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package market
import (
"github.com/shopspring/decimal"
"wss-pool/pkg/model/base"
)
type SubscribeCtDepthResponse struct {
base base.WebSocketResponseBase
Channel string `json:"ch"`
Timestamp int64 `json:"ts"`
Tick *CtDepthTick
}
type SubscribeCtDepthTempResponse struct {
base base.WebSocketResponseBase
Channel string `json:"ch"`
Timestamp int64 `json:"ts"`
Tick *CtDepthTick `json:"tick"`
}
type SubscribeCtDepthResponseData struct {
Info interface{} `json:"info"`
Symbol string `json:"symbol"`
}
type CtDepthTick struct {
Mrid int64 `json:"mrid"` // 订单ID
Id int64 `json:"id"` // tick ID
Bids [][]decimal.Decimal `json:"bids"` // 卖盘,[price(挂单价), vol(此价格挂单张数)], 按price升序
Asks [][]decimal.Decimal `json:"asks"` // 买盘,[price(挂单价), vol(此价格挂单张数)], 按price降序
Ts int64 `json:"ts"` // 深度生成时间戳,每100MS生成一次,单位:毫秒
Version int64 `json:"version"` // 版本号
Ch string `json:"ch"` // 数据所属的 channel,格式: market.period
}