kstreamdb

type DB struct {
	DataPath string
}

type DepthItem struct {
	Price    float32
	Quantity uint32
	Orders   uint32
}

type PlaybackFunc func(TickData)

type Socket struct {
	InProcPubSub   *pubsub.PubSub
	Sock           mangos.Socket
	IsStreamServer bool
}

type TickData struct {
	TradingSymbol string
	IsTradable    bool

	Timestamp time.Time

	LastTradeTime      time.Time
	LastPrice          float32
	LastTradedQuantity uint32

	AverageTradePrice float32

	VolumeTraded      uint32
	TotalBuyQuantity  uint32
	TotalSellQuantity uint32

	DayOpen      float32
	DayHighPrice float32
	DayLowPrice  float32
	LastDayClose float32

	OI        uint32
	OIDayHigh uint32
	OIDayLow  uint32

	Bid [5]DepthItem
	Ask [5]DepthItem
}