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Introduce WSPublicTopicEventV5 and WSPrivateTopicEventV5

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This commit is contained in:
William
2024-04-30 22:16:27 +02:00
parent 866c555fd1
commit 510eb35fea
1 changed files with 33 additions and 38 deletions
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71
src/types/websocket.events.ts
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@@ -20,25 +20,15 @@ import {
} from './v5-shared'; } from './v5-shared';
import { WsKey } from './websockets'; import { WsKey } from './websockets';
export interface WSOrderbookEventV5 { export interface WSPublicTopicEventV5<TTopic extends string, TType, TData> {
topic: string; id?: string;
topic: TTopic;
type: TType;
/** Cross sequence */
cs?: number;
/** Event timestamp */ /** Event timestamp */
ts: number; ts: number;
type: 'delta' | 'snapshot'; data: TData;
data: {
/** Symbol */
s: string;
/** [price, qty][] */
b: [string, string][];
/** [price, qty][] */
a: [string, string][];
/** Update ID */
u: number;
/**
* Cross sequence
*/
seq: number;
};
/** /**
* matching engine timestamp (correlated with T from public trade channel) * matching engine timestamp (correlated with T from public trade channel)
*/ */
@@ -49,6 +39,29 @@ export interface WSOrderbookEventV5 {
wsKey: WsKey; wsKey: WsKey;
} }
export interface WSPrivateTopicEventV5<TTopic extends string, TData> {
id?: string;
topic: TTopic;
creationTime: number;
data: TData;
wsKey: WsKey;
}
export interface WSOrderbookV5 {
/** Symbol */
s: string;
/** [price, qty][] */
b: [string, string][];
/** [price, qty][] */
a: [string, string][];
/** Update ID */
u: number;
/** Cross sequence */
seq: number;
}
export type WSOrderbookEventV5 = WSPublicTopicEventV5<string, 'delta' | 'snapshot', WSOrderbookV5[]>;
export interface WSPositionV5 { export interface WSPositionV5 {
category: string; category: string;
symbol: string; symbol: string;
@@ -90,13 +103,7 @@ export interface WSPositionV5 {
seq: number; seq: number;
} }
export interface WSPositionEventV5 { export type WSPositionEventV5 = WSPrivateTopicEventV5<'position', WSPositionV5[]>;
id: string;
topic: 'position';
creationTime: number;
data: WSPositionV5[];
wsKey: WsKey;
}
export interface WSAccountOrderV5 { export interface WSAccountOrderV5 {
category: CategoryV5; category: CategoryV5;
@@ -147,13 +154,7 @@ export interface WSAccountOrderV5 {
updatedTime: string; updatedTime: string;
} }
export interface WSAccountOrderEventV5 { export type WSAccountOrderEventV5 = WSPrivateTopicEventV5<'order', WSAccountOrderV5[]>;
id: string;
topic: 'order';
creationTime: number;
data: WSAccountOrderV5[];
wsKey: WsKey;
}
export interface WSExecutionV5 { export interface WSExecutionV5 {
category: CategoryV5; category: CategoryV5;
@@ -188,10 +189,4 @@ export interface WSExecutionV5 {
marketUnit: string; marketUnit: string;
} }
export interface WSExecutionEventV5 { export type WSExecutionEventV5 = WSPrivateTopicEventV5<'execution', WSExecutionV5[]>;
id: string;
topic: 'execution';
creationTime: number;
data: WSExecutionV5[];
wsKey: WsKey;
}