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feat: update candlestick proto
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keivanipchihagh committed Feb 16, 2024
1 parent 942c31d commit bcdbb31
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3 changes: 3 additions & 0 deletions .gitignore
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Expand Up @@ -158,3 +158,6 @@ cython_debug/
# and can be added to the global gitignore or merged into this file. For a more nuclear
# option (not recommended) you can uncomment the following to ignore the entire idea folder.
#.idea/

# other
src/
16 changes: 0 additions & 16 deletions protos/candle_struct.proto

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33 changes: 33 additions & 0 deletions protos/candlestick_struct.proto
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syntax = "proto3";

package candle_struct.v1;

import "google/protobuf/timestamp.proto";

// Open, high, Low, Close, and Volume data for a single candlestick.
// open: Candlestick's opening price.
// high: Candlestick's high price.
// low: Candlestick's low price.
// close: Candlestick's closing price.
// volume: Traded volume.
message Ohlcv {
float open = 1;
float high = 2;
float low = 3;
float close = 4;
float volume = 5;
}

// A candlestick containing OHLCV data for a financial instrument at a specific timestamp.
// timestamp: Candlestick's Timestamp.
// ohlcv: Candlestick's open, high, low, close and volume data.
message Candlestick {
google.protobuf.Timestamp timestamp = 1;
Ohlcv ohlcv = 2;
}

// Historical candlesticks data
// candlestick: Array of candlesticks
message Historical {
repeated candlestick = 1;
}

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