package main

// Tick represents a single trade event persisted into hot storage.
type Tick struct {
	// Exchange identifiers
	TradeID string
	Seq     int64

	// Timing
	TradeTS int64 // Bybit trade timestamp (T)
	MessageTS int64
	RecvTS  int64 // Local receive timestamp

	// Trade data
	Symbol string
	Side   string
	Price  float64
	Volume float64

	// Exchange metadata
	TickDir    string // L
	BlockTrade bool   // BT
	RPI        bool   // RPI
}


// FeatureBucket holds aggregated 5-second feature data.
type FeatureBucket struct {
	Timestamp   int64
	LogReturn   float64
	RealizedVol float64
	OFI         float64
	VolumeSum   float64
	ClosePrice  float64
	VWAP        float64
}

// Top-level websocket message.
type BybitWSMessage struct {
	Topic string          `json:"topic"`
	Type  string          `json:"type"`
	TS    int64           `json:"ts"`
	Data  []BybitTradeRaw `json:"data"`
}

// Raw trade from Bybit publicTrade stream.
type BybitTradeRaw struct {
	T int64 `json:"T"`

	S  string `json:"s"`
	SD string `json:"S"`

	V string `json:"v"`
	P string `json:"p"`

	L string `json:"L"`

	I string `json:"i"`

	BT  bool `json:"BT"`
	RPI bool `json:"RPI"`

	Seq int64 `json:"seq"`
}