Files
ai/protobuf/tick.proto
Tim Olson d41fcd0499 feat: add @tag model override support and remove Qdrant dependencies
- 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
2026-04-27 20:55:18 -04:00

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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;
}