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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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22
protobuf/ingestor.proto
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@@ -31,10 +31,10 @@ message DataRequest {
}
message HistoricalParams {
// Start time (microseconds since epoch)
// Start time (nanoseconds since epoch)
uint64 start_time = 1;
// End time (microseconds since epoch)
// End time (nanoseconds since epoch)
uint64 end_time = 2;
// OHLC period in seconds (e.g., 60 = 1m, 300 = 5m, 3600 = 1h, 86400 = 1d)
@@ -115,13 +115,13 @@ message SubmitHistoricalRequest {
// Client-generated request ID for tracking
string request_id = 1;
// Market identifier (e.g., "BINANCE:BTC/USDT")
// Market identifier in Nautilus format (e.g., "BTC/USDT.BINANCE")
string ticker = 2;
// Start time (microseconds since epoch)
// Start time (nanoseconds since epoch)
uint64 start_time = 3;
// End time (microseconds since epoch)
// End time (nanoseconds since epoch)
uint64 end_time = 4;
// OHLC period in seconds (e.g., 60 = 1m, 300 = 5m, 3600 = 1h)
@@ -170,10 +170,10 @@ message HistoryReadyNotification {
// OHLC period in seconds
uint32 period_seconds = 3;
// Start time (microseconds since epoch)
// Start time (nanoseconds since epoch)
uint64 start_time = 4;
// End time (microseconds since epoch)
// End time (nanoseconds since epoch)
uint64 end_time = 5;
// Status of the data fetch
@@ -189,7 +189,7 @@ message HistoryReadyNotification {
// Number of records written
uint32 row_count = 12;
// Timestamp when data was written (microseconds since epoch)
// Timestamp when data was written (nanoseconds since epoch)
uint64 completed_at = 13;
enum NotificationStatus {
@@ -208,10 +208,10 @@ message OHLCRequest {
// Market identifier
string ticker = 2;
// Start time (microseconds since epoch)
// Start time (nanoseconds since epoch)
uint64 start_time = 3;
// End time (microseconds since epoch)
// End time (nanoseconds since epoch)
uint64 end_time = 4;
// OHLC period in seconds (e.g., 60 = 1m, 300 = 5m, 3600 = 1h)
@@ -290,7 +290,7 @@ message CEPTriggerEvent {
// Trigger ID that fired
string trigger_id = 1;
// Timestamp when trigger fired (microseconds since epoch)
// Timestamp when trigger fired (nanoseconds since epoch)
uint64 timestamp = 2;
// Schema information for the result rows