orderbook

type BatchEvents struct {
	// Events - Batch of events.
	Events []*Event `protobuf:"bytes,1,rep,name=events" json:"events,omitempty"`
}

type Event struct {
	// Id - Identifier of this event.
	// It can be for example `seq` number as in `Poloniex`.
	ID int64 `protobuf:"varint,1,opt,name=id,proto3" json:"id,omitempty"`
	// Event - Inner event, it can be order update or a trade.
	//
	// Types that are valid to be assigned to Event:
	//	*Event_Order
	//	*Event_Trade
	Event isEvent_Event `protobuf_oneof:"event"`
}

type Event_Order struct {
	Order *order.Order `protobuf:"bytes,2,opt,name=order,oneof"`
}

type Event_Trade struct {
	Trade *order.Trade `protobuf:"bytes,3,opt,name=trade,oneof"`
}

type OrderBookClient interface {
	// Read - Starts streaming real-time updates of an order book,
	// and all trades happening in real-time.
	// Batches are sent in `MaxBatchSize` when reading from history,
	// or in received size in real-time when live streaming.
	Read(ctx context.Context, in *ReadRequest, opts ...grpc.CallOption) (OrderBook_ReadClient, error)
}

type OrderBookServer interface {
	// Read - Starts streaming real-time updates of an order book,
	// and all trades happening in real-time.
	// Batches are sent in `MaxBatchSize` when reading from history,
	// or in received size in real-time when live streaming.
	Read(*ReadRequest, OrderBook_ReadServer) error
}

type OrderBook_ReadClient interface {
	Recv() (*BatchEvents, error)
	grpc.ClientStream
}

type OrderBook_ReadServer interface {
	Send(*BatchEvents) error
	grpc.ServerStream
}

type ReadRequest struct {
	// Pair - Currency pair.
	Pair *currency.Pair `protobuf:"bytes,1,opt,name=pair" json:"pair,omitempty"`
	// Exchange - Identifier of an exchange.
	Exchange exchange.Exchange `protobuf:"varint,2,opt,name=exchange,proto3,enum=exchange.Exchange" json:"exchange,omitempty"`
	// Start - Time of a first order to read.
	// If it is zero it will start reading from first record.
	Start *google_protobuf1.Timestamp `protobuf:"bytes,3,opt,name=start" json:"start,omitempty"`
	// End - Time of a last order to read.
	// `Zero` will indicate we want to read until the end,
	// in case of historical data it will be last existing trade,
	// in case of real-time data it will stream updates forever.
	End *google_protobuf1.Timestamp `protobuf:"bytes,4,opt,name=end" json:"end,omitempty"`
	// MaxBatchSize - Maximum size of a single batch sent.
	MaxBatchSize int64 `protobuf:"varint,5,opt,name=max_batch_size,proto3" json:"max_batch_size,omitempty"`
}