kvokka/dtn

# frozen_string_literal: true

module Dtn
  module Messages
    module Historical
      # Price tick message abstraction.
      class Tick < MessageWithSimpleParser
        class << self
          # rubocop:disable Metrics/MethodLength
          def fields
            @fields ||= {
              request_id: :to_i,
              timestamp: :to_datetime,
              last: :to_f,
              last_size: :to_i,
              total_volume: :to_i,
              bid: :to_f,
              ask: :to_f,
              tick_id: :to_i,
              basis_for_last: :to_s,
              trade_market_center: :to_s,
              trade_aggressor: :to_s,
              day_code: :to_s
            }
          end
          # rubocop:enable Metrics/MethodLength
        end
      end
    end
  end
end