import { BookChange, DerivativeTicker, Trade } from '../types';
import { Mapper } from './mapper';
export declare class DydxTradesMapper implements Mapper<'dydx', Trade> {
    canHandle(message: DyDxTrade): boolean;
    getFilters(symbols?: string[]): {
        readonly channel: "v3_trades";
        readonly symbols: string[] | undefined;
    }[];
    map(message: DyDxTrade, localTimestamp: Date): IterableIterator<Trade>;
}
export declare class DydxBookChangeMapper implements Mapper<'dydx', BookChange> {
    private _bidsOffsets;
    private _asksOffsets;
    canHandle(message: DyDxOrderbookSnapshot | DyDxOrderBookUpdate): boolean;
    getFilters(symbols?: string[]): {
        readonly channel: "v3_orderbook";
        readonly symbols: string[] | undefined;
    }[];
    map(message: DyDxOrderbookSnapshot | DyDxOrderBookUpdate, localTimestamp: Date): IterableIterator<BookChange>;
}
export declare class DydxDerivativeTickerMapper implements Mapper<'dydx', DerivativeTicker> {
    private readonly pendingTickerInfoHelper;
    canHandle(message: DydxMarketsSnapshot | DyDxMarketsUpdate | DyDxTrade): boolean;
    getFilters(symbols?: string[]): ({
        readonly channel: "v3_markets";
        readonly symbols: string[];
    } | {
        readonly channel: "v3_trades";
        readonly symbols: string[] | undefined;
    })[];
    map(message: DydxMarketsSnapshot | DyDxMarketsUpdate | DyDxTrade, localTimestamp: Date): IterableIterator<DerivativeTicker>;
}
type DyDxTrade = {
    type: 'channel_data';
    connection_id: 'e368fe1e-a007-44bd-9532-8eacc81a8bbc';
    message_id: 229;
    id: 'BTC-USD';
    channel: 'v3_trades';
    contents: {
        trades: [{
            size: '0.075';
            side: 'SELL';
            price: '57696';
            createdAt: '2021-05-01T00:00:34.046Z' | undefined;
        }];
    };
};
type DyDxOrderbookSnapshot = {
    type: 'subscribed';
    connection_id: '22be6448-1464-45ff-ae7d-1204eac64d0f';
    message_id: 1;
    channel: 'v3_orderbook';
    id: '1INCH-USD';
    contents: {
        bids: [{
            price: '5';
            offset: '118546101';
            size: '50';
        }];
        asks: [{
            price: '7';
            offset: '120842096';
            size: '20';
        }];
    };
};
type DyDxOrderBookUpdate = {
    type: 'channel_data';
    connection_id: '22be6448-1464-45ff-ae7d-1204eac64d0f';
    message_id: 161;
    id: '1INCH-USD';
    channel: 'v3_orderbook';
    contents: {
        offset: '125090042';
        bids: [string, string][];
        asks: [string, string][];
    };
};
type DydxMarketsSnapshot = {
    type: 'subscribed';
    connection_id: '8c11ee31-dbca-49fa-9df0-fc973948b7b5';
    message_id: 3;
    channel: 'v3_markets';
    contents: {
        markets: {
            [key: string]: {
                market: 'BTC-USD';
                status: 'ONLINE';
                baseAsset: 'BTC';
                quoteAsset: 'USD';
                stepSize: '0.0001';
                tickSize: '1';
                indexPrice: '57794.7000';
                oraclePrice: '57880.5200';
                priceChange24H: '4257.9';
                nextFundingRate: '0.0000587260';
                nextFundingAt: '2021-05-01T00:00:00.000Z';
                minOrderSize: '0.001';
                type: 'PERPETUAL';
                initialMarginFraction: '0.04';
                maintenanceMarginFraction: '0.03';
                volume24H: '4710467.697100';
                trades24H: '663';
                openInterest: '101.2026';
                incrementalInitialMarginFraction: '0.01';
                incrementalPositionSize: '0.5';
                maxPositionSize: '30';
                baselinePositionSize: '1.0';
                allTimeLiquidationQuoteVolume: '3001153.615633';
                dailyLiquidationQuoteVolume: '6047.074828';
            };
        };
    };
};
type DyDxMarketsUpdate = {
    type: 'channel_data';
    connection_id: '8c11ee31-dbca-49fa-9df0-fc973948b7b5';
    message_id: 221;
    channel: 'v3_markets';
    contents: {
        [key: string]: {
            market: 'BTC-USD';
            status: 'ONLINE';
            baseAsset: 'BTC';
            quoteAsset: 'USD';
            stepSize: '0.0001';
            tickSize: '1';
            indexPrice: '57794.7000';
            oraclePrice: '57880.5200';
            priceChange24H: '4257.9';
            nextFundingRate: '0.0000587260';
            nextFundingAt: '2021-05-01T00:00:00.000Z';
            minOrderSize: '0.001';
            type: 'PERPETUAL';
            initialMarginFraction: '0.04';
            maintenanceMarginFraction: '0.03';
            volume24H: '4710467.697100';
            trades24H: '663';
            openInterest: '101.2026';
            incrementalInitialMarginFraction: '0.01';
            incrementalPositionSize: '0.5';
            maxPositionSize: '30';
            baselinePositionSize: '1.0';
            allTimeLiquidationQuoteVolume: '3001153.615633';
            dailyLiquidationQuoteVolume: '6047.074828';
        };
    };
};
export {};
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