import { Definition, Property } from './base'; import * as primitives from './primitives'; export declare const Candlestick_Properties: Property[]; export declare class Candlestick extends Definition { /** * The start time of the candlestick */ time: primitives.DateTime; /** * The candlestick data based on bids. Only provided if bid-based candles were requested. */ bid: CandlestickData; /** * The candlestick data based on asks. Only provided if ask-based candles were requested. */ ask: CandlestickData; /** * The candlestick data based on midpoints. Only provided if midpoint-based candles were requested. */ mid: CandlestickData; /** * The number of prices created during the time-range represented by the candlestick. */ volume: number; /** * A flag indicating if the candlestick is complete. A complete candlestick is one whose ending time is not in the future. */ complete: boolean; constructor(data: any); } export declare const CandlestickData_Properties: Property[]; export declare class CandlestickData extends Definition { /** * The first (open) price in the time-range represented by the candlestick. */ o: primitives.PriceValue; /** * The highest price in the time-range represented by the candlestick. */ h: primitives.PriceValue; /** * The lowest price in the time-range represented by the candlestick. */ l: primitives.PriceValue; /** * The last (closing) price in the time-range represented by the candlestick. */ c: primitives.PriceValue; constructor(data: any); } export declare const OrderBook_Properties: Property[]; export declare class OrderBook extends Definition { /** * The order book's instrument */ instrument: primitives.InstrumentName; /** * The time when the order book snapshot was created. */ time: primitives.DateTime; /** * The price (midpoint) for the order book's instrument at the time of the order book snapshot */ price: primitives.PriceValue; /** * The price width for each bucket. Each bucket covers the price range from the bucket's price to the bucket's price + bucketWidth. */ bucketWidth: primitives.PriceValue; /** * The partitioned order book, divided into buckets using a default bucket width. These buckets are only provided for price ranges which actually contain order or position data. */ buckets: OrderBookBucket[]; constructor(data: any); } export declare const OrderBookBucket_Properties: Property[]; export declare class OrderBookBucket extends Definition { /** * The lowest price (inclusive) covered by the bucket. The bucket covers the price range from the price to price + the order book's bucketWidth. */ price: primitives.PriceValue; /** * The percentage of the total number of orders represented by the long orders found in this bucket. */ longCountPercent: primitives.DecimalNumber; /** * The percentage of the total number of orders represented by the short orders found in this bucket. */ shortCountPercent: primitives.DecimalNumber; constructor(data: any); } export declare const PositionBook_Properties: Property[]; export declare class PositionBook extends Definition { /** * The position book's instrument */ instrument: primitives.InstrumentName; /** * The time when the position book snapshot was created */ time: primitives.DateTime; /** * The price (midpoint) for the position book's instrument at the time of the position book snapshot */ price: primitives.PriceValue; /** * The price width for each bucket. Each bucket covers the price range from the bucket's price to the bucket's price + bucketWidth. */ bucketWidth: primitives.PriceValue; /** * The partitioned position book, divided into buckets using a default bucket width. These buckets are only provided for price ranges which actually contain order or position data. */ buckets: PositionBookBucket[]; constructor(data: any); } export declare const PositionBookBucket_Properties: Property[]; export declare class PositionBookBucket extends Definition { /** * The lowest price (inclusive) covered by the bucket. The bucket covers the price range from the price to price + the position book's bucketWidth. */ price: primitives.PriceValue; /** * The percentage of the total number of positions represented by the long positions found in this bucket. */ longCountPercent: primitives.DecimalNumber; /** * The percentage of the total number of positions represented by the short positions found in this bucket. */ shortCountPercent: primitives.DecimalNumber; constructor(data: any); } export declare class EntitySpec { context: any; Candlestick: typeof Candlestick; CandlestickData: typeof CandlestickData; OrderBook: typeof OrderBook; OrderBookBucket: typeof OrderBookBucket; PositionBook: typeof PositionBook; PositionBookBucket: typeof PositionBookBucket; constructor(context: any); candles(instrument: any, queryParams: any, responseHandler: any): any; price(instrument: any, queryParams: any, responseHandler: any): any; prices(instrument: any, queryParams: any, responseHandler: any): any; orderBook(instrument: any, queryParams: any, responseHandler: any): any; positionBook(instrument: any, queryParams: any, responseHandler: any): any; }