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diffBookDepthResponse.go
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diffBookDepthResponse.go
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package futuresusdt
// DiffBookDepthResponse json parser
type DiffBookDepthResponse struct {
EventType string `json:"e"` // Event type
EventTime int64 `json:"E"` // Event time stamp
TransactionTime int64 `json:"T"` // Transaction time stamp
Symbol string `json:"s"` // Symbol
FirstUpdateID int64 `json:"U"` // First update ID in event
FinalUpdateID int64 `json:"u"` // Final update ID in event
FinalUpdateIDInLastStream int64 `json:"Pu"` // Final update Id in last stream(ie `u` in last stream)
Bids [][]string `json:"b"` // Bids to be updated, in addition, there will be two elements in the array, the first is Price Level to be, and the second is Quantity
Asks [][]string `json:"a"` // Asks to be updated, in addition, there will be two elements in the array, the first is Price Level to be, and the second is Quantity
}
// DiffBookDepthCombinedResponse json parser
type DiffBookDepthCombinedResponse struct {
StreamName string `json:"stream"` // Stream Name
Data DiffBookDepthResponse `json:"data"` // data
}