import { RestFutOptIntradayQuoteResponse } from '../../rest/futopt/intraday/quote';
/**
 * Shapes of the futopt streaming frames, for casting the raw string handed to
 * the `message` event after `JSON.parse`.
 *
 * `isTrial` is the field to branch on before acting on a price: it marks a
 * trial-matching (試撮) quote, which is a simulated match and not a trade. The
 * server omits it entirely when false rather than sending `isTrial: false`,
 * hence `?: true`.
 *
 * Trial frames on `trades` / `books` only reach clients connected to futopt
 * streaming v1.1. They are *not* the only place trial data surfaces, though:
 * `aggregates` is not version-gated, and during a trial session its
 * `lastPrice` / `lastSize` are the trial values on every version — only the
 * top-level `isTrial` distinguishes them.
 */
export interface WebSocketFutOptTrade {
    bid?: number;
    ask?: number;
    price?: number;
    size?: number;
    time?: number;
    serial?: string;
    isReplaced?: boolean;
}
export interface WebSocketFutOptTradesData {
    symbol: string;
    type: string;
    exchange: string;
    trades: WebSocketFutOptTrade[];
    total: {
        bidOrders?: number;
        askOrders?: number;
        bidVolume?: number;
        askVolume?: number;
        tradeValue?: number;
        tradeVolume?: number;
        totalBidMatch?: number;
        totalAskMatch?: number;
        tradeVolumeAtBid?: number;
        tradeVolumeAtAsk?: number;
        transaction?: number;
        time?: number;
    };
    isTrial?: true;
    time: number;
    serial: number;
}
export interface WebSocketFutOptBooksData {
    symbol: string;
    type: string;
    exchange: string;
    bids?: Array<{
        price?: number;
        size?: number;
    }>;
    asks?: Array<{
        price?: number;
        size?: number;
    }>;
    /** Extended (6th) order-book level, present on some contracts. */
    derivedBid?: {
        price?: number;
        size?: number;
    };
    derivedAsk?: {
        price?: number;
        size?: number;
    };
    isTrial?: true;
    time?: number;
    serial?: number;
}
/**
 * The `aggregates` frame carries the same aggregated quote the REST
 * `intraday/quote` endpoint returns — the server writes one object to both.
 */
export type WebSocketFutOptAggregatesData = RestFutOptIntradayQuoteResponse;
export interface WebSocketFutOptMessage<T> {
    event: string;
    data: T;
    id: string;
    channel: string;
}