@dxfeed/dxlink-api

This package provides access to market data from dxFeed services via dxLink API.

Install

``bash
npm install @dxfeed/dxlink-api
`

Usage

Import client and feed into your project.

`typescript
import { DXLinkWebSocketClient, DXLinkFeed } from '@dxfeed/dxlink-api'
`

$3

Create instance of the client.

`typescript
const client = new DXLinkWebSocketClient()
`

Connect to the server.

`typescript
client.connect('wss://demo.dxfeed.com/dxlink-ws')
`

Provide auth token if required by the server.

`typescript
client.setAuthToken(token)
`

$3

Create market data feed API with delivery contract AUTO.

`typescript
const feed = new DXLinkFeed(client, 'AUTO')
`

Configure created feed.

`typescript
feed.configure({
acceptAggregationPeriod: 10,
acceptDataFormat: FeedDataFormat.COMPACT,
acceptEventFields: {
Quote: ['eventSymbol', 'askPrice', 'bidPrice'],
Candle: ['eventSymbol', 'open', 'close', 'high', 'low', 'volume'],
},
})
`

Add subscription to the feed.

`typescript
const sub1 = {
type: 'Quote',
symbol: 'AAPL',
}

feed.addSubscriptions(sub1)
`

Remove subscription from the feed.

`typescript
feed.removeSubscriptions(sub1)
`

Receive data from the channel.

`typescript
feed.addEventListener((events) => {
// do something with events
})
`

$3

Create Depth Of Market API with desired symbol and sources.

`typescript
const dom = new DXLinkDepthOfMarket(client, { symbol: 'AAPL', sources: ['ntv'] })
`

Configure created dom.

`typescript
dom.configure({
acceptAggregationPeriod: 10,
acceptDepthLimit: 5,
})
`

Receive data from the channel.

`typescript
dom.addSnapshotListener((time, bids, asks) => {
// do something with snapshot
})
``