orders

type Loader interface {
	Read(ctx context.Context, input io.Reader) ([]*Order, error)
	Write(ctx context.Context, output io.Writer, input []*Order) error
}

type Order struct {
	// UnixTime the order was placed, for back-testing we will assume all orders are filled immediately.
	UnixTime int64 `csv:"time" avro:"time" json:"time"`
	// OrderItems are all of the items that are purchased or sold
	OrderItems []*OrderItem `csv:"items" avro:"items" json:"items"`
}

type OrderItem struct {
	// Direction - are we buying or selling?
	constants.Direction `csv:"direction" avro:"direction" json:"direction"`

	// ItemType - what type of item is this?
	constants.ItemType `csv:"item_type" avro:"item_type" json:"item_type"`

	// Symbol or ID of the item we are buying or selling
	Symbol string `csv:"symbol" avro:"symbol" json:"symbol"`

	// Amount - How many of the items are you buying or selling?
	// Ex 100 shares of stock, or 1x option contract
	Amount float64 `csv:"amount" avro:"amount" json:"amount"`

	// QuantityPerAmount - how many items are included amount we buy or sell?
	// Stock == 1
	// Option == 10, 100, or some other customer number
	// Crypto == Variable, depending on the currency
	QuantityPerAmount float64 `csv:"quantity_per_amount" avro:"quantity_per_amount" json:"quantity_per_amount"`

	// Price - How much is it per item?
	// 1. A stock is $10 so it's $10 per share
	// 2. An option is $1 per 100 shares, so it's $100 for the contract
	Price float64 `csv:"price" avro:"price" json:"price"`
}