34 lines
442 B
Cap'n Proto
34 lines
442 B
Cap'n Proto
@0x9b88118c58e937dc;
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struct MultiMessage {
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seqNo @0 :UInt64;
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messages @1 :List(Message);
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}
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struct Message {
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ts @0 :Int64;
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symbol @1 :Text;
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union {
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trade @2 :Trade;
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quote @3 :LevelUpdate;
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}
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}
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struct Trade {
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price @0 :UInt64;
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size @1 :UInt32;
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}
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struct LevelUpdate {
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price @0 :UInt64;
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size @1 :UInt32;
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flags @2 :UInt8;
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side @3 :Side;
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}
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enum Side {
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buy @0;
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sell @1;
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}
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