//+------------------------------------------------------------------+
//|                                                      Structs.mqh |
//|                                  Copyright 2021, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2021, MetaQuotes Ltd."
#property link      "https://www.mql5.com"

//+------------------------------------------------------------------+
//| 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;
   int    ponta;
   int    state;
   int    status;
   double qtd;
   double precoEnvio;
   double precoAlvo;
   double precoStop;
};

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;
   int    iBid0;
   int    iBid1;
   int    iBid2;
   int    iAsk0;
   int    iAsk1;
   int    iAsk2;
   double precoMedioC;
   double precoMedioV;
};