Exchange parameters passed to ClientExchange constructor. Combines schema with runtime dependencies. Note: All exchange methods are required in params (defaults are applied during initialization).
logger: ILogger
Logger service for debug output
execution: { readonly context: IExecutionContext; }
Execution context service (symbol, when, backtest flag)
getCandles: (symbol: string, interval: CandleInterval, since: Date, limit: number, backtest: boolean) => Promise<ICandleData[]>
Fetch candles from data source (required, defaults applied)
formatQuantity: (symbol: string, quantity: number, backtest: boolean) => Promise<string>
Format quantity according to exchange precision rules (required, defaults applied)
formatPrice: (symbol: string, price: number, backtest: boolean) => Promise<string>
Format price according to exchange precision rules (required, defaults applied)
getOrderBook: (symbol: string, depth: number, from: Date, to: Date, backtest: boolean) => Promise<IOrderBookData>
Fetch order book for a trading pair (required, defaults applied)
getAggregatedTrades: (symbol: string, from: Date, to: Date, backtest: boolean) => Promise<IAggregatedTradeData[]>
Fetch aggregated trades for a trading pair (required, defaults applied)