DeepTick TypeScript SDK

npm install @deeptick/client

The TypeScript SDK provides three layers of access to DeepTick market data:

1. CachedClient — Download daily Parquet/CSV archives with local disk caching
2. DeepTickStream — Real-time WebSocket streaming with typed callbacks
3. DeepTickFeed — Unified live/replay feed (backtest code = production code)
4. Types & Derive — Full type definitions and client-side derived computations

Quick Start

import { CachedClient } from '@deeptick/client/cache';

const client = new CachedClient("https://api.deeptick.com");

// Load BTC trades for a date range (cached after first download)
const batches = await client.loadTrades(
  "binance_futures",
  "BTCUSDT",
  "2026-05-01",
  "2026-05-02"
);
console.log(`Loaded ${batches.length} daily files.`);
console.log(client.getStats());

Streaming (Real-Time)

import { DeepTickStream } from '@deeptick/client/streaming';

const stream = new DeepTickStream({
  url: "wss://api.deeptick.com/v1/stream?api_key=dtk_your_key"
});

// Typed callbacks for each data type
stream.onTrade((exchange, symbol, trade) => {
  console.log(`[${exchange}] ${symbol}: ${trade.price} x ${trade.amount}`);
});

stream.onBookTicker((exchange, symbol, ticker) => {
  console.log(`[${exchange}] ${symbol}: ${ticker.bid_price}/${ticker.ask_price}`);
});

stream.onDerivativeTicker((exchange, symbol, data) => {
  console.log(`[${exchange}] ${symbol} funding: ${data.funding_rate}`);
});

// Connect and subscribe
await stream.connect();
await stream.subscribe([
  "binance_futures.trades.BTCUSDT",
  "*.book_ticker.*",
  "*.derivative_ticker.*",
]);

// Measure latency
const latency = await stream.ping();
console.log(`Round-trip: ${latency}ms`);

Global Callback

stream.onData((exchange, symbol, data) => {
  // Receives ALL data types
  console.log(exchange, symbol, data);
});

Replay (Historical Tick-by-Tick)

import { DeepTickFeed } from '@deeptick/client/feed';

const feed = DeepTickFeed.replay(
  "wss://api.deeptick.com/v1/replay/ws",
  {
    apiKey: "dtk_your_key",
    sources: [
      "binance_futures:trades:BTCUSDT",
      "binance_futures:book_l2_delta:BTCUSDT",
    ],
    from: "2026-05-01",
    to: "2026-05-02",
    speed: 0, // max speed
  }
);

feed.onData((topic, data) => console.log(topic, data));
feed.onReplayEnd((stats) => {
  console.log(`Replay complete: ${stats.totalEvents} events in ${stats.durationS}s`);
});

await feed.connect();

Auto Mode (Replay → Live)

const feed = DeepTickFeed.auto(
  "wss://api.deeptick.com",
  {
    apiKey: "dtk_your_key",
    sources: ["hyperliquid:trades:BTC"],
    from: "2026-05-01", // replay from here, then switch to live
  }
);

feed.onData((topic, data) => process(data)); // same handler!
feed.onModeChange((from, to) => {
  console.log(`Switched from ${from} to ${to}`);
});

await feed.connect();

Derived Data (Computed On-the-Fly)

import { CachedClient } from '@deeptick/client/cache';
import { derive, unpackLevels } from '@deeptick/client/types';
import type {
  TradeRecord,
  BookDeltaRecord,
  BBORecord,
  CandleRecord,
  BookSnapshot,
  ImbalanceRecord,
  VolumeProfileBucket,
} from '@deeptick/client/types';

const client = new CachedClient("https://api.deeptick.com");

// ── BBO from L2 deltas ──────────────────────────────────────────────
const deltas = await client.loadBookDeltas("binance_futures", "BTCUSDT", "2026-05-01");
const bbo: BBORecord[] = derive.bbo(deltas);
console.log(`BBO rows: ${bbo.length}`);

// ── Candles at any interval ─────────────────────────────────────────
const trades = await client.loadTrades("binance_futures", "BTCUSDT", "2026-05-01");
const candles1m: CandleRecord[] = derive.candles(trades, { intervalMs: 60_000 });
const candles5m: CandleRecord[] = derive.candles(trades, { intervalMs: 300_000 });

// ── Book snapshots (20 levels every 1 min) ──────────────────────────
const snapshots: BookSnapshot[] = derive.bookSnapshots(deltas, {
  depth: 20,
  intervalMs: 60_000,
});

// ── Volume profile ──────────────────────────────────────────────────
const profile: VolumeProfileBucket[] = derive.volumeProfile(trades, {
  numBuckets: 100,
});

// ── Order book imbalance ────────────────────────────────────────────
const imbalance: ImbalanceRecord[] = derive.bookImbalance(deltas, {
  depth: 5,
  intervalMs: 1000,
});

// ── Cross-exchange funding spread ───────────────────────────────────
const hlFunding = await client.loadFunding("hyperliquid", "BTC", "2026-05-01");
const bnFunding = await client.loadFunding("binance_futures", "BTCUSDT", "2026-05-01");
const fundingCross = derive.fundingCross(
  { hyperliquid: hlFunding, binance_futures: bnFunding },
  { intervalMs: 3_600_000 }
);

// ── Cross-exchange basis ────────────────────────────────────────────
const hlTrades = await client.loadTrades("hyperliquid", "BTC", "2026-05-01");
const bnTrades = await client.loadTrades("binance_futures", "BTCUSDT", "2026-05-01");
const basis = derive.crossExchangeBasis(
  { hyperliquid: hlTrades, binance_futures: bnTrades },
  { intervalMs: 1000 }
);

// ── Unpack binary book levels ───────────────────────────────────────
const packed = new Uint8Array(/* from parquet column */);
const levels: [number, number][] = unpackLevels(packed);
// levels = [[price1, size1], [price2, size2], ...]

Type Definitions

// Wire protocol types for streaming
interface StreamTrade {
  exchange: string; symbol: string;
  timestamp: number; local_timestamp: number;
  trade_id: string; price: number; amount: number;
  side: 'buy' | 'sell';
}

interface StreamBookTicker {
  exchange: string; symbol: string;
  timestamp: number; local_timestamp: number;
  bid_price: number; bid_amount: number;
  ask_price: number; ask_amount: number;
}

interface StreamDerivativeTicker {
  exchange: string; symbol: string;
  timestamp: number; local_timestamp: number;
  funding_rate: number | null;
  predicted_funding_rate: number | null;
  open_interest: number | null;
  last_price: number | null;
  mark_price: number | null;
  index_price: number | null;
}

Architecture

client-ts/src/
├── types.ts       # Type definitions + derive namespace (BBO, candles, snapshots)
├── cache.ts       # CachedClient — HTTP download + disk cache
├── streaming.ts   # DeepTickStream — real-time WebSocket (Node + Browser)
└── feed.ts        # DeepTickFeed — unified live/replay feed