31 lines
1.5 KiB
Protocol Buffer
31 lines
1.5 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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message Market {
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string exchange_id = 2; // e.g., BINANCE
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string market_id = 3; // e.g., BTC/USDT
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string market_type = 4; // e.g., Spot, CryptoPerpetual
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string description = 5; // e.g., Bitcoin/Tether on Binance
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repeated string column_names = 6; // e.g., ['open', 'high', 'low', 'close', 'volume']
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string base_asset = 9; // e.g., BTC
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string quote_asset = 10; // e.g., USDT
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uint64 earliest_time = 11; // nanoseconds since epoch
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repeated uint32 supported_period_seconds = 15;
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// Nautilus Instrument fields — used to construct Instrument objects in the sandbox bridge
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uint32 price_precision = 16; // decimal places for prices (e.g., 2 for $0.01 resolution)
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uint32 size_precision = 17; // decimal places for quantities
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double tick_size = 18; // minimum price increment (e.g., 0.01)
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double lot_size = 19; // minimum order size
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double min_notional = 20; // minimum order value in quote currency
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double margin_init = 21; // initial margin requirement (futures/perps only)
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double margin_maint = 22; // maintenance margin (futures/perps only)
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double maker_fee = 23; // maker fee rate (e.g., 0.001 = 0.1%)
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double taker_fee = 24; // taker fee rate
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double contract_multiplier = 25; // contract multiplier for derivatives (default 1.0)
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}
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