Feature: Market Data API for Asset Pairs and Price Fetching

[erick303]

Feature Request: Market Data API

Overview

Add market data capabilities to the Mesh API to support fetching available asset pairs and real-time/historical price data.

Requirements

1. Asset Pair Discovery

• Endpoint to list all available trading pairs
• Filter by base/quote assets
• Include metadata (tick size, min/max order sizes, trading status)

2. Price Data Retrieval

• Current spot prices for asset pairs
• Historical price data (OHLCV - Open, High, Low, Close, Volume)
• Configurable time intervals (1m, 5m, 1h, 1d, etc.)
• Timestamp precision for price updates

Proposed API Structure

// proto/meshtrade/market_data/pair/v1/service.proto
service PairService {
  rpc ListPairs(ListPairsRequest) returns (ListPairsResponse);
  rpc GetPair(GetPairRequest) returns (Pair);
}

// proto/meshtrade/market_data/price/v1/service.proto
service PriceService {
  rpc GetCurrentPrice(GetCurrentPriceRequest) returns (Price);
  rpc GetHistoricalPrices(GetHistoricalPricesRequest) returns (stream Price);
  rpc SubscribePriceUpdates(SubscribePriceUpdatesRequest) returns (stream Price);
}

Use Cases

1. Display available trading pairs in UI
2. Show real-time price quotes for instruments
3. Chart historical price data for analysis
4. Calculate order values before submission
5. Market data for algorithmic trading strategies

Acceptance Criteria

• Protobuf definitions for market data services
• Generated SDKs for Go, Python, TypeScript
• Role-based access control (viewer roles should have access)
• Documentation with code examples
• Unit tests for all language SDKs

Technical Considerations

• Use meshtrade/type/v1/Token for asset identification
• Use meshtrade/type/v1/Amount and meshtrade/type/v1/Decimal for prices
• Consider rate limiting for price streaming endpoints
• Define appropriate METHOD_TYPE_READ for all methods
• Create ROLE_MARKET_DATA_VIEWER role

Priority

High - Essential for trading operations and UI functionality