syntax = "proto3";

option java_multiple_files = true;
option java_package = "com.dexorder.proto";

message Tick {
  // Unique identifier for the trade
  string trade_id = 1;

  // Market identifier in Nautilus format: "BTC/USDT.BINANCE"
  string ticker = 2;

  // Timestamp in nanoseconds since epoch
  uint64 timestamp = 3;

  // Price as a scaled integer (divide by 10^price_precision from Market metadata)
  int64 price = 4;

  // Base asset amount as a scaled integer (divide by 10^size_precision from Market metadata)
  int64 amount = 5;

  // Quote asset amount as a scaled integer
  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;

  // When true: synthetic seed record carrying pre-aggregated OHLC for accumulator init.
  // price = open (scaled), amount = volume (scaled); seed_* fields carry H/L/C/period.
  optional bool is_seed = 11;
  optional int64 seed_high = 12;
  optional int64 seed_low = 13;
  optional int64 seed_close = 14;
  optional uint64 seed_window_start_ms = 15;
  optional uint32 seed_period_seconds = 16;
}

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;
}