orderbook

type BestPrice struct {
	Provider string
	Price    float64
	Size     float64
}

type Book struct {
	Symbol string
	Asks   *Limits
	Bids   *Limits
}

type CrossSpread struct {
	Symbol  string
	BestAsk BestPrice
	BestBid BestPrice
	Spread  float64
}

type DataFeed struct {
	Provider string
	Symbol   string
	BestAsk  float64
	BestBid  float64
	Spread   float64
}

type Limit struct {
	Price float64
	// contains filtered or unexported fields
}

type Limits struct {
	// contains filtered or unexported fields
}

type Order struct {
	// contains filtered or unexported fields
}

type Orderbook struct {
	// contains filtered or unexported fields
}

type Orderbooks map[string]*Book

type Provider interface {
	Start() error
	GetOrderbooks() Orderbooks
	Name() string
}