tardis-dev 16.5.1 → 16.6.0
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/consts.d.ts +3 -1
- package/dist/consts.d.ts.map +1 -1
- package/dist/consts.js +21 -1
- package/dist/consts.js.map +1 -1
- package/dist/handy.d.ts.map +1 -1
- package/dist/handy.js +6 -3
- package/dist/handy.js.map +1 -1
- package/dist/mappers/ascendex.d.ts +6 -99
- package/dist/mappers/ascendex.d.ts.map +1 -1
- package/dist/mappers/ascendex.js +13 -4
- package/dist/mappers/ascendex.js.map +1 -1
- package/dist/mappers/binance.d.ts +27 -154
- package/dist/mappers/binance.d.ts.map +1 -1
- package/dist/mappers/binance.js +49 -15
- package/dist/mappers/binance.js.map +1 -1
- package/dist/mappers/binancedex.d.ts +7 -4
- package/dist/mappers/binancedex.d.ts.map +1 -1
- package/dist/mappers/binancedex.js +11 -3
- package/dist/mappers/binancedex.js.map +1 -1
- package/dist/mappers/binanceeuropeanoptions.d.ts +6 -216
- package/dist/mappers/binanceeuropeanoptions.d.ts.map +1 -1
- package/dist/mappers/binanceeuropeanoptions.js +26 -7
- package/dist/mappers/binanceeuropeanoptions.js.map +1 -1
- package/dist/mappers/bitfinex.d.ts +15 -100
- package/dist/mappers/bitfinex.d.ts.map +1 -1
- package/dist/mappers/bitfinex.js +20 -5
- package/dist/mappers/bitfinex.js.map +1 -1
- package/dist/mappers/bitflyer.d.ts +5 -41
- package/dist/mappers/bitflyer.d.ts.map +1 -1
- package/dist/mappers/bitflyer.js +11 -3
- package/dist/mappers/bitflyer.js.map +1 -1
- package/dist/mappers/bitget.d.ts +12 -269
- package/dist/mappers/bitget.d.ts.map +1 -1
- package/dist/mappers/bitget.js +46 -9
- package/dist/mappers/bitget.js.map +1 -1
- package/dist/mappers/bitmex.d.ts +8 -56
- package/dist/mappers/bitmex.d.ts.map +1 -1
- package/dist/mappers/bitmex.js +15 -5
- package/dist/mappers/bitmex.js.map +1 -1
- package/dist/mappers/bitnomial.d.ts +4 -44
- package/dist/mappers/bitnomial.d.ts.map +1 -1
- package/dist/mappers/bitnomial.js +9 -2
- package/dist/mappers/bitnomial.js.map +1 -1
- package/dist/mappers/bitstamp.d.ts +4 -44
- package/dist/mappers/bitstamp.d.ts.map +1 -1
- package/dist/mappers/bitstamp.js +9 -2
- package/dist/mappers/bitstamp.js.map +1 -1
- package/dist/mappers/blockchaincom.d.ts +4 -63
- package/dist/mappers/blockchaincom.d.ts.map +1 -1
- package/dist/mappers/blockchaincom.js +9 -2
- package/dist/mappers/blockchaincom.js.map +1 -1
- package/dist/mappers/bullish.d.ts +8 -158
- package/dist/mappers/bullish.d.ts.map +1 -1
- package/dist/mappers/bullish.js +15 -5
- package/dist/mappers/bullish.js.map +1 -1
- package/dist/mappers/bybit.d.ts +61 -407
- package/dist/mappers/bybit.d.ts.map +1 -1
- package/dist/mappers/bybit.js +60 -15
- package/dist/mappers/bybit.js.map +1 -1
- package/dist/mappers/bybitspot.d.ts +1 -1
- package/dist/mappers/coinbase.d.ts +6 -39
- package/dist/mappers/coinbase.d.ts.map +1 -1
- package/dist/mappers/coinbase.js +11 -3
- package/dist/mappers/coinbase.js.map +1 -1
- package/dist/mappers/coinbaseinternational.d.ts +7 -78
- package/dist/mappers/coinbaseinternational.d.ts.map +1 -1
- package/dist/mappers/coinbaseinternational.js +13 -4
- package/dist/mappers/coinbaseinternational.js.map +1 -1
- package/dist/mappers/coinflex.d.ts +6 -24
- package/dist/mappers/coinflex.d.ts.map +1 -1
- package/dist/mappers/coinflex.js +11 -3
- package/dist/mappers/coinflex.js.map +1 -1
- package/dist/mappers/cryptocom.d.ts +22 -328
- package/dist/mappers/cryptocom.d.ts.map +1 -1
- package/dist/mappers/cryptocom.js +13 -4
- package/dist/mappers/cryptocom.js.map +1 -1
- package/dist/mappers/cryptofacilities.d.ts +8 -96
- package/dist/mappers/cryptofacilities.d.ts.map +1 -1
- package/dist/mappers/cryptofacilities.js +24 -7
- package/dist/mappers/cryptofacilities.js.map +1 -1
- package/dist/mappers/delta.d.ts +7 -114
- package/dist/mappers/delta.d.ts.map +1 -1
- package/dist/mappers/delta.js +30 -10
- package/dist/mappers/delta.js.map +1 -1
- package/dist/mappers/deribit.d.ts +8 -66
- package/dist/mappers/deribit.d.ts.map +1 -1
- package/dist/mappers/deribit.js +17 -6
- package/dist/mappers/deribit.js.map +1 -1
- package/dist/mappers/dydx.d.ts +5 -146
- package/dist/mappers/dydx.d.ts.map +1 -1
- package/dist/mappers/dydx.js +11 -3
- package/dist/mappers/dydx.js.map +1 -1
- package/dist/mappers/dydxv4.d.ts +6 -173
- package/dist/mappers/dydxv4.d.ts.map +1 -1
- package/dist/mappers/dydxv4.js +13 -4
- package/dist/mappers/dydxv4.js.map +1 -1
- package/dist/mappers/ftx.d.ts +12 -107
- package/dist/mappers/ftx.d.ts.map +1 -1
- package/dist/mappers/ftx.js +21 -6
- package/dist/mappers/ftx.js.map +1 -1
- package/dist/mappers/gateio.d.ts +6 -191
- package/dist/mappers/gateio.d.ts.map +1 -1
- package/dist/mappers/gateio.js +28 -8
- package/dist/mappers/gateio.js.map +1 -1
- package/dist/mappers/gateiofutures.d.ts +7 -122
- package/dist/mappers/gateiofutures.d.ts.map +1 -1
- package/dist/mappers/gateiofutures.js +13 -4
- package/dist/mappers/gateiofutures.js.map +1 -1
- package/dist/mappers/gemini.d.ts +6 -3
- package/dist/mappers/gemini.d.ts.map +1 -1
- package/dist/mappers/gemini.js +9 -2
- package/dist/mappers/gemini.js.map +1 -1
- package/dist/mappers/hitbtc.d.ts +6 -3
- package/dist/mappers/hitbtc.d.ts.map +1 -1
- package/dist/mappers/hitbtc.js +9 -2
- package/dist/mappers/hitbtc.js.map +1 -1
- package/dist/mappers/huobi.d.ts +118 -289
- package/dist/mappers/huobi.d.ts.map +1 -1
- package/dist/mappers/huobi.js +45 -7
- package/dist/mappers/huobi.js.map +1 -1
- package/dist/mappers/hyperliquid.d.ts +6 -86
- package/dist/mappers/hyperliquid.d.ts.map +1 -1
- package/dist/mappers/hyperliquid.js +13 -4
- package/dist/mappers/hyperliquid.js.map +1 -1
- package/dist/mappers/index.d.ts +784 -272
- package/dist/mappers/index.d.ts.map +1 -1
- package/dist/mappers/index.js +64 -432
- package/dist/mappers/index.js.map +1 -1
- package/dist/mappers/kraken.d.ts +7 -4
- package/dist/mappers/kraken.d.ts.map +1 -1
- package/dist/mappers/kraken.js +11 -3
- package/dist/mappers/kraken.js.map +1 -1
- package/dist/mappers/kucoin.d.ts +6 -122
- package/dist/mappers/kucoin.d.ts.map +1 -1
- package/dist/mappers/kucoin.js +13 -5
- package/dist/mappers/kucoin.js.map +1 -1
- package/dist/mappers/kucoinfutures.d.ts +6 -207
- package/dist/mappers/kucoinfutures.d.ts.map +1 -1
- package/dist/mappers/kucoinfutures.js +15 -6
- package/dist/mappers/kucoinfutures.js.map +1 -1
- package/dist/mappers/lighter.d.ts +8 -156
- package/dist/mappers/lighter.d.ts.map +1 -1
- package/dist/mappers/lighter.js +15 -5
- package/dist/mappers/lighter.js.map +1 -1
- package/dist/mappers/mapper.d.ts +3 -1
- package/dist/mappers/mapper.d.ts.map +1 -1
- package/dist/mappers/mapper.js.map +1 -1
- package/dist/mappers/mexc.d.ts +122 -0
- package/dist/mappers/mexc.d.ts.map +1 -0
- package/dist/mappers/mexc.js +205 -0
- package/dist/mappers/mexc.js.map +1 -0
- package/dist/mappers/mexcfutures.d.ts +137 -0
- package/dist/mappers/mexcfutures.d.ts.map +1 -0
- package/dist/mappers/mexcfutures.js +225 -0
- package/dist/mappers/mexcfutures.js.map +1 -0
- package/dist/mappers/okex.d.ts +36 -473
- package/dist/mappers/okex.d.ts.map +1 -1
- package/dist/mappers/okex.js +143 -37
- package/dist/mappers/okex.js.map +1 -1
- package/dist/mappers/phemex.d.ts +5 -82
- package/dist/mappers/phemex.d.ts.map +1 -1
- package/dist/mappers/phemex.js +22 -4
- package/dist/mappers/phemex.js.map +1 -1
- package/dist/mappers/poloniex.d.ts +5 -90
- package/dist/mappers/poloniex.d.ts.map +1 -1
- package/dist/mappers/poloniex.js +18 -4
- package/dist/mappers/poloniex.js.map +1 -1
- package/dist/mappers/polymarket.d.ts +7 -31
- package/dist/mappers/polymarket.d.ts.map +1 -1
- package/dist/mappers/polymarket.js +11 -3
- package/dist/mappers/polymarket.js.map +1 -1
- package/dist/mappers/registry.d.ts +41 -0
- package/dist/mappers/registry.d.ts.map +1 -0
- package/dist/mappers/registry.js +111 -0
- package/dist/mappers/registry.js.map +1 -0
- package/dist/mappers/serum.d.ts +16 -89
- package/dist/mappers/serum.d.ts.map +1 -1
- package/dist/mappers/serum.js +21 -3
- package/dist/mappers/serum.js.map +1 -1
- package/dist/mappers/upbit.d.ts +5 -47
- package/dist/mappers/upbit.d.ts.map +1 -1
- package/dist/mappers/upbit.js +9 -2
- package/dist/mappers/upbit.js.map +1 -1
- package/dist/mappers/woox.d.ts +6 -107
- package/dist/mappers/woox.d.ts.map +1 -1
- package/dist/mappers/woox.js +13 -4
- package/dist/mappers/woox.js.map +1 -1
- package/dist/okexsymbols.d.ts +3 -0
- package/dist/okexsymbols.d.ts.map +1 -0
- package/dist/okexsymbols.js +10 -0
- package/dist/okexsymbols.js.map +1 -0
- package/dist/realtimefeeds/hyperliquid.d.ts.map +1 -1
- package/dist/realtimefeeds/hyperliquid.js +3 -1
- package/dist/realtimefeeds/hyperliquid.js.map +1 -1
- package/dist/realtimefeeds/index.d.ts.map +1 -1
- package/dist/realtimefeeds/index.js +4 -0
- package/dist/realtimefeeds/index.js.map +1 -1
- package/dist/realtimefeeds/mexc.d.ts +35 -0
- package/dist/realtimefeeds/mexc.d.ts.map +1 -0
- package/dist/realtimefeeds/mexc.js +261 -0
- package/dist/realtimefeeds/mexc.js.map +1 -0
- package/dist/realtimefeeds/mexcfutures.d.ts +25 -0
- package/dist/realtimefeeds/mexcfutures.d.ts.map +1 -0
- package/dist/realtimefeeds/mexcfutures.js +203 -0
- package/dist/realtimefeeds/mexcfutures.js.map +1 -0
- package/dist/realtimefeeds/okex.d.ts +1 -0
- package/dist/realtimefeeds/okex.d.ts.map +1 -1
- package/dist/realtimefeeds/okex.js +7 -5
- package/dist/realtimefeeds/okex.js.map +1 -1
- package/dist/realtimefeeds/realtimefeed.d.ts +1 -0
- package/dist/realtimefeeds/realtimefeed.d.ts.map +1 -1
- package/dist/realtimefeeds/realtimefeed.js +4 -1
- package/dist/realtimefeeds/realtimefeed.js.map +1 -1
- package/dist/replay.d.ts.map +1 -1
- package/dist/replay.js +62 -13
- package/dist/replay.js.map +1 -1
- package/example.js +133 -31
- package/package.json +2 -1
- package/src/consts.ts +22 -1
- package/src/handy.ts +6 -3
- package/src/mappers/ascendex.ts +14 -4
- package/src/mappers/binance.ts +61 -21
- package/src/mappers/binancedex.ts +12 -3
- package/src/mappers/binanceeuropeanoptions.ts +28 -7
- package/src/mappers/bitfinex.ts +21 -5
- package/src/mappers/bitflyer.ts +12 -3
- package/src/mappers/bitget.ts +48 -9
- package/src/mappers/bitmex.ts +16 -5
- package/src/mappers/bitnomial.ts +10 -2
- package/src/mappers/bitstamp.ts +10 -2
- package/src/mappers/blockchaincom.ts +10 -2
- package/src/mappers/bullish.ts +16 -5
- package/src/mappers/bybit.ts +70 -15
- package/src/mappers/coinbase.ts +12 -3
- package/src/mappers/coinbaseinternational.ts +14 -4
- package/src/mappers/coinflex.ts +12 -3
- package/src/mappers/cryptocom.ts +14 -4
- package/src/mappers/cryptofacilities.ts +30 -6
- package/src/mappers/delta.ts +41 -7
- package/src/mappers/deribit.ts +18 -6
- package/src/mappers/dydx.ts +12 -3
- package/src/mappers/dydxv4.ts +14 -4
- package/src/mappers/ftx.ts +22 -6
- package/src/mappers/gateio.ts +34 -8
- package/src/mappers/gateiofutures.ts +14 -4
- package/src/mappers/gemini.ts +10 -2
- package/src/mappers/hitbtc.ts +10 -2
- package/src/mappers/huobi.ts +47 -10
- package/src/mappers/hyperliquid.ts +14 -4
- package/src/mappers/index.ts +133 -679
- package/src/mappers/kraken.ts +12 -3
- package/src/mappers/kucoin.ts +19 -5
- package/src/mappers/kucoinfutures.ts +20 -5
- package/src/mappers/lighter.ts +16 -5
- package/src/mappers/mapper.ts +3 -1
- package/src/mappers/mexc.ts +324 -0
- package/src/mappers/mexcfutures.ts +352 -0
- package/src/mappers/okex.ts +178 -37
- package/src/mappers/phemex.ts +25 -4
- package/src/mappers/poloniex.ts +20 -4
- package/src/mappers/polymarket.ts +12 -3
- package/src/mappers/registry.ts +203 -0
- package/src/mappers/serum.ts +22 -3
- package/src/mappers/upbit.ts +10 -2
- package/src/mappers/woox.ts +14 -4
- package/src/okexsymbols.ts +10 -0
- package/src/realtimefeeds/hyperliquid.ts +4 -1
- package/src/realtimefeeds/index.ts +4 -0
- package/src/realtimefeeds/mexc.ts +327 -0
- package/src/realtimefeeds/mexcfutures.ts +269 -0
- package/src/realtimefeeds/okex.ts +7 -5
- package/src/realtimefeeds/realtimefeed.ts +5 -1
- package/src/replay.ts +73 -15
package/dist/mappers/okex.d.ts
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import { BookChange, BookTicker, DerivativeTicker,
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}[];
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map(message: OkexV5TickerMessage | OkexBBOTbtData, localTimestamp: Date): IterableIterator<BookTicker>;
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export declare class OkexV5DerivativeTickerMapper implements Mapper<'okex-futures' | 'okex-swap', DerivativeTicker> {
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private readonly pendingTickerInfoHelper;
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private readonly _indexPrices;
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map(message: OkexV5TickerMessage | OkexV5OpenInterestMessage | OkexV5MarkPriceMessage | OkexV5IndexTickerMessage | OkexV5FundingRateMessage, localTimestamp: Date): IterableIterator<DerivativeTicker>;
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export declare class OkexV5LiquidationsMapper implements Mapper<OKEX_EXCHANGES, Liquidation> {
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map(okexLiquidationMessage: OkexV5LiquidationMessage | OkexV5LiquidationOrderMessage, localTimestamp: Date): IterableIterator<Liquidation>;
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map(message: OkexV5SummaryMessage | OkexV5IndexTickerMessage | OkexV5TickerMessage | OkexV5OpenInterestMessage | OkexV5MarkPriceMessage, localTimestamp: Date): IterableIterator<OptionSummary> | undefined;
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import { BookChange, BookTicker, DerivativeTicker, Liquidation, OptionSummary, Trade } from '../types.ts';
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export declare const okexMappers: {
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okex: {
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+
trades: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", Trade>;
|
|
5
|
+
bookChanges: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookChange>;
|
|
6
|
+
bookTickers: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookTicker>;
|
|
7
|
+
};
|
|
8
|
+
'okex-futures': {
|
|
9
|
+
trades: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", Trade>;
|
|
10
|
+
bookChanges: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookChange>;
|
|
11
|
+
derivativeTickers: import("./registry.ts").MapperCreator<any, DerivativeTicker>;
|
|
12
|
+
liquidations: import("./registry.ts").MapperCreator<any, Liquidation>;
|
|
13
|
+
bookTickers: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookTicker>;
|
|
14
|
+
};
|
|
15
|
+
'okex-swap': {
|
|
16
|
+
trades: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", Trade>;
|
|
17
|
+
bookChanges: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookChange>;
|
|
18
|
+
derivativeTickers: import("./registry.ts").MapperCreator<any, DerivativeTicker>;
|
|
19
|
+
liquidations: import("./registry.ts").MapperCreator<any, Liquidation>;
|
|
20
|
+
bookTickers: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookTicker>;
|
|
21
|
+
};
|
|
22
|
+
'okex-options': {
|
|
23
|
+
trades: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", Trade>;
|
|
24
|
+
bookChanges: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookChange>;
|
|
25
|
+
optionsSummary: import("./registry.ts").MapperCreator<any, OptionSummary>;
|
|
26
|
+
bookTickers: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookTicker>;
|
|
27
|
+
};
|
|
28
|
+
okcoin: {
|
|
29
|
+
trades: import("./registry.ts").MapperCreator<any, Trade>;
|
|
30
|
+
bookChanges: import("./registry.ts").MapperCreator<any, BookChange>;
|
|
31
|
+
bookTickers: import("./registry.ts").MapperCreator<any, BookTicker>;
|
|
32
|
+
};
|
|
33
|
+
'okex-spreads': {
|
|
34
|
+
trades: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", Trade>;
|
|
35
|
+
bookChanges: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookChange>;
|
|
36
|
+
bookTickers: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookTicker>;
|
|
102
37
|
};
|
|
103
|
-
data: [{
|
|
104
|
-
instId: 'CRV-USDT';
|
|
105
|
-
tradeId: '21300150';
|
|
106
|
-
px: '3.973';
|
|
107
|
-
sz: '13.491146';
|
|
108
|
-
side: 'buy';
|
|
109
|
-
ts: '1639999319938';
|
|
110
|
-
}];
|
|
111
38
|
};
|
|
112
|
-
type OkexV5TradesAllMessage = {
|
|
113
|
-
arg: {
|
|
114
|
-
channel: 'trades-all';
|
|
115
|
-
instId: string;
|
|
116
|
-
};
|
|
117
|
-
data: [{
|
|
118
|
-
instId: 'WAXP-USDT';
|
|
119
|
-
tradeId: '2251300';
|
|
120
|
-
px: '0.05566';
|
|
121
|
-
sz: '838.714488';
|
|
122
|
-
side: 'sell';
|
|
123
|
-
ts: '1697760000083';
|
|
124
|
-
}];
|
|
125
|
-
};
|
|
126
|
-
type OkexV5BookLevel = [string, string, string, string];
|
|
127
|
-
type OkexV5BookMessage = {
|
|
128
|
-
arg: {
|
|
129
|
-
channel: 'books-l2-tbt';
|
|
130
|
-
instId: string;
|
|
131
|
-
};
|
|
132
|
-
action: 'snapshot';
|
|
133
|
-
data: [
|
|
134
|
-
{
|
|
135
|
-
asks: OkexV5BookLevel[];
|
|
136
|
-
bids: OkexV5BookLevel[];
|
|
137
|
-
ts: string;
|
|
138
|
-
}
|
|
139
|
-
];
|
|
140
|
-
} | {
|
|
141
|
-
arg: {
|
|
142
|
-
channel: 'books-l2-tbt';
|
|
143
|
-
instId: string;
|
|
144
|
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};
|
|
145
|
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action: 'update';
|
|
146
|
-
data: [{
|
|
147
|
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asks: OkexV5BookLevel[];
|
|
148
|
-
bids: OkexV5BookLevel[];
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149
|
-
ts: string;
|
|
150
|
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}];
|
|
151
|
-
};
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152
|
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type OkexV5TickerMessage = {
|
|
153
|
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arg: {
|
|
154
|
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channel: 'tickers';
|
|
155
|
-
instId: string;
|
|
156
|
-
};
|
|
157
|
-
data: [
|
|
158
|
-
{
|
|
159
|
-
instType: 'SPOT';
|
|
160
|
-
instId: 'ACT-USDT';
|
|
161
|
-
last: '0.00718';
|
|
162
|
-
lastSz: '8052.117146';
|
|
163
|
-
askPx: '0.0072';
|
|
164
|
-
askSz: '54969.407534';
|
|
165
|
-
bidPx: '0.00713';
|
|
166
|
-
bidSz: '4092.326';
|
|
167
|
-
open24h: '0.00717';
|
|
168
|
-
high24h: '0.00722';
|
|
169
|
-
low24h: '0.00696';
|
|
170
|
-
sodUtc0: '0.00714';
|
|
171
|
-
sodUtc8: '0.00721';
|
|
172
|
-
volCcy24h: '278377.765301';
|
|
173
|
-
vol24h: '39168761.49997';
|
|
174
|
-
ts: '1639999318686';
|
|
175
|
-
}
|
|
176
|
-
];
|
|
177
|
-
};
|
|
178
|
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type OkexV5OpenInterestMessage = {
|
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|
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arg: {
|
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180
|
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channel: 'open-interest';
|
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181
|
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instId: string;
|
|
182
|
-
};
|
|
183
|
-
data: [{
|
|
184
|
-
instId: 'FIL-USDT-220325';
|
|
185
|
-
instType: 'FUTURES';
|
|
186
|
-
oi: '236870';
|
|
187
|
-
oiCcy: '23687';
|
|
188
|
-
ts: '1640131202886';
|
|
189
|
-
}];
|
|
190
|
-
};
|
|
191
|
-
type OkexV5MarkPriceMessage = {
|
|
192
|
-
arg: {
|
|
193
|
-
channel: 'mark-price';
|
|
194
|
-
instId: string;
|
|
195
|
-
};
|
|
196
|
-
data: [{
|
|
197
|
-
instId: 'FIL-USDT-220325';
|
|
198
|
-
instType: 'FUTURES';
|
|
199
|
-
markPx: '36.232';
|
|
200
|
-
ts: '1640131204676';
|
|
201
|
-
}];
|
|
202
|
-
};
|
|
203
|
-
type OkexV5IndexTickerMessage = {
|
|
204
|
-
arg: {
|
|
205
|
-
channel: 'index-tickers';
|
|
206
|
-
instId: string;
|
|
207
|
-
};
|
|
208
|
-
data: [
|
|
209
|
-
{
|
|
210
|
-
instId: 'FIL-USDT';
|
|
211
|
-
idxPx: '35.583';
|
|
212
|
-
open24h: '34.558';
|
|
213
|
-
high24h: '35.862';
|
|
214
|
-
low24h: '34.529';
|
|
215
|
-
sodUtc0: '35.309';
|
|
216
|
-
sodUtc8: '34.83';
|
|
217
|
-
ts: '1640140200581';
|
|
218
|
-
}
|
|
219
|
-
];
|
|
220
|
-
};
|
|
221
|
-
type OkexV5FundingRateMessage = {
|
|
222
|
-
arg: {
|
|
223
|
-
channel: 'funding-rate';
|
|
224
|
-
instId: string;
|
|
225
|
-
};
|
|
226
|
-
data: [{
|
|
227
|
-
fundingRate: '0.00048105' | undefined;
|
|
228
|
-
fundingTime: '1640131200000';
|
|
229
|
-
instId: string;
|
|
230
|
-
instType: 'SWAP';
|
|
231
|
-
nextFundingRate: '';
|
|
232
|
-
}];
|
|
233
|
-
};
|
|
234
|
-
type OkexV5LiquidationMessage = {
|
|
235
|
-
arg: {
|
|
236
|
-
channel: 'liquidations';
|
|
237
|
-
instId: 'BTC-USDT-211231';
|
|
238
|
-
generated: true;
|
|
239
|
-
};
|
|
240
|
-
data: [{
|
|
241
|
-
bkLoss: '0';
|
|
242
|
-
bkPx: '49674.2';
|
|
243
|
-
ccy: '';
|
|
244
|
-
posSide: 'short';
|
|
245
|
-
side: 'buy';
|
|
246
|
-
sz: '40';
|
|
247
|
-
ts: '1640140211925';
|
|
248
|
-
}];
|
|
249
|
-
};
|
|
250
|
-
type OkexV5LiquidationOrderMessage = {
|
|
251
|
-
arg: {
|
|
252
|
-
channel: 'liquidation-orders';
|
|
253
|
-
instType: 'FUTURES';
|
|
254
|
-
};
|
|
255
|
-
data: [
|
|
256
|
-
{
|
|
257
|
-
details: [{
|
|
258
|
-
bkLoss: '0';
|
|
259
|
-
bkPx: '0.55205';
|
|
260
|
-
ccy: '';
|
|
261
|
-
posSide: 'short';
|
|
262
|
-
side: 'buy';
|
|
263
|
-
sz: '39';
|
|
264
|
-
ts: '1680173247614';
|
|
265
|
-
}];
|
|
266
|
-
instFamily: 'XRP-USD';
|
|
267
|
-
instId: 'XRP-USD-230929';
|
|
268
|
-
instType: 'FUTURES';
|
|
269
|
-
uly: 'XRP-USD';
|
|
270
|
-
}
|
|
271
|
-
];
|
|
272
|
-
};
|
|
273
|
-
type OkexV5SummaryMessage = {
|
|
274
|
-
arg: {
|
|
275
|
-
channel: 'opt-summary';
|
|
276
|
-
uly: 'ETH-USD';
|
|
277
|
-
};
|
|
278
|
-
data: [
|
|
279
|
-
{
|
|
280
|
-
instType: 'OPTION';
|
|
281
|
-
instId: 'ETH-USD-211222-4000-C';
|
|
282
|
-
uly: 'ETH-USD';
|
|
283
|
-
delta: '0.1975745164';
|
|
284
|
-
gamma: '4.7290833601';
|
|
285
|
-
vega: '0.0002005415';
|
|
286
|
-
theta: '-0.004262964';
|
|
287
|
-
lever: '162.472613953';
|
|
288
|
-
markVol: '0.7794507758';
|
|
289
|
-
bidVol: '0.7421960156';
|
|
290
|
-
askVol: '0.8203208593';
|
|
291
|
-
realVol: '';
|
|
292
|
-
deltaBS: '0.2038286081';
|
|
293
|
-
gammaBS: '0.0013437829';
|
|
294
|
-
thetaBS: '-16.4798150221';
|
|
295
|
-
vegaBS: '0.7647227087';
|
|
296
|
-
ts: '1640001659301';
|
|
297
|
-
}
|
|
298
|
-
];
|
|
299
|
-
};
|
|
300
|
-
export declare class OkexTradesMapper implements Mapper<OKEX_EXCHANGES, Trade> {
|
|
301
|
-
private readonly _exchange;
|
|
302
|
-
private readonly _market;
|
|
303
|
-
constructor(_exchange: Exchange, _market: OKEX_MARKETS);
|
|
304
|
-
canHandle(message: OkexDataMessage): boolean;
|
|
305
|
-
getFilters(symbols?: string[]): {
|
|
306
|
-
channel: "spot/trade" | "futures/trade" | "swap/trade" | "option/trade";
|
|
307
|
-
symbols: string[] | undefined;
|
|
308
|
-
}[];
|
|
309
|
-
map(okexTradesMessage: OKexTradesDataMessage, localTimestamp: Date): IterableIterator<Trade>;
|
|
310
|
-
}
|
|
311
|
-
export declare class OkexBookChangeMapper implements Mapper<OKEX_EXCHANGES, BookChange> {
|
|
312
|
-
private readonly _exchange;
|
|
313
|
-
private readonly _market;
|
|
314
|
-
private readonly _canUseTickByTickChannel;
|
|
315
|
-
constructor(_exchange: Exchange, _market: OKEX_MARKETS, _canUseTickByTickChannel: boolean);
|
|
316
|
-
canHandle(message: OkexDataMessage): boolean;
|
|
317
|
-
getFilters(symbols?: string[]): ({
|
|
318
|
-
readonly channel: "spot/depth_l2_tbt" | "futures/depth_l2_tbt" | "swap/depth_l2_tbt" | "option/depth_l2_tbt";
|
|
319
|
-
readonly symbols: string[] | undefined;
|
|
320
|
-
} | {
|
|
321
|
-
readonly channel: "spot/depth" | "futures/depth" | "swap/depth" | "option/depth";
|
|
322
|
-
readonly symbols: string[] | undefined;
|
|
323
|
-
})[];
|
|
324
|
-
map(okexDepthDataMessage: OkexDepthDataMessage, localTimestamp: Date): IterableIterator<BookChange>;
|
|
325
|
-
}
|
|
326
|
-
export declare class OkexDerivativeTickerMapper implements Mapper<'okex-futures' | 'okex-swap', DerivativeTicker> {
|
|
327
|
-
private readonly _exchange;
|
|
328
|
-
private readonly pendingTickerInfoHelper;
|
|
329
|
-
private _futuresChannels;
|
|
330
|
-
private _swapChannels;
|
|
331
|
-
constructor(_exchange: Exchange);
|
|
332
|
-
canHandle(message: OkexDataMessage): boolean;
|
|
333
|
-
getFilters(symbols?: string[]): any[];
|
|
334
|
-
map(message: OkexTickersMessage | OkexFundingRateMessage | OkexMarkPriceMessage, localTimestamp: Date): IterableIterator<DerivativeTicker>;
|
|
335
|
-
}
|
|
336
|
-
export declare class OkexOptionSummaryMapper implements Mapper<'okex-options', OptionSummary> {
|
|
337
|
-
private readonly _indexPrices;
|
|
338
|
-
private readonly expiration_regex;
|
|
339
|
-
canHandle(message: OkexDataMessage): boolean;
|
|
340
|
-
getFilters(symbols?: string[]): ({
|
|
341
|
-
readonly channel: "option/summary";
|
|
342
|
-
readonly symbols: string[] | undefined;
|
|
343
|
-
} | {
|
|
344
|
-
readonly channel: "index/ticker";
|
|
345
|
-
readonly symbols: string[] | undefined;
|
|
346
|
-
})[];
|
|
347
|
-
map(message: OkexOptionSummaryData | OkexIndexData, localTimestamp: Date): IterableIterator<OptionSummary> | undefined;
|
|
348
|
-
}
|
|
349
|
-
export declare class OkexLiquidationsMapper implements Mapper<OKEX_EXCHANGES, Liquidation> {
|
|
350
|
-
private readonly _exchange;
|
|
351
|
-
private readonly _market;
|
|
352
|
-
constructor(_exchange: Exchange, _market: OKEX_MARKETS);
|
|
353
|
-
canHandle(message: OkexDataMessage): boolean;
|
|
354
|
-
getFilters(symbols?: string[]): any[];
|
|
355
|
-
map(okexLiquidationDataMessage: OkexLiqudationDataMessage, localTimestamp: Date): IterableIterator<Liquidation>;
|
|
356
|
-
}
|
|
357
|
-
export declare class OkexBookTickerMapper implements Mapper<OKEX_EXCHANGES, BookTicker> {
|
|
358
|
-
private readonly _exchange;
|
|
359
|
-
private readonly _market;
|
|
360
|
-
constructor(_exchange: Exchange, _market: OKEX_MARKETS);
|
|
361
|
-
canHandle(message: OkexDataMessage): boolean;
|
|
362
|
-
getFilters(symbols?: string[]): any[];
|
|
363
|
-
map(message: OkexTickersMessage, localTimestamp: Date): IterableIterator<BookTicker>;
|
|
364
|
-
}
|
|
365
|
-
type OkexDataMessage = {
|
|
366
|
-
table: string;
|
|
367
|
-
};
|
|
368
|
-
type OKexTradesDataMessage = {
|
|
369
|
-
data: {
|
|
370
|
-
side: 'buy' | 'sell';
|
|
371
|
-
trade_id: string | number;
|
|
372
|
-
price: string | number;
|
|
373
|
-
qty?: string | number;
|
|
374
|
-
size?: string | number;
|
|
375
|
-
instrument_id: string;
|
|
376
|
-
timestamp: string;
|
|
377
|
-
}[];
|
|
378
|
-
};
|
|
379
|
-
type OkexLiqudationDataMessage = {
|
|
380
|
-
data: {
|
|
381
|
-
loss: string;
|
|
382
|
-
size: string;
|
|
383
|
-
price: string;
|
|
384
|
-
created_at: string;
|
|
385
|
-
type: string;
|
|
386
|
-
instrument_id: string;
|
|
387
|
-
}[];
|
|
388
|
-
};
|
|
389
|
-
type OkexTickersMessage = {
|
|
390
|
-
data: {
|
|
391
|
-
last: string | number;
|
|
392
|
-
best_bid: string | number;
|
|
393
|
-
best_ask: string | number;
|
|
394
|
-
open_interest: string | undefined;
|
|
395
|
-
instrument_id: string;
|
|
396
|
-
timestamp: string;
|
|
397
|
-
best_bid_size: string | undefined;
|
|
398
|
-
best_ask_size: string | undefined;
|
|
399
|
-
}[];
|
|
400
|
-
};
|
|
401
|
-
type OkexFundingRateMessage = {
|
|
402
|
-
data: {
|
|
403
|
-
funding_rate: string;
|
|
404
|
-
funding_time: string;
|
|
405
|
-
estimated_rate?: string;
|
|
406
|
-
instrument_id: string;
|
|
407
|
-
timestamp: undefined;
|
|
408
|
-
}[];
|
|
409
|
-
};
|
|
410
|
-
type OkexMarkPriceMessage = {
|
|
411
|
-
data: {
|
|
412
|
-
instrument_id: string;
|
|
413
|
-
mark_price: string;
|
|
414
|
-
timestamp: string;
|
|
415
|
-
}[];
|
|
416
|
-
};
|
|
417
|
-
type OkexDepthDataMessage = {
|
|
418
|
-
action: 'partial' | 'update';
|
|
419
|
-
data: {
|
|
420
|
-
instrument_id: string;
|
|
421
|
-
asks: OkexBookLevel[];
|
|
422
|
-
bids: OkexBookLevel[];
|
|
423
|
-
timestamp: string;
|
|
424
|
-
}[];
|
|
425
|
-
};
|
|
426
|
-
type OkexBookLevel = [number | string, number | string, number | string, number | string];
|
|
427
|
-
type OKEX_EXCHANGES = 'okex' | 'okcoin' | 'okex-futures' | 'okex-swap' | 'okex-options';
|
|
428
|
-
type OKEX_MARKETS = 'spot' | 'swap' | 'futures' | 'option';
|
|
429
|
-
type OkexIndexData = {
|
|
430
|
-
table: 'index/ticker';
|
|
431
|
-
data: [
|
|
432
|
-
{
|
|
433
|
-
last: number;
|
|
434
|
-
instrument_id: string;
|
|
435
|
-
}
|
|
436
|
-
];
|
|
437
|
-
};
|
|
438
|
-
type OkexOptionSummaryData = {
|
|
439
|
-
table: 'option/summary';
|
|
440
|
-
data: [
|
|
441
|
-
{
|
|
442
|
-
instrument_id: string;
|
|
443
|
-
underlying: string;
|
|
444
|
-
best_ask: string;
|
|
445
|
-
best_bid: string;
|
|
446
|
-
best_ask_size: string;
|
|
447
|
-
best_bid_size: string;
|
|
448
|
-
change_rate: string;
|
|
449
|
-
delta: string;
|
|
450
|
-
gamma: string;
|
|
451
|
-
bid_vol: string;
|
|
452
|
-
ask_vol: string;
|
|
453
|
-
mark_vol: string;
|
|
454
|
-
last: string;
|
|
455
|
-
leverage: string;
|
|
456
|
-
mark_price: string;
|
|
457
|
-
theta: string;
|
|
458
|
-
vega: string;
|
|
459
|
-
open_interest: string;
|
|
460
|
-
timestamp: string;
|
|
461
|
-
}
|
|
462
|
-
];
|
|
463
|
-
};
|
|
464
|
-
type OkexBBOTbtData = {
|
|
465
|
-
arg: {
|
|
466
|
-
channel: 'bbo-tbt';
|
|
467
|
-
instId: 'WAVES-USDT-SWAP';
|
|
468
|
-
};
|
|
469
|
-
data: [{
|
|
470
|
-
asks: [['16.083', '65', '0', '1']];
|
|
471
|
-
bids: [['16.082', '143', '0', '4']];
|
|
472
|
-
ts: '1651750920000';
|
|
473
|
-
}];
|
|
474
|
-
};
|
|
475
|
-
export {};
|
|
476
39
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//# sourceMappingURL=okex.d.ts.map
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{"version":3,"file":"okex.d.ts","sourceRoot":"","sources":["../../src/mappers/okex.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAY,WAAW,EAAE,aAAa,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AAmBnH,eAAO,MAAM,WAAW;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAsEtB,CAAA"}
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