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