Build 060.10: add WebSocket Trade Schema Validation
This commit is contained in:
@@ -811,4 +811,132 @@ def _require_websocket_ohlc_mapping(
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f"типа {type(key).__name__}."
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)
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return value
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# Структурно проверенное представление события Dzengi WebSocket internal.trade.
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@dataclass(frozen=True, slots=True)
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class ValidatedWebSocketTradeDocument:
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payload: Mapping[str, object]
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status: object
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destination: object
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correlation_id: object | None
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def validate_dzengi_websocket_trade_schema(
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document: object,
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) -> ValidatedWebSocketTradeDocument:
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"""
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Проверить структуру события Dzengi WebSocket Trade без проверки значений.
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Ожидаемый runtime-контракт:
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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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"buyer": false,
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"id": 2134846831,
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"orderId": "00a02503-0079-54c4-0000-000081e62b58",
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"price": 64555.55,
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"size": 0.002,
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"symbol": "BTC/USD_LEVERAGE",
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"ts": 1784218012030
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}
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}
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Функция проверяет только структуру сообщения:
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- корневой JSON-объект;
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- наличие status;
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- наличие destination;
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- наличие payload;
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- обязательный набор полей Trade;
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- строковые ключи объектов.
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Функция не проверяет предметные значения, не преобразует timestamp,
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не преобразует цену и объём и не создаёт transport-модель адаптера.
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"""
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root = _require_websocket_trade_mapping(
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document,
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path="$",
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)
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if "status" not in root:
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raise TradeSchemaError(
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"$.status отсутствует в событии WebSocket Trade."
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)
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if "destination" not in root:
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raise TradeSchemaError(
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"$.destination отсутствует в событии WebSocket Trade."
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)
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if "payload" not in root:
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raise TradeSchemaError(
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"$.payload отсутствует в событии WebSocket Trade."
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)
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payload = _require_websocket_trade_mapping(
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root.get("payload"),
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path="$.payload",
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)
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_validate_websocket_trade_payload(payload)
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return ValidatedWebSocketTradeDocument(
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payload=MappingProxyType(dict(payload)),
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status=root.get("status"),
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destination=root.get("destination"),
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correlation_id=root.get("correlationId"),
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)
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def _validate_websocket_trade_payload(
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payload: Mapping[str, object],
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) -> None:
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required_fields = (
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"id",
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"price",
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"size",
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"ts",
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"symbol",
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"buyer",
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"orderId",
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)
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missing_fields = tuple(
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field_name
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for field_name in required_fields
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if field_name not in payload
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)
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if missing_fields:
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formatted_fields = ", ".join(missing_fields)
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raise TradeSchemaError(
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"$.payload не содержит обязательные поля WebSocket Trade: "
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f"{formatted_fields}."
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)
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def _require_websocket_trade_mapping(
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value: object,
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*,
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path: str,
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) -> Mapping[str, object]:
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if not isinstance(value, dict):
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raise TradeSchemaError(
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f"{path} должен быть JSON-объектом, "
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f"получен {type(value).__name__}."
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)
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for key in value:
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if not isinstance(key, str):
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raise TradeSchemaError(
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f"{path} содержит нестроковый ключ "
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f"типа {type(key).__name__}."
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)
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return value
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@@ -0,0 +1,226 @@
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# app/tests/unit/market_data/acquisition/validation/test_websocket_trade_schema.py
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from __future__ import annotations
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from types import MappingProxyType
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import pytest
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from src.market_data.acquisition.exceptions import TradeSchemaError
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from src.market_data.acquisition.validation.schema import (
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ValidatedWebSocketTradeDocument,
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validate_dzengi_websocket_trade_schema,
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)
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def _valid_document() -> dict[str, object]:
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return {
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"status": "OK",
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"destination": "internal.trade",
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"payload": {
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"buyer": False,
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"id": 2134846831,
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"orderId": "00a02503-0079-54c4-0000-000081e62b58",
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"price": 64555.55,
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"size": 0.002,
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"symbol": "BTC/USD_LEVERAGE",
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"ts": 1784218012030,
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},
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}
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def test_validate_websocket_trade_schema_returns_immutable_document() -> None:
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result = validate_dzengi_websocket_trade_schema(
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_valid_document()
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)
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assert isinstance(result, ValidatedWebSocketTradeDocument)
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assert isinstance(result.payload, MappingProxyType)
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assert result.status == "OK"
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assert result.destination == "internal.trade"
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assert result.correlation_id is None
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assert result.payload == {
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"buyer": False,
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"id": 2134846831,
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"orderId": "00a02503-0079-54c4-0000-000081e62b58",
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"price": 64555.55,
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"size": 0.002,
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"symbol": "BTC/USD_LEVERAGE",
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"ts": 1784218012030,
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}
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def test_validate_websocket_trade_schema_preserves_correlation_id() -> None:
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document = _valid_document()
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document["correlationId"] = "correlation-1"
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result = validate_dzengi_websocket_trade_schema(document)
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assert result.correlation_id == "correlation-1"
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def test_validate_websocket_trade_schema_copies_payload() -> None:
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document = _valid_document()
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payload = document["payload"]
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assert isinstance(payload, dict)
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result = validate_dzengi_websocket_trade_schema(document)
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payload["price"] = 1.0
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assert result.payload["price"] == 64555.55
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def test_validate_websocket_trade_schema_rejects_non_mapping_root() -> None:
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with pytest.raises(
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TradeSchemaError,
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match=r"\$ должен быть JSON-объектом",
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):
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validate_dzengi_websocket_trade_schema([])
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@pytest.mark.parametrize(
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"field_name",
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[
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"status",
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"destination",
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"payload",
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],
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)
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def test_validate_websocket_trade_schema_rejects_missing_root_field(
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field_name: str,
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) -> None:
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document = _valid_document()
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del document[field_name]
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with pytest.raises(
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TradeSchemaError,
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match=rf"\$\.{field_name} отсутствует",
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):
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validate_dzengi_websocket_trade_schema(document)
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def test_validate_websocket_trade_schema_rejects_non_mapping_payload() -> None:
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document = _valid_document()
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document["payload"] = []
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with pytest.raises(
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TradeSchemaError,
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match=r"\$\.payload должен быть JSON-объектом",
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):
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validate_dzengi_websocket_trade_schema(document)
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@pytest.mark.parametrize(
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"field_name",
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[
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"id",
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"price",
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"size",
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"ts",
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"symbol",
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"buyer",
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"orderId",
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],
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)
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def test_validate_websocket_trade_schema_rejects_missing_payload_field(
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field_name: str,
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) -> None:
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document = _valid_document()
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payload = document["payload"]
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assert isinstance(payload, dict)
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del payload[field_name]
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with pytest.raises(
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TradeSchemaError,
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match=rf"обязательные поля WebSocket Trade: {field_name}",
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):
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validate_dzengi_websocket_trade_schema(document)
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def test_validate_websocket_trade_schema_reports_all_missing_fields() -> None:
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document = _valid_document()
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payload = document["payload"]
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assert isinstance(payload, dict)
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del payload["id"]
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del payload["size"]
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del payload["orderId"]
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with pytest.raises(
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TradeSchemaError,
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match=r"id, size, orderId",
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):
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validate_dzengi_websocket_trade_schema(document)
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def test_validate_websocket_trade_schema_does_not_validate_values() -> None:
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document = _valid_document()
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payload = document["payload"]
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assert isinstance(payload, dict)
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document["status"] = 123
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document["destination"] = None
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payload["id"] = "invalid-id"
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payload["price"] = None
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payload["size"] = []
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payload["ts"] = -1
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payload["symbol"] = False
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payload["buyer"] = "unknown"
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payload["orderId"] = object()
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result = validate_dzengi_websocket_trade_schema(document)
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assert result.status == 123
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assert result.destination is None
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assert result.payload["id"] == "invalid-id"
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assert result.payload["ts"] == -1
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def test_validate_websocket_trade_schema_allows_additional_fields() -> None:
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document = _valid_document()
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payload = document["payload"]
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assert isinstance(payload, dict)
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payload["clientOrderId"] = "optional-client-order-id"
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payload["unknownField"] = "preserved"
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result = validate_dzengi_websocket_trade_schema(document)
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assert result.payload["clientOrderId"] == "optional-client-order-id"
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assert result.payload["unknownField"] == "preserved"
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def test_validate_websocket_trade_schema_rejects_non_string_root_key() -> None:
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document = _valid_document()
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document[1] = "invalid" # type: ignore[index]
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with pytest.raises(
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TradeSchemaError,
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match=r"\$ содержит нестроковый ключ",
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):
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validate_dzengi_websocket_trade_schema(document)
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def test_validate_websocket_trade_schema_rejects_non_string_payload_key() -> None:
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document = _valid_document()
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payload = document["payload"]
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assert isinstance(payload, dict)
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payload[1] = "invalid" # type: ignore[index]
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with pytest.raises(
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TradeSchemaError,
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match=r"\$\.payload содержит нестроковый ключ",
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):
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validate_dzengi_websocket_trade_schema(document)
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1073
docs/migrations/build_060_10.md
Normal file
1073
docs/migrations/build_060_10.md
Normal file
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