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Trade data model: tape, trade prints, and per-price volume #37
Part of the percept.one parity roadmap. Prerequisite for footprint charts.
Problem
No tick/trade records (price, size, side) — only mid-price ticks folded into bars.
Work
Trade { time, price, size, side } type + subscribeTrades(symbol, onTrade) datafeed channel
Trade aggregation store keyed by (bar, price) for footprint use
Optional: time & sales pane, trade-print markers on the chart
Completion audit
Verified on main in merged PR #41: Trade { time, price, size, side }, pushTrade/subscribeTrades, and a bounded (bar, price) aggregation store. Optional trade-print markers are implemented; a separate time-and-sales pane was not required. Covered by packages/chart/test/trades.test.ts.
Validation: the existing main suite passed 1,849 tests with 100% line, branch and function coverage; PR #41 main coverage and documentation workflows both passed.
Activity