Add pricing data path

alpacahq · Dec 24, 2024 · 9a01525 · 9a01525
1 parent a2396c6
commit 9a01525
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Showing 4 changed files with 229 additions and 67 deletions.
diff --git a/marketdata/stream/entities.go b/marketdata/stream/entities.go
@@ -200,3 +200,14 @@ func (e errorMessage) Error() string {
 
 	return e.msg
 }
+
+type PerpPricingData struct {
+	Symbol          string
+	Timestamp       time.Time
+	Exchange        string
+	IndexPrice      float64
+	MarkPrice       float64
+	FundingRate     float64
+	OpenInterest    float64
+	NextFundingTime time.Time
+}