marketdata-shootout/marketdata.fbs

namespace MdShootout;

union MessageBody {
    Trade, LevelUpdate
}

table Trade {
    price:uint64;
    size:uint32;
}

enum Side:uint8 {
    Buy,
    Sell
}

table LevelUpdate {
    price:uint64;
    size:uint32;
    flags:uint8;
    side:Side;
}

table Message {
    ts_nanos:int64;
    symbol:string;
    body:MessageBody;
}

table MultiMessage {
    seq_no:uint64;
    messages:[Message];
}