model

type AccountID string

type AccountSnapshot struct {
	AccountID    AccountID
	Venue        Venue
	Type         AccountType
	BaseCurrency Currency
	Balances     []Balance
	Margins      []MarginBalance
	Timestamp    time.Time
}

type AccountType string

type AggregationSource string

type AggressorSide string

type Balance struct {
	Currency Currency
	Free     string
	Locked   string
	Total    string
}

type Bar struct {
	BarType    BarType
	Open       decimal.Decimal
	High       decimal.Decimal
	Low        decimal.Decimal
	Close      decimal.Decimal
	Volume     decimal.Decimal
	Timestamp  time.Time
	InitTime   time.Time
	IsRevision bool
}

type BarAggregation string

type BarPriceType string

type BarType struct {
	InstrumentID      InstrumentID
	Step              time.Duration
	Aggregation       BarAggregation
	PriceType         BarPriceType
	AggregationSource AggregationSource
}

type BatchCancelOrders struct {
	Metadata     CommandMetadata
	AccountID    AccountID
	InstrumentID InstrumentID
	Cancels      []CancelOrder
}

type BracketOrderRequest struct {
	InstrumentID InstrumentID
	Side         OrderSide
	Quantity     decimal.Decimal
	EntryPrice   decimal.Decimal
	TakeProfit   decimal.Decimal
	StopLoss     decimal.Decimal
}

type CancelAllOrders struct {
	Metadata     CommandMetadata
	AccountID    AccountID
	InstrumentID InstrumentID
	OrderSide    OrderSide
}

type CancelOrder struct {
	Metadata      CommandMetadata
	AccountID     AccountID
	InstrumentID  InstrumentID
	OrderID       OrderID
	ClientOrderID ClientOrderID
}

type ClientOrderID string

type CommandID string

type CommandMetadata struct {
	TraderID        TraderID
	StrategyID      StrategyID
	CommandID       CommandID
	CorrelationID   CorrelationID
	ClientID        ExecutionClientID
	ComponentID     ComponentID
	ExecAlgorithmID ExecAlgorithmID
	ExecSpawnID     ExecSpawnID
	TsInit          time.Time
	Params          map[string]string
}

type ComponentID string

type ContingencyType string

type CorrelationID string

type Currency string

type CustomData struct {
	InstrumentID InstrumentID
	Type         string
	Fields       map[string]string
	Timestamp    time.Time
	InitTime     time.Time
}

type DataRequest struct {
	Metadata     CommandMetadata
	RequestID    DataRequestID
	InstrumentID InstrumentID
	Type         MarketDataType
	BarType      BarType
	Start        time.Time
	End          time.Time
	Limit        int
	Depth        int
	CustomType   string
}

type DataRequestID string

type DataResponse struct {
	Metadata     CommandMetadata
	RequestID    DataRequestID
	InstrumentID InstrumentID
	Type         MarketDataType
	BarType      BarType
	Events       []MarketEvent
	IsFinal      bool
}

type ExecAlgorithmID string

type ExecSpawnID string

type ExecutionClientID string

type ExecutionEvent struct {
	Account           *AccountSnapshot
	Order             *OrderStatusReport
	Lifecycle         *OrderLifecycleEvent
	Fill              *FillReport
	Position          *PositionStatusReport
	PositionLifecycle *PositionLifecycleEvent
}

type ExecutionMassStatus struct {
	Metadata  CommandMetadata
	AccountID AccountID
	Venue     Venue
	Accounts  []AccountSnapshot
	Orders    []OrderStatusReport
	Fills     []FillReport
	Positions []PositionStatusReport
	Timestamp time.Time
}

type FillReport struct {
	AccountID     AccountID
	InstrumentID  InstrumentID
	OrderID       OrderID
	VenueOrderID  VenueOrderID
	ClientOrderID ClientOrderID
	TradeID       TradeID
	PositionID    PositionID
	IsLeg         bool
	Side          OrderSide
	Price         decimal.Decimal
	Quantity      decimal.Decimal
	Fee           decimal.Decimal
	FeeCurrency   Currency
	Timestamp     time.Time
}

type FundingRate struct {
	InstrumentID InstrumentID
	// Rate is the venue's settlement-interval funding rate. FundingInterval
	// declares that interval when the venue exposes it; callers that need an
	// hourly rate should derive it explicitly from these fields.
	Rate            decimal.Decimal
	MarkPrice       decimal.Decimal
	IndexPrice      decimal.Decimal
	NextFundingTime time.Time
	FundingInterval time.Duration
	Timestamp       time.Time
	InitTime        time.Time
}

type GenerateExecutionMassStatus struct {
	Metadata        CommandMetadata
	AccountID       AccountID
	InstrumentID    InstrumentID
	OrderID         OrderID
	VenueOrderID    VenueOrderID
	ClientOrderID   ClientOrderID
	PositionID      PositionID
	VenuePositionID VenuePositionID
}

type GenerateFillReports struct {
	Metadata      CommandMetadata
	AccountID     AccountID
	InstrumentID  InstrumentID
	OrderID       OrderID
	VenueOrderID  VenueOrderID
	ClientOrderID ClientOrderID
	StartTradeID  TradeID
}

type GenerateOrderStatusReports struct {
	Metadata      CommandMetadata
	AccountID     AccountID
	InstrumentID  InstrumentID
	OrderID       OrderID
	VenueOrderID  VenueOrderID
	ClientOrderID ClientOrderID
}

type GeneratePositionStatusReports struct {
	Metadata        CommandMetadata
	AccountID       AccountID
	InstrumentID    InstrumentID
	PositionID      PositionID
	VenuePositionID VenuePositionID
}

type Instrument struct {
	ID          InstrumentID
	RawSymbol   string
	Type        InstrumentType
	Base        Currency
	Quote       Currency
	Settle      Currency
	PriceTick   decimal.Decimal
	SizeTick    decimal.Decimal
	MakerFee    decimal.Decimal
	TakerFee    decimal.Decimal
	MarginInit  decimal.Decimal
	MarginMaint decimal.Decimal
	Status      InstrumentStatus
}

type InstrumentID struct {
	Symbol string
	Venue  Venue
}

type InstrumentStatus string

type InstrumentType string

type MarginBalance struct {
	Currency     Currency
	InstrumentID InstrumentID
	Initial      string
	Maintenance  string
}

type MarketDataType string

type MarketEvent struct {
	Ticker      *Ticker
	OrderBook   *OrderBook
	Trade       *TradeTick
	Quote       *QuoteTick
	Bar         *Bar
	FundingRate *FundingRate
	Custom      *CustomData
}

type ModifyOrder struct {
	Metadata           CommandMetadata
	AccountID          AccountID
	InstrumentID       InstrumentID
	OrderID            OrderID
	VenueOrderID       VenueOrderID
	ClientOrderID      ClientOrderID
	Quantity           decimal.Decimal
	Price              decimal.Decimal
	TriggerPrice       decimal.Decimal
	ActivationPrice    decimal.Decimal
	TrailingOffset     decimal.Decimal
	TrailingOffsetType TrailingOffsetType
	TimeInForce        TimeInForce
}

type OrderBook struct {
	InstrumentID InstrumentID
	Bids         []OrderBookLevel
	Asks         []OrderBookLevel
	Timestamp    time.Time
}

type OrderBookLevel struct {
	Price decimal.Decimal
	Size  decimal.Decimal
}

type OrderEventKind string

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

type OrderFactoryOption func(*OrderFactory)

type OrderID string

type OrderLifecycleEvent struct {
	Metadata       CommandMetadata
	AccountID      AccountID
	InstrumentID   InstrumentID
	OrderID        OrderID
	ClientOrderID  ClientOrderID
	VenueOrderID   VenueOrderID
	Kind           OrderEventKind
	PreviousStatus OrderStatus
	Status         OrderStatus
	Reason         string
	Report         *OrderStatusReport
}

type OrderList struct {
	Metadata CommandMetadata
	ID       OrderListID
	Orders   []SubmitOrder
}

type OrderListID string

type OrderListKind string

type OrderSide string

type OrderStatus string

type OrderStatusReport struct {
	Metadata            CommandMetadata
	AccountID           AccountID
	InstrumentID        InstrumentID
	TriggerInstrumentID InstrumentID
	OrderListID         OrderListID
	PositionID          PositionID
	OrderID             OrderID
	VenueOrderID        VenueOrderID
	ParentClientOrderID ClientOrderID
	ClientOrderID       ClientOrderID
	Status              OrderStatus
	Side                OrderSide
	Type                OrderType
	Contingency         ContingencyType
	Quantity            decimal.Decimal
	FilledQuantity      decimal.Decimal
	LeavesQuantity      decimal.Decimal
	Price               decimal.Decimal
	TriggerPrice        decimal.Decimal
	ActivationPrice     decimal.Decimal
	TrailingOffset      decimal.Decimal
	TrailingOffsetType  TrailingOffsetType
	PostOnly            bool
	ReduceOnly          bool
	TimeInForce         TimeInForce
	ExpireTime          time.Time
	AveragePrice        decimal.Decimal
	LastUpdatedTime     time.Time
}

type OrderType string

type PositionEventKind string

type PositionID string

type PositionLifecycleEvent struct {
	AccountID        AccountID
	InstrumentID     InstrumentID
	PositionID       PositionID
	Kind             PositionEventKind
	PreviousSide     PositionSide
	PreviousQuantity decimal.Decimal
	Side             PositionSide
	Quantity         decimal.Decimal
	Report           *PositionStatusReport
}

type PositionSide string

type PositionStatusReport struct {
	Metadata        CommandMetadata
	AccountID       AccountID
	InstrumentID    InstrumentID
	PositionID      PositionID
	VenuePositionID VenuePositionID
	Side            PositionSide
	Quantity        decimal.Decimal
	EntryPrice      decimal.Decimal
	Timestamp       time.Time
}

type QueryAccount struct {
	Metadata  CommandMetadata
	AccountID AccountID
}

type QueryOrder struct {
	Metadata      CommandMetadata
	AccountID     AccountID
	InstrumentID  InstrumentID
	OrderID       OrderID
	VenueOrderID  VenueOrderID
	ClientOrderID ClientOrderID
}

type QuoteTick struct {
	InstrumentID InstrumentID
	BidPrice     decimal.Decimal
	AskPrice     decimal.Decimal
	BidSize      decimal.Decimal
	AskSize      decimal.Decimal
	Timestamp    time.Time
	InitTime     time.Time
}

type StrategyID string

type SubmitOrder struct {
	Metadata            CommandMetadata
	AccountID           AccountID
	InstrumentID        InstrumentID
	TriggerInstrumentID InstrumentID
	OrderListID         OrderListID
	ParentClientOrderID ClientOrderID
	ClientOrderID       ClientOrderID
	Side                OrderSide
	Type                OrderType
	Contingency         ContingencyType
	TimeInForce         TimeInForce
	Quantity            decimal.Decimal
	Price               decimal.Decimal
	TriggerPrice        decimal.Decimal
	ActivationPrice     decimal.Decimal
	TrailingOffset      decimal.Decimal
	TrailingOffsetType  TrailingOffsetType
	EmulationTrigger    TriggerType
	PostOnly            bool
	ReduceOnly          bool
	ExpireTime          time.Time
}

type SubmitOrderList struct {
	Metadata  CommandMetadata
	AccountID AccountID
	List      OrderList
}

type SubmitOrderOption func(*SubmitOrder)

type SubscribeMarketData struct {
	InstrumentID InstrumentID
	Type         MarketDataType
	Depth        int
	BarType      BarType
}

type SyntheticInstrument struct {
	ID             InstrumentID
	PricePrecision int
	PriceTick      decimal.Decimal
	Components     []InstrumentID
	Formula        string
	Timestamp      time.Time
	InitTime       time.Time
}

type Ticker struct {
	InstrumentID InstrumentID
	Bid          decimal.Decimal
	Ask          decimal.Decimal
	Last         decimal.Decimal
	Timestamp    time.Time
}

type TimeInForce string

type TradeID string

type TradeTick struct {
	InstrumentID  InstrumentID
	Price         decimal.Decimal
	Size          decimal.Decimal
	AggressorSide AggressorSide
	TradeID       TradeID
	Timestamp     time.Time
	InitTime      time.Time
}

type TraderID string

type TrailingOffsetType string

type TriggerType string

type Venue string

type VenueOrderID string

type VenuePositionID string