DepthSignal TypeScript SDK

v1.0.0 — Stable release

Official TypeScript/JavaScript client for the DepthSignal API — institutional-grade orderbook microstructure intelligence for crypto markets.

Target API: DepthSignal REST API v1

Requirements

• Node.js 18+ (uses native fetch)
• Zero production dependencies

Installation

npm install depthsignal

Quick Start

import { DepthSignal } from "depthsignal";

const ds = new DepthSignal({ apiKey: "your-api-key" });

// Orderbook features (Basic+ tier)
const features = await ds.getOrderbookFeatures("BTCUSDT");
console.log(features.features["binance"]?.["vpin"]);

// Composite signals (Pro+ tier)
const composites = await ds.getCompositeSignals("BTCUSDT");
if (composites.directional_pressure > 0.7) {
  console.log("Strong bullish pressure");
}

// Support/resistance zones (Pro+ tier)
const sr = await ds.getSupportResistance("BTCUSDT");
for (const zone of sr.zones) {
  console.log(`${zone.type}: $${zone.price} (strength: ${zone.strength})`);
}

Configuration

const ds = new DepthSignal({
  apiKey: "your-api-key",
  baseUrl: "https://api.depthsignal.io", // default
  timeout: 10_000,                        // ms, default 10000
  maxRetries: 2,                          // retries on 429/503/network, default 2
});

The client enforces HTTPS in production. HTTP is only allowed for localhost and 127.0.0.1 during development.

Endpoints

Orderbook (Basic+ tier)

const features = await ds.getOrderbookFeatures("BTCUSDT");
const composites = await ds.getCompositeSignals("BTCUSDT");  // Pro+
const sr = await ds.getSupportResistance("BTCUSDT");         // Pro+

Flow Intelligence

const overview = await ds.getFlowOverview();                  // Enterprise
const asset = await ds.getFlowAsset("BTCUSDT");              // Enterprise
const liqs = await ds.getLiquidations("BTCUSDT");            // Pro+
const whales = await ds.getLargeTrades("BTCUSDT");           // Pro+
const cvd = await ds.getCVD("BTCUSDT");                     // Pro+
const sentiment = await ds.getSentiment("BTCUSDT");          // Pro+
const sf = await ds.getSpotFutures("BTCUSDT");              // Enterprise
const derivs = await ds.getDerivatives("BTCUSDT");          // Enterprise
const pos = await ds.getPositioning("BTCUSDT");             // Enterprise

Aggregated Timeframes (Pro+)

const aggFeatures = await ds.getAggregatedFeatures("BTCUSDT", {
  timeframe: "4h",
  exchange: "binance",
});

const aggComposites = await ds.getAggregatedComposites("BTCUSDT", {
  timeframe: "1h",
});

Venue Analytics

const venue = await ds.getVenueSelection("BTCUSDT");         // Pro+
const depth = await ds.getDepthResilience("BTCUSDT");        // Starter+
const events = await ds.getSpreadEvents("BTCUSDT", {         // Starter+
  threshold: 3,
});
const cost = await ds.getExecutionCost("BTCUSDT", {          // Enterprise
  tradeSizeUsd: 50000,
});
const corr = await ds.getCorrelation("BTCUSDT", "ETHUSDT");  // Pro+
const whale = await ds.getWhaleFlow("BTCUSDT");              // Enterprise

Historical (Pro+ tier)

const hist = await ds.getHistoricalFeatures("BTCUSDT", {
  exchange: "binance",
  hours: 24,
  limit: 500,
});

const histComp = await ds.getHistoricalComposites("BTCUSDT", { hours: 12 });

Discovery & Health (Public)

const symbols = await ds.getSymbols();
const tiers = await ds.getTiers();
const health = await ds.getHealth();

Real-Time Streaming (Enterprise)

const sub = ds.stream("BTCUSDT", {
  onData: (event) => console.log("Received:", event),
  onError: (err) => console.error("Stream error:", err),
  onClose: () => console.log("Stream closed"),
  reconnect: true,          // default
  maxReconnectDelay: 30_000, // default 30s
});

// Close after 60 seconds
setTimeout(() => sub.close(), 60_000);

Error Handling

import {
  DepthSignalError,
  AuthenticationError,
  TierAccessError,
  RateLimitError,
  NotFoundError,
  ServerError,
  ConnectionError,
} from "depthsignal";

try {
  const features = await ds.getOrderbookFeatures("BTCUSDT");
} catch (err) {
  if (err instanceof AuthenticationError) {
    console.error("Invalid API key");
  } else if (err instanceof TierAccessError) {
    console.error("Upgrade your tier for this endpoint");
  } else if (err instanceof RateLimitError) {
    console.error(`Rate limited — retry after ${err.retryAfter}s`);
  } else if (err instanceof NotFoundError) {
    console.error("Symbol not found");
  } else if (err instanceof ConnectionError) {
    console.error("Could not reach the API");
  } else if (err instanceof DepthSignalError) {
    console.error(`API error ${err.statusCode}: ${err.detail}`);
  }
}

Version Sync

Both the TypeScript and Python SDKs follow the same semantic versioning and target the same DepthSignal API version (v1). Breaking API changes are released as major version bumps in both SDKs simultaneously.

License

MIT — Ravenna OÜ