common

type Book struct {
	Instrument Instrument
	Bids       []BookLevel
	Asks       []BookLevel
	Sequence   uint64
}

type BookLevel struct {
	Price    Fixed
	Quantity Fixed
}

type ByteReader interface {
	io.Reader
	io.ByteReader
}

type ByteWriter interface {
	io.Writer
	io.ByteWriter
}

type ConnectorCallback interface {
	OnBook(*Book)
	// the following is for intra-day instrument addition, or initial startup
	OnInstrument(Instrument)
	// the callback will have the order locked, and will unlock when the callback returns
	OnOrderStatus(*Order)
	OnFill(*Fill)
	OnTrade(*Trade)
}

type Equity struct {
	Instrument
}

type ExchangeConnector interface {
	IsConnected() bool
	Connect() error
	Disconnect() error

	CreateOrder(order *Order) (OrderID, error)
	ModifyOrder(order OrderID, price Fixed, quantity Fixed) error
	CancelOrder(order OrderID) error

	Quote(instrument Instrument, bidPrice Fixed, bidQuantity Fixed, askPrice Fixed, askQuantity Fixed) error

	GetExchangeCode() string

	// ask exchange to create the instrument if it does not already exist, and assign a numeric instrument id
	// the instruments are not persisted across exchange restarts
	CreateInstrument(symbol string)
	// ask exchange for configured instruments, will be emitted via onInstrument() on the callback. this call
	// blocks until all instruments are received
	DownloadInstruments() error
}

type Expiration time.Time

type Fill struct {
	Instrument Instrument
	IsQuote    bool
	// Order will be nil on quote trade, the order is unlocked
	Order      *Order
	ExchangeID string
	Quantity   Fixed
	Price      Fixed
	Side       Side
	IsLegTrade bool
}

type Generic struct {
	Instrument
}

type Index struct {
	Instrument
}

type Instrument interface {
	ID() int64
	Symbol() string
	Group() string
}

type Maturity string

type Option struct {
	Instrument
	Underlying   Instrument
	Expires      Expiration
	Strike       decimal.Decimal
	OptionType   optionType
	MaturityDate Maturity
}

type OptionLeg struct {
	Option *Option
	Ratio  int
}

type OptionStrategy struct {
	Instrument
	Expires  Expiration
	Maturity Maturity
	Legs     []OptionLeg
}

type Order struct {
	sync.RWMutex
	Instrument
	Id         OrderID
	ExchangeId string
	Price      Fixed
	Side
	Quantity  Fixed
	Remaining Fixed
	OrderType
	OrderState
	RejectReason string
}

type OrderID int32

type OrderState string

type OrderType string

type Properties interface {
	GetString(key string, def string) string
	SetString(key string, value string)
	GetBytes(key string, def int) int
	Clone() Properties
}

type Side string

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

type Trade struct {
	Instrument Instrument
	Quantity   Fixed
	Price      Fixed
	ExchangeID string
	TradeTime  time.Time
}