Update end_time Documentation in ReceivePublicTradesStreamRequest for Consistent Historical Window Definition

[thomas-nicolai-frequenz]

What's needed?

The documentation for the end_time parameter in the ReceivePublicTradesStreamRequest message has been updated to align with the public order book streaming specification. Previously, the note described the purpose of end_time inconsistently compared to the order stream documentation.

Changes:

• The updated documentation now explicitly states that end_time must be in the past to define a complete historical window.
• This ensures that when historical trade data is requested, no future (incomplete) trade data is included in the stream.
• This update mirrors the documentation in the public order book stream, providing consistency across our streaming endpoints.

Proposed solution

This change should improve clarity for developers by aligning the end_time semantics across both public trades and order book streams, ensuring that clients understand that end_time is intended solely for historical replay purposes and must always be set to a timestamp in the past.

@@ message ReceivePublicTradesStreamRequest {
-  // Optional; if set, stops streaming trade updates after this timestamp.
-  // NOTE: end_time must be in the past to ensure that the
-  // historical window is complete and that no future (incomplete) trade data is expected.
-  google.protobuf.Timestamp end_time = 3;
+  // Optional; if set, stops streaming trade updates after this timestamp.
+  // The end_time must be in the past to define a complete historical window,
+  // ensuring that no future (incomplete) trade data is included in the stream.
+  google.protobuf.Timestamp end_time = 3;
 }

Use cases

No response

Alternatives and workarounds

No response

Additional context

No response

Note that the current code description is not exactly what you wrote here, currently the proto definitions state:

@@ message ReceivePublicTradesStreamRequest {
  // Optional; if set, the stream stops after sending trades up to this 
  // timestamp.
  // If omitted, the stream continues to stream new trades as they occur.
  google.protobuf.Timestamp end_time = 3;
}

end_time is intended solely for historical replay purposes and must always be set to a timestamp in the past.

Well in the current implementation that's not necessarily the case. Someone could set the end time to a future timestamp, and get the stream to be closed the moment this time is reached.