bybit

type AccountBalanceProvider interface {
	QueryAccountBalances(ctx context.Context) (types.BalanceMap, error)
}

type BookEvent struct {
	// Symbol name
	Symbol string `json:"s"`
	// Bids. For snapshot stream, the element is sorted by price in descending order
	Bids types.PriceVolumeSlice `json:"b"`
	// Asks. For snapshot stream, the element is sorted by price in ascending order
	Asks types.PriceVolumeSlice `json:"a"`
	// Update ID. Is a sequence. Occasionally, you'll receive "u"=1, which is a snapshot data due to the restart of
	// the service. So please overwrite your local orderbook
	UpdateId fixedpoint.Value `json:"u"`
	// Cross sequence. You can use this field to compare different levels orderbook data, and for the smaller seq,
	// then it means the data is generated earlier.
	SequenceId fixedpoint.Value `json:"seq"`

	// internal use
	// Copied from WebSocketTopicEvent.Type, WebSocketTopicEvent.Ts
	// Type can be one of snapshot or delta.
	Type DataType
	// ServerTime using the websocket timestamp as server time. Since the event not provide server time information.
	ServerTime time.Time
}

type DataType string

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

type KLine struct {
	// The start timestamp (ms)
	StartTime types.MillisecondTimestamp `json:"start"`
	// The end timestamp (ms)
	EndTime types.MillisecondTimestamp `json:"end"`
	// Kline interval
	Interval   string           `json:"interval"`
	OpenPrice  fixedpoint.Value `json:"open"`
	ClosePrice fixedpoint.Value `json:"close"`
	HighPrice  fixedpoint.Value `json:"high"`
	LowPrice   fixedpoint.Value `json:"low"`
	// Trade volume
	Volume fixedpoint.Value `json:"volume"`
	// Turnover.  Unit of figure: quantity of quota coin
	Turnover fixedpoint.Value `json:"turnover"`
	// Weather the tick is ended or not
	Confirm bool `json:"confirm"`
	// The timestamp (ms) of the last matched order in the candle
	Timestamp types.MillisecondTimestamp `json:"timestamp"`
}

type KLineEvent struct {
	KLines []KLine

	// internal use
	// Type can be one of snapshot or delta. Copied from WebSocketTopicEvent.Type
	Type DataType
	// Symbol. Copied from WebSocketTopicEvent.Topic
	Symbol string
}

type MarketInfoProvider interface {
	GetAllFeeRates(ctx context.Context) (bybitapi.FeeRates, error)
	QueryMarkets(ctx context.Context) (types.MarketMap, error)
}

type MarketTradeEvent struct {
	// Timestamp is the timestamp (ms) that the order is filled
	Timestamp types.MillisecondTimestamp `json:"T"`
	Symbol    string                     `json:"s"`
	// Side of taker. Buy,Sell
	Side bybitapi.Side `json:"S"`
	// Quantity is the trade size
	Quantity fixedpoint.Value `json:"v"`
	// Price is the trade price
	Price fixedpoint.Value `json:"p"`
	// L is the direction of price change. Unique field for future
	Direction string `json:"L"`
	// trade ID
	TradeId string `json:"i"`
	// Whether it is a block trade order or not
	BlockTrade bool `json:"BT"`
}

type OrderEvent struct {
	bybitapi.Order

	Category bybitapi.Category `json:"category"`
}

type Stream struct {
	types.StandardStream
	// contains filtered or unexported fields
}

type StreamDataProvider interface {
	MarketInfoProvider
	AccountBalanceProvider
}

type TopicType string

type TradeEvent struct {
	// linear and inverse order id format: 42f4f364-82e1-49d3-ad1d-cd8cf9aa308d (UUID format)
	// spot: 1468264727470772736 (only numbers)
	// we only use spot trading.
	OrderId     string            `json:"orderId"`
	OrderLinkId string            `json:"orderLinkId"`
	Category    bybitapi.Category `json:"category"`
	Symbol      string            `json:"symbol"`
	ExecId      string            `json:"execId"`
	ExecPrice   fixedpoint.Value  `json:"execPrice"`
	ExecQty     fixedpoint.Value  `json:"execQty"`

	// Is maker order. true: maker, false: taker
	IsMaker bool `json:"isMaker"`
	// Paradigm block trade ID
	BlockTradeId string `json:"blockTradeId"`
	// Order type. Market,Limit
	OrderType bybitapi.OrderType `json:"orderType"`
	// 	Side. Buy,Sell
	Side bybitapi.Side `json:"side"`
	// 	Executed timestamp（ms）
	ExecTime types.MillisecondTimestamp `json:"execTime"`
	// 	Closed position size
	ClosedSize fixedpoint.Value `json:"closedSize"`

	/* The following parameters do not support SPOT trading. */
	// Executed trading fee. You can get spot fee currency instruction here. Normal spot is not supported
	ExecFee fixedpoint.Value `json:"execFee"`
	// Executed type. Normal spot is not supported
	ExecType string `json:"execType"`
	// Executed order value. Normal spot is not supported
	ExecValue fixedpoint.Value `json:"execValue"`
	// Trading fee rate. Normal spot is not supported
	FeeRate fixedpoint.Value `json:"feeRate"`
	// The remaining qty not executed. Normal spot is not supported
	LeavesQty fixedpoint.Value `json:"leavesQty"`
	// Order price. Normal spot is not supported
	OrderPrice fixedpoint.Value `json:"orderPrice"`
	// Order qty. Normal spot is not supported
	OrderQty fixedpoint.Value `json:"orderQty"`
	// Stop order type. If the order is not stop order, any type is not returned. Normal spot is not supported
	StopOrderType string `json:"stopOrderType"`
	// Whether to borrow. Unified spot only. 0: false, 1: true. . Normal spot is not supported, always 0
	IsLeverage string `json:"isLeverage"`
	// Implied volatility of mark price. Valid for option
	MarkIv string `json:"markIv"`
	// The mark price of the symbol when executing. Valid for option
	MarkPrice fixedpoint.Value `json:"markPrice"`
	// The index price of the symbol when executing. Valid for option
	IndexPrice fixedpoint.Value `json:"indexPrice"`
	// The underlying price of the symbol when executing. Valid for option
	UnderlyingPrice fixedpoint.Value `json:"underlyingPrice"`
	// Implied volatility. Valid for option
	TradeIv string `json:"tradeIv"`
}

type WebSocketOpEvent struct {
	Success bool   `json:"success"`
	RetMsg  string `json:"ret_msg"`
	ReqId   string `json:"req_id,omitempty"`

	ConnId string   `json:"conn_id"`
	Op     WsOpType `json:"op"`
	Args   []string `json:"args"`
}

type WebSocketTopicEvent struct {
	Topic string   `json:"topic"`
	Type  DataType `json:"type"`
	// The timestamp (ms) that the system generates the data
	Ts   types.MillisecondTimestamp `json:"ts"`
	Data json.RawMessage            `json:"data"`
}

type WebsocketOp struct {
	Op   WsOpType `json:"op"`
	Args []string `json:"args"`
}

type WsEvent struct {
	// "op" and "topic" are exclusive.
	*WebSocketOpEvent
	*WebSocketTopicEvent
}

type WsOpType string