package main

// Tick represents a single raw trade event from the Bybit WebSocket.
type Tick struct {
	Timestamp int64   // Epoch millisecond timestamp
	Price     float64 // Transacted trade price
	Volume    float64 // Trade quantity
	Side      string  // "Buy" or "Sell"
}

// FeatureBucket holds aggregated 5-second feature data ready for insertion into features.db.
type FeatureBucket struct {
	Timestamp   int64   // Epoch millisecond (start of 5s bucket)
	LogReturn   float64 // ln(Price_end / Price_start)
	RealizedVol float64 // Volatility of ticks inside the bucket
	OFI         float64 // Net volume (Buy volume - Sell volume)
	VolumeSum   float64 // Total volume exchanged
	ClosePrice  float64 // Final transaction price in the bucket
}

// BybitWSMessage represents the top-level WebSocket message from Bybit V5 publicTrade.
type BybitWSMessage struct {
	Topic string          `json:"topic"`
	Type  string          `json:"type"`
	TS    int64           `json:"ts"`
	Data  []BybitTradeRaw `json:"data"`
}

// BybitTradeRaw represents a single trade object within the Bybit WebSocket data array.
// Price and Volume arrive as strings from the API and need conversion.
type BybitTradeRaw struct {
	T  int64  `json:"T"`  // Timestamp (ms) that the order is filled
	S  string `json:"s"`  // Symbol name
	SD string `json:"S"`  // Side of taker: "Buy" or "Sell"
	V  string `json:"v"`  // Trade size (string)
	P  string `json:"p"`  // Trade price (string)
	I  string `json:"i"`  // Trade ID
}