marketdata-shootout/marketdata.fbs
Bradlee Speice 373bc22684 Add support for writing Flatbuffers
Need to figure out stream parsing yet
2019-08-31 17:58:44 -04:00

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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];
}