v3.8.1: feat() add type guard and type for ws orderbook events
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@@ -13,6 +13,35 @@ import {
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} from './v5-shared';
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import { WsKey } from './websockets';
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export interface WSOrderbookEventV5 {
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topic: string;
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/** Event timestamp */
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ts: number;
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type: 'delta' | 'snapshot';
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data: {
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/** Symbol */
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s: string;
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/** [price, qty][] */
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b: [string, string][];
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/** [price, qty][] */
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a: [string, string][];
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/** Update ID */
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u: number;
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/**
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* Cross sequence
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*/
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seq: number;
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};
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/**
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* matching engine timestamp (correlated with T from public trade channel)
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*/
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cts: number;
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/**
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* Internal reference, can be used to determine if this is spot/linear/inverse/etc
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*/
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wsKey: WsKey;
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}
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export interface WSAccountOrderV5 {
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qty: string;
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price: string;
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