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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`)
---