dbn

type Action uint8

type BboMsg struct {
	Header    RHeader    `json:"hd" csv:"hd"`                 // The common header.
	Price     int64      `json:"price" csv:"price"`           // The last trade price where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001. Will be UNDEF_PRICE if there was no last trade in the session.
	Size      uint32     `json:"size" csv:"size"`             // The last trade quantity. Will be 0 if there was no last trade in the session.
	Reserved1 byte       `json:"_reserved1" csv:"_reserved1"` // Reserved for future use.
	Side      byte       `json:"side" csv:"side"`             // The side that initiated the last trade. Can be Ask for a sell aggressor in a trade, Bid for a buy aggressor in a trade, or None where no side is specified.
	Flags     uint8      `json:"flags" csv:"flags"`           // A bit field indicating event end, message characteristics, and data quality.
	Reserved2 byte       `json:"_reserved2" csv:"_reserved2"` // Reserved for future use.
	TsRecv    uint64     `json:"ts_recv" csv:"ts_recv"`       // The end timestamp of the interval, clamped to the second/minute boundary, expressed as the number of nanoseconds since the UNIX epoch.
	Reserved3 [4]byte    `json:"_reserved3" csv:"_reserved3"` // Reserved for future use.
	Sequence  uint32     `json:"sequence" csv:"sequence"`     // The message sequence number assigned at the venue of the last update.
	Level     BidAskPair `json:"levels" csv:"levels"`         // The bid and ask prices and sizes at the top level.
}

type BidAskPair struct {
	BidPx int64  `json:"bid_px" csv:"bid_px"` // The bid price.
	AskPx int64  `json:"ask_px" csv:"ask_px"` // The ask price.
	BidSz uint32 `json:"bid_sz" csv:"bid_sz"` // The bid size.
	AskSz uint32 `json:"ask_sz" csv:"ask_sz"` // The ask size.
	BidCt uint32 `json:"bid_ct" csv:"bid_ct"` // The bid order count.
	AskCt uint32 `json:"ask_ct" csv:"ask_ct"` // The ask order count.
}

type Cmbp1Msg struct {
	Header    RHeader                `json:"hd" csv:"hd"`                         // The record header.
	Price     int64                  `json:"price" csv:"price"`                   // The order price expressed as a signed integer where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.
	Size      uint32                 `json:"size" csv:"size"`                     // The order quantity.
	Action    byte                   `json:"action" csv:"action"`                 // The event action. Can be **A**dd, **C**ancel, **M**odify, clea**R**, or **T**rade.
	Side      byte                   `json:"side" csv:"side"`                     // The side that initiates the event. Can be **A**sk for a sell order (or sell  aggressor in a trade), **B**id for a buy order (or buy aggressor in a trade), or  **N**one where no side is specified by the original source.
	Flags     uint8                  `json:"flags" csv:"flags"`                   // A bit field indicating event end, message characteristics, and data quality. See [`enums::flags`](crate::enums::flags) for possible values.
	Reserved  byte                   `json:"_reserved,omitempty" csv:"_reserved"` // Reserved for future usage.
	TsRecv    uint64                 `json:"ts_recv" csv:"ts_recv"`               // The capture-server-received timestamp expressed as number of nanoseconds since the UNIX epoch.
	TsInDelta int32                  `json:"ts_in_delta" csv:"ts_in_delta"`       // The delta of `ts_recv - ts_exchange_send`, max 2 seconds.
	Sequence  uint32                 `json:"sequence" csv:"sequence"`             // The message sequence number assigned at the venue.
	Level     ConsolidatedBidAskPair `json:"levels" csv:"levels"`                 // The top of the order book.
}

type Compression uint8

type ConsolidatedBidAskPair struct {
	BidPx     int64  `json:"bid_px" csv:"bid_px"`         // The bid price.
	AskPx     int64  `json:"ask_px" csv:"ask_px"`         // The ask price.
	BidSz     uint32 `json:"bid_sz" csv:"bid_sz"`         // The bid size.
	AskSz     uint32 `json:"ask_sz" csv:"ask_sz"`         // The ask size.
	BidPb     uint16 `json:"bid_pb" csv:"bid_pb"`         // The bid publisher ID assigned by Databento, which denotes the dataset and venue.
	Reserved1 uint16 `json:"_reserved1" csv:"_reserved1"` // Reserved for later usage
	AskPb     uint16 `json:"ask_pb" csv:"ask_pb"`         // The ask publisher ID assigned by Databento, which denotes the dataset and venue.
	Reserved2 uint16 `json:"_reserved2" csv:"_reserved2"` // Reserved for later usage
}

type Dataset uint16

type DbnScanner struct {
	// contains filtered or unexported fields
}

type Encoding uint8

type ErrorCode uint8

type ErrorMsg struct {
	Header RHeader                `json:"hd" csv:"hd"`           // The common header.
	Error  [ErrorMsg_ErrSize]byte `json:"err" csv:"err"`         // The error message.
	Code   ErrorCode              `json:"code" csv:"code"`       // The error code.
	IsLast uint8                  `json:"is_last" csv:"is_last"` // Sometimes multiple errors are sent together. This field will be non-zero for the last error.
}

type ImbalanceMsg struct {
	Header               RHeader `json:"hd" csv:"hd"`                                          // The record header.
	TsRecv               uint64  `json:"ts_recv" csv:"ts_recv"`                                // The capture-server-received timestamp expressed as the number of nanoseconds since the UNIX epoch.
	RefPrice             int64   `json:"ref_price" csv:"ref_price"`                            // The price at which the imbalance shares are calculated, where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.
	AuctionTime          uint64  `json:"auction_time" csv:"auction_time"`                      // Reserved for future use.
	ContBookClrPrice     int64   `json:"cont_book_clr_price" csv:"contBook_clr_price"`         // The hypothetical auction-clearing price for both cross and continuous orders.
	AuctInterestClrPrice int64   `json:"auct_interest_clr_price" csv:"auctInterest_clr_price"` // The hypothetical auction-clearing price for cross orders only.
	SsrFillingPrice      int64   `json:"ssr_filling_price" csv:"ssr_filling_price"`            // Reserved for future use.
	IndMatchPrice        int64   `json:"ind_match_price" csv:"ind_match_price"`                // Reserved for future use.
	UpperCollar          int64   `json:"upper_collar" csv:"upper_collar"`                      // Reserved for future use.
	LowerCollar          int64   `json:"lower_collar" csv:"lower_collar"`                      // Reserved for future use.
	PairedQty            uint32  `json:"paired_qty" csv:"paired_qty"`                          // The quantity of shares that are eligible to be matched at `ref_price`.
	TotalImbalanceQty    uint32  `json:"total_imbalance_qty" csv:"total_imbalance_qty"`        // The quantity of shares that are not paired at `ref_price`.
	MarketImbalanceQty   uint32  `json:"market_imbalance_qty" csv:"market_ombalance_qty"`      // Reserved for future use.
	UnpairedQty          int32   `json:"unpaired_qty" csv:"unpaired_qty"`                      // Reserved for future use.
	AuctionType          uint8   `json:"auction_type" csv:"auction_type"`                      // Venue-specific character code indicating the auction type.
	Side                 uint8   `json:"side" csv:"side"`                                      // The market side of the `total_imbalance_qty`. Can be **A**sk, **B**id, or **N**one.
	AuctionStatus        uint8   `json:"auction_status" csv:"auction_status"`                  // Reserved for future use.
	FreezeStatus         uint8   `json:"freeze_status" csv:"freeze_status"`                    // Reserved for future use.
	NumExtensions        uint8   `json:"num_extensions" csv:"num_extensions"`                  // Reserved for future use.
	UnpairedSide         uint8   `json:"unpaired_side" csv:"unpaired_side"`                    // Reserved for future use.
	SignificantImbalance uint8   `json:"significant_imbalance" csv:"significant_imbalance"`    // Venue-specific character code. For Nasdaq, contains the raw Price Variation Indicator.
	Reserved             uint8   `json:"reserved" csv:"reserved"`                              // Filler for alignment.
}

type InstrumentClass uint8

type InstrumentDefMsg struct {
	Header                  RHeader                        `json:"hd" csv:"hd"`                                                 // The common header.
	TsRecv                  uint64                         `json:"ts_recv" csv:"ts_recv"`                                       // The capture-server-received timestamp expressed as the number of nanoseconds since the UNIX epoch.
	MinPriceIncrement       int64                          `json:"min_price_increment" csv:"min_price_increment"`               // Fixed price The minimum constant tick for the instrument in units of 1e-9, i.e. 1/1,000,000,000 or 0.000000001.
	DisplayFactor           int64                          `json:"display_factor" csv:"display_factor"`                         // The multiplier to convert the venue’s display price to the conventional price, in units of 1e-9, i.e. 1/1,000,000,000 or 0.000000001.
	Expiration              uint64                         `json:"expiration" csv:"expiration"`                                 // The last eligible trade time expressed as a number of nanoseconds since the UNIX epoch. Will be [`crate::UNDEF_TIMESTAMP`] when null, such as for equities.  Some publishers only provide date-level granularity.
	Activation              uint64                         `json:"activation" csv:"activation"`                                 // The time of instrument activation expressed as a number of nanoseconds since the UNIX epoch. Will be [`crate::UNDEF_TIMESTAMP`] when null, such as for equities.  Some publishers only provide date-level granularity.
	HighLimitPrice          int64                          `json:"high_limit_price" csv:"high_limit_price"`                     // The allowable high limit price for the trading day in units of 1e-9, i.e. 1/1,000,000,000 or 0.000000001.
	LowLimitPrice           int64                          `json:"low_limit_price" csv:"low_limit_price"`                       // The allowable low limit price for the trading day in units of 1e-9, i.e. 1/1,000,000,000 or 0.000000001.
	MaxPriceVariation       int64                          `json:"max_price_variation" csv:"max_price_variation"`               // The differential value for price banding in units of 1e-9, i.e. 1/1,000,000,000 or 0.000000001.
	TradingReferencePrice   int64                          `json:"trading_reference_price" csv:"trading_reference_price"`       // The trading session settlement price on `trading_reference_date`.
	UnitOfMeasureQty        int64                          `json:"unit_of_measure_qty" csv:"unit_of_measure_qty"`               // The contract size for each instrument, in combination with `unit_of_measure`, in units of 1e-9, i.e. 1/1,000,000,000 or 0.000000001.
	MinPriceIncrementAmount int64                          `json:"min_price_increment_amount" csv:"min_price_increment_amount"` // The value currently under development by the venue. Converted to units of 1e-9, i.e. 1/1,000,000,000 or 0.000000001.
	PriceRatio              int64                          `json:"price_ratio" csv:"price_ratio"`                               // The value used for price calculation in spread and leg pricing in units of 1e-9, i.e. 1/1,000,000,000 or 0.000000001.
	StrikePrice             int64                          `json:"strike_price" csv:"strike_price"`                             // The strike price of the option. Converted to units of 1e-9, i.e. 1/1,000,000,000 or 0.000000001.
	InstAttribValue         int32                          `json:"inst_attrib_value" csv:"inst_attrib_value"`                   // A bitmap of instrument eligibility attributes.
	UnderlyingID            uint32                         `json:"underlying_id" csv:"underlying_id"`                           // The `instrument_id` of the first underlying instrument.
	RawInstrumentID         uint32                         `json:"raw_instrument_id" csv:"raw_instrument_id"`                   // The instrument ID assigned by the publisher. May be the same as `instrument_id`.
	MarketDepthImplied      int32                          `json:"market_depth_implied" csv:"market_depth_implied"`             // The implied book depth on the price level data feed.
	MarketDepth             int32                          `json:"market_depth" csv:"market_depth"`                             // The (outright) book depth on the price level data feed.
	MarketSegmentID         uint32                         `json:"market_segment_id" csv:"market_segment_id"`                   // The market segment of the instrument.
	MaxTradeVol             uint32                         `json:"max_trade_vol" csv:"max_trade_vol"`                           // The maximum trading volume for the instrument.
	MinLotSize              int32                          `json:"min_lot_size" csv:"min_lot_size"`                             // The minimum order entry quantity for the instrument.
	MinLotSizeBlock         int32                          `json:"min_lot_size_block" csv:"min_lot_size_block"`                 // The minimum quantity required for a block trade of the instrument.
	MinLotSizeRoundLot      int32                          `json:"min_lot_size_round_lot" csv:"min_lot_size_round_lot"`         // The minimum quantity required for a round lot of the instrument. Multiples of this quantity are also round lots.
	MinTradeVol             uint32                         `json:"min_trade_vol" csv:"min_trade_vol"`                           // The minimum trading volume for the instrument.
	ContractMultiplier      int32                          `json:"contract_multiplier" csv:"contract_multiplier"`               // The number of deliverables per instrument, i.e. peak days.
	DecayQuantity           int32                          `json:"decay_quantity" csv:"decay_quantity"`                         // The quantity that a contract will decay daily, after `decay_start_date` has been reached.
	OriginalContractSize    int32                          `json:"original_contract_size" csv:"original_contract_size"`         // The fixed contract value assigned to each instrument.
	TradingReferenceDate    uint16                         `json:"trading_reference_date" csv:"trading_reference_date"`         // The trading session date corresponding to the settlement price in  `trading_reference_price`, in number of days since the UNIX epoch.
	ApplID                  int16                          `json:"appl_id" csv:"appl_id"`                                       // The channel ID assigned at the venue.
	MaturityYear            uint16                         `json:"maturity_year" csv:"maturity_year"`                           // The calendar year reflected in the instrument symbol.
	DecayStartDate          uint16                         `json:"decay_start_date" csv:"decay_start_date"`                     // The date at which a contract will begin to decay.
	ChannelID               uint16                         `json:"channel_id" csv:"channel_id"`                                 // The channel ID assigned by Databento as an incrementing integer starting at zero.
	Currency                [4]byte                        `json:"currency" csv:"currency"`                                     // The currency used for price fields.
	SettlCurrency           [4]byte                        `json:"settl_currency" csv:"settl_currency"`                         // The currency used for settlement, if different from `currency`.
	Secsubtype              [6]byte                        `json:"secsubtype" csv:"secsubtype"`                                 // The strategy type of the spread.
	RawSymbol               [MetadataV2_SymbolCstrLen]byte `json:"raw_symbol" csv:"raw_symbol"`                                 // The instrument raw symbol assigned by the publisher.
	Group                   [21]byte                       `json:"group" csv:"group"`                                           // The security group code of the instrument.
	Exchange                [5]byte                        `json:"exchange" csv:"exchange"`                                     // The exchange used to identify the instrument.
	Asset                   [7]byte                        `json:"asset" csv:"asset"`                                           // The underlying asset code (product code) of the instrument.
	Cfi                     [7]byte                        `json:"cfi" csv:"cfi"`                                               // The ISO standard instrument categorization code.
	SecurityType            [7]byte                        `json:"security_type" csv:"security_type"`                           // The [Security type](https://databento.com/docs/schemas-and-data-formats/instrument-definitions#security-type) of the instrument, e.g. FUT for future or future spread.
	UnitOfMeasure           [31]byte                       `json:"unit_of_measure" csv:"unit_of_measure"`                       // The unit of measure for the instrument’s original contract size, e.g. USD or LBS.
	Underlying              [21]byte                       `json:"underlying" csv:"underlying"`                                 // The symbol of the first underlying instrument.
	StrikePriceCurrency     [4]byte                        `json:"strike_price_currency" csv:"strike_price_currency"`           // The currency of [`strike_price`](Self::strike_price).
	InstrumentClass         byte                           `json:"instrument_class" csv:"instrument_class"`                     // The classification of the instrument.
	MatchAlgorithm          byte                           `json:"match_algorithm" csv:"match_algorithm"`                       // The matching algorithm used for the instrument, typically **F**IFO.
	MdSecurityTradingStatus uint8                          `json:"md_security_trading_status" csv:"md_security_trading_status"` // The current trading state of the instrument.
	MainFraction            uint8                          `json:"main_fraction" csv:"main_fraction"`                           // The price denominator of the main fraction.
	PriceDisplayFormat      uint8                          `json:"price_display_format" csv:"price_display_format"`             // The number of digits to the right of the tick mark, to display fractional prices.
	SettlPrice_type         uint8                          `json:"settl_price_type" csv:"settl_price_type"`                     // The type indicators for the settlement price, as a bitmap.
	SubFraction             uint8                          `json:"sub_fraction" csv:"sub_fraction"`                             // The price denominator of the sub fraction.
	UnderlyingProduct       uint8                          `json:"underlying_product" csv:"underlying_product"`                 // The product complex of the instrument.
	SecurityUpdateAction    byte                           `json:"security_update_action" csv:"security_update_action"`         // Indicates if the instrument definition has been added, modified, or deleted.
	MaturityMonth           uint8                          `json:"maturity_month" csv:"maturity_month"`                         // The calendar month reflected in the instrument symbol.
	MaturityDay             uint8                          `json:"maturity_day" csv:"maturity_day"`                             // The calendar day reflected in the instrument symbol, or 0.
	MaturityWeek            uint8                          `json:"maturity_week" csv:"maturity_week"`                           // The calendar week reflected in the instrument symbol, or 0.
	UserDefinedInstrument   UserDefinedInstrument          `json:"user_defined_instrument" csv:"user_defined_instrument"`       // Indicates if the instrument is user defined: **Y**es or **N**o.
	ContractMultiplierUnit  int8                           `json:"contract_multiplier_unit" csv:"contract_multiplier_unit"`     // The type of `contract_multiplier`. Either `1` for hours, or `2` for days.
	FlowScheduleType        int8                           `json:"flow_schedule_type" csv:"flow_schedule_type"`                 // The schedule for delivering electricity.
	TickRule                uint8                          `json:"tick_rule" csv:"tick_rule"`                                   // The tick rule of the spread.
	Reserved                [10]byte                       `json:"_reserved" csv:"_reserved"`                                   // Filler for alignment.
}

type JsonScanner struct {
	// contains filtered or unexported fields
}

type MappingInterval struct {
	StartDate uint32 // The UTC start date of interval (inclusive), as YYYYMMDD
	EndDate   uint32 // The UTC end date of interval (exclusive), as YYYYMMDD.
	Symbol    string // The resolved symbol for this interval.
}

type MatchAlgorithm uint8

type MboMsg struct {
	Header    RHeader `json:"hd" csv:"hd"`                   // The record header.
	OrderID   uint64  `json:"order_id" csv:"order_id"`       // The order ID assigned at the venue.
	Price     int64   `json:"price" csv:"price"`             // The order price expressed as a signed integer where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.
	Size      uint32  `json:"size" csv:"size"`               // The order quantity.
	Flags     uint8   `json:"flags" csv:"flags"`             // A bit field indicating event end, message characteristics, and data quality. See [`enums::flags`](crate::enums::flags) for possible values.
	ChannelID uint8   `json:"channel_id" csv:"channel_id"`   // The channel ID assigned by Databento as an incrementing integer starting at zero.
	Action    byte    `json:"action" csv:"action"`           // The event action. Can be **A**dd, **C**ancel, **M**odify, clea**R**,  **T**rade, **F**ill, or **NN**one.
	Side      byte    `json:"side" csv:"side"`               // The side that initiates the event. Can be **A**sk for a sell order (or sell aggressor in a trade), **B**id for a buy order (or buy aggressor in a trade), or **N**one where no side is specified by the original source.
	TsRecv    uint64  `json:"ts_recv" csv:"ts_recv"`         // The capture-server-received timestamp expressed as the number of nanoseconds since the UNIX epoch.
	TsInDelta int32   `json:"ts_in_delta" csv:"ts_in_delta"` // The delta of `ts_recv - ts_exchange_send`, max 2 seconds.
	Sequence  uint32  `json:"sequence" csv:"sequence"`       // The message sequence number assigned at the venue.
}

type Mbp0Msg struct {
	Header    RHeader `json:"hd" csv:"hd"`                   // The record header.
	Price     int64   `json:"price" csv:"price"`             // The order price where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.
	Size      uint32  `json:"size" csv:"size"`               // The order quantity.
	Action    uint8   `json:"action" csv:"action"`           // The event action. Always Trade in the trades schema. See Action.
	Side      uint8   `json:"side" csv:"side"`               // The side that initiates the event. Can be Ask for a sell aggressor, Bid for a buy aggressor, or None where no side is specified by the original trade.
	Flags     uint8   `json:"flags" csv:"flags"`             // A bit field indicating packet end, message characteristics, and data quality. See Flags.
	Depth     uint8   `json:"depth" csv:"depth"`             // The book level where the update event occurred.
	TsRecv    uint64  `json:"ts_recv" csv:"ts_recv"`         // The capture-server-received timestamp expressed as the number of nanoseconds since the UNIX epoch.
	TsInDelta int32   `json:"ts_in_delta" csv:"ts_in_delta"` // The matching-engine-sending timestamp expressed as the number of nanoseconds before ts_recv.
	Sequence  uint32  `json:"sequence" csv:"sequence"`       // The message sequence number assigned at the venue.
}

type Mbp1Msg struct {
	Header    RHeader    `json:"hd" csv:"hd"`                   // The record header.
	Price     int64      `json:"price" csv:"price"`             // The order price expressed as a signed integer where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.
	Size      uint32     `json:"size" csv:"size"`               // The order quantity.
	Action    byte       `json:"action" csv:"action"`           // The event action. Can be **A**dd, **C**ancel, **M**odify, clea**R**, or **T**rade.
	Side      byte       `json:"side" csv:"side"`               // The side that initiates the event. Can be **A**sk for a sell order (or sell aggressor in a trade), **B**id for a buy order (or buy aggressor in a trade), or **N**one where no side is specified by the original source.
	Flags     uint8      `json:"flags" csv:"flags"`             // A bit field indicating event end, message characteristics, and data quality. See [`enums::flags`](crate::enums::flags) for possible values.
	Depth     uint8      `json:"depth" csv:"depth"`             // The depth of actual book change.
	TsRecv    uint64     `json:"ts_recv" csv:"ts_recv"`         // The capture-server-received timestamp expressed as number of nanoseconds since the UNIX epoch.
	TsInDelta int32      `json:"ts_in_delta" csv:"ts_in_delta"` // The delta of `ts_recv - ts_exchange_send`, max 2 seconds.
	Sequence  uint32     `json:"sequence" csv:"sequence"`       // The message sequence number assigned at the venue.
	Level     BidAskPair `json:"levels" csv:"levels"`           // The top of the order book.
}

type Mbp10Msg struct {
	Header    RHeader        `json:"hd" csv:"hd"`                   // The record header.
	Price     int64          `json:"price" csv:"price"`             // The order price expressed as a signed integer where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.
	Size      uint32         `json:"size" csv:"size"`               // The order quantity.
	Action    byte           `json:"action" csv:"action"`           // The event action. Can be **A**dd, **C**ancel, **M**odify, clea**R**, or **T**rade.
	Side      byte           `json:"side" csv:"side"`               // The side that initiates the event. Can be **A**sk for a sell order (or sell aggressor in a trade), **B**id for a buy order (or buy aggressor in a trade), or **N**one where no side is specified by the original source.
	Flags     uint8          `json:"flags" csv:"flags"`             // A bit field indicating event end, message characteristics, and data quality. See [`enums::flags`](crate::enums::flags) for possible values.
	Depth     uint8          `json:"depth" csv:"depth"`             // The depth of actual book change.
	TsRecv    uint64         `json:"ts_recv" csv:"ts_recv"`         // The capture-server-received timestamp expressed as number of nanoseconds since the UNIX epoch.
	TsInDelta int32          `json:"ts_in_delta" csv:"ts_in_delta"` // The delta of `ts_recv - ts_exchange_send`, max 2 seconds.
	Sequence  uint32         `json:"sequence" csv:"sequence"`       // The message sequence number assigned at the venue.
	Levels    [10]BidAskPair `json:"levels" csv:"levels"`           // The top 10 levels of the order book.
}

type Metadata struct {
	VersionNum       uint8
	Schema           Schema // The data record schema. u16::MAX indicates a potential mix of schemas and record types, which will always be the case for live data.
	Start            uint64 // The start time of query range in UNIX epoch nanoseconds.
	End              uint64 // The end time of query range in UNIX epoch nanoseconds. u64::MAX indicates no end time was provided.
	Limit            uint64 // The maximum number of records to return. 0 indicates no limit.
	StypeIn          SType  // The symbology type of input symbols. u8::MAX indicates a potential mix of types, such as with live data.
	StypeOut         SType  // The symbology type of output symbols.
	TsOut            uint8  // Whether each record has an appended gateway send timestamp.
	SymbolCstrLen    uint16 // The number of bytes in fixed-length string symbols, including a null terminator byte. Version 2 only, symbol strings are always 22 in version 1.
	Dataset          string
	SchemaDefinition []byte // Self-describing schema to be implemented in the future.
	Symbols          []string
	Partial          []string
	NotFound         []string
	Mappings         []SymbolMapping
}

type MetadataHeaderV1 struct {
	DatasetRaw [Metadata_DatasetCstrLen]byte // The dataset code (string identifier).
	Schema     Schema                        // The data record schema. u16::MAX indicates a potential mix of schemas and record types, which will always be the case for live data.
	Start      uint64                        // The start time of query range in UNIX epoch nanoseconds.
	End        uint64                        // The end time of query range in UNIX epoch nanoseconds. u64::MAX indicates no end time was provided.
	Limit      uint64                        // The maximum number of records to return. 0 indicates no limit.
	ReservedX  [8]byte                       // Reserved padding
	StypeIn    SType                         // The symbology type of input symbols. u8::MAX indicates a potential mix of types, such as with live data.
	StypeOut   SType                         // The symbology type of output symbols.
	TsOut      uint8                         // Whether each record has an appended gateway send timestamp.
	Reserved   [MetadataV1_ReservedLen]byte  // Reserved padding, after is dynamically sized section
}

type MetadataHeaderV2 struct {
	DatasetRaw    [Metadata_DatasetCstrLen]byte // The dataset code (string identifier).
	Schema        Schema                        // The data record schema. u16::MAX indicates a potential mix of schemas and record types, which will always be the case for live data.
	Start         uint64                        // The start time of query range in UNIX epoch nanoseconds.
	End           uint64                        // The end time of query range in UNIX epoch nanoseconds. u64::MAX indicates no end time was provided.
	Limit         uint64                        // The maximum number of records to return. 0 indicates no limit.
	StypeIn       SType                         // The symbology type of input symbols. u8::MAX indicates a potential mix of types, such as with live data.
	StypeOut      SType                         // The symbology type of output symbols.
	TsOut         uint8                         // Whether each record has an appended gateway send timestamp.
	SymbolCstrLen uint16                        // The number of bytes in fixed-length string symbols, including a null terminator byte. Version 2 only, symbol strings are always 22 in version 1.
	Reserved      [MetadataV2_ReservedLen]byte  // Reserved padding, after is dynamically sized section
}

type MetadataPrefix struct {
	VersionRaw [4]byte // "DBN" followed by the version of DBN the file is encoded in as a u8.
	Length     uint32  // The length of the remaining metadata header, i.e. excluding MetadataPrefix
}

type NullVisitor struct {
}

type OhlcvMsg struct {
	Header RHeader `json:"hd" csv:"hd"`         // The record header.
	Open   int64   `json:"open" csv:"open"`     // The open price for the bar.
	High   int64   `json:"high" csv:"high"`     // The high price for the bar.
	Low    int64   `json:"low" csv:"low"`       // The low price for the bar.
	Close  int64   `json:"close" csv:"close"`   // The close price for the bar.
	Volume uint64  `json:"volume" csv:"volume"` // The total volume traded during the aggregation period.
}

type PitSymbolMap struct {
	// contains filtered or unexported fields
}

type Publisher uint16

type RHeader struct {
	Length       uint8  `json:"len,omitempty"`                     // The length of the record in 32-bit words.
	RType        RType  `json:"rtype" csv:"rtype"`                 // Sentinel values for different DBN record types.
	PublisherID  uint16 `json:"publisher_id" csv:"publisher_id"`   // The publisher ID assigned by Databento, which denotes the dataset and venue.
	InstrumentID uint32 `json:"instrument_id" csv:"instrument_id"` // The numeric instrument ID.
	TsEvent      uint64 `json:"ts_event" csv:"ts_event"`           // The matching-engine-received timestamp expressed as the number of nanoseconds since the UNIX epoch.
}

type RType uint8

type Record interface {
}

type RecordPtr[T any] interface {
	*T     // constrain to T or its pointer
	Record // T must implement record

	RType() RType
	RSize() uint16
	Fill_Raw([]byte) error
	Fill_Json(val *fastjson.Value, header *RHeader) error
}

type SType uint8

type Schema uint16

type SecurityUpdateAction uint8

type Side uint8

type StatMsg struct {
	Header       RHeader  `json:"hd" csv:"hd"`                       // The common header.
	TsRecv       uint64   `json:"ts_recv" csv:"ts_recv"`             // The capture-server-received timestamp expressed as the number of nanoseconds since the UNIX epoch.
	TsRef        uint64   `json:"ts_ref" csv:"ts_ref"`               // The reference timestamp of the statistic value expressed as the number of nanoseconds since the UNIX epoch. Will be [`crate::UNDEF_TIMESTAMP`] when unused.
	Price        int64    `json:"price" csv:"price"`                 // The value for price statistics expressed as a signed integer where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001. Will be [`crate::UNDEF_PRICE`] when unused.
	Quantity     int32    `json:"quantity" csv:"quantity"`           // The value for non-price statistics. Will be [`crate::UNDEF_STAT_QUANTITY`] when unused.
	Sequence     uint32   `json:"sequence" csv:"sequence"`           // The message sequence number assigned at the venue.
	TsInDelta    int32    `json:"ts_in_delta" csv:"ts_in_delta"`     // The delta of `ts_recv - ts_exchange_send`, max 2 seconds.
	StatType     uint16   `json:"stat_type" csv:"stat_type"`         // The type of statistic value contained in the message. Refer to the [`StatType`](crate::enums::StatType) for variants.
	ChannelID    uint16   `json:"channel_id" csv:"channel_id"`       // The channel ID assigned by Databento as an incrementing integer starting at zero.
	UpdateAction uint8    `json:"update_action" csv:"update_action"` // Indicates if the statistic is newly added (1) or deleted (2). (Deleted is only used with some stat types)
	StatFlags    uint8    `json:"stat_flags" csv:"stat_flags"`       // Additional flags associate with certain stat types.
	Reserved     [6]uint8 // Filler for alignment
}

type StatType uint8

type StatUpdateAction uint8

type StatusAction uint8

type StatusMsg struct {
	Header                RHeader  `json:"hd" csv:"hd"`                                             // The record header.
	TsRecv                uint64   `json:"ts_recv" csv:"ts_recv"`                                   // The capture-server-received timestamp expressed as number of nanoseconds since the UNIX epoch.
	Action                uint16   `json:"action" csv:"action"`                                     // The type of status change.
	Reason                uint16   `json:"reason" csv:"reason"`                                     // Additional details about the cause of the status change.
	TradingEvent          uint16   `json:"trading_event" csv:"trading_event"`                       // Further information about the status change and its effect on trading.
	IsTrading             uint8    `json:"is_trading" csv:"is_trading"`                             // The state of trading in the instrument.
	IsQuoting             uint8    `json:"is_quoting" csv:"is_quoting"`                             // The state of quoting in the instrument.
	IsShortSellRestricted uint8    `json:"is_short_sell_restricted" csv:"is_short_sell_restricted"` // The state of short sell restrictions for the instrument.
	Reserved              [7]uint8 // Filler for alignment.
}

type StatusReason uint8

type SymbolMapping struct {
	RawSymbol string            // The symbol assigned by publisher.
	Intervals []MappingInterval // The mappings of `native` for different date ranges.
}

type SymbolMappingMsg struct {
	Header         RHeader `json:"hd" csv:"hd"`                             // The common header.
	StypeIn        SType   `json:"stype_in" csv:"stype_in"`                 // The input symbology type of `stype_in_symbol`.
	StypeInSymbol  string  `json:"stype_in_symbol" csv:"stype_in_symbol"`   // The input symbol.
	StypeOut       SType   `json:"stype_out" csv:"stype_out"`               // The output symbology type of `stype_out_symbol`.
	StypeOutSymbol string  `json:"stype_out_symbol" csv:"stype_out_symbol"` // The output symbol.
	StartTs        uint64  `json:"start_ts" csv:"start_ts"`                 // The start of the mapping interval expressed as the number of nanoseconds since the UNIX epoch.
	EndTs          uint64  `json:"end_ts" csv:"end_ts"`                     // The end of the mapping interval expressed as the number of nanoseconds since the UNIX epoch.
}

type SystemCode uint8

type SystemMsg struct {
	Header  RHeader                 `json:"hd" csv:"hd"`     // The common header.
	Message [SystemMsg_MsgSize]byte `json:"msg" csv:"msg"`   // The message from the Databento Live Subscription Gateway (LSG).
	Code    SystemCode              `json:"code" csv:"code"` // The type of system message.
}

type TradingEvent uint8

type TriState uint8

type TsSymbolMap struct {
	// contains filtered or unexported fields
}

type UserDefinedInstrument uint8

type Venue uint16

type VersionUpgradePolicy uint8

type Visitor interface {
	OnMbp0(record *Mbp0Msg) error
	OnMbp1(record *Mbp1Msg) error
	OnMbp10(record *Mbp10Msg) error
	OnMbo(record *MboMsg) error

	OnOhlcv(record *OhlcvMsg) error
	OnCmbp1(record *Cmbp1Msg) error
	OnBbo(record *BboMsg) error

	OnImbalance(record *ImbalanceMsg) error
	OnStatMsg(record *StatMsg) error
	OnStatusMsg(record *StatusMsg) error
	OnInstrumentDefMsg(record *InstrumentDefMsg) error

	OnErrorMsg(record *ErrorMsg) error
	OnSystemMsg(record *SystemMsg) error
	OnSymbolMappingMsg(record *SymbolMappingMsg) error

	OnStreamEnd() error
}