Symbol & data refactoring for Nautilus

ingestor/src/zmq-client.js

@@ -29,9 +29,9 @@ export class ZmqClient {
     const workEndpoint = `tcp://${flink_hostname}:${ingestor_work_port}`;
     await this.workSocket.connect(workEndpoint);
 
-    // Subscribe to each supported exchange prefix
+    // Subscribe to each supported exchange suffix (Nautilus format: "BTC/USDT.BINANCE")
     for (const exchange of this.supportedExchanges) {
-      const prefix = `${exchange}:`;
+      const prefix = `${exchange}.`;
       this.workSocket.subscribe(prefix);
       this.logger.info(`Subscribed to exchange prefix: ${prefix}`);
     }