38 lines
624 B
TypeScript
38 lines
624 B
TypeScript
import BN from 'bn.js';
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export interface Order {
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orderId: BN;
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price: number;
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size: number;
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eventFlags: { maker: boolean };
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};
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export interface Trade {
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id?: string;
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price: number;
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size: number;
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ts: number;
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};
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export interface Coder<T> {
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encode: (t: T) => string;
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decode: (s: string) => T;
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};
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export interface Candle {
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open: number;
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close: number;
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high: number;
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low: number;
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volume: number;
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vwap: number;
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start: number;
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end: number;
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};
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export interface CandleStore {
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store: (t: Trade) => Promise<void>;
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load: (resolution: number, from: number, to:number) => Promise<Candle[]>;
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};
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