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v3.5.0: feat(): add market endpoints for v5 REST APIs, with tests

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tiagosiebler
2023-02-14 17:31:11 +00:00
parent a852fd1c63
commit 5b44e31207
9 changed files with 798 additions and 1 deletions
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src/types/response/v5-market.ts Normal file
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import { CategoryV5 } from '../v5-shared';
/**
* Next page cursor does not exist for spot!
*/
export interface PaginatedListV5<T> {
nextPageCursor: string;
list: T[];
}
export interface CategoryListV5<T, TCategory extends CategoryV5> {
category: TCategory;
list: T[];
}
/**
* OHLCVT candle used by v5 APIs
> list[0]: startTime string Start time of the candle (ms)
> list[1]: openPrice string Open price
> list[2]: highPrice string Highest price
> list[3]: lowPrice string Lowest price
> list[4]: closePrice string Close price. Is the last traded price when the candle is not closed
> list[5]: volume string Trade volume. Unit of contract: pieces of contract. Unit of spot: quantity of coins
> list[6]: turnover string Turnover. Unit of figure: quantity of quota coin
*/
export type KlineV5 = [string, string, string, string, string, string, string];
export interface KlineResponseV5 {
category: 'spot' | 'linear' | 'inverse';
symbol: string;
list: KlineV5[];
}
/**
* OHLC candle used by v5 APIs
> list[0]: startTime string Start time of the candle (ms)
> list[1]: openPrice string Open price
> list[2]: highPrice string Highest price
> list[3]: lowPrice string Lowest price
> list[4]: closePrice string Close price. Is the last traded price when the candle is not closed
*/
export type OHLCV5 = [string, string, string, string, string];
export interface MarkPriceKlineResponseV5 {
category: 'linear' | 'inverse';
symbol: string;
list: OHLCV5[];
}
export interface IndexPriceKlineResponseV5 {
category: 'linear' | 'inverse';
symbol: string;
list: OHLCV5[];
}
export interface PremiumIndexPriceKlineResponse {
category: 'linear';
symbol: string;
list: OHLCV5[];
}
export interface LinearInverseInstrumentInfoV5 {
category: 'linear' | 'inverse';
symbol: string;
contractType: string;
status: string;
baseCoin: string;
quoteCoin: string;
launchTime: string;
deliveryTime: string;
deliveryFeeRate: string;
priceScale: string;
maxLeverage: string;
minOrderValue: string;
minOrderVolume: string;
makerFeeRate: string;
takerFeeRate: string;
}
export interface OptionInstrumentInfoV5 {
category: 'option';
symbol: string;
contractType: string;
status: string;
baseCoin: string;
quoteCoin: string;
launchTime: string;
deliveryTime: string;
deliveryFeeRate: string;
priceScale: string;
maxLeverage: string;
minOrderValue: string;
minOrderVolume: string;
makerFeeRate: string;
takerFeeRate: string;
settlementCurrency: string;
settlementPrice: string;
deliveryMethod: string;
optionType: string;
exercisePrice: string;
expirationTime: string;
blockMarginRatio: string;
marginType: string;
strike: string;
}
export interface SpotInstrumentInfoV5 {
category: 'spot';
symbol: string;
contractType: string;
status: string;
baseCoin: string;
quoteCoin: string;
launchTime: string;
priceScale: string;
maxLeverage: string;
minOrderValue: string;
minOrderVolume: string;
makerFeeRate: string;
takerFeeRate: string;
}
export type InstrumentInfoV5 =
| LinearInverseInstrumentInfoV5
| OptionInstrumentInfoV5
| SpotInstrumentInfoV5;
export interface OrderbookLevelV5 {
price: string;
size: string;
}
export interface OrderbookResponseV5 {
s: string;
b: OrderbookLevelV5[];
a: OrderbookLevelV5[];
ts: number;
u: number;
}
export interface TickerLinearInverseV5 {
symbol: string;
lastPrice: string;
indexPrice: string;
markPrice: string;
prevPrice24h: string;
price24hPcnt: string;
highPrice24h: string;
lowPrice24h: string;
prevPrice1h: string;
openInterest: string;
openInterestValue: string;
turnover24h: string;
volume24h: string;
fundingRate: string;
nextFundingTime: string;
predictedDeliveryPrice: string;
basisRate: string;
deliveryFeeRate: string;
deliveryTime: string;
ask1Size: string;
bid1Price: string;
ask1Price: string;
bid1Size: string;
}
export interface TickerOptionV5 {
symbol: string;
bid1Price: string;
bid1Size: string;
bid1Iv: string;
ask1Price: string;
ask1Size: string;
ask1Iv: string;
lastPrice: string;
highPrice24h: string;
lowPrice24h: string;
markPrice: string;
indexPrice: string;
markIv: string;
underlyingPrice: string;
openInterest: string;
turnover24h: string;
volume24h: string;
totalVolume: string;
totalTurnover: string;
delta: string;
gamma: string;
vega: string;
theta: string;
predictedDeliveryPrice: string;
change24h: string;
}
export interface TickerSpotV5 {
symbol: string;
bid1Price: string;
bid1Size: string;
ask1Price: string;
ask1Size: string;
lastPrice: string;
prevPrice24h: string;
price24hPcnt: string;
highPrice24h: string;
lowPrice24h: string;
turnover24h: string;
volume24h: string;
usdIndexPrice: string;
}
export interface TickersSpotResponseV5 {
category: 'spot';
list: TickerSpotV5[];
}
export interface TickersLinearInverseResponseV5 {
category: 'linear' | 'inverse';
list: TickerLinearInverseV5[];
}
export interface TickersOptionResponseV5 {
category: 'option';
list: TickerOptionV5[];
}
export interface FundingRateHistoryResponseV5 {
symbol: string;
fundingRate: string;
fundingRateTimestamp: string;
}
export interface PublicTradeV5 {
execId: string;
symbol: string;
price: string;
size: string;
side: 'Buy' | 'Sell';
time: string;
isBlockTrade: boolean;
}
/**
> openInterest string Open interest
> timestamp string The timestamp (ms)
*/
export type OpenInterestV5 = [string, string];
export interface OpenInterestResponseV5 {
category: 'linear' | 'inverse';
symbol: string;
list: OpenInterestV5[];
nextPageCursor?: string;
}
export interface HistoricalVolatilityV5 {
period: number;
value: string;
time: string;
}
export interface InsuranceDataV5 {
coin: string;
balance: string;
value: string;
}
export interface InsuranceResponseV5 {
updatedTime: string;
list: InsuranceDataV5[];
}
export interface RiskLimitV5 {
id: number;
symbol: string;
riskLimitValue: string;
maintenanceMargin: number;
initialMargin: number;
section: any;
isLowestRisk: 0 | 1;
maxLeverage: string;
}
export interface RiskLimitResponseV5 {
category: CategoryV5;
list: RiskLimitV5[];
}
export interface OptionDeliveryPriceV5 {
symbol: string;
deliveryPrice: string;
deliveryTime: string;
}
export interface OptionDeliveryPriceResponseV5 {
category: CategoryV5;
list: OptionDeliveryPriceV5[];
nextPageCursor?: string;
}