Added klines, liquidations, tickers and trades to be recorded. Bundled the stats as cli argument.

types.go

@@ -35,7 +35,7 @@ type FeatureBucket struct {
 	VWAP        float64
 }
 
-// Top-level websocket message.
+// Top-level websocket message (used for topic extraction and trade parsing).
 type BybitWSMessage struct {
 	Topic string          `json:"topic"`
 	Type  string          `json:"type"`
@@ -62,3 +62,209 @@ type BybitTradeRaw struct {
 
 	Seq int64 `json:"seq"`
 }
+
+// --- MessageHandler interface for multi-stream support ---
+
+// MessageHandler is implemented by each stream handler (trades, ticker, klines, etc.)
+type MessageHandler interface {
+	// Topics returns the list of Bybit WebSocket topics this handler subscribes to.
+	Topics() []string
+	// HandleMessage processes a raw WebSocket message routed by topic.
+	HandleMessage(data []byte)
+	// Close gracefully shuts down the handler, flushing any pending data.
+	Close()
+}
+
+// --- Ticker types ---
+
+// BybitTickerMessage is the WebSocket response for the tickers stream.
+type BybitTickerMessage struct {
+	Topic string         `json:"topic"`
+	Type  string         `json:"type"` // "snapshot" or "delta"
+	TS    int64          `json:"ts"`
+	CS    int64          `json:"cs"`
+	Data  BybitTickerRaw `json:"data"`
+}
+
+// BybitTickerRaw holds the fields from a Bybit ticker push (linear/inverse).
+type BybitTickerRaw struct {
+	Symbol          string `json:"symbol"`
+	LastPrice       string `json:"lastPrice"`
+	Bid1Price       string `json:"bid1Price"`
+	Bid1Size        string `json:"bid1Size"`
+	Ask1Price       string `json:"ask1Price"`
+	Ask1Size        string `json:"ask1Size"`
+	HighPrice24h    string `json:"highPrice24h"`
+	LowPrice24h     string `json:"lowPrice24h"`
+	Volume24h       string `json:"volume24h"`
+	Turnover24h     string `json:"turnover24h"`
+	MarkPrice       string `json:"markPrice"`
+	IndexPrice      string `json:"indexPrice"`
+	OpenInterest    string `json:"openInterest"`
+	FundingRate     string `json:"fundingRate"`
+	NextFundingTime string `json:"nextFundingTime"`
+	Price24hPcnt    string `json:"price24hPcnt"`
+}
+
+// TickerSnapshot is a parsed ticker snapshot row for hot DB storage.
+type TickerSnapshot struct {
+	Timestamp    int64
+	LastPrice    float64
+	Bid1Price    float64
+	Bid1Size     float64
+	Ask1Price    float64
+	Ask1Size     float64
+	MarkPrice    float64
+	IndexPrice   float64
+	OpenInterest float64
+	FundingRate  float64
+	Volume24h    float64
+	Turnover24h  float64
+}
+
+// TickerFeature holds derived features computed from ticker snapshots.
+type TickerFeature struct {
+	Timestamp        int64
+	Spread           float64
+	SpreadBps        float64
+	MidPrice         float64
+	OIChange         float64
+	FundingRate      float64
+	MarkIndexBasis   float64
+	BidAskImbalance  float64
+}
+
+// --- Kline types ---
+
+// BybitKlineMessage is the WebSocket response for the kline stream.
+type BybitKlineMessage struct {
+	Topic string          `json:"topic"`
+	Type  string          `json:"type"`
+	TS    int64           `json:"ts"`
+	Data  []BybitKlineRaw `json:"data"`
+}
+
+// BybitKlineRaw holds the fields from a single kline (candle) push.
+type BybitKlineRaw struct {
+	Start     int64  `json:"start"`
+	End       int64  `json:"end"`
+	Interval  string `json:"interval"`
+	Open      string `json:"open"`
+	Close     string `json:"close"`
+	High      string `json:"high"`
+	Low       string `json:"low"`
+	Volume    string `json:"volume"`
+	Turnover  string `json:"turnover"`
+	Confirm   bool   `json:"confirm"`
+	Timestamp int64  `json:"timestamp"`
+}
+
+// Kline is a parsed kline row for hot DB storage.
+type Kline struct {
+	StartTime int64
+	EndTime   int64
+	Interval  string
+	Open      float64
+	High      float64
+	Low       float64
+	Close     float64
+	Volume    float64
+	Turnover  float64
+	Confirmed bool
+}
+
+// KlineFeature holds derived features computed from kline data.
+type KlineFeature struct {
+	Timestamp  int64
+	Interval   string
+	BodyRatio  float64
+	UpperWick  float64
+	LowerWick  float64
+	LogReturn  float64
+	Volume     float64
+	Turnover   float64
+}
+
+// --- Orderbook types ---
+
+// BybitOrderbookMessage is the WebSocket response for the orderbook stream.
+type BybitOrderbookMessage struct {
+	Topic string             `json:"topic"`
+	Type  string             `json:"type"` // "snapshot" or "delta"
+	TS    int64              `json:"ts"`
+	Data  BybitOrderbookData `json:"data"`
+}
+
+// BybitOrderbookData holds the bids/asks arrays from an orderbook push.
+type BybitOrderbookData struct {
+	S   string     `json:"s"`   // Symbol
+	B   [][]string `json:"b"`   // Bids: [[price, size], ...]
+	A   [][]string `json:"a"`   // Asks: [[price, size], ...]
+	U   int64      `json:"u"`   // Update ID
+	Seq int64      `json:"seq"`
+}
+
+// OrderbookLevel represents a single price level in the order book.
+type OrderbookLevel struct {
+	Price float64
+	Size  float64
+}
+
+// OrderbookFeature holds derived features computed from orderbook snapshots.
+type OrderbookFeature struct {
+	Timestamp          int64
+	Spread             float64
+	MidPrice           float64
+	BidDepth5          float64
+	AskDepth5          float64
+	BidDepth20         float64
+	AskDepth20         float64
+	DepthImbalance5    float64
+	DepthImbalance20   float64
+	WeightedMid        float64
+	VWAP10             float64
+}
+
+// --- Liquidation types ---
+
+// BybitLiquidationMessage is the WebSocket response for the allLiquidation stream.
+type BybitLiquidationMessage struct {
+	Topic string                 `json:"topic"`
+	Type  string                 `json:"type"`
+	TS    int64                  `json:"ts"`
+	Data  BybitLiquidationData   `json:"data"`
+}
+
+// BybitLiquidationData holds the fields from a single liquidation event.
+type BybitLiquidationData struct {
+	T  int64  `json:"T"`  // Timestamp ms
+	S  string `json:"s"`  // Symbol
+	SD string `json:"S"`  // Side: "Buy" (long liq) or "Sell" (short liq)
+	V  string `json:"v"`  // Quantity
+	P  string `json:"p"`  // Bankruptcy price
+}
+
+// Liquidation is a parsed liquidation event for hot DB storage.
+type Liquidation struct {
+	Timestamp int64
+	Side      string
+	Price     float64
+	Quantity  float64
+	Value     float64 // price * quantity
+}
+
+// LiquidationFeature holds aggregated liquidation features for a 5-second bucket.
+type LiquidationFeature struct {
+	Timestamp    int64
+	CountTotal   int
+	CountLong    int
+	CountShort   int
+	VolumeTotal  float64
+	VolumeLong   float64
+	VolumeShort  float64
+	ValueTotal   float64
+	ValueLong    float64
+	ValueShort   float64
+	AvgPrice     float64
+	NetValue     float64
+}