/***************************************************************************************************************************
 * @license                                                                                                                *
 * Copyright 2017 Coinbase; Inc.                                                                                           *
 *                                                                                                                         *
 * Licensed under the Apache License; Version 2.0 (the "License"); you may not use this file except in compliance          *
 * with the License. You may obtain a copy of the License at                                                               *
 *                                                                                                                         *
 * http://www.apache.org/licenses/LICENSE-2.0                                                                              *
 *                                                                                                                         *
 * Unless required by applicable law or agreed to in writing; software distributed under the License is distributed on     *
 * an "AS IS" BASIS; WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND; either express or implied. See the                      *
 * License for the specific language governing permissions and limitations under the License.                              *
 ***************************************************************************************************************************/
export declare type ActionType = 'partial' | 'update' | 'insert' | 'delete';
export declare type Side = 'Buy' | 'Sell';
export interface SubscriptionRequestMessage {
    op: 'subscribe';
    args: string[];
}
export interface BitmexMessage {
    error?: string;
    table?: string;
    action?: string;
    success?: boolean;
    info?: string;
}
export interface WelcomeMessage extends BitmexMessage {
    info: string;
    version: string;
    timestamp: string;
    docs: string;
}
export interface SubscriptionResponseMessage extends BitmexMessage {
    success: boolean;
    subscribe: string;
    request: SubscriptionRequestMessage;
}
export interface ErrorMessage extends BitmexMessage {
    error: string;
}
export interface DataMessage extends BitmexMessage {
    table: string;
    action: ActionType;
    keys?: string[];
    data: {}[];
    foreignKeys?: {
        [key: string]: string;
    };
    types?: {
        [key: string]: string;
    };
    filter?: {
        account?: number;
        symbol?: string;
    };
    attributes?: {
        [key: string]: string;
    };
}
export interface PriceData {
    symbol: string;
    id: number;
    side: Side;
    size: number;
    price: number;
}
export interface OrderbookSnapshotMessage extends DataMessage {
    table: 'orderBookL2';
    action: 'partial';
    data: PriceData[];
}
export interface LevelUpdate {
    symbol: string;
    id: number;
    side: Side;
    size?: number;
    price?: number;
}
export interface OrderbookInsert extends LevelUpdate {
    size: number;
    price: number;
}
export interface OrderbookInsertMessage extends DataMessage {
    action: 'insert';
    data: OrderbookInsert[];
}
export interface OrderbookUpdate extends LevelUpdate {
    size: number;
}
export interface OrderbookUpdateMessage extends DataMessage {
    data: OrderbookUpdate[];
}
export interface OrderbookDeleteMessage extends DataMessage {
    data: LevelUpdate[];
}
export declare type TickDirection = 'MinusTick' | 'PlusTick' | 'ZeroMinusTick' | 'ZeroPlusTick';
export interface TradeData {
    timestamp: string;
    symbol: string;
    side: Side;
    size: number;
    price: number;
    tickDirection: TickDirection;
    trdMatchID: string;
    grossValue: number;
    homeNotional: number;
    foreignNotional: number;
}
export interface TradeMessage extends DataMessage {
    table: 'trade';
    data: TradeData[];
}