,
|
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|
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limit:
|
|
21
|
+
limit: v.pipe(v.number(), v.integer(), v.gtValue(0), v.maxValue(2e4)),
|
|
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|
startTsSec: OptionalTimestampSecondsInputSchema,
|
|
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|
endTsSec: OptionalTimestampSecondsInputSchema,
|
|
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|
-
pageToken:
|
|
25
|
-
}),
|
|
24
|
+
pageToken: v.optional(v.pipe(v.string(), v.trim()), "")
|
|
25
|
+
}), v.check((value) => value.pageToken !== "" || value.startTsSec != null || value.endTsSec != null, "pageToken, startTsSec, or endTsSec is required"), v.transform((value) => {
|
|
26
26
|
const timeRange = value.pageToken !== "" ? void 0 : {
|
|
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27
|
startTime: value.startTsSec != null ? timestampFromTsSec(value.startTsSec) : void 0,
|
|
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28
|
endTime: value.endTsSec != null ? timestampFromTsSec(value.endTsSec) : void 0
|
|
@@ -43,11 +43,11 @@ function requiredIntervalLabelFor(value) {
|
|
|
43
43
|
function requiredQuantityModeLabelFor(value) {
|
|
44
44
|
return requiredEnumLabel(HeatmapQuantityModeCodec.protoToOutput, value, "OrderbookHeatmapResponseSchema", "quantity mode");
|
|
45
45
|
}
|
|
46
|
-
const TimestampSecondsSchema =
|
|
47
|
-
const Uint64StringSchema =
|
|
48
|
-
const OrderbookHeatmapLevelsRawSchema =
|
|
49
|
-
priceTicks:
|
|
50
|
-
qtyScaled:
|
|
46
|
+
const TimestampSecondsSchema = v.pipe(v.bigint(), v.transform((value) => Number(value)));
|
|
47
|
+
const Uint64StringSchema = v.pipe(v.bigint(), v.transform((value) => value.toString()));
|
|
48
|
+
const OrderbookHeatmapLevelsRawSchema = v.object({
|
|
49
|
+
priceTicks: v.array(v.bigint()),
|
|
50
|
+
qtyScaled: v.array(v.bigint())
|
|
51
51
|
});
|
|
52
52
|
function convertHeatmapLevels(levels, priceScale, qtyScale) {
|
|
53
53
|
return {
|
|
@@ -55,13 +55,13 @@ function convertHeatmapLevels(levels, priceScale, qtyScale) {
|
|
|
55
55
|
qty: levels.qtyScaled.map((qty) => scaledToDecimalOutput(qty, qtyScale))
|
|
56
56
|
};
|
|
57
57
|
}
|
|
58
|
-
const OrderbookHeatmapKeyframeRawSchema =
|
|
58
|
+
const OrderbookHeatmapKeyframeRawSchema = v.object({
|
|
59
59
|
tsSec: TimestampSecondsSchema,
|
|
60
|
-
bestBidTicks:
|
|
61
|
-
bestAskTicks:
|
|
62
|
-
midTicks:
|
|
63
|
-
bids:
|
|
64
|
-
asks:
|
|
60
|
+
bestBidTicks: v.bigint(),
|
|
61
|
+
bestAskTicks: v.bigint(),
|
|
62
|
+
midTicks: v.bigint(),
|
|
63
|
+
bids: v.optional(OrderbookHeatmapLevelsRawSchema),
|
|
64
|
+
asks: v.optional(OrderbookHeatmapLevelsRawSchema),
|
|
65
65
|
bookSeq: Uint64StringSchema
|
|
66
66
|
});
|
|
67
67
|
function convertHeatmapKeyframe(keyframe, priceScale, qtyScale) {
|
|
@@ -75,11 +75,11 @@ function convertHeatmapKeyframe(keyframe, priceScale, qtyScale) {
|
|
|
75
75
|
bookSeq: keyframe.bookSeq
|
|
76
76
|
};
|
|
77
77
|
}
|
|
78
|
-
const OrderbookHeatmapDeltaBucketRawSchema =
|
|
78
|
+
const OrderbookHeatmapDeltaBucketRawSchema = v.object({
|
|
79
79
|
tsSec: TimestampSecondsSchema,
|
|
80
|
-
bids:
|
|
81
|
-
asks:
|
|
82
|
-
updatesInBucket:
|
|
80
|
+
bids: v.optional(OrderbookHeatmapLevelsRawSchema),
|
|
81
|
+
asks: v.optional(OrderbookHeatmapLevelsRawSchema),
|
|
82
|
+
updatesInBucket: v.number(),
|
|
83
83
|
bookSeqStart: Uint64StringSchema,
|
|
84
84
|
bookSeqEnd: Uint64StringSchema
|
|
85
85
|
});
|
|
@@ -93,18 +93,18 @@ function convertHeatmapDeltaBucket(bucket, priceScale, qtyScale) {
|
|
|
93
93
|
bookSeqEnd: bucket.bookSeqEnd
|
|
94
94
|
};
|
|
95
95
|
}
|
|
96
|
-
const OrderbookHeatmapLiveBucketRawSchema =
|
|
97
|
-
symbolId:
|
|
98
|
-
interval:
|
|
96
|
+
const OrderbookHeatmapLiveBucketRawSchema = v.object({
|
|
97
|
+
symbolId: v.number(),
|
|
98
|
+
interval: v.pipe(v.number(), v.transform(requiredIntervalLabelFor)),
|
|
99
99
|
tsSec: TimestampSecondsSchema,
|
|
100
|
-
isFinal:
|
|
101
|
-
bids:
|
|
102
|
-
asks:
|
|
103
|
-
updatesInBucket:
|
|
100
|
+
isFinal: v.boolean(),
|
|
101
|
+
bids: v.optional(OrderbookHeatmapLevelsRawSchema),
|
|
102
|
+
asks: v.optional(OrderbookHeatmapLevelsRawSchema),
|
|
103
|
+
updatesInBucket: v.number(),
|
|
104
104
|
bookSeqStart: Uint64StringSchema,
|
|
105
105
|
bookSeqEnd: Uint64StringSchema,
|
|
106
|
-
quantityMode:
|
|
107
|
-
effectiveBinTicks:
|
|
106
|
+
quantityMode: v.pipe(v.number(), v.transform(requiredQuantityModeLabelFor)),
|
|
107
|
+
effectiveBinTicks: v.bigint()
|
|
108
108
|
});
|
|
109
109
|
function convertHeatmapLiveBucket(bucket, scales) {
|
|
110
110
|
const priceScale = scales.price();
|
|
@@ -124,11 +124,11 @@ function convertHeatmapLiveBucket(bucket, scales) {
|
|
|
124
124
|
};
|
|
125
125
|
}
|
|
126
126
|
function createOrderbookHeatmapLiveBucketSchema(scales) {
|
|
127
|
-
return
|
|
127
|
+
return v.pipe(OrderbookHeatmapLiveBucketRawSchema, v.transform((bucket) => convertHeatmapLiveBucket(bucket, scales)));
|
|
128
128
|
}
|
|
129
|
-
const OrderbookHeatmapDeltaChainRawSchema =
|
|
130
|
-
baseKeyframe:
|
|
131
|
-
deltas:
|
|
129
|
+
const OrderbookHeatmapDeltaChainRawSchema = v.object({
|
|
130
|
+
baseKeyframe: v.optional(OrderbookHeatmapKeyframeRawSchema),
|
|
131
|
+
deltas: v.optional(v.array(OrderbookHeatmapDeltaBucketRawSchema), [])
|
|
132
132
|
});
|
|
133
133
|
function convertHeatmapDeltaChain(chain, priceScale, qtyScale) {
|
|
134
134
|
return {
|
|
@@ -136,21 +136,21 @@ function convertHeatmapDeltaChain(chain, priceScale, qtyScale) {
|
|
|
136
136
|
deltas: chain.deltas.map((bucket) => convertHeatmapDeltaBucket(bucket, priceScale, qtyScale))
|
|
137
137
|
};
|
|
138
138
|
}
|
|
139
|
-
const OrderbookHeatmapResponseRawSchema =
|
|
140
|
-
symbolId:
|
|
141
|
-
interval:
|
|
142
|
-
depth:
|
|
143
|
-
chain:
|
|
139
|
+
const OrderbookHeatmapResponseRawSchema = v.object({
|
|
140
|
+
symbolId: v.number(),
|
|
141
|
+
interval: v.pipe(v.number(), v.transform(requiredIntervalLabelFor)),
|
|
142
|
+
depth: v.pipe(v.number(), v.transform((value) => requiredEnumLabel(HeatmapDepthCodec.protoToOutput, value, "OrderbookHeatmapResponseSchema", "depth"))),
|
|
143
|
+
chain: v.optional(OrderbookHeatmapDeltaChainRawSchema),
|
|
144
144
|
lastPersistedTsSec: TimestampSecondsSchema,
|
|
145
145
|
liveFromBookSeqEnd: Uint64StringSchema,
|
|
146
|
-
hasLiveAnchor:
|
|
147
|
-
nextPageToken:
|
|
146
|
+
hasLiveAnchor: v.boolean(),
|
|
147
|
+
nextPageToken: v.optional(v.string(), ""),
|
|
148
148
|
serverTimeSec: TimestampSecondsSchema,
|
|
149
|
-
quantityMode:
|
|
150
|
-
liveBucket:
|
|
149
|
+
quantityMode: v.pipe(v.number(), v.transform(requiredQuantityModeLabelFor)),
|
|
150
|
+
liveBucket: v.optional(OrderbookHeatmapLiveBucketRawSchema)
|
|
151
151
|
});
|
|
152
152
|
function createOrderbookHeatmapResponseSchema(scales) {
|
|
153
|
-
return
|
|
153
|
+
return v.pipe(OrderbookHeatmapResponseRawSchema, v.transform((res) => {
|
|
154
154
|
const priceScale = scales.price();
|
|
155
155
|
const qtyScale = scales.baseQty(res.symbolId);
|
|
156
156
|
return {
|