backend redesign

protobuf/tick.proto

@@ -0,0 +1,48 @@
+syntax = "proto3";
+
+message Tick {
+  // Unique identifier for the trade
+  string trade_id = 1;
+
+  // Market identifier (matches Market.market_id)
+  string ticker = 2;
+
+  // Timestamp in microseconds since epoch
+  uint64 timestamp = 3;
+
+  // Price (must be adjusted by tick_denom from Market metadata)
+  int64 price = 4;
+
+  // Base asset amount (must be adjusted by base_denom from Market metadata)
+  int64 amount = 5;
+
+  // Quote asset amount (must be adjusted by quote_denom from Market metadata)
+  int64 quote_amount = 6;
+
+  // Side: true = taker buy (market buy), false = taker sell (market sell)
+  bool taker_buy = 7;
+
+  // Position effect: true = close position, false = open position
+  // Only relevant for derivatives/futures markets
+  optional bool to_close = 8;
+
+  // Sequence number for ordering (if provided by exchange)
+  optional uint64 sequence = 9;
+
+  // Additional flags for special trade types
+  optional TradeFlags flags = 10;
+}
+
+message TradeFlags {
+  // Liquidation trade
+  bool is_liquidation = 1;
+
+  // Block trade (large OTC trade)
+  bool is_block_trade = 2;
+
+  // Maker side was a post-only order
+  bool maker_post_only = 3;
+
+  // Trade occurred during auction
+  bool is_auction = 4;
+}