259 lines
7.8 KiB
Protocol Buffer
259 lines
7.8 KiB
Protocol Buffer
syntax = "proto3";
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option java_multiple_files = true;
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option java_package = "com.dexorder.proto";
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// User container event system for delivering notifications to users
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// via active sessions or external channels (Telegram, email, push).
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//
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// Two ZMQ patterns:
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// - XPUB/SUB (port 5570): Fast path for informational events to active sessions
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// - DEALER/ROUTER (port 5571): Guaranteed delivery for critical events with ack
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//
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// See doc/protocol.md and doc/user_container_events.md for details.
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// =============================================================================
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// User Event (Container → Gateway)
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// Message Type ID: 0x20
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// =============================================================================
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message UserEvent {
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// User ID this event belongs to
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string user_id = 1;
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// Unique event ID for deduplication and ack tracking (UUID)
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string event_id = 2;
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// Timestamp when event was generated (Unix milliseconds)
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int64 timestamp = 3;
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// Type of event
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EventType event_type = 4;
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// Event payload (JSON or nested protobuf, depending on event_type)
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bytes payload = 5;
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// Delivery specification (priority and channel preferences)
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DeliverySpec delivery = 6;
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}
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enum EventType {
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// Trading events
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ORDER_PLACED = 0;
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ORDER_FILLED = 1;
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ORDER_CANCELLED = 2;
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ORDER_REJECTED = 3;
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ORDER_EXPIRED = 4;
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// Alert events
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ALERT_TRIGGERED = 10;
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ALERT_CREATED = 11;
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ALERT_DELETED = 12;
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// Position events
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POSITION_OPENED = 20;
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POSITION_CLOSED = 21;
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POSITION_UPDATED = 22;
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POSITION_LIQUIDATED = 23;
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// Workspace/chart events
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WORKSPACE_CHANGED = 30;
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CHART_ANNOTATION_ADDED = 31;
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CHART_ANNOTATION_REMOVED = 32;
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INDICATOR_UPDATED = 33;
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// Strategy events
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STRATEGY_STARTED = 40;
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STRATEGY_STOPPED = 41;
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STRATEGY_LOG = 42;
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STRATEGY_ERROR = 43;
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BACKTEST_COMPLETED = 44;
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// System events
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CONTAINER_STARTING = 50;
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CONTAINER_READY = 51;
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CONTAINER_SHUTTING_DOWN = 52;
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EVENT_ERROR = 53;
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}
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// =============================================================================
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// Delivery Specification
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// =============================================================================
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message DeliverySpec {
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// Priority determines routing behavior
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Priority priority = 1;
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// Ordered list of channel preferences (try first, then second, etc.)
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repeated ChannelPreference channels = 2;
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}
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enum Priority {
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// Drop if no active session (fire-and-forget via XPUB)
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// Use for: indicator updates, chart syncs, strategy logs when watching
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INFORMATIONAL = 0;
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// Best effort delivery - queue briefly, deliver when possible
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// Uses XPUB if subscribed, otherwise DEALER
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// Use for: alerts, position updates
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NORMAL = 1;
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// Must deliver - retry until acked, escalate channels
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// Always uses DEALER for guaranteed delivery
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// Use for: order fills, liquidations, critical errors
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CRITICAL = 2;
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}
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message ChannelPreference {
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// Channel to deliver to
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ChannelType channel = 1;
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// If true, skip this channel if user is not connected to it
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// If false, deliver even if user is not actively connected
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// (e.g., send Telegram message even if user isn't in Telegram chat)
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bool only_if_active = 2;
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}
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enum ChannelType {
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// Whatever channel the user currently has open (WebSocket, Telegram session)
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ACTIVE_SESSION = 0;
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// Specific channels
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WEB = 1; // WebSocket to web UI
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TELEGRAM = 2; // Telegram bot message
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EMAIL = 3; // Email notification
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PUSH = 4; // Mobile push notification (iOS/Android)
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DISCORD = 5; // Discord webhook (future)
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SLACK = 6; // Slack webhook (future)
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}
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// =============================================================================
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// Event Acknowledgment (Gateway → Container)
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// Message Type ID: 0x21
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// =============================================================================
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message EventAck {
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// Event ID being acknowledged
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string event_id = 1;
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// Delivery status
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AckStatus status = 2;
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// Error message if status is ERROR
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string error_message = 3;
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// Channel that successfully delivered (for logging/debugging)
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ChannelType delivered_via = 4;
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}
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enum AckStatus {
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// Successfully delivered to at least one channel
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DELIVERED = 0;
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// Accepted and queued for delivery (e.g., rate limited, will retry)
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QUEUED = 1;
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// Permanent failure - all channels failed
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ACK_ERROR = 2;
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}
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// =============================================================================
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// Event Payloads
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// These are JSON-encoded in the UserEvent.payload field.
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// Defined here for documentation; actual encoding is JSON for flexibility.
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// =============================================================================
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// Payload for ORDER_PLACED, ORDER_FILLED, ORDER_CANCELLED, etc.
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message OrderEventPayload {
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string order_id = 1;
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string symbol = 2;
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string side = 3; // "buy" or "sell"
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string order_type = 4; // "market", "limit", "stop_limit", etc.
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string quantity = 5; // Decimal string
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string price = 6; // Decimal string (for limit orders)
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string fill_price = 7; // Decimal string (for fills)
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string fill_quantity = 8; // Decimal string (for partial fills)
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string status = 9; // "open", "filled", "cancelled", etc.
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string exchange = 10;
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int64 timestamp = 11; // Unix milliseconds
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string strategy_id = 12; // If order was placed by a strategy
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string error_message = 13; // If rejected/failed
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}
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// Payload for ALERT_TRIGGERED
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message AlertEventPayload {
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string alert_id = 1;
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string symbol = 2;
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string condition = 3; // Human-readable condition (e.g., "BTC > 50000")
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string triggered_price = 4; // Decimal string
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int64 timestamp = 5;
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}
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// Payload for POSITION_OPENED, POSITION_CLOSED, POSITION_UPDATED
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message PositionEventPayload {
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string position_id = 1;
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string symbol = 2;
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string side = 3; // "long" or "short"
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string size = 4; // Decimal string
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string entry_price = 5; // Decimal string
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string current_price = 6; // Decimal string
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string unrealized_pnl = 7; // Decimal string
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string realized_pnl = 8; // Decimal string (for closed positions)
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string leverage = 9; // Decimal string (for margin)
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string liquidation_price = 10;
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string exchange = 11;
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int64 timestamp = 12;
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}
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// Payload for WORKSPACE_CHANGED, CHART_ANNOTATION_*, INDICATOR_UPDATED
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message WorkspaceEventPayload {
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string workspace_id = 1;
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string change_type = 2; // "symbol_changed", "timeframe_changed", "annotation_added", etc.
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string symbol = 3;
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string timeframe = 4;
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// For annotations
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string annotation_id = 5;
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string annotation_type = 6; // "trendline", "horizontal", "rectangle", "text", etc.
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string annotation_data = 7; // JSON string with coordinates, style, etc.
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// For indicators
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string indicator_name = 8;
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string indicator_params = 9; // JSON string with indicator parameters
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int64 timestamp = 10;
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}
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// Payload for STRATEGY_LOG, STRATEGY_ERROR
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message StrategyEventPayload {
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string strategy_id = 1;
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string strategy_name = 2;
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string log_level = 3; // "debug", "info", "warn", "error"
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string message = 4;
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string details = 5; // JSON string with additional context
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int64 timestamp = 6;
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}
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// Payload for BACKTEST_COMPLETED
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message BacktestEventPayload {
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string backtest_id = 1;
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string strategy_id = 2;
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string strategy_name = 3;
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string symbol = 4;
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string timeframe = 5;
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int64 start_time = 6;
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int64 end_time = 7;
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// Results summary
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int32 total_trades = 8;
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int32 winning_trades = 9;
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int32 losing_trades = 10;
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string total_pnl = 11; // Decimal string
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string win_rate = 12; // Decimal string (0-1)
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string sharpe_ratio = 13; // Decimal string
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string max_drawdown = 14; // Decimal string (0-1)
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string results_path = 15; // Path to full results file
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int64 completed_at = 16;
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}
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