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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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8
relay/src/relay.rs
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@@ -205,13 +205,13 @@ impl Relay {
info!("Handling request submission: request_id={}, ticker={}, client_id={:?}",
request_id, ticker, client_id);
// Extract exchange prefix from ticker
let exchange_prefix = ticker.split(':').next()
.map(|s| format!("{}:", s))
// Extract exchange suffix from ticker (Nautilus format: "BTC/USDT.BINANCE")
let exchange_prefix = ticker.rsplitn(2, '.').next()
.map(|s| format!("{}.", s))
.unwrap_or_else(|| String::from(""));
if exchange_prefix.is_empty() {
warn!("Ticker '{}' missing exchange prefix", ticker);
warn!("Ticker '{}' missing exchange suffix", ticker);
}
// Build DataRequest protobuf for ingestors