export interface TickerData {
    bid: number;
    bidSize: number;
    ask: number;
    askSize: number;
    dailyChange: number;
    dailyChangePct: number;
    lastPrice: number;
    volume: number;
    high: number;
    low: number;
}
export interface OrderbookLevel {
    price: number;
    count: number;
    amount: number;
}
export interface OrderbookData {
    bids: OrderbookLevel[];
    asks: OrderbookLevel[];
    bidDepth02: number;
    bidDepth05: number;
    bidDepth10: number;
    askDepth02: number;
    askDepth05: number;
    askDepth10: number;
    walls: WallInfo[];
}
export interface WallInfo {
    side: 'bid' | 'ask';
    price: number;
    amount: number;
    multiplier: number;
}
export interface TradeEntry {
    id: number;
    timestamp: number;
    amount: number;
    price: number;
    side: 'buy' | 'sell';
}
export interface TradeFlow {
    buyVol30s: number;
    sellVol30s: number;
    buyVol60s: number;
    sellVol60s: number;
    buyVol5m: number;
    sellVol5m: number;
    buyCount60s: number;
    sellCount60s: number;
    netFlow60s: number;
    buyRatio60s: number;
}
export interface LiquidationEntry {
    id: number;
    timestamp: number;
    symbol: string;
    amount: number;
    price: number;
    side: 'long' | 'short';
    usdValue: number;
}
export interface LiquidationAgg {
    longUsd: number;
    shortUsd: number;
    total: number;
    count: number;
}
export interface FundingStatPoint {
    timestamp: number;
    frr: number;
    avgPeriod: number;
    totalAmount: number;
    usedAmount: number;
    utilization: number;
}
export interface DerivStatus {
    fundingRate: number;
    nextFundingTs: number;
    markPrice: number;
    spotPrice: number;
    openInterest: number;
}
export interface WhaleEntry {
    username: string;
    rank: number;
    pnl: number;
    direction: 'long' | 'short' | 'hedge';
    correlation: number;
    confidence: number;
}
export interface MarketSnapshot {
    timestamp: number;
    ticker: TickerData;
    orderbook: OrderbookData;
    trades: TradeEntry[];
    tradeFlow: TradeFlow;
    liquidations: LiquidationEntry[];
    liqAgg: {
        w1m: LiquidationAgg;
        w5m: LiquidationAgg;
        w15m: LiquidationAgg;
        w1h: LiquidationAgg;
        w24h: LiquidationAgg;
    };
    liqIntensityPct: number;
    funding: FundingStatPoint[];
    fundingCurrent: FundingStatPoint | null;
    deriv: DerivStatus | null;
    whales: WhaleEntry[];
    whaleScore: number;
    whaleDirection: string;
}
//# sourceMappingURL=types.d.ts.map