tardis-dev 12.7.9 → 13.1.2

package/dist/mappers/okex.d.ts

@@ -1,5 +1,249 @@
-import { BookChange, DerivativeTicker, Exchange, Trade, OptionSummary, Liquidation, BookTicker } from '../types';
+import { BookChange, BookTicker, DerivativeTicker, Exchange, Liquidation, OptionSummary, Trade } from '../types';
 import { Mapper } from './mapper';
+export declare class OkexV5TradesMapper implements Mapper<OKEX_EXCHANGES, Trade> {
+    private readonly _exchange;
+    constructor(_exchange: Exchange);
+    canHandle(message: any): boolean;
+    getFilters(symbols?: string[]): {
+        channel: "trades";
+        symbols: string[] | undefined;
+    }[];
+    map(okexTradesMessage: OkexV5TradeMessage, localTimestamp: Date): IterableIterator<Trade>;
+}
+export declare class OkexV5BookChangeMapper implements Mapper<OKEX_EXCHANGES, BookChange> {
+    private readonly _exchange;
+    constructor(_exchange: Exchange);
+    canHandle(message: any): boolean;
+    getFilters(symbols?: string[]): {
+        channel: "books-l2-tbt";
+        symbols: string[] | undefined;
+    }[];
+    map(okexDepthDataMessage: OkexV5BookMessage, localTimestamp: Date): IterableIterator<BookChange>;
+}
+export declare class OkexV5BookTickerMapper implements Mapper<OKEX_EXCHANGES, BookTicker> {
+    private readonly _exchange;
+    constructor(_exchange: Exchange);
+    canHandle(message: any): boolean;
+    getFilters(symbols?: string[]): {
+        channel: "tickers";
+        symbols: string[] | undefined;
+    }[];
+    map(message: OkexV5TickerMessage, localTimestamp: Date): IterableIterator<BookTicker>;
+}
+export declare class OkexV5DerivativeTickerMapper implements Mapper<'okex-futures' | 'okex-swap', DerivativeTicker> {
+    private readonly _exchange;
+    private readonly pendingTickerInfoHelper;
+    private readonly _indexPrices;
+    private _futuresChannels;
+    private _swapChannels;
+    constructor(_exchange: Exchange);
+    canHandle(message: any): boolean;
+    getFilters(symbols?: string[]): ({
+        channel: "index-tickers";
+        symbols: string[] | undefined;
+    } | {
+        channel: "tickers" | "open-interest" | "mark-price" | "funding-rate";
+        symbols: string[] | undefined;
+    })[];
+    map(message: OkexV5TickerMessage | OkexV5OpenInterestMessage | OkexV5MarkPriceMessage | OkexV5IndexTickerMessage | OkexV5FundingRateMessage, localTimestamp: Date): IterableIterator<DerivativeTicker>;
+}
+export declare class OkexV5LiquidationsMapper implements Mapper<OKEX_EXCHANGES, Liquidation> {
+    private readonly _exchange;
+    constructor(_exchange: Exchange);
+    canHandle(message: any): boolean;
+    getFilters(symbols?: string[]): any[];
+    map(okexLiquidationMessage: OkexV5LiquidationMessage, localTimestamp: Date): IterableIterator<Liquidation>;
+}
+export declare class OkexV5OptionSummaryMapper implements Mapper<'okex-options', OptionSummary> {
+    private readonly _indexPrices;
+    private readonly _openInterests;
+    private readonly _markPrices;
+    private readonly _tickers;
+    private readonly expiration_regex;
+    canHandle(message: any): boolean;
+    getFilters(symbols?: string[]): ({
+        readonly channel: "opt-summary";
+        readonly symbols: string[];
+    } | {
+        readonly channel: "index-tickers";
+        readonly symbols: string[] | undefined;
+    } | {
+        readonly channel: "tickers";
+        readonly symbols: string[] | undefined;
+    } | {
+        readonly channel: "open-interest";
+        readonly symbols: string[] | undefined;
+    } | {
+        readonly channel: "mark-price";
+        readonly symbols: string[] | undefined;
+    })[];
+    map(message: OkexV5SummaryMessage | OkexV5IndexTickerMessage | OkexV5TickerMessage | OkexV5OpenInterestMessage | OkexV5MarkPriceMessage, localTimestamp: Date): IterableIterator<OptionSummary> | undefined;
+}
+declare type OkexV5TradeMessage = {
+    arg: {
+        channel: 'trades';
+        instId: 'CRV-USDT';
+    };
+    data: [{
+        instId: 'CRV-USDT';
+        tradeId: '21300150';
+        px: '3.973';
+        sz: '13.491146';
+        side: 'buy';
+        ts: '1639999319938';
+    }];
+};
+declare type OkexV5BookLevel = [string, string, string, string];
+declare type OkexV5BookMessage = {
+    arg: {
+        channel: 'books-l2-tbt';
+        instId: string;
+    };
+    action: 'snapshot';
+    data: [
+        {
+            asks: OkexV5BookLevel[];
+            bids: OkexV5BookLevel[];
+            ts: string;
+        }
+    ];
+} | {
+    arg: {
+        channel: 'books-l2-tbt';
+        instId: string;
+    };
+    action: 'update';
+    data: [{
+        asks: OkexV5BookLevel[];
+        bids: OkexV5BookLevel[];
+        ts: string;
+    }];
+};
+declare type OkexV5TickerMessage = {
+    arg: {
+        channel: 'tickers';
+        instId: string;
+    };
+    data: [
+        {
+            instType: 'SPOT';
+            instId: 'ACT-USDT';
+            last: '0.00718';
+            lastSz: '8052.117146';
+            askPx: '0.0072';
+            askSz: '54969.407534';
+            bidPx: '0.00713';
+            bidSz: '4092.326';
+            open24h: '0.00717';
+            high24h: '0.00722';
+            low24h: '0.00696';
+            sodUtc0: '0.00714';
+            sodUtc8: '0.00721';
+            volCcy24h: '278377.765301';
+            vol24h: '39168761.49997';
+            ts: '1639999318686';
+        }
+    ];
+};
+declare type OkexV5OpenInterestMessage = {
+    arg: {
+        channel: 'open-interest';
+        instId: string;
+    };
+    data: [{
+        instId: 'FIL-USDT-220325';
+        instType: 'FUTURES';
+        oi: '236870';
+        oiCcy: '23687';
+        ts: '1640131202886';
+    }];
+};
+declare type OkexV5MarkPriceMessage = {
+    arg: {
+        channel: 'mark-price';
+        instId: string;
+    };
+    data: [{
+        instId: 'FIL-USDT-220325';
+        instType: 'FUTURES';
+        markPx: '36.232';
+        ts: '1640131204676';
+    }];
+};
+declare type OkexV5IndexTickerMessage = {
+    arg: {
+        channel: 'index-tickers';
+        instId: string;
+    };
+    data: [
+        {
+            instId: 'FIL-USDT';
+            idxPx: '35.583';
+            open24h: '34.558';
+            high24h: '35.862';
+            low24h: '34.529';
+            sodUtc0: '35.309';
+            sodUtc8: '34.83';
+            ts: '1640140200581';
+        }
+    ];
+};
+declare type OkexV5FundingRateMessage = {
+    arg: {
+        channel: 'funding-rate';
+        instId: string;
+    };
+    data: [{
+        fundingRate: '0.00048105';
+        fundingTime: '1640131200000';
+        instId: string;
+        instType: 'SWAP';
+        nextFundingRate: '0.00114';
+    }];
+};
+declare type OkexV5LiquidationMessage = {
+    arg: {
+        channel: 'liquidations';
+        instId: 'BTC-USDT-211231';
+        generated: true;
+    };
+    data: [{
+        bkLoss: '0';
+        bkPx: '49674.2';
+        ccy: '';
+        posSide: 'short';
+        side: 'buy';
+        sz: '40';
+        ts: '1640140211925';
+    }];
+};
+declare type OkexV5SummaryMessage = {
+    arg: {
+        channel: 'opt-summary';
+        uly: 'ETH-USD';
+    };
+    data: [
+        {
+            instType: 'OPTION';
+            instId: 'ETH-USD-211222-4000-C';
+            uly: 'ETH-USD';
+            delta: '0.1975745164';
+            gamma: '4.7290833601';
+            vega: '0.0002005415';
+            theta: '-0.004262964';
+            lever: '162.472613953';
+            markVol: '0.7794507758';
+            bidVol: '0.7421960156';
+            askVol: '0.8203208593';
+            realVol: '';
+            deltaBS: '0.2038286081';
+            gammaBS: '0.0013437829';
+            thetaBS: '-16.4798150221';
+            vegaBS: '0.7647227087';
+            ts: '1640001659301';
+        }
+    ];
+};
 export declare class OkexTradesMapper implements Mapper<OKEX_EXCHANGES, Trade> {
     private readonly _exchange;
     private readonly _market;

package/dist/mappers/okex.d.ts.map

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