commons

type Algo interface {
	Run(input AlgoContext, ticker Ticker) (output AlgoContext)
}

type AlgoContainer interface {
	Algo
	Insert(a Algo)
}

type AlgoContext struct {
	Result bool
	Bools  map[string]bool
	Floats map[string]float64
	Ints   map[string]int
}

type Book1 struct {
	Time        time.Time
	Symbol      string
	BidPrice    float64
	BidQuantity float64
	AskPrice    float64
	AskQuantity float64
}

type CreateOrderResponse struct {
	ExecutedQuantity string
	AvgPrice         string
}

type Exchange interface {

	// CreateOrder accepts arguments of the following formats:
	//
	// - side: buy or sell,
	// - orderType: market (just that for now).
	CreateOrder(symbol, side, orderType, quantityStr string, reduceOnly bool) (CreateOrderResponse, error)

	// ChangeMarginType should be invoked with marginType set to
	// "crossed" or "isolated".
	ChangeMarginType(symbol, marginType string) error

	ChangeLeverage(symbol string, leverage int) error

	// [2] Streams.
	Book1(ctx context.Context, symbol string) chan Book1
	Trade(ctx context.Context, symbol string) chan Trade
}

type FilterWriter struct {
	Level  zerolog.Level
	Writer io.Writer
}

type LogConfig struct {
	Level string

	// Enable console logging.
	ConsoleLoggingEnabled bool

	// Directory to log to to when filelogging is enabled.
	Directory string

	// Filename is the name of the logfile which will be placed inside the directory.
	Filename string

	// MaxSize the max size in MB of the logfile before it's rolled.
	MaxSize int

	// MaxBackups the max number of rolled files to keep.
	MaxBackups int

	// MaxAge the max age in days to keep a logfile.
	MaxAge int
}

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

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

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

type State struct {
	Now     time.Time
	Tickers map[string]*Ticker
}

type StateKeeper struct {
	// We yield a new State through this channel after each
	// update.
	Channel chan Ticker
	// contains filtered or unexported fields
}

type Ticker struct {
	Now    time.Time
	Symbol string

	// Trade data.
	TradePrice    float64
	TradeQuantity float64

	// Order book level 1 data.
	BidPrice    float64
	BidQuantity float64
	AskPrice    float64
	AskQuantity float64
}

type Trade struct {
	Time     time.Time
	Symbol   string
	Price    float64
	Quantity float64
}

type VerboseAlgo struct{}