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all: add timestampMs and sequenceId to orderbook events
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bmancini55 committed Jun 17, 2021
1 parent 837d8ba commit f92914e
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Showing 2 changed files with 12 additions and 0 deletions.
6 changes: 6 additions & 0 deletions src/Level2Snapshots.ts
Original file line number Diff line number Diff line change
@@ -1,10 +1,16 @@
/* eslint-disable @typescript-eslint/no-unsafe-member-access */
/* eslint-disable @typescript-eslint/no-unsafe-assignment */

import { Level2Point } from "./Level2Point";

export class Level2Snapshot {
public base: string;
public quote: string;
public exchange: string;
public sequenceId: number;
public timestampMs: number;
public asks: Level2Point[];
public bids: Level2Point[];

constructor(props) {
for (const key in props) {
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6 changes: 6 additions & 0 deletions src/Level3Snapshot.ts
Original file line number Diff line number Diff line change
@@ -1,10 +1,16 @@
/* eslint-disable @typescript-eslint/no-unsafe-member-access */
/* eslint-disable @typescript-eslint/no-unsafe-assignment */

import { Level3Point } from "./Level3Point";

export class Level3Snapshot {
public exchange: string;
public base: string;
public quote: string;
public sequenceId: number;
public timestampMs: number;
public asks: Level3Point[];
public bids: Level3Point[];

constructor(props: any) {
for (const key in props) {
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