deribit: convert to TS

__tests__/exchanges/DeribitClient.spec.ts

@@ -0,0 +1,121 @@
+import { testClient } from "../TestRunner";
+import { DeribitClient } from "../../src/exchanges/DeribitClient";
+import * as https from "../../src/Https";
+
+const assertions = {
+ hasTickers: true,
+ hasTrades: true,
+ hasCandles: true,
+ hasLevel2Snapshots: false,
+ hasLevel2Updates: true,
+ hasLevel3Snapshots: false,
+ hasLevel3Updates: false,
+
+ ticker: {
+ hasTimestamp: true,
+ hasLast: true,
+ hasOpen: false,
+ hasHigh: true,
+ hasLow: true,
+ hasVolume: true,
+ hasQuoteVolume: false,
+ hasChange: false,
+ hasChangePercent: true,
+ hasAsk: true,
+ hasBid: true,
+ hasAskVolume: true,
+ hasBidVolume: true,
+ },
+
+ trade: {
+ hasTradeId: true,
+ },
+
+ candle: {},
+
+ l2snapshot: {
+ hasTimestampMs: true,
+ hasSequenceId: true,
+ hasCount: false,
+ },
+
+ l2update: {
+ hasSnapshot: true,
+ hasSequenceId: true,
+ hasTimestampMs: true,
+ },
+};
+
+testClient({
+ clientFactory: () => new DeribitClient(),
+ clientName: "DeribitClient - Swaps",
+ exchangeName: "Deribit",
+ markets: [
+ {
+ id: "BTC-PERPETUAL",
+ base: "BTC",
+ quote: "USD",
+ },
+ ],
+
+ testConnectEvents: true,
+ testDisconnectEvents: true,
+ testReconnectionEvents: true,
+ testCloseEvents: true,
+
+ ...assertions,
+});
+
+testClient({
+ clientFactory: () => new DeribitClient(),
+ clientName: "DeribitClient - Futures",
+ exchangeName: "Deribit",
+
+ async fetchMarkets() {
+ const res: any = await https.get(
+ "https://www.deribit.com/api/v2/public/get_instruments?currency=BTC&expired=false&kind=future",
+ );
+ return res.result.map(p => ({
+ id: p.instrument_name,
+ base: p.base_currency,
+ quote: "USD",
+ type: "futures",
+ }));
+ },
+
+ ...assertions,
+});
+
+testClient({
+ clientFactory: () => new DeribitClient(),
+ clientName: "DeribitClient - Options",
+ exchangeName: "Deribit",
+
+ async fetchMarkets() {
+ const res: any = await https.get(
+ "https://www.deribit.com/api/v2/public/get_instruments?currency=BTC&expired=false&kind=option",
+ );
+ return res.result
+ .map(p => ({
+ id: p.instrument_name,
+ base: p.base_currency,
+ quote: "USD",
+ type: "option",
+ }))
+ .slice(0, 10);
+ },
+
+ async fetchTradeMarkets() {
+ const res: any = await https.get(
+ "https://www.deribit.com/api/v2/public/get_instruments?currency=BTC&expired=false&kind=option",
+ );
+ return res.result.map(p => ({
+ id: p.instrument_name,
+ base: p.base_currency,
+ quote: "USD",
+ type: "option",
+ }));
+ },
+
+ ...assertions,
+});

src/CandlePeriod.ts

@@ -3,10 +3,12 @@ export enum CandlePeriod {
  _2m = "_2m",
  _3m = "_3m",
  _5m = "_5m",
+ _10m = "_10m",
  _15m = "_15m",
  _30m = "_30m",
  _1h = "_1h",
  _2h = "_2h",
+ _3h = "_3h",
  _4h = "_4h",
  _6h = "_6h",
  _8h = "_8h",