Build 060.15 — Unified WebSocket Routing
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@@ -12,14 +12,19 @@ from src.market_data.acquisition.adapters.dzengi.parser import (
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parse_dzengi_websocket_ohlc,
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parse_dzengi_websocket_quote,
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)
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from src.market_data.acquisition.adapters.dzengi.websocket_trade_adapter import (
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adapt_websocket_trade_document,
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)
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from src.market_data.acquisition.exceptions import (
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WebSocketMessageRoutingError,
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)
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from src.market_data.acquisition.models.candle_close import CandleCloseEvent
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from src.market_data.acquisition.models.quote import Quote
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from src.market_data.acquisition.models.trade import Trade
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from src.market_data.acquisition.validation.schema import (
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validate_dzengi_websocket_ohlc_schema,
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validate_dzengi_websocket_quote_schema,
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validate_dzengi_websocket_trade_schema,
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)
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from src.market_data.acquisition.validation.values import (
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validate_dzengi_websocket_ohlc_values,
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@@ -64,6 +69,22 @@ class DzengiWebSocketOhlcAdapter:
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)
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# Преобразует одно декодированное сообщение Dzengi WebSocket
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# internal.trade в каноническую модель Trade.
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class DzengiWebSocketTradeAdapter:
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def map_message(
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self,
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document: object,
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) -> Trade:
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validated = validate_dzengi_websocket_trade_schema(
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document,
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)
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return adapt_websocket_trade_document(
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validated,
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)
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# Определяет тип декодированного сообщения Dzengi WebSocket
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# и передаёт его соответствующему специализированному адаптеру.
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class DzengiUnifiedWebSocketAdapter:
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@@ -72,27 +93,47 @@ class DzengiUnifiedWebSocketAdapter:
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*,
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quote_adapter: DzengiWebSocketQuoteAdapter | None = None,
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ohlc_adapter: DzengiWebSocketOhlcAdapter | None = None,
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trade_adapter: DzengiWebSocketTradeAdapter | None = None,
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) -> None:
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self._quote_adapter = quote_adapter or DzengiWebSocketQuoteAdapter()
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self._ohlc_adapter = ohlc_adapter or DzengiWebSocketOhlcAdapter()
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self._quote_adapter = (
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quote_adapter
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or DzengiWebSocketQuoteAdapter()
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)
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self._ohlc_adapter = (
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ohlc_adapter
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or DzengiWebSocketOhlcAdapter()
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)
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self._trade_adapter = (
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trade_adapter
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or DzengiWebSocketTradeAdapter()
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)
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def map_message(
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self,
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document: object,
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*,
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received_at: datetime | None = None,
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) -> Quote | CandleCloseEvent:
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) -> Quote | CandleCloseEvent | Trade:
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if not isinstance(document, dict):
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raise WebSocketMessageRoutingError(
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"Сообщение Dzengi WebSocket должно быть объектом."
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)
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if document.get("destination") == "ohlc.event":
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destination = document.get("destination")
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if destination == "ohlc.event":
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return self._ohlc_adapter.map_message(
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document,
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received_at=received_at,
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)
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if destination == "internal.trade":
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return self._trade_adapter.map_message(
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document,
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)
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if "Payload" in document:
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return self._quote_adapter.map_message(
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document,
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@@ -14,6 +14,7 @@ from src.market_data.acquisition.exceptions import (
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)
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from src.market_data.acquisition.models.candle_close import CandleCloseEvent
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from src.market_data.acquisition.models.quote import Quote
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from src.market_data.acquisition.models.trade import Trade
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def test_adapter_routes_quote_message() -> None:
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@@ -57,6 +58,30 @@ def test_adapter_routes_ohlc_message() -> None:
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assert str(result.close_price) == "103"
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def test_adapter_routes_trade_message() -> None:
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result = DzengiUnifiedWebSocketAdapter().map_message(
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{
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"status": "OK",
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"destination": "internal.trade",
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"payload": {
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"id": 123456,
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"price": "105.50",
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"size": "0.25",
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"ts": 1752364800123,
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"symbol": "BTC/USD",
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"buyer": True,
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"orderId": "order-123",
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},
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}
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)
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assert isinstance(result, Trade)
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assert result.symbol == "BTC/USD"
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assert result.trade_id == 123456
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assert str(result.price) == "105.50"
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assert str(result.quantity) == "0.25"
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def test_adapter_passes_received_at_to_quote_adapter() -> None:
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received_at = datetime(2026, 7, 17, tzinfo=timezone.utc)
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