Matchstick Data Model

Open-source canonical data model for Matchstick products.

Overview

The Matchstick Model provides:

• Protocol Buffers: Canonical schema definitions
• Language Bindings: Generated code for Rust, Python, TypeScript
• Consistency: Shared types across all Matchstick products

Core Concepts

Concept	Description
Events	Market events (filings, trades, news)
Bars	OHLCV price bars
Lineage	Data provenance tracking
Manifests	Dataset metadata

Quick Start

Clone the Repository

git clone https://github.com/matchstick-trading/matchstick-model.git

Generate Bindings

Use standard protobuf tooling:

# Rust (with prost)
prost-build proto/*.proto

# Python
python -m grpc_tools.protoc -I proto/ --python_out=gen/ proto/*.proto

# TypeScript
npx protoc --ts_out=gen/ proto/*.proto

Design Principles

1. Proto as Source: All types defined in .proto files
2. Generated Bindings: Language code is auto-generated
3. Backward Compatible: Field additions don't break code
4. JSON Interoperable: All messages serialize to JSON

Repository Structure

matchstick-model/
├── proto/
│   └── matchstick/
│       ├── events/v1/event.proto
│       ├── bars/v1/bar.proto
│       └── lineage/v1/lineage.proto
├── docs/
└── README.md

Next Steps

• Events - Market event schema
• Proto Reference - Full schema definitions