Skip to content

Define the canonical enriched market model and enrichment pipeline #253

Open

Description

@Tim55667757

Goal

Define the provider-neutral market model that becomes the canonical data foundation of TKSBrokerAPI 2.x.

Scope

  • Model instruments, venues, sessions, prices, market data, accounts, portfolios, positions, orders, executions, currencies, and provider capabilities through common domain contracts.
  • Define how raw provider data is normalized and enriched.
  • Preserve provider-specific metadata as optional extensions without making it the core contract.
  • Define stable identifiers and provenance for enriched values.
  • Keep calculations and enrichment independent from presentation formats.

Acceptance criteria

  • The canonical market model is documented and versionable.
  • Raw provider data and enriched domain data have explicit boundaries.
  • Enriched values retain source/provenance information where relevant.
  • Provider-specific extensions do not change common consumer contracts.
  • The model is suitable for T-Invest and future broker, exchange, and crypto connectors.
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Metadata

Metadata

Assignees

Labels

TaskA small task or improvements

Type

Projects

No projects

    Milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions