fastbin/schema_cpp.json at master · rbeeli/fastbin · GitHub

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{
  "namespace": "my_models",
  "enums": {
    "TradeSide": {
      "type": "uint8",
      "members": {
        "Sell": { "value": 0, "map": "SELL" },
        "Buy": { "value": 1, "map": "BUY" }
      }
    },
    "OrderbookType": {
      "type": "uint8",
      "members": {
        "Snapshot": { "value": 1 },
        "Delta": { "value": 2 }
      }
    },
    "TickDirection": {
      "type": "uint8",
      "docstring": "https://bybit-exchange.github.io/docs/v5/enum#tickdirection",
      "members": {
        "Unknown": { "value": 0 },
        "PlusTick": { "value": 1, "docstring": "Price rise." },
        "ZeroPlusTick": {
          "value": 2,
          "docstring": [
            "Trade occurs at the same price as the previous trade,",
            "which occurred at a price lower than that for the trade preceding it.",
            "",
            "Example price series: 100 -> 99 -> 99"
          ]
        },
        "MinusTick": { "value": 3, "docstring": "Price drop." },
        "ZeroMinusTick": {
          "value": 4,
          "docstring": [
            "Trade occurs at the same price as the previous trade,",
            "which occurred at a price higher than that for the trade preceding it.",
            "",
            "Example price series: 100 -> 101 -> 101"
          ]
        }
      }
    }
  },
  "structs": {
    "StreamTrade": {
      "docstring": "https://bybit-exchange.github.io/docs/v5/websocket/public/trade",
      "members": {
        "server_time": "int64",
        "recv_time": "int64",
        "symbol": "string",
        "fill_time": "int64",
        "side": "enum:TradeSide",
        "price": "float64",
        "price_chg_dir": "enum:TickDirection",
        "size": "float64",
        "trade_id": "string",
        "block_trade": "bool"
      }
    },
    "StreamOrderbook": {
      "docstring": "https://bybit-exchange.github.io/docs/v5/websocket/public/orderbook",
      "members": {
        "server_time": "int64",
        "recv_time": "int64",
        "cts": "int64",
        "type": "enum:OrderbookType",
        "depth": "uint16",
        "symbol": "string",
        "update_id": "uint64",
        "seq_num": "uint64",
        "bid_prices": "vector<float64>",
        "bid_quantities": "vector<float64>",
        "ask_prices": "vector<float64>",
        "ask_quantities": "vector<float64>"
      }
    },
    "ChildVar": {
      "members": {
        "field1": "int32",
        "field2": "string"
      }
    },
    "ChildFixed": {
      "members": {
        "field1": "int32",
        "field2": "int32"
      }
    },
    "Parent": {
      "members": {
        "field1": "int32",
        "child1": "struct:ChildFixed",
        "child2": "struct:ChildVar",
        "str": "string"
      }
    },
    "VectorOfUInt32": {
      "members": {
        "values": "vector<uint32>",
        "str": "string"
      }
    },
    "VectorOfFixedSizedStructs": {
      "members": {
        "values": "vector<struct:ChildFixed>",
        "str": "string"
      }
    },
    "VectorOfVariableSizedStructs": {
      "members": {
        "values": "vector<struct:ChildVar>",
        "str": "string"
      }
    },
    "Variants": {
      "members": {
        "primitives": "Variant<int32, int64, uint8>",
        "primitives_and_string": "Variant<string, float64, bool>",
        "structs": "Variant<struct:ChildFixed, struct:ChildVar>"
      }
    }
  }
}