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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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10
protobuf/tick.proto
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@@ -7,19 +7,19 @@ message Tick {
// Unique identifier for the trade
string trade_id = 1;
// Market identifier (matches Market.market_id)
// Market identifier in Nautilus format: "BTC/USDT.BINANCE"
string ticker = 2;
// Timestamp in microseconds since epoch
// Timestamp in nanoseconds since epoch
uint64 timestamp = 3;
// Price (must be adjusted by tick_denom from Market metadata)
// Price as a scaled integer (divide by 10^price_precision from Market metadata)
int64 price = 4;
// Base asset amount (must be adjusted by base_denom from Market metadata)
// Base asset amount as a scaled integer (divide by 10^size_precision from Market metadata)
int64 amount = 5;
// Quote asset amount (must be adjusted by quote_denom from Market metadata)
// Quote asset amount as a scaled integer
int64 quote_amount = 6;
// Side: true = taker buy (market buy), false = taker sell (market sell)