Add Ticker24h support: hourly market snapshots with USD-normalized volume filtering

protobuf/ingestor.proto

@@ -30,6 +30,7 @@ message DataRequest {
   enum RequestType {
     HISTORICAL_OHLC = 0;
     REALTIME_TICKS = 1;
+    TICKER_SNAPSHOT = 2;
   }
 }
 

protobuf/ticker24h.proto

@@ -0,0 +1,61 @@
+syntax = "proto3";
+
+option java_multiple_files = true;
+option java_package = "com.dexorder.proto";
+
+// Exchange rate for a single quote currency → USD conversion
+message QuoteCurrencyRate {
+  string currency = 1;       // "BTC", "ETH", "USDT", "USDC"
+  double usd_rate = 2;       // conversion rate to USD (1.0 for USD stablecoins)
+  string source_ticker = 3;  // "BTC/USDT.BINANCE" — source market used for rate
+  uint64 timestamp = 4;      // nanoseconds when rate was observed
+}
+
+// Index of quote currency → USD rates used to compute std_quote_volume.
+// Embedded in Ticker24h so consumers have full audit trail.
+message QuoteCurrencyIndex {
+  repeated QuoteCurrencyRate rates = 1;
+  uint64 generated_at = 2;  // nanoseconds
+}
+
+// 24-hour rolling market stats for a single symbol
+message TickerStats {
+  // Required: always present for any valid ticker
+  string ticker = 1;            // "BTC/USDT.BINANCE"
+  string exchange_id = 2;       // "BINANCE"
+  string base_asset = 3;        // "BTC"
+  string quote_asset = 4;       // "USDT"
+  double last_price = 5;        // last traded price in quote currency
+  double price_change_pct = 6;  // 24h price change as percentage (e.g. 2.5 = +2.5%)
+  double quote_volume_24h = 7;  // raw 24h volume in quote asset
+  uint64 timestamp = 8;         // nanoseconds, snapshot time
+
+  // Optional: not all exchanges / markets provide these
+  optional double bid_price = 9;
+  optional double ask_price = 10;
+  optional double open_24h = 11;
+  optional double high_24h = 12;
+  optional double low_24h = 13;
+  optional double volume_24h = 14;       // base-asset volume (0 is valid on tiny markets)
+  optional double std_quote_volume = 15; // quote_volume_24h normalized to USD; null if conversion unknown
+  optional uint32 num_trades = 16;       // 24h trade count (0 is valid on tiny markets)
+}
+
+// Full Ticker24h snapshot for one exchange: all symbols + currency index
+// Published via ZMQ XPUB topic: "{exchange_id}|ticker24h" (scheduled)
+//                             or "RESPONSE:{client_id}"   (client-initiated)
+message Ticker24h {
+  string exchange_id = 1;
+  repeated TickerStats tickers = 2;
+  uint64 generated_at = 3;             // nanoseconds
+  QuoteCurrencyIndex currency_index = 4;
+}
+
+// Kafka message written by ingestor after fetchTickers() call (topic: market-ticker)
+message TickerBatch {
+  string exchange_id = 1;
+  repeated TickerStats tickers = 2;
+  uint64 fetched_at = 3;               // nanoseconds
+  optional string client_id = 4;       // non-empty = client-initiated; absent = scheduled broadcast
+  optional string request_id = 5;      // echoed for tracing
+}