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Symbol & data refactoring for Nautilus

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This commit is contained in:
Tim Olson
2026-04-01 00:59:13 -04:00
parent cd28e18e52
commit 93bc8a3a4f
55 changed files with 537 additions and 600 deletions
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4
doc/architecture.md
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@@ -197,7 +197,7 @@ See [[protocol]] for detailed ZMQ patterns and message formats.
**Features:**
- CCXT-based exchange adapters
- Subscribes to work queue via exchange prefix (e.g., `BINANCE:`)
- Subscribes to work queue via exchange suffix (e.g., `.BINANCE`)
- Writes raw data to Kafka only (no direct client responses)
- Supports realtime ticks and historical OHLC
@@ -324,7 +324,7 @@ See [[protocol#Historical Data Query Flow]] for details.
4. Relay → Clients (XPUB/SUB): Fanout to subscribers
```
**Topic Format:** `{ticker}|{data_type}` (e.g., `BINANCE:BTC/USDT|tick`)
**Topic Format:** `{ticker}|{data_type}` (e.g., `BTC/USDT.BINANCE|tick`)
---

4
doc/protocol.md
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@@ -85,7 +85,7 @@ All sockets bind on **Relay** (well-known endpoint). Components connect to relay
- **Socket Type**: Relay uses PUB (bind), Ingestors use SUB (connect)
- **Endpoint**: `tcp://*:5555` (Relay binds)
- **Message Types**: `DataRequest` (historical or realtime)
- **Topic Prefix**: Exchange name (e.g., `BINANCE:`, `COINBASE:`)
- **Topic Prefix**: Market name (e.g., `BTC/USDT.`, `ETH/BTC.`)
- **Behavior**:
- Relay publishes work with exchange prefix from ticker
- Ingestors subscribe only to exchanges they support
@@ -100,7 +100,7 @@ All sockets bind on **Relay** (well-known endpoint). Components connect to relay
- Relay XSUB (connect) → Flink PUB (bind) - Port 5557
- **Message Types**: `Tick`, `OHLC`, `HistoryReadyNotification`, `SymbolMetadataUpdated`
- **Topic Formats**:
- Market data: `{ticker}|{data_type}` (e.g., `BINANCE:BTC/USDT|tick`)
- Market data: `{ticker}|{data_type}` (e.g., `BTC/USDT.BINANCE|tick`)
- Notifications: `RESPONSE:{client_id}` or `HISTORY_READY:{request_id}`
- System notifications: `METADATA_UPDATE` (for symbol metadata updates)
- **Behavior**:

2
doc/user_mcp_resources.md
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@@ -105,7 +105,7 @@ async def get_conversation_summary() -> str:
```json
{
"currentChart": {
"ticker": "BINANCE:BTC/USDT",
"ticker": "BTC/USDT.BINANCE",
"timeframe": "1h",
"indicators": ["SMA(20)", "RSI(14)", "MACD(12,26,9)"]
},