/* Licensed under Apache-2.0 */ #ifndef CRYPTO_MSG_TYPE_H_ #define CRYPTO_MSG_TYPE_H_ /** * Crypto message types. * * L2Snapshot and L2TopK are very similar, the former is from RESTful API, * the latter is from websocket. */ typedef enum { /** * All other messages */ Other, /** * tick-by-tick trade messages */ Trade, /** * Incremental level2 orderbook updates */ L2Event, /** * Level2 snapshot from RESTful API */ L2Snapshot, /** * Level2 top K snapshots from websocket */ L2TopK, /** * Incremental level3 orderbook updates */ L3Event, /** * Level3 snapshot from RESTful API */ L3Snapshot, /** * Best bid and ask */ BBO, /** * 24hr rolling window ticker */ Ticker, /** * OHLCV candlestick */ Candlestick, /** * Funding rate */ FundingRate, /** * Open interest */ OpenInterest, /** * Long/short ratio */ LongShortRatio, /** * Taker buy/sell volume */ TakerVolume, } MessageType; #endif /* CRYPTO_MSG_TYPE_H_ */