| export type MarketType = "perp" | "spot"; |
| export type Period = "daily" | "weekly" | "monthly"; |
| export type HorizonDays = 1 | 7 | 30; |
| export type Signal = "bullish" | "bearish" | "neutral"; |
| export type Confidence = "low" | "medium" | "high"; |
|
|
| export interface Instrument { |
| symbol: string; |
| instId: string; |
| market: MarketType; |
| preIpo: boolean; |
| maxLeverage: number | null; |
| listedAt: string | null; |
| baseCcy: string; |
| } |
|
|
| export interface Bar { |
| ts: number; |
| open: number; |
| high: number; |
| low: number; |
| close: number; |
| volume: number; |
| confirmed: boolean; |
| } |
|
|
| export interface Ticker { |
| instId: string; |
| last: number; |
| bid: number | null; |
| ask: number | null; |
| open24h: number | null; |
| high24h: number | null; |
| low24h: number | null; |
| vol24hUsd: number; |
| ts: number; |
| } |
|
|
| export interface IndexPrice { |
| idxPx: number; |
| ts: number; |
| } |
|
|
| export interface Funding { |
| fundingRate: number | null; |
| nextFundingTime: number | null; |
| } |
|
|
| export interface OpenInterest { |
| oiUsd: number | null; |
| ts: number; |
| } |
|
|
| export interface CalibrationBucket { |
| n: number; |
| up: number; |
| pUp: number; |
| avgFwdReturnPct: number; |
| } |
|
|
| export type CalibrationBucketName = |
| | "strong_bear" |
| | "bear" |
| | "neutral" |
| | "bull" |
| | "strong_bull"; |
|
|
| export interface Calibration { |
| buckets: Record<CalibrationBucketName, CalibrationBucket>; |
| samples: number; |
| baseUpRate: number | null; |
| directionalSamples: number; |
| hitRate: number | null; |
| } |
|
|
| export interface RubikPositioning { |
| oiHistory: [number, number, number, number][]; |
| longShortAccountRatio: number | null; |
| takerVolume: [number, number, number][]; |
| } |
|
|
| export interface BookLevel { |
| price: number; |
| size: number; |
| } |
|
|
| export interface OrderBook { |
| bids: BookLevel[]; |
| asks: BookLevel[]; |
| ts: number; |
| } |
|
|
| export interface MarketSnapshot { |
| perps: Instrument[]; |
| spots: Instrument[]; |
| tickers: Record<string, Ticker>; |
| indices: Record<string, IndexPrice>; |
| funding: Record<string, Funding>; |
| openInterest: Record<string, OpenInterest>; |
| series: Record<string, Bar[]>; |
| calibrations: Record<MarketType, Record<number, Calibration>>; |
| books?: Record<string, OrderBook>; |
| updatedAt: string; |
| candlesRefreshedAt: string | null; |
| tickersRefreshedAt: string | null; |
| } |
|
|
| export interface UniverseStatus { |
| ready: boolean; |
| perps: number; |
| spots: number; |
| preIpo: number; |
| candlesRefreshedAt: string | null; |
| tickersRefreshedAt: string | null; |
| } |
|
|
| export interface Positioning { |
| fundingRate: number | null; |
| nextFundingTime: number | null; |
| openInterestUsd: number | null; |
| oiHistory: [number, number, number, number][]; |
| longShortAccountRatio: number | null; |
| takerVolume: [number, number, number][]; |
| } |
|
|
| export interface UniverseProvider { |
| snapshot(): MarketSnapshot | null; |
| positioning(instId: string): Promise<Positioning>; |
| orderBook?(instId: string): Promise<OrderBook | null>; |
| status?(): UniverseStatus; |
| } |
|
|
| export function horizonDays(period: Period): HorizonDays { |
| if (period === "daily") return 1; |
| if (period === "weekly") return 7; |
| return 30; |
| } |
|
|
