/// <reference types="node" />
import { PublicKey } from '@solana/web3.js';
import BN from 'bn.js';
import { Op, Channel, MessageType } from './consts';
export declare type AccountName = 'bids' | 'asks' | 'requestQueue' | 'eventQueue';
export declare type AccountsData = {
    [key in AccountName]: Buffer | undefined;
};
export declare type RequestQueueItem = {
    requestFlags: {
        newOrder: boolean;
        cancelOrder: boolean;
        bid: boolean;
        postOnly: boolean;
        ioc: boolean;
    };
    openOrdersSlot: number;
    feeTier: number;
    maxBaseSizeOrCancelId: BN;
    nativeQuoteQuantityLocked: BN;
    orderId: BN;
    openOrders: PublicKey;
    clientOrderId?: BN;
};
export declare type SubRequest = {
    readonly op: Op;
    readonly channel: Channel;
    readonly markets: string[];
};
export interface Message {
    readonly type: MessageType;
    readonly timestamp: Date;
}
export interface DataMessage extends Message {
    readonly symbol: string;
    readonly slot: number;
}
export interface ErrorResponse extends Message {
    readonly type: 'error';
    readonly message: string;
}
export interface SuccessResponse extends Message {
    readonly type: 'subscribed' | 'unsubscribed';
    readonly channel: Channel;
    readonly markets: string[];
}
export declare type PriceLevel = [number, number];
export interface L2 extends DataMessage {
    readonly type: 'l2update' | 'l2snapshot';
    readonly asks: PriceLevel[];
    readonly bids: PriceLevel[];
}
export interface Quote extends DataMessage {
    readonly type: 'quote';
    readonly bestAsk: PriceLevel | undefined;
    readonly bestBid: PriceLevel | undefined;
}
export interface Trade extends DataMessage {
    readonly type: 'trade';
    readonly price: number;
    readonly size: number;
    readonly side: 'buy' | 'sell';
    readonly id: string;
}
declare type OrderMeta = {
    id: string;
    accountId: string;
    clientId?: string;
};
export interface Filled extends DataMessage {
    readonly type: 'filled';
    readonly price: number;
    readonly size: number;
    readonly side: 'buy' | 'sell';
    readonly id: string;
    readonly makerOrder: OrderMeta;
    readonly takerOrder: OrderMeta;
}
export interface ReceivedOrder extends DataMessage {
    readonly type: 'received';
    readonly reason: 'new' | 'cancel';
    readonly side: 'buy' | 'sell';
    readonly orderId: string;
    readonly clientId?: string;
    readonly openOrdersAccount: string;
    readonly openOrdersSlot: number;
    readonly feeTier: number;
}
export interface ReceivedNewOrder extends ReceivedOrder {
    readonly reason: 'new';
    readonly orderType: 'limit' | 'ioc' | 'postOnly';
    readonly price: number;
    readonly size: number;
}
export interface ReceivedCancelOrder extends ReceivedOrder {
    readonly reason: 'cancel';
}
export interface Open extends DataMessage {
    readonly type: 'open';
    readonly price: number;
    readonly size: number;
    readonly side: 'buy' | 'sell';
    readonly order: OrderMeta;
}
export interface Done extends DataMessage {
    readonly type: 'done';
}
export interface Orders extends DataMessage {
    readonly type: 'orders';
}
export {};
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