Further scaffolding

2025-11-27 20:34:34 +08:00
parent c52b2f7aa6
commit f1e5937978
28 changed files with 322 additions and 143 deletions
--- a/core/data/events/mbodelta.go
+++ b/core/data/events/mbodelta.go
@@ -0,0 +1,20 @@
+package events
+
+type MBODelta struct {
+	Operation MBOOrderOp
+	OrderID   string
+	Side      Side
+	Price     float64
+	Size      float64
+	IsMaker   bool
+	Seq       uint64
+	ParentID  string
+}
+
+type MBOOrderOp uint8
+
+const (
+	OrderAdd MBOOrderOp = iota
+	OrderMod
+	OrderDel
+)