tradovate

type AsyncClient struct {
	AppName    string
	AppVersion string

	HttpHost       string
	WebsocketHost  string
	MarketDataHost string

	Username string
	Password string
	ClientId string
	ApiKey   string
	DeviceId string

	WebsocketConnected  bool
	WebsocketAuthorized bool
	WebsocketConnection *websocket.Conn

	MarketDataConnected  bool
	MarketDataAuthorized bool
	MarketDataConnection *websocket.Conn

	Events chan Message

	Connected bool

	AccessToken     string
	TokenExpiration time.Time

	HeartbeatTicker       *time.Ticker
	LastHeartbeatResponse time.Time

	PenaltyTicket string

	RequestPool   map[int64]RequestMetadata
	LastRequestId int64

	MarketData map[string][]Tick
}

type AuthorizationResponse struct {
	Id         int64 `json:"i"`
	StatusCode int   `json:"s"`
}

type Chart struct {
}

type ChartDescription struct {
	// Tick, DailyBar, MinuteBar, Custom, DOM
	UnderlyingType string `json:"underlyingType,omitempty"`
	ElementSize    int    `json:"elementSize,omitempty"`
	// Volume, Range, UnderlyingUnits, Renko, MomentumRange, PointAndFigure, OFARange
	ElementSizeUnit string `json:"elementSizeUnit,omitempty"`
	WithHistogram   bool   `json:"withHistogram,omitempty"`
}

type ChartRequest struct {
	Symbol           string           `json:"symbol"`
	ChartDescription ChartDescription `json:"chartDescription"`
	TimeRange        TimeRange        `json:"timeRange"`
}

type Client struct {
	AppName    string
	AppVersion string

	HttpHost      string
	WebsocketHost string
	Username      string
	Password      string
	ClientId      string
	ApiKey        string
	DeviceId      string

	ConnectionMutex sync.Mutex
	Connection      *websocket.Conn
	Connected       bool

	AccessToken     string
	TokenExpiration time.Time

	HeartbeatTicker       *time.Ticker
	LastHeartbeatResponse time.Time

	PenaltyTicket string

	RequestPool   map[int64]chan Message
	LastRequestId int64

	MarketData map[string][]Tick
}

type Connection struct {
	Connected  bool
	Connection *websocket.Conn
}

type Contract struct {
	Id                 int64   `json:"id"`
	Name               string  `json:"name"`
	ContractMaturityId int64   `json:"contractMaturityId"`
	Status             string  `json:"status"`
	ProviderTickSize   float64 `json:"providerTickSize"`
}

type Message struct {
	Id        int64           `json:"i,omitempty"`
	Status    int             `json:"s,omitempty"`
	EventType string          `json:"e,omitempty"`
	Data      json.RawMessage `json:"d,omitempty"`
}

type OrderHistoryResponse struct {
	OrderId     string `json:"orderId"`
	OrderLinkId string `json:"orderLinkId"`
	Symbol      string `json:"symbol"`
	Side        string `json:"side"`
	OrderStatus string `json:"orderStatus"`
	CreatedTime string `json:"createdTime"`
	UpdatedTime string `json:"updatedTime"`
}

type RateLimitError struct {
	PenaltyTicket     string
	PenaltyTime       int64
	PenaltyExpiration time.Time
	PenaltyCaptcha    bool
}

type RequestMetadata struct {
	Endpoint string
	SocketId string
}

type ResultResponse struct {
	NextPageCursor string                 `json:"nextPageCursor"`
	Category       string                 `json:"category"`
	List           []OrderHistoryResponse `json:"list"`
}

type Subscription struct {
	Mode         string `json:"mode"`
	HistoricalId int    `json:"historicalId"`
	RealtimeId   int    `json:"realtimeId"`
}

type SymbolFilter struct {
	LotSizeFilter struct {
		BasePrecision  string `json:"basePrecision"`
		QuotePrecision string `json:"quotePrecision"`
		MaxOrderQty    string `json:"maxOrderQty"`
		MinOrderQty    string `json:"minOrderQty"`
		MinOrderAmt    string `json:"minOrderAmt"`
		MaxOrderAmt    string `json:"maxOrderAmt"`
	} `json:"lotSizeFilter"`
	PriceFilter struct {
		TickSize string `json:"tickSize"`
	} `json:"priceFilter"`
}

type Tick struct {
	SubscriptionId string    `json:"id"`
	Source         string    `json:"source"`
	Time           time.Time `json:"time"`
	Price          float64   `json:"price"`
	Bid            float64   `json:"bid"`
	Ask            float64   `json:"ask"`
	AskSize        int       `json:"ask_size"`
	BidSize        int       `json:"bid_size"`
}

type Time struct {
	time.Time
}

type TimeRange struct {
	ClosestTimestamp Time `json:"closestTimestamp,omitempty"`
	ClosestTickId    int  `json:"closestTickId,omitempty"`
	AsFarAsTimestamp Time `json:"asFarAsTimestamp,omitempty"`
	AsMuchAsElement  int  `json:"asMuchAsElement,omitempty"`
}

type TradovateResponse struct {
	RetCode int            `json:"retCode"`
	RetMsg  string         `json:"retMsg"`
	Result  ResultResponse `json:"result"`
}