//+------------------------------------------------------------------+
//|                                              S1_Admissao1_v0.mqh |
//|                                              DESENVOLVIMENTO     |
//|                             Copyright 2022, HEDGING HORN CAPITAL |
//|                                     https://www.hhcapital.com.br |
//+------------------------------------------------------------------+
#property copyright "Copyright 2022, HEDGING HORN CAPITAL"
#property link      "https://www.hhcapital.com.br"

//+------------------------------------------------------------------+
//| 1.3.4 - VARIAVEIS OPERACIONAIS                                   |
//+------------------------------------------------------------------+
struct CustomMqlTick
{
   int      idTick;
   string   tipoEvento;
   datetime timestamp;
   int      flag;
   double   last;
   int      volume;
   double   bid0;
   double   ask0;
   int      vb0;
   int      va0;
   int      bid1;
   int      ask1;
   int      vb1;
   int      va1;
};

struct slot
{
   ulong       idOrdem;
   ulong       idPosicao;
   int         ponta;
   int         state;
   int         status;
   double      qtd;
   double      precoEnvio;
   double      precoAlvo;
   double      precoStop;
   MqlDateTime cronometro;
};

struct posicao
{
   ulong  idPosicao;
   int    ponta;
   double qtd;
   double precoMedio;
   double precoAlvo;
   double precoStop;
};

struct fluido
{
   double media;
   double midprice;
   double sigmaHFT;
   double sigmaLFT;
   double assimetria;
   double curtose;                               //C = (q3-q1)/2(d9-d1) 
   double driftHFTTend;                          //driftHFTTend = [λc*e^(-kv*spreadV)]-[λv*e^(-kc*spreadC)]
   double driftHFTVol;
   double driftLFTTend;
   double driftLFTVol;
   double spreadHFTC;
   double spreadHFTV;
   double spreadLFTC;
   double spreadLFTV;
   double KC;
   double KV; 
   double lambdaC;
   double lambdaV;
   double lobC;
   double lobV;
   double fi;
   double alpha;
   int    q;
   int    Q;
   int    t;
   int    T;
   int    nBook;
   int    iBid0;
   int    iBid1;
   int    iBid2;
   int    iAsk0;
   int    iAsk1;
   int    iAsk2;
   double precoMedioC;
   double precoMedioV;
   int    magic;
   int    iSlot;
   int    rajada;
   double tickMin;
   bool   chaveBook;
   double precoAbertura;
   double desvioDiario;
   int    lifetime;
};