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/mbpsnapshot.go
+++ b/core/data/events/mbpsnapshot.go
@@ -0,0 +1,13 @@
+package events
+
+type MBPSnapshot struct {
+	Bids  []PriceLevel
+	Asks  []PriceLevel
+	Depth int
+	Seq   uint64
+}
+
+type PriceLevel struct {
+	Price float64
+	Size  float64
+}