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syntax = "proto3"; | ||
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package candle_struct.v1; | ||
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import "google/protobuf/timestamp.proto"; | ||
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// 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; | ||
} | ||
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// 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; | ||
} | ||
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// Historical candlesticks data | ||
// candlestick: Array of candlesticks | ||
message Historical { | ||
repeated candlestick = 1; | ||
} |