/*
 * The contents of this file are subject to the Mozilla Public License Version
 * 2.0 (the "License"); you may not use this file except in compliance with
 * the License. You may obtain a copy of the License at
 * http://www.mozilla.org/MPL/
 *
 * Software distributed under the License is distributed on an "AS IS" basis,
 * WITHOUT WARRANTY OF ANY KIND, either express or implied. See the License
 * for the specific language governing rights and limitations under the
 * License.
 *
 * The Initial Developer of the Original Code is Devexperts LLC.
 * Portions created by the Initial Developer are Copyright (C) 2010
 * the Initial Developer. All Rights Reserved.
 *
 * Contributor(s):
 *
 */

/*
 *  Here we have the data structures passed along with symbol events
 */

/**
 * @file
 * @brief dxFeed C API event data structures declarations
 */

/**
 * @defgroup event-data-structures Event data structures
 * @brief DxFeed C API event data structures declarations
 */

/**
 * @ingroup event-data-structures
 * @defgroup event-data-structures-order-spread-order Order & Spread Order
 * @brief Order & Spread Order
 */

/**
 * @ingroup event-data-structures
 * @defgroup event-data-structures-trade-trade-eth Trade & Trade ETH
 * @brief Trade & Trade ETH
 */

/**
 * @ingroup event-data-structures
 * @defgroup event-data-structures-quote Quote
 * @brief Quote
 */

/**
 * @ingroup event-data-structures
 * @defgroup event-data-structures-summary Summary
 * @brief Summary
 */

/**
 * @ingroup event-data-structures
 * @defgroup event-data-structures-profile Profile
 * @brief Profile
 */

/**
 * @ingroup event-data-structures
 * @defgroup event-data-structures-tns Time & Sale
 * @brief Time & Sale
 */

/**
 * @ingroup event-data-structures
 * @defgroup event-data-structures-candle Candle
 * @brief Candle
 */

/**
 * @ingroup event-data-structures-candle
 * @defgroup event-data-structures-candle-attr Candle Attributes
 * @brief Candle Attributes
 */

/**
 * @ingroup event-data-structures
 * @defgroup event-data-structures-greeks Greeks
 * @brief Greeks
 */

/**
 * @ingroup event-data-structures
 * @defgroup event-data-structures-theo-price TheoPrice
 * @brief TheoPrice
 */

/**
 * @ingroup event-data-structures
 * @defgroup event-data-structures-underlying Underlying
 * @brief Underlying
 */

/**
 * @ingroup event-data-structures
 * @defgroup event-data-structures-series Series
 * @brief Series
 */

/**
 * @ingroup event-data-structures
 * @defgroup event-data-structures-configuration Configuration
 * @brief Configuration
 */

/**
 * @ingroup event-data-structures
 * @defgroup event-data-structures-event-subscription-stuff Event Subscription Stuff
 * @brief Event Subscription Stuff
 */


#ifndef EVENT_DATA_H_INCLUDED
#define EVENT_DATA_H_INCLUDED

#include <limits.h>
#include <math.h>

#include "DXTypes.h"
#include "RecordData.h"

#ifndef OUT
#	ifndef DOXYGEN_SHOULD_SKIP_THIS
#		define OUT
#	endif	// DOXYGEN_SHOULD_SKIP_THIS
#endif		/* OUT */

/**
 * @addtogroup event-data-structures-order-spread-order
 * @{
 */

/**
 * Action enum for the Full Order Book (FOB) Orders. Action describes business meaning of the dxf_order_t event:
 * whether order was added or replaced, partially or fully executed, etc.
 */
typedef enum dxf_order_action_t {
	/**
	 * Default enum value for orders that do not support "Full Order Book" and for backward compatibility -
	 * action must be derived from other dxf_order_t fields.
	 *
	 * All Full Order Book related fields for this action will be empty.
	 *
	 * Integer value = 0
	 */
	dxf_oa_undefined = 0,

	/**
	 * New Order is added to Order Book.
	 *
	 * Full Order Book fields:
	 * - \ref dxf_order_t.order_id - always present
	 * - \ref dxf_order_t.aux_order_id - ID of the order replaced by this new order - if available.
	 * - Trade fields will be empty
	 *
	 * Integer value = 1
	 */
	dxf_oa_new = 1,

	/**
	 * Order is modified and price-time-priority is not maintained (i.e. order has re-entered Order Book).
	 * Order symbol and \ref dxf_order_t.side will remain the same.
	 *
	 * Full Order Book fields:
	 * - \ref dxf_order_t.order_id - always present
	 * - Trade fields will be empty
	 *
	 * Integer value = 2
	 */
	dxf_oa_replace = 2,

	/**
	 * Order is modified without changing its price-time-priority (usually due to partial cancel by user).
	 * Order's \ref dxf_order_t.size will contain new updated size.
	 *
	 * Full Order Book fields:
	 * - \ref dxf_order_t.order_id - always present
	 * - Trade fields will be empty
	 *
	 * Integer value = 3
	 */
	dxf_oa_modify = 3,

	/**
	 * Order is fully canceled and removed from Order Book.
	 * Order's \ref dxf_order_t.size will be equal to 0.
	 *
	 * Full Order Book fields:
	 * - \ref dxf_order_t.order_id - always present
	 * - \ref dxf_order_t.aux_order_id - ID of the new order replacing this order - if available.
	 * - Trade fields will be empty
	 *
	 * Integer value = 4
	 */
	dxf_oa_delete = 4,

	/**
	 * Size is changed (usually reduced) due to partial order execution.
	 * Order's \ref dxf_order_t.size will be updated to show current outstanding size.
	 *
	 * Full Order Book fields:
	 * - \ref dxf_order_t.order_id - always present
	 * - \ref dxf_order_t.aux_order_id - aggressor order ID, if available
	 * - \ref dxf_order_t.trade_id - if available
	 * - \ref dxf_order_t.trade_size and \ref dxf_order_t.trade_price - contain size and price of this execution
	 *
	 * Integer value = 5
	 */
	dxf_oa_partial = 5,

	/**
	 * Order is fully executed and removed from Order Book.
	 * Order's \ref dxf_order_t.size will be equals to 0.
	 *
	 * Full Order Book fields:
	 * - \ref dxf_order_t.order_id - always present
	 * - \ref dxf_order_t.aux_order_id - aggressor order ID, if available
	 * - \ref dxf_order_t.trade_id - if available
	 * - \ref dxf_order_t.trade_size and \ref dxf_order_t.trade_price - contain size and price of this execution - always present
	 *
	 * Integer value = 6
	 */
	dxf_oa_execute = 6,

	/**
	 * Non-Book Trade - this Trade not refers to any entry in Order Book.
	 * Order's \ref dxf_order_t.size and \ref dxf_order_t.price will be equals to 0.
	 *
	 * Full Order Book fields:
	 * - \ref dxf_order_t.order_id - always empty
	 * - \ref dxf_order_t.trade_id - if available
	 * - \ref dxf_order_t.trade_size and \ref dxf_order_t.trade_price - contain size and price of this trade - always present
	 *
	 * Integer value = 7
	 */
	dxf_oa_trade = 7,

	/**
	 * Prior Trade/Order Execution bust.
	 * Order's \ref dxf_order_t.size and \ref dxf_order_t.price will be equals to 0.
	 *
	 * Full Order Book fields:
	 * - \ref dxf_order_t.order_id - always empty
	 * - \ref dxf_order_t.trade_id - always present
	 * - \ref dxf_order_t.trade_size and \ref dxf_order_t.trade_price - always empty
	 *
	 * Integer value = 8
	 */
	dxf_oa_bust = 8,

	dxf_oa_last = dxf_oa_bust
} dxf_order_action_t;

static DX_MAYBE_UNUSED dxf_const_string_t DXF_ORDER_AGGREGATE_BID_STR = L"AGGREGATE_BID";
static DX_MAYBE_UNUSED dxf_const_string_t DXF_ORDER_AGGREGATE_ASK_STR = L"AGGREGATE_ASK";

/// Scope of an order.
typedef enum dxf_order_scope_t {
	/// Represents best bid or best offer for the whole market. Integer value = 0
	dxf_osc_composite = 0,
	/// Represents best bid or best offer for a given exchange code. Integer value = 1
	dxf_osc_regional = 1,
	/// Represents aggregate information for a given price level or best bid or best offer for a given market maker.
	/// Integer value = 2
	dxf_osc_aggregate = 2,
	/// Represents individual order on the market. Integer value = 3
	dxf_osc_order = 3
} dxf_order_scope_t;

/// The length of record suffix including the terminating null character
#define DXF_RECORD_SUFFIX_SIZE (16 + 1)

/// Side of an order or a trade.
typedef enum dxf_order_side_t {
	/// Side is undefined, unknown or inapplicable. Integer value = 0
	dxf_osd_undefined = 0,
	/// Buy side (bid). Integer value = 1
	dxf_osd_buy = 1,
	/// Sell side (ask or offer). Integer value = 2
	dxf_osd_sell = 2
} dxf_order_side_t;

/// Order
typedef struct dxf_order_t {
	/// Source of this order
	dxf_char_t source[DXF_RECORD_SUFFIX_SIZE];

	/// Transactional event flags.
	dxf_event_flags_t event_flags;

	/// Unique per-symbol index of this order.
	dxf_long_t index;

	/// Time of this order. Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.
	dxf_long_t time;

	/// Sequence number of this order to distinguish orders that have the same #time.
	dxf_int_t sequence;

	/// Microseconds and nanoseconds part of time of this order.
	dxf_int_t time_nanos;

	/// Order action if available, otherwise - dxf_oa_undefined. This field is a part of the FOB ("Full Order Book") support.
	dxf_order_action_t action;

	/// Time of the last \ref dxf_order.action if available, otherwise - 0. This field is a part of the FOB ("Full Order Book") support.
	dxf_long_t action_time;

	/**
	 * Contains order ID if available, otherwise - 0. Some actions dxf_oa_trade, dxf_oa_bust have no order since they are not related
	 * to any order in Order book.
	 *
	 * This field is a part of the FOB ("Full Order Book") support.
	 */
	dxf_long_t order_id;

	/**
	 * Contains auxiliary order ID if available, otherwise - 0:
	 * - in dxf_oa_new - ID of the order replaced by this new order
	 * - in dxf_oa_delete - ID of the order that replaces this deleted order
	 * - in dxf_oa_partial - ID of the aggressor order
	 * - in dxf_oa_execute - ID of the aggressor order
	 *
	 * This field is a part of the FOB ("Full Order Book") support.
	 */
	dxf_long_t aux_order_id;

	/// Price of this order.
	dxf_double_t price;

	/// Size of this order
	dxf_double_t size;

	/// Executed size of this order. This field is a part of the FOB ("Full Order Book") support.
	dxf_double_t executed_size;

	/// Number of individual orders in this aggregate order.
	dxf_double_t count;

	/**
	 * Contains trade (order execution) ID for events containing trade-related action if available, otherwise - 0.
	 *
	 * This field is a part of the FOB ("Full Order Book") support.
	 */
	dxf_long_t trade_id;

	/**
	 * Contains trade price for events containing trade-related action.
	 *
	 * This field is a part of the FOB ("Full Order Book") support.
	 */
	dxf_double_t trade_price;

	/**
	 * Contains trade size for events containing trade-related action.
	 *
	 * This field is a part of the FOB ("Full Order Book") support.
	 */
	dxf_double_t trade_size;

	/// Exchange code of this order
	dxf_char_t exchange_code;

	/// Side of this order
	dxf_order_side_t side;

	/// Scope of this order
	dxf_order_scope_t scope;

	/// Market maker of this order or spread symbol of this spread order
	union {
		dxf_const_string_t market_maker;
		dxf_const_string_t spread_symbol;
	};
} dxf_order_t;

///@}

/**
 * @addtogroup event-data-structures-trade-trade-eth
 * @{
 */

/// Direction of the price movement. For example tick direction for last trade price.
typedef enum dxf_direction_t {
	/// Direction is undefined, unknown or inapplicable. Integer value = 0
	dxf_dir_undefined = 0,
	/// Current price is lower than previous price. Integer value = 1
	dxf_dir_down = 1,
	/// Current price is the same as previous price and is lower than the last known price of different value. Integer
	/// value = 2
	dxf_dir_zero_down = 2,
	/// Current price is equal to the only known price value suitable for price direction computation. Integer value = 3
	dxf_dir_zero = 3,
	/// Current price is the same as previous price and is higher than the last known price of different value. Integer
	/// value = 4
	dxf_dir_zero_up = 4,
	/// Current price is higher than previous price. Integer value = 5
	dxf_dir_up = 5
} dxf_direction_t;

/**
 * Trade event is a snapshot of the price and size of the last trade during regular trading hours and an overall day
 * volume and day turnover. It represents the most recent information that is available about the regular last trade on
 * the market at any given moment of time.
 */
typedef struct dxf_trade_t {
	/// Time of the last trade.
	dxf_long_t time;
	/// Sequence number of the last trade to distinguish trades that have the same #time.
	dxf_int_t sequence;
	/// Microseconds and nanoseconds part of time of the last trade
	dxf_int_t time_nanos;
	/// Exchange code of the last trade
	dxf_char_t exchange_code;
	/// Price of the last trade
	dxf_double_t price;
	/// Size of the last trade
	dxf_double_t size;

	/**
	 * Trend indicator – in which direction price is moving. The values are: Up (Tick = 1), Down (Tick = 2),
	 * and Undefined (Tick = 0).
	 * Should be used if #direction is Undefined (#dxf_dir_undefined = 0).
	 *
	 * This field is absent in TradeETH
	 */
	dxf_int_t tick;
	/**
	 * Change of the last trade.
	 * Value equals price minus dxf_summary_t#prev_day_close_price
	 */
	dxf_double_t change;
	/// Identifier of the day that this `trade` or `trade_eth` represents. Identifier of the day is the number of days passed since
	/// January 1, 1970.
	dxf_dayid_t day_id;
	/// Total volume traded for a day
	dxf_double_t day_volume;
	/// Total turnover traded for a day
	dxf_double_t day_turnover;
	/**
	 * This field contains several individual flags encoded as an integer number the following way:
     * <table>
     * <tr><th>31...4</th><th>3</th><th>2</th><th>1</th><th>0</th></tr>
     * <tr><td></td><td colspan="3">Direction</td><td>ETH</td></tr>
     * </table>
	 *
	 * 1. Tick Direction (#dxf_direction_t)
	 * 2. ETH (extendedTradingHours) - flag that determines current trading session: extended or regular (0 - regular
	 *    trading hours, 1 - extended trading hours).
	 */
	dxf_int_t raw_flags;
	/// Tick direction of the last trade
	dxf_direction_t direction;
	/// Last trade was in extended trading hours
	dxf_bool_t is_eth;
	/**
	 * Last trade scope.
	 *
	 * Possible values: #dxf_osc_composite (Trade events) , #dxf_osc_regional (Trade& events)
	 */
	dxf_order_scope_t scope;
} dxf_trade_t;

/// TradeETH
typedef dxf_trade_t dxf_trade_eth_t;

///@}

/**
 * @addtogroup event-data-structures-quote
 * @{
 */

/**
 * @brief Quote.
 *
 * @details Quote event is a snapshot of the best bid and ask prices, and other fields that change with each quote. It
 * represents the most recent information that is available about the best quote on the market at any given moment of
 * time.
 */
typedef struct dxf_quote_t {
	/// Time of the last bid or ask change
	dxf_long_t time;
	/// Sequence number of this quote to distinguish quotes that have the same #time.
	dxf_int_t sequence;
	/// Microseconds and nanoseconds part of time of the last bid or ask change
	dxf_int_t time_nanos;
	/// Time of the last bid change
	dxf_long_t bid_time;
	/// Bid exchange code
	dxf_char_t bid_exchange_code;
	/// Bid price
	dxf_double_t bid_price;
	/// Bid size
	dxf_double_t bid_size;
	/// Time of the last ask change
	dxf_long_t ask_time;
	/// Ask exchange code
	dxf_char_t ask_exchange_code;
	/// Ask price
	dxf_double_t ask_price;
	/// Ask size
	dxf_double_t ask_size;
	/**
	 * Scope of this quote.
	 *
	 * Possible values: #dxf_osc_composite (Quote events) , #dxf_osc_regional (Quote& events)
	 */
	dxf_order_scope_t scope;
} dxf_quote_t;

///@}

/**
 * @addtogroup event-data-structures-summary
 * @{
 */

/// Type of the price value.
typedef enum dxf_price_type_t {
	/// Regular price. Integer value = 0.
	dxf_pt_regular = 0,
	/// Indicative price (derived via math formula). Integer value = 1.
	dxf_pt_indicative = 1,
	/// Preliminary price (preliminary settlement price), usually posted prior to dxf_pt_final price. Integer value = 2.
	dxf_pt_preliminary = 2,
	/// Final price (final settlement price). Integer value = 3.
	dxf_pt_final = 3
} dxf_price_type_t;

/**
 * @brief Summary
 *
 * @details Summary information snapshot about the trading session including session highs, lows, etc. It represents
 * the most recent information that is available about the trading session in the market at any given moment of time.
 */
typedef struct dxf_summary {
	/// Identifier of the day that this summary represents. Identifier of the day is the number of days passed since
	/// January 1, 1970.
	dxf_dayid_t day_id;
	/// The first (open) price for the day.
	dxf_double_t day_open_price;
	/// The maximal (high) price for the day
	dxf_double_t day_high_price;
	/// The minimal (low) price for the day
	dxf_double_t day_low_price;
	/// The last (close) price for the day
	dxf_double_t day_close_price;
	/// Identifier of the previous day that this summary represents. Identifier of the day is the number of days passed
	/// since January 1, 1970.
	dxf_dayid_t prev_day_id;
	/// The last (close) price for the previous day
	dxf_double_t prev_day_close_price;
	/// Total volume traded for the previous day
	dxf_double_t prev_day_volume;
	/// Open interest of the symbol as the number of open contracts
	dxf_double_t open_interest;
	/**
	 * This field contains several individual flags encoded as an integer number the following way:
     * <table>
     * <tr><th>31...4</th><th>3</th><th>2</th><th>1</th><th>0</th></tr>
     * <tr><td></td><td colspan="2">Close</td><td colspan="2">PrevClose</td></tr>
     * </table>
	 *
	 * 1. Close (dayClosePriceType) - parameter that shows if the closing price is final #dxf_price_type_t
	 * 2. PrevClose (prevDayClosePriceType) - parameter that shows if the closing price of the previous day is final
	 * #dxf_price_type_t
	 */
	dxf_int_t raw_flags;
	/// Exchange code
	dxf_char_t exchange_code;
	/// The price type of the last (close) price for the day
	dxf_price_type_t day_close_price_type;
	/// The price type of the last (close) price for the previous day
	dxf_price_type_t prev_day_close_price_type;
	/**
	 * Scope of this summary.
	 *
	 * Possible values: #dxf_osc_composite (Summary events) , #dxf_osc_regional (Summary& events)
	 */
	dxf_order_scope_t scope;
} dxf_summary_t;

///@}

/**
 * @addtogroup event-data-structures-profile
 * @{
 */

/// Trading status of an instrument.
typedef enum dxf_trading_status {
	/// Trading status is undefined, unknown or inapplicable. Integer value = 0.
	dxf_ts_undefined = 0,
	/// Trading is halted. Integer value = 1.
	dxf_ts_halted = 1,
	/// Trading is active. Integer value = 2.
	dxf_ts_active = 2
} dxf_trading_status_t;

/// Short sale restriction on an instrument.
typedef enum dxf_short_sale_restriction {
	/// Short sale restriction is undefined, unknown or inapplicable. Integer value = 0.
	dxf_ssr_undefined = 0,
	/// Short sale restriction is active. Integer value = 1.
	dxf_ssr_active = 1,
	/// Short sale restriction is inactive. Integer value = 2.
	dxf_ssr_inactive = 2
} dxf_short_sale_restriction_t;

/**
 * @brief Profile
 *
 * @details Profile information snapshot that contains security instrument description. It represents the most recent
 * information that is available about the traded security on the market at any given moment of time.
 */
typedef struct dxf_profile {
	/// The correlation coefficient of the instrument to the S&P500 index (calculated, or received from other data providers)
	dxf_double_t beta;
	/// Earnings per share (the company’s profits divided by the number of shares). The value comes directly from the annual quarterly accounting reports of companies. Available generally for stocks
	dxf_double_t eps;
	/// Frequency of cash dividends payments per year (calculated)
	dxf_double_t div_freq;
	/// The amount of the last paid dividend
	dxf_double_t exd_div_amount;
	/// Date of the last dividend payment
	dxf_dayid_t exd_div_date;
	/// Maximal (high) price in last 52 weeks
	dxf_double_t high_52_week_price;
	/// Minimal (low) price in last 52 weeks
	dxf_double_t low_52_week_price;
	/// Shares outstanding. In general, this is the total number of shares issued by this company (only for stocks)
	dxf_double_t shares;
	/// The number of shares outstanding that are available to the public for trade. This field always has NaN value.
	dxf_double_t free_float;
	/// Maximal (high) allowed price
	dxf_double_t high_limit_price;
	/// Minimal (low) allowed price
	dxf_double_t low_limit_price;
	/// Starting time of the trading halt interval
	dxf_long_t halt_start_time;
	/// Ending time of the trading halt interval
	dxf_long_t halt_end_time;
	/**
	 * This field contains several individual flags encoded as an integer number the following way:
	 * <table>
	 * <tr><th>31...4</th><th>3</th><th>2</th><th>1</th><th>0</th></tr>
	 * <tr><td></td><td colspan="2">SSR</td><td colspan="2">Status</td></tr>
	 * </table>
	 *
	 * 1. SSR (shortSaleRestriction) - special mode of protection against "shorting the market", this field
	 *    is optional. #dxf_short_sale_restriction_t
	 * 2. Status (tradingStatus) - the state of the instrument. #dxf_trading_status_t
	 */
	dxf_int_t raw_flags;
	/// Description of the security instrument
	dxf_const_string_t description;
	/// Description of the reason that trading was halted
	dxf_const_string_t status_reason;
	/// Trading status of the security instrument
	dxf_trading_status_t trading_status;
	/// Short sale restriction of the security instrument
	dxf_short_sale_restriction_t ssr;
} dxf_profile_t;

///@}

/**
 * @addtogroup event-data-structures-tns
 * @{
 */

/// Type of a time and sale event.
typedef enum dxf_tns_type {
	/// Represents new time and sale event. Integer value = 0.
	dxf_tnst_new = 0,
	/// Represents correction time and sale event. Integer value = 1.
	dxf_tnst_correction = 1,
	/// Represents cancel time and sale event. Integer value = 2.
	dxf_tnst_cancel = 2
} dxf_tns_type_t;

/// Time & sale
typedef struct dxf_time_and_sale {
	/// Transactional event flags. See: #dxf_event_flag
	dxf_event_flags_t event_flags;
	/// Unique per-symbol index of this time and sale event
	dxf_long_t index;
	/// Timestamp of the original event
	dxf_long_t time;
	/// Exchange code of this time and sale event
	dxf_char_t exchange_code;
	/// Price of this time and sale event
	dxf_double_t price;
	/// Size of this time and sale event
	dxf_double_t size;
	/// The current bid price on the market when this time and sale event had occurred
	dxf_double_t bid_price;
	/// The current ask price on the market when this time and sale event had occurred
	dxf_double_t ask_price;
	/// Sale conditions provided for this event by data feed. [TimeAndSale Sale Conditions](https://kb.dxfeed.com/display/DS/TimeAndSale+Sale+Conditions)
	dxf_const_string_t exchange_sale_conditions;
	/**
	 * This field contains several individual flags encoded as an integer number the following way:
     * <table>
     * <tr><th>31...16</th><th>15...8</th><th>7</th><th>6</th><th>5</th><th>4</th><th>3</th><th>2</th><th>1</th><th>0</th></tr>
     * <tr><td></td><td>TTE</td><td></td><td colspan="2">Side</td><td>SL</td><td>ETH</td><td>VT</td><td colspan="2">Type</td></tr>
     * </table>
	 *
	 * 1. TradeThroughExempt (TTE) - is a transaction concluded by exempting from compliance with some rule. The value
	 *    is encoded by the letter.
	 * 2. Side (aggressorSide) - initiator of the trade. #dxf_order_side_t
	 * 3. SL (spreadLeg) - an indication of whether this transaction is a part of a multi-leg order (0 - single order,
	 *    1 - multi-leg order).
	 * 4. ETH (extendedTradingHours) - whether the transaction is completed during extended trading hours (0 - regular
	 *    trading hours, 1 - extended trading hours).
	 * 5. VT (validTick) - our normalized SaleCondition flag (1 - the tick is valid and must be drawn on the chart
	 *    service, 0 - this is most likely not a transaction and does not need to be displayed).
	 * 6. Type - type of event. #dxf_tns_type_t
	 */
	dxf_int_t raw_flags;
	/// Buyer of this time and sale event
	dxf_const_string_t buyer;
	/// Seller of this time and sale event
	dxf_const_string_t seller;
	/// Aggressor side of this time and sale event
	dxf_order_side_t side;
	/// Type of this time and sale event
	dxf_tns_type_t type;
	/// Whether this event represents a valid intraday tick
	dxf_bool_t is_valid_tick;
	/// Whether this event represents an extended trading hours sale
	dxf_bool_t is_eth_trade;
	/// TradeThroughExempt flag of this time and sale event
	dxf_char_t trade_through_exempt;
	/// Whether this event represents a spread leg
	dxf_bool_t is_spread_leg;
	/**
	 * Scope of this TimeAndSale.
	 *
	 * Possible values: #dxf_osc_composite (TimeAndSale events) , #dxf_osc_regional (TimeAndSale& events)
	 */
	dxf_order_scope_t scope;
} dxf_time_and_sale_t;

///@}

/**
 * @addtogroup event-data-structures-candle
 * @{
 */

/**
 * @brief Candle
 *
 * @details Candle event with open, high, low, close prices and other information for a specific period. Candles are
 * build with a specified CandlePeriod (#dxf_candle_type_period_attribute_t + value) using a specified
 * CandlePrice type (#dxf_candle_price_attribute_t) with a data taken from the specified CandleExchange (A-Z) from the
 * specified CandleSession (#dxf_candle_session_attribute) with further details of aggregation provided by
 * CandleAlignment (#dxf_candle_alignment_attribute)
 */
typedef struct {
	/// Transactional event flags
	dxf_event_flags_t event_flags;
	/// Unique per-symbol index of this candle
	dxf_long_t index;
	/// Timestamp of this candle in milliseconds
	dxf_long_t time;
	/// Sequence number of this candle; distinguishes candles with same #time
	dxf_int_t sequence;
	/// Total number of original trade (or quote) events in this candle
	dxf_double_t count;
	/// The first (open) price of this candle
	dxf_double_t open;
	/// The maximal (high) price of this candle
	dxf_double_t high;
	/// The minimal (low) price of this candle
	dxf_double_t low;
	/// The last (close) price of this candle
	dxf_double_t close;
	/// Total volume in this candle
	dxf_double_t volume;
	/// Volume-weighted average price (VWAP) in this candle
	dxf_double_t vwap;
	/// Bid volume in this candle
	dxf_double_t bid_volume;
	/// Ask volume in this candle
	dxf_double_t ask_volume;
	/// Open interest
	dxf_double_t open_interest;
	/// Implied volatility
	dxf_double_t imp_volatility;
} dxf_candle_t;

///@}

/**
 * @addtogroup event-data-structures-greeks
 * @{
 */

/**
 * @brief Greeks
 * @details Greeks event is a snapshot of the option price, Black-Scholes volatility and greeks. It represents the
 * most recent information that is available about the corresponding values on the market at any given moment of time.
 */
typedef struct dxf_greeks {
	/// Transactional event flags
	dxf_event_flags_t event_flags;
	/// Unique per-symbol index of this event
	dxf_long_t index;
	/// Timestamp of this event in milliseconds
	dxf_long_t time;
	/// Option market price
	dxf_double_t price;
	/// Black-Scholes implied volatility of the option
	dxf_double_t volatility;
	/// Option delta
	dxf_double_t delta;
	/// Option gamma
	dxf_double_t gamma;
	/// Option theta
	dxf_double_t theta;
	/// Option rho
	dxf_double_t rho;
	/// Option vega
	dxf_double_t vega;
} dxf_greeks_t;

///@}

/**
 * @addtogroup event-data-structures-theo-price
 * @{
 */

/// Theo price. Event and record are the same
typedef dx_theo_price_t dxf_theo_price_t;

///@}

/**
 * @addtogroup event-data-structures-underlying
 * @{
 */

/**
 * @brief Underlying
 *
 * @details Underlying event is a snapshot of computed values that are available for an option underlying symbol based
 * on the option prices on the market. It represents the most recent information that is available about the
 * corresponding values on the market at any given moment of time.
 */
typedef struct dxf_underlying {
	/// 30-day implied volatility for this underlying based on VIX methodology
	dxf_double_t volatility;
	/// Front month implied volatility for this underlying based on VIX methodology;
	dxf_double_t front_volatility;
	/// Back month implied volatility for this underlying based on VIX methodology
	dxf_double_t back_volatility;
	/// Call options traded volume for a day
	dxf_double_t call_volume;
	/// Put options traded volume for a day
	dxf_double_t put_volume;
	/// Options traded volume for a day
	dxf_double_t option_volume;
	/// Ratio of put options traded volume to call options traded volume for a day
	dxf_double_t put_call_ratio;
} dxf_underlying_t;

///@}

/**
 * @addtogroup event-data-structures-series
 * @{
 */

/**
 * @brief Series
 *
 * @details Series event is a snapshot of computed values that are available for all option series for a given
 * underlying symbol based on the option prices on the market. It represents the most recent information that is
 * available about the corresponding values on the market at any given moment of time.
 */
typedef struct dxf_series {
	/// Transactional event flags
	dxf_event_flags_t event_flags;
	/// Unique per-symbol index of this series
	dxf_long_t index;
	/// Time of this series
	dxf_long_t time;
	/// Sequence number of this series; distinguishes candles with same #times
	dxf_int_t sequence;
	/// Day id of expiration
	dxf_dayid_t expiration;
	/// Implied volatility index for this series based on VIX methodology
	dxf_double_t volatility;
	/// Call options traded volume for a day
	dxf_double_t call_volume;
	/// Put options traded volume for a day
	dxf_double_t put_volume;
	/// Options traded volume for a day
	dxf_double_t option_volume;
	/// Ratio of put options traded volume to call options traded volume for a day
	dxf_double_t put_call_ratio;
	/// Implied forward price for this option series
	dxf_double_t forward_price;
	/// Implied simple dividend return of the corresponding option series
	dxf_double_t dividend;
	/// Implied simple interest return of the corresponding option series
	dxf_double_t interest;
} dxf_series_t;

///@}

/**
 * @addtogroup event-data-structures-configuration
 * @{
 */

/// Configuration event with application-specific attachment
typedef struct dxf_configuration {
	/// Version
	dxf_int_t version;
	/// Attachment
	dxf_string_t object;
} dxf_configuration_t;

///@}

/**
 * @addtogroup event-data-structures-candle-attr
 * @{
 */

/* -------------------------------------------------------------------------- */
/*
 *	Event candle attributes
 */
/* -------------------------------------------------------------------------- */

/// Composite "exchange code" of a candle, i.e. empty string
#define DXF_CANDLE_EXCHANGE_CODE_COMPOSITE_ATTRIBUTE L'\0'
/// Default exchange code of a candle, i.e. empty string
#define DXF_CANDLE_EXCHANGE_CODE_ATTRIBUTE_DEFAULT	 DXF_CANDLE_EXCHANGE_CODE_COMPOSITE_ATTRIBUTE
/// Default period attribute value of a candle (1.0)
#define DXF_CANDLE_PERIOD_VALUE_ATTRIBUTE_DEFAULT	 1.0
/// Default price level attribute value of a candle (NaN)
#define DXF_CANDLE_PRICE_LEVEL_ATTRIBUTE_DEFAULT	 (NAN)

/// Candle price attribute. Defines price that is used to build the candles. `price=<value>`
typedef enum dxf_candle_price_attribute {
	/// Last trading price. `price=last`
	dxf_cpa_last,
	/// Quote bid price. `price=bid`
	dxf_cpa_bid,
	/// Quote ask price. `price=ask`
	dxf_cpa_ask,
	/// Market price defined as average between quote bid and ask prices. `price=mark`
	dxf_cpa_mark,
	/// Official settlement price that is defined by exchange or last trading price otherwise. `price=s`
	dxf_cpa_settlement,

	dxf_cpa_count,

	/// Default price attribute value. `price=last`
	dxf_cpa_default = dxf_cpa_last
} dxf_candle_price_attribute_t;

/// Candle session attribute. Defines trading that is used to build the candles. `tho=<value>`
typedef enum dxf_candle_session_attribute {
	/// `tho=false`
	dxf_csa_any,
	/// `tho=true`
	dxf_csa_regular,

	dxf_csa_count,

	/// `tho=false`
	dxf_csa_default = dxf_csa_any
} dxf_candle_session_attribute_t;

/// Candle type period attribute. Defines type of aggregation period of the candles `=<amount><type>`,
/// Where <amount> - double value
typedef enum dxf_candle_type_period_attribute {
	/// Ticks. `=<amount>t`
	dxf_ctpa_tick,
	/// Seconds. `=<amount>s`
	dxf_ctpa_second,
	/// Minutes. `=<amount>m`
	dxf_ctpa_minute,
	/// Hours. `=<amount>h`
	dxf_ctpa_hour,
	/// Days. `=<amount>d`
	dxf_ctpa_day,
	/// Weeks. `=<amount>w`
	dxf_ctpa_week,
	/// Months. `=<amount>mo`
	dxf_ctpa_month,
	/// Option expirations. `=<amount>o`
	dxf_ctpa_optexp,
	/// Years. `=<amount>y`
	dxf_ctpa_year,
	/// Volume of trades. `=<amount>v`
	dxf_ctpa_volume,

	/**
	 * Certain price change, calculated according to the following rules:
	 * 1. high(n) - low(n) = price range
	 * 2. close(n) = high(n) or close(n) = low(n)
	 * 3. open(n+1) = close(n)
	 *
	 * where n is the number of the bar.
	 *
	 * `=<amount>p`
	 */
	 dxf_ctpa_price,

	/**
	 * Certain price change, calculated according to the following rules:
	 * 1. high(n) - low(n) = price range
	 * 2. close(n) = high(n) or close(n) = low(n)
	 * 3. open(n+1) = close(n) + tick size, if close(n) = high(n)
	 * 4. open(n+1) = close(n) - tick size, if close(n) = low(n)
	 *
	 * where n is the number of the bar.
	 *
	 * `=<amount>pm`
	 */
	dxf_ctpa_price_momentum,
	/**
	 * Certain price change, calculated according to the following rules:
	 * 1. high(n+1) - high(n) = price range or low(n) - low(n+1) = price range
	 * 2. close(n) = high(n) or close(n) = low(n)
	 * 3. open(n+1) = high(n), if high(n+1) - high(n) = price range
	 * 4. open(n+1) = low(n), if low(n) - low(n+1) = price range
	 *
	 * where n is the number of the bar.
	 *
	 * `=<amount>pr`
	 */
	dxf_ctpa_price_renko,

	dxf_ctpa_count,

	/// Default type period attribute. `=<amount>t`
	dxf_ctpa_default = dxf_ctpa_tick
} dxf_candle_type_period_attribute_t;

/// Candle alignment attribute. Defines how candle are aligned with respect to time. `a=<value>`
typedef enum dxf_candle_alignment_attribute {
	/// Align candles on midnight. `a=m`
	dxf_caa_midnight,
	/// Align candles on session. `a=s`
	dxf_caa_session,

	dxf_caa_count,

	/// Default alignment attribute value. `a=m`
	dxf_caa_default = dxf_caa_midnight
} dxf_candle_alignment_attribute_t;

/// @}

/**
 * @addtogroup event-data-structures-event-subscription-stuff
 * @{
 */

/* -------------------------------------------------------------------------- */
// Event subscription stuff
/* -------------------------------------------------------------------------- */

/// Event flag. [EventFlags description](https://kb.dxfeed.com/display/DS/QD+Model+of+Market+Events#QDModelofMarketEvents-EventFlagsfield)
typedef enum dxf_event_flag_t {
	/// (0x01) TX_PENDING indicates a pending transactional update. When TX_PENDING is 1, it means that an ongoing transaction
	/// update, that spans multiple events, is in process
	dxf_ef_tx_pending = 0x01,
	/// (0x02) REMOVE_EVENT indicates that the event with the corresponding index has to be removed
	dxf_ef_remove_event = 0x02,
	/// (0x04) SNAPSHOT_BEGIN indicates when the loading of a snapshot starts. Snapshot load starts on new subscription and
	/// the first indexed event that arrives for each exchange code (in the case of a regional record) on a new
	/// subscription may have SNAPSHOT_BEGIN set to true. It means that an ongoing snapshot consisting of multiple
	/// events is incoming
	dxf_ef_snapshot_begin = 0x04,
	/// (0x08) SNAPSHOT_END or (0x10) SNAPSHOT_SNIP indicates the end of a snapshot. The difference between SNAPSHOT_END and
	/// SNAPSHOT_SNIP is the following: SNAPSHOT_END indicates that the data source sent all the data pertaining to
	/// the subscription for the corresponding indexed event, while SNAPSHOT_SNIP indicates that some limit on the
	/// amount of data was reached and while there still might be more data available, it will not be provided
	/// @{
	dxf_ef_snapshot_end = 0x08,
	dxf_ef_snapshot_snip = 0x10,
	/// @}

	dxf_ef_remove_symbol = 0x20
} dxf_event_flag;

/// Event data
typedef void* dxf_event_data_t;
typedef const void* dxf_const_event_data_t;

typedef dxf_ulong_t dxf_time_int_field_t;

/// Event params
typedef struct dxf_event_params {
	dxf_event_flags_t flags;
	dxf_time_int_field_t time_int_field;
	dxf_ulong_t snapshot_key;
} dxf_event_params_t;

/* -------------------------------------------------------------------------- */
/*
 *	Event listener prototype

 *  event type here is a one-bit mask, not an integer
 *  from dx_eid_begin to dx_eid_count
 */
/* -------------------------------------------------------------------------- */

/**
 * Event listener prototype
 *
 * Parameters:
 * - event_type - Event type bit mask constructed from dx_event_id_t enum fields. See macro: \ref DXF_ET_TRADE, \ref DXF_ET_QUOTE ... \ref DXF_ET_CONFIGURATION
 * - symbol_name - Event symbol (AAPL, IBM, etc)
 * - data - Pointer to event data (should be casted to some specific event data structure, i.e. dxf_order_t, dxf_trade_t ...)
 * - data_count **[deprecated]** - The number of events. Always equals to 1. **[Will be removed in 8.0.0 version]**
 * - user_data - The user data passed to \ref dxf_attach_event_listener
 *
 *  An example of implementation:
 *
 *  ```c
 *
 *  void print_timestamp(dxf_long_t timestamp) {
 *      wchar_t timefmt[80];
 *
 *      struct tm* timeinfo;
 *      time_t tmpint = (time_t)(timestamp / 1000);
 *      timeinfo = localtime(&tmpint);
 *
 *      wcsftime(timefmt, 80, L"%Y%m%d-%H%M%S", timeinfo);
 *      wprintf(L"%ls", timefmt);
 *  }
 *
 *  void listener(int event_type, dxf_const_string_t symbol_name, const dxf_event_data_t* data, int data_count,
 *      void* user_data) {
 *  {
 *      wprintf(L"%ls{symbol=%ls, ", dx_event_type_to_string(event_type), symbol_name);
 *
 *      if (event_type == DXF_ET_QUOTE) {
 *          dxf_quote_t* q = (dxf_quote_t*)data;
 *
 *          wprintf(L"bidTime=");
 *          print_timestamp(q->bid_time);
 *          wprintf(L" bidExchangeCode=%c, bidPrice=%f, bidSize=%i, ", q->bid_exchange_code, q->bid_price, q->bid_size);
 *          wprintf(L"askTime=");
 *          print_timestamp(q->ask_time);
 *          wprintf(L" askExchangeCode=%c, askPrice=%f, askSize=%i, scope=%d}\n", q->ask_exchange_code, q->ask_price,
 *                  q->ask_size, (int)q->scope);
 *      }
 *  }
 *  ```
 */
typedef void (*dxf_event_listener_t)(int event_type, dxf_const_string_t symbol_name, const dxf_event_data_t* data,
									 int data_count, void* user_data);

/**
 * Event listener prototype v. 2
 *
 * Parameters:
 * - event_type - Event type bit mask constructed from dx_event_id_t enum fields. See macro: \ref DXF_ET_TRADE, \ref DXF_ET_QUOTE ... \ref DXF_ET_CONFIGURATION
 * - symbol_name - Event symbol (AAPL, IBM, etc)
 * - data - Pointer to event data (should be casted to some specific event data structure, i.e. dxf_order_t, dxf_trade_t ...)
 * - data_count **[deprecated]** - The number of events. Always equals to 1. **[Will be removed in 8.0.0 version]**
 * - event_params - Some event parameters: event flags, snapshot key and time stored in 4 high or low bytes
 * - user_data - The user data passed to \ref dxf_attach_event_listener_v2
 */
typedef void (*dxf_event_listener_v2_t)(int event_type, dxf_const_string_t symbol_name, const dxf_event_data_t* data,
										int data_count, const dxf_event_params_t* event_params, void* user_data);

/**
 * @brief Event ID
 */
typedef enum dx_event_id {
	dx_eid_begin = 0u,
	/// Trade event ID
	dx_eid_trade = dx_eid_begin,
	/// Quote event ID
	dx_eid_quote,
	/// Summary event ID
	dx_eid_summary,
	/// Profile event ID
	dx_eid_profile,
	/// Order event ID
	dx_eid_order,
	/// T&S event ID
	dx_eid_time_and_sale,
	/// Candle event ID
	dx_eid_candle,
	/// TradeETH event ID
	dx_eid_trade_eth,
	/// Spread Order event ID
	dx_eid_spread_order,
	/// Greeks event ID
	dx_eid_greeks,
	/// Theo Price event ID
	dx_eid_theo_price,
	/// Underlying event ID
	dx_eid_underlying,
	/// Series event ID
	dx_eid_series,
	/// Configuration event ID
	dx_eid_configuration,

	/* add new event id above this line */

	dx_eid_count,
	dx_eid_invalid
} dx_event_id_t;

/// Trade event
#define DXF_ET_TRADE (1u << (unsigned)dx_eid_trade)
/// Quote event
#define DXF_ET_QUOTE (1u << (unsigned)dx_eid_quote)
/// Summary event
#define DXF_ET_SUMMARY (1u << (unsigned)dx_eid_summary)
/// Profile event
#define DXF_ET_PROFILE (1u << (unsigned)dx_eid_profile)
/// Order event
#define DXF_ET_ORDER (1u << (unsigned)dx_eid_order)
/// Time & sale event
#define DXF_ET_TIME_AND_SALE (1u << (unsigned)dx_eid_time_and_sale)
/// Candle event
#define DXF_ET_CANDLE (1u << (unsigned)dx_eid_candle)
/// Trade eth event
#define DXF_ET_TRADE_ETH (1u << (unsigned)dx_eid_trade_eth)
/// Spread order event
#define DXF_ET_SPREAD_ORDER (1u << (unsigned)dx_eid_spread_order)
/// Greeks event
#define DXF_ET_GREEKS (1u << (unsigned)dx_eid_greeks)
/// Theo price event
#define DXF_ET_THEO_PRICE (1u << (unsigned)dx_eid_theo_price)
/// Underlying event
#define DXF_ET_UNDERLYING (1u << (unsigned)dx_eid_underlying)
/// Series event
#define DXF_ET_SERIES (1u << (unsigned)dx_eid_series)
/// Configuration event
#define DXF_ET_CONFIGURATION (1u << (unsigned)dx_eid_configuration)
#define DXF_ET_UNUSED		 (~((1u << (unsigned)dx_eid_count) - 1u))

/// Event bit-mask
#define DX_EVENT_BIT_MASK(event_id) (1u << (unsigned)event_id)

/// @}

/**
 * @ingroup event-data-structures-event-subscription-stuff
 *
 * @brief Event Subscription flags
 */
typedef enum dx_event_subscr_flag_t {
	/// (0x0) Used for default subscription
	dx_esf_default = 0x0u,
	/// (0x1) Used for subscribing on one record only in case of snapshots
	dx_esf_single_record = 0x1u,
	/// (0x2) Used with #dx_esf_single_record flag and for #dx_eid_order (Order) event
	dx_esf_sr_market_maker_order = 0x2u,
	/// (0x4) Used for time series subscription
	dx_esf_time_series = 0x4u,
	/// (0x8) Used for regional quotes
	dx_esf_quotes_regional = 0x8u,
	/// (0x10) Used for wildcard ("*") subscription
	dx_esf_wildcard = 0x10u,
	/// (0x20) Used for forcing subscription to ticker data
	dx_esf_force_ticker = 0x20u,
	/// (0x40) Used for forcing subscription to stream data
	dx_esf_force_stream = 0x40u,
	/// (0x80) Used for forcing subscription to history data
	dx_esf_force_history = 0x80u,
} dx_event_subscr_flag;

/// Suffix
typedef struct dx_suffix {
	dxf_char_t suffix[DXF_RECORD_SUFFIX_SIZE];
} dx_suffix_t;

/// Order source array
typedef struct dx_order_source_array {
	dx_suffix_t* elements;
	size_t size;
	size_t capacity;
} dx_order_source_array_t;

/// Pointer to an order source array
typedef dx_order_source_array_t* dx_order_source_array_ptr_t;

/// Subscription type
typedef enum dx_subscription_type {
	dx_st_begin = 0,

	/**
	 * @brief TICKER subscription type
	 *
	 * @details Delivery of latest actual value, queued older events could be conflated to conserve bandwidth and
	 * resources.
	 *
	 * Example: Values of the latest bid/ask and last sale prices for IBM
	 */
	dx_st_ticker = dx_st_begin,

	/**
	 * @brief STREAM subscription type
	 *
	 * @details All events are delivered in order.
	 *
	 * Example: Incoming tape of all trades for IBM
	 */
	dx_st_stream,

	/**
	 * @brief HISTORY subscription type
	 *
	 * @details Request data history - values for certain records (groups of elements) which have arrived into QDS and
	 * have special timestamp value fitting into period requested by consumer.
	 *
	 * Example: Charting: daily bars for IBM from Sep 1st till Sep 10th 2011
	 */
	dx_st_history,

	/* add new subscription types above this line */

	dx_st_count
} dx_subscription_type_t;

/// Event subscription param
typedef struct dx_event_subscription_param {
	dx_record_id_t record_id;
	dx_subscription_type_t subscription_type;
} dx_event_subscription_param_t;

/// Event subscription param list
typedef struct dx_event_subscription_param_list {
	dx_event_subscription_param_t* elements;
	size_t size;
	size_t capacity;
} dx_event_subscription_param_list_t;

/**
 * @ingroup c-api-basic-subscription-functions
 *
 * @brief Returns the list of subscription params. Fills records list according to event_id.
 *
 * @param[in]  connection    Connection handle
 * @param[in]  order_sources Order sources
 * @param[in]  event_id      Event id
 * @param[in]  subscr_flags  Subscription flags
 * @param[out] params        Subscription params
 *
 * @warning You need to call dx_free(params.elements) to free resources.
 */
size_t dx_get_event_subscription_params(dxf_connection_t connection, dx_order_source_array_ptr_t order_sources,
										dx_event_id_t event_id, dx_event_subscr_flag subscr_flags,
										OUT dx_event_subscription_param_list_t* params);

/* -------------------------------------------------------------------------- */
/*
 *  Snapshot data structs
 */
/* -------------------------------------------------------------------------- */

/// Snapshot
typedef struct dxf_snapshot_data {
	int event_type;
	dxf_string_t symbol;

	size_t records_count;
	const dxf_event_data_t* records;
} dxf_snapshot_data_t, *dxf_snapshot_data_ptr_t;

/* -------------------------------------------------------------------------- */
/**
 * @ingroup c-api-snapshots
 *
 * @brief Snapshot listener prototype
 *
 * @param[in] snapshot_data Pointer to the received snapshot data
 * @param[in] user_data     Pointer to user struct, use NULL by default
 */
/* -------------------------------------------------------------------------- */
typedef void (*dxf_snapshot_listener_t)(const dxf_snapshot_data_ptr_t snapshot_data, void* user_data);

/* -------------------------------------------------------------------------- */
#define DXF_IS_CANDLE_REMOVAL(c)		(((c)->event_flags & dxf_ef_remove_event) != 0)
#define DXF_IS_ORDER_REMOVAL(o)			((((o)->event_flags & dxf_ef_remove_event) != 0) || ((o)->size == 0) || (isnan((o)->size)))
#define DXF_IS_SPREAD_ORDER_REMOVAL(o)	((((o)->event_flags & dxf_ef_remove_event) != 0) || ((o)->size == 0) || (isnan((o)->size)))
#define DXF_IS_TIME_AND_SALE_REMOVAL(t) (((t)->event_flags & dxf_ef_remove_event) != 0)
#define DXF_IS_GREEKS_REMOVAL(g)		(((g)->event_flags & dxf_ef_remove_event) != 0)
#define DXF_IS_SERIES_REMOVAL(s)		(((s)->event_flags & dxf_ef_remove_event) != 0)
/**
 *  @brief Incremental Snapshot listener prototype

 *  @param[in] snapshot_data Pointer to the received snapshot data
 *  @param[in] new_snapshot  Flag, is this call with new snapshot or incremental update.
 *  @param[in] user_data     Pointer to user struct, use NULL by default
 */
typedef void (*dxf_snapshot_inc_listener_t)(const dxf_snapshot_data_ptr_t snapshot_data, int new_snapshot,
											void* user_data);

/* -------------------------------------------------------------------------- */
/*
 *  Price Level data structs
 */
/* -------------------------------------------------------------------------- */
/// Price level element
typedef struct dxf_price_level_element {
	dxf_double_t price;
	dxf_double_t size;
	dxf_long_t time;
} dxf_price_level_element_t;

/// Price level book data
typedef struct dxf_price_level_book_data {
	dxf_const_string_t symbol;

	size_t bids_count;
	const dxf_price_level_element_t* bids;

	size_t asks_count;
	const dxf_price_level_element_t* asks;
} dxf_price_level_book_data_t, *dxf_price_level_book_data_ptr_t;

typedef const dxf_price_level_book_data_t* dxf_price_level_book_const_data_ptr_t;

/**
 * @ingroup c-api-price-level-book
 *
 * @brief Price Level listener prototype
 *
 *  @param[in] book      Pointer to the received price book data.
 *                       bids and asks are sorted by price,
 *                       best bid (with largest price) and best ask
 *                       (with smallest price) are first elements
 *                       of corresponding arrays.
 *  @param[in] user_data Pointer to user struct, use NULL by default
 */
typedef void (*dxf_price_level_book_listener_t)(const dxf_price_level_book_data_ptr_t book, void* user_data);

/**
 * @ingroup c-api-price-level-book
 *
 * @brief Incremental Price Level listener prototype
 *
 * @details It is recommended to process incremental changes in the following order: removals, additions, updates.
 * This is also because updates may apply to added price levels.
 *
 *  @param[in] removals  Pointer to the incremental data to be removed from the PLB. The bids and asks are sorted by
 *                       price, best bid (with largest price) and best ask (with smallest price) are first elements of
 *                       corresponding arrays.
 *  @param[in] additions Pointer to the incremental data to be added to the PLB. The bids and asks are sorted by price,
 *                       best bid (with largest price) and best ask (with smallest price) are first elements of
 *                       corresponding arrays.
 *  @param[in] updates   Pointer to the incremental data to be updated in the PLB. The bids and asks are sorted by
 *                       price, best bid (with largest price) and best ask (with smallest price) are first elements of
 *                       corresponding arrays.
 *  @param[in] user_data Pointer to user struct, use NULL by default
 */
typedef void (*dxf_price_level_book_inc_listener_t)(dxf_price_level_book_const_data_ptr_t removals,
													dxf_price_level_book_const_data_ptr_t additions,
													dxf_price_level_book_const_data_ptr_t updates, void* user_data);

/**
 * @ingroup c-api-regional-book
 *
 * @brief Regional quote listener prototype
 *
 * @param[in] quote     Pointer to the received regional quote
 * @param[in] user_data Pointer to user struct, use NULL by default
 */
typedef void (*dxf_regional_quote_listener_t)(dxf_const_string_t symbol, const dxf_quote_t* quotes, int count,
											  void* user_data);

/* -------------------------------------------------------------------------- */
// Event data navigation functions
/* -------------------------------------------------------------------------- */

#ifdef __cplusplus
extern "C"
#endif
	/**
	 * @ingroup c-api-event-listener-functions
	 *
	 * @brief  Get event data item from event data
	 *
	 * @param event_mask Event mask
	 * @param data       Event data
	 * @param index      Event data item index
	 * @return Event data item
	 */
	dxf_const_event_data_t
	dx_get_event_data_item(int event_mask, dxf_const_event_data_t data, size_t index);

/* -------------------------------------------------------------------------- */
// Various event functions
/* -------------------------------------------------------------------------- */

/**
 * @ingroup c-api-event-listener-functions
 *
 * @brief Converts event type code to its string representation
 *
 * @param event_type Event type code
 *
 * @return String representation of event type
 */
DXFEED_API dxf_const_string_t dx_event_type_to_string(int event_type);

/**
 * @ingroup c-api-event-listener-functions
 *
 * @brief Get event data structure size for given event id
 *
 * @param event_id Event id
 *
 * @return Data structure size
 */
int dx_get_event_data_struct_size(int event_id);

/**
 * @ingroup c-api-event-listener-functions
 *
 * @brief Get event id by event bitmask
 *
 * @param event_bitmask Event bitmask
 *
 * @return Event id
 */
dx_event_id_t dx_get_event_id_by_bitmask(int event_bitmask);

#endif /* EVENT_DATA_H_INCLUDED */