Add message struct definitions

All message structs required to run the exchange

lib/rex/server.rb

@@ -1,5 +1,6 @@
 # frozen_string_literal: true
 
+require_relative "server/messages"
 require_relative "server/message_broker"
 module Rex
   module Server

lib/rex/server/messages.rb

@@ -0,0 +1,73 @@
+module Rex
+  module Server
+    module Messages
+      AuthenticateRequest = Struct.new(:user_id)
+
+      FetchTradesRequest = Struct.new(:user_id)
+      FetchOrdersRequest = Struct.new(:user_id)
+      CreateOrderRequest = Struct.new(:user_id, :side, :price, :quantity)
+      CancelOrderRequest = Struct.new(:user_id, :order_id)
+      FetchOrderBookRequest = Struct.new(:user_id)
+
+      OrderBookUpdateEvent = Struct.new(
+        :side,
+        :price,
+        :quantity
+      )
+
+      OrderBookFetchEvent = Struct.new(
+        :user_id,
+        :side,
+        :price,
+        :quantity
+      )
+
+      OrderCancelledEvent = Struct.new(
+        :id,
+        :user_id,
+        :side,
+        :remaining_quantity,
+        :price
+      )
+
+      OrderFetchEvent = Struct.new(
+        :id,
+        :user_id,
+        :side,
+        :quantity,
+        :remaining_quantity,
+        :price
+      )
+
+      OrderCreatedEvent = Struct.new(
+        :id,
+        :user_id,
+        :side,
+        :quantity,
+        :remaining_quantity,
+        :price
+      )
+
+      OrderFillEvent = Struct.new(
+        :id,
+        :user_id,
+        :price,
+        :side,
+        :remaining_quantity
+      )
+
+      TradeEvent = Struct.new(
+        :id,
+        :price,
+        :quantity
+      )
+
+      TradeFetchEvent = Struct.new(
+        :id,
+        :user_id,
+        :price,
+        :quantity
+      )
+    end
+  end
+end