- Add model-tags parser for @Tag syntax in chat messages - Support Anthropic models (Sonnet, Haiku, Opus) via @tag - Remove Qdrant vector database from infrastructure and configs - Simplify license model config to use null fallbacks - Add greeting stream after model switch via @tag - Fix protobuf field names to camelCase for v7 compatibility - Add 429 rate limit retry logic with exponential backoff - Remove RAG references from agent harness documentation
61 lines
1.7 KiB
Protocol Buffer
61 lines
1.7 KiB
Protocol Buffer
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;
|
|
}
|