backend redesign

protobuf/ohlc.proto

@@ -0,0 +1,61 @@
+syntax = "proto3";
+
+option java_multiple_files = true;
+option java_package = "com.dexorder.proto";
+
+// Single OHLC row
+message OHLC {
+  // Timestamp in microseconds since epoch
+  uint64 timestamp = 1;
+
+  // The prices and volumes must be adjusted by the rational denominator provided
+  // by the market metadata
+  int64 open = 2;
+  int64 high = 3;
+  int64 low = 4;
+  int64 close = 5;
+  optional int64 volume = 6;
+  optional int64 buy_vol = 7;
+  optional int64 sell_vol = 8;
+  optional int64 open_time = 9;
+  optional int64 high_time = 10;
+  optional int64 low_time = 11;
+  optional int64 close_time = 12;
+  optional int64 open_interest = 13;
+  string ticker = 14;
+}
+
+// Batch of OHLC rows with metadata for historical request tracking
+// Used for Kafka messages from ingestor → Flink
+message OHLCBatch {
+  // Metadata for tracking this request through the pipeline
+  OHLCBatchMetadata metadata = 1;
+
+  // OHLC rows in this batch
+  repeated OHLC rows = 2;
+}
+
+// Metadata for tracking historical data requests through the pipeline
+message OHLCBatchMetadata {
+  // Request ID from client
+  string request_id = 1;
+
+  // Optional client ID for notification routing
+  optional string client_id = 2;
+
+  // Market identifier
+  string ticker = 3;
+
+  // OHLC period in seconds
+  uint32 period_seconds = 4;
+
+  // Time range requested (microseconds since epoch)
+  uint64 start_time = 5;
+  uint64 end_time = 6;
+
+  // Status for marker messages (OK, NOT_FOUND, ERROR)
+  string status = 7;
+
+  // Error message if status is ERROR
+  optional string error_message = 8;
+}