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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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6
sandbox/README.md
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@@ -36,7 +36,7 @@ async def main():
try:
# Fetch OHLC data (automatically checks cache and requests missing data)
df = await client.fetch_ohlc(
ticker="BINANCE:BTC/USDT",
ticker="BTC/USDT.BINANCE",
period_seconds=3600, # 1-hour candles
start_time=1735689600000000, # microseconds
end_time=1736294399000000
@@ -112,7 +112,7 @@ Initialize the client with connection parameters.
Fetch OHLC data with smart caching.
**Parameters:**
- `ticker` (str): Market identifier (e.g., "BINANCE:BTC/USDT")
- `ticker` (str): Market identifier (e.g., "BTC/USDT.BINANCE")
- `period_seconds` (int): OHLC period in seconds (60, 300, 3600, 86400, etc.)
- `start_time` (int): Start timestamp in microseconds
- `end_time` (int): End timestamp in microseconds
@@ -179,7 +179,7 @@ await client.connect()
# Now safe to make requests
result = await client.request_historical_ohlc(
ticker="BINANCE:BTC/USDT",
ticker="BTC/USDT.BINANCE",
period_seconds=3600,
start_time=1735689600000000,
end_time=1736294399000000