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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
test/history_client/client.py
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@@ -32,7 +32,7 @@ class HistoryClient:
Request historical OHLC data via Relay.
Args:
ticker: Market identifier (e.g., "BINANCE:BTC/USDT")
ticker: Market identifier (e.g., "BTC/USDT.BINANCE")
start_time: Start timestamp in microseconds since epoch
end_time: End timestamp in microseconds since epoch
period_seconds: OHLC period in seconds (e.g., 3600 for 1h)
@@ -161,7 +161,7 @@ def main():
# Connect to Relay
client.connect()
# Request BINANCE:BTC/USDT 1h candles for first 7 days of January 2026
# Request BTC/USDT.BINANCE 1h candles for first 7 days of January 2026
# January 1, 2026 00:00:00 UTC = 1735689600 seconds = 1735689600000000 microseconds
# January 7, 2026 23:59:59 UTC = 1736294399 seconds = 1736294399000000 microseconds
@@ -169,7 +169,7 @@ def main():
end_time_us = 1736294399 * 1_000_000 # Jan 7, 2026 23:59:59 UTC
response = client.request_historical_ohlc(
ticker='BINANCE:BTC/USDT',
ticker='BTC/USDT.BINANCE',
start_time=start_time_us,
end_time=end_time_us,
period_seconds=3600, # 1 hour