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syntax = "proto3"; | ||
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import "enums_struct.proto"; | ||
import "google/protobuf/timestamp.proto"; | ||
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// Candlestick | ||
// Represents a single candlestick bar with timestamp and other properties. | ||
message Candlestick { | ||
// Candlestick's Timestamp. | ||
google.protobuf.Timestamp timestamp = 1; | ||
// [message] Ohlcv | ||
// Represents open, high, low, close, and volume. | ||
message Ohlcv { | ||
// Candlestick's opening price. | ||
float open = 2; | ||
float open = 1; | ||
// Candlestick's high price. | ||
float high = 3; | ||
float high = 2; | ||
// Candlestick's low price. | ||
float low = 4; | ||
float low = 3; | ||
// Candlestick's closing price. | ||
float close = 5; | ||
float close = 4; | ||
// Traded volume. | ||
float volume = 6; | ||
float volume = 5; | ||
} | ||
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// [message] Candlestick | ||
// Represents a single candlestick. | ||
message Candlestick { | ||
// Candlestick's Timestamp. | ||
google.protobuf.Timestamp timestamp = 1; | ||
// Candlestick's open, high, low, close and volume data. | ||
Ohlcv ohlcv = 2; | ||
// Signal | ||
Signal signal = 3; | ||
} | ||
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// [message] Signal | ||
// Represents signal for a single. | ||
message Signal { | ||
// Timestamp for when the signal is generated | ||
google.protobuf.Timestamp timestamp = 1; | ||
// Position: Long or short | ||
Position position = 3; | ||
// Side: Buy or sell | ||
Side side = 4; | ||
// Take-profit price | ||
float take_profit = 6; | ||
// Stop-loss price | ||
float stop_loss = 7; | ||
// Confidence percentage [0-1] | ||
float confidence = 5; | ||
} |