init; project structure & bybit provider

internal/provider/bybit/models.go

@@ -0,0 +1,32 @@
+package bybit
+
+const (
+	categorySpot    string = "spot"
+	categoryLinear  string = "linear"
+	categoryInverse string = "inverse"
+	categoryOption  string = "option"
+)
+
+type marketOrderbookReq struct {
+	// Product type. spot, linear, inverse, option
+	Category string `json:"category"`
+	// Symbol name, like BTCUSDT, uppercase only
+	Symbol string `json:"symbol"`
+	/*
+		Limit size for each bid and ask
+			spot: [1, 200]. Default: 1.
+		  linear&inverse: [1, 500]. Default: 25.
+		  option: [1, 25]. Default: 1.
+	*/
+	Limit *int `json:"limit,omitempty"`
+}
+
+type marketOrderbookResp struct {
+	S   string     `json:"s"`   // Symbol name.
+	A   [][]string `json:"a"`   // Ask, seller. Sorted by price in ascending order. a[0]: Ask price, a[1]: Ask size.
+	B   [][]string `json:"b"`   // Bid, buyer. Sorted by price in descending order. b[0]: Bid price, b[1]: Bid size.
+	Ts  int64      `json:"ts"`  // The timestamp (ms) that the system generates the data.
+	U   int        `json:"u"`   // Update ID, is always in sequence.
+	Seq int        `json:"seq"` // Cross sequence.
+	Cts int64      `json:"cts"` // The timestamp from the matching engine when this orderbook data is produced. It can be correlated with T from public trade channel.
+}