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. } type marketKlineReq struct { Category string `json:"category"` // Product type. spot,linear,inverse Symbol string `json:"symbol"` // Symbol name, like BTCUSDT, uppercase only Interval string `json:"interval"` // Kline interval. 1,3,5,15,30,60,120,240,360,720,D,W,M Start string `json:"start,omitempty"` // unix timestamp in ms End string `json:"end,omitempty"` // unix timestamp in ms Limit *int `json:"limit,omitempty"` // Limit for data size per page. [1, 1000]. Default: 200 } // marketKlineResp contains the result of /v5/market/kline. // List entries: [startTime, open, high, low, close, volume, turnover]. // Returned in descending order (newest first). type marketKlineResp struct { Symbol string `json:"symbol"` Category string `json:"category"` List [][]string `json:"list"` }