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package market
import (
"github.com/shopspring/decimal"
"wss-pool/pkg/model/base"
)
type SubscribeCtBboResponse struct {
base base.WebSocketResponseBase
Channel string `json:"ch"` // 数据所属的 channel,格式: market.$contract_code.bbo
Timestamp int64 `json:"ts"` // 响应生成时间点,单位:毫秒(指接口响应时间)
Tick *CtBboTick
}
type CtBboTick struct {
Mrid int64 `json:"mrid"` // 订单ID
Id int64 `json:"id"` // tick ID
Bids []decimal.Decimal `json:"bids"` // 买一盘,[price(挂单价), vol(此价格挂单张数)]
Asks []decimal.Decimal `json:"asks"` // 卖一盘,[price(挂单价), vol(此价格挂单张数)]
Ts int64 `json:"ts"` // 响应生成时间点,单位:毫秒(指数据生成时间)
Version int64 `json:"version"` // 版本号
Ch string `json:"ch"` // 数据所属的 channel,格式: market.$contract_code.bbo
}