build 059.7: add websocket OHLC adapter
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@@ -5,16 +5,21 @@ from __future__ import annotations
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from datetime import datetime, timezone
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from src.market_data.acquisition.adapters.dzengi.mapper import (
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map_dzengi_websocket_ohlc_to_candle_close_event,
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map_dzengi_websocket_quote_to_quote,
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)
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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.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.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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)
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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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validate_dzengi_websocket_quote_values,
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)
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@@ -35,3 +40,22 @@ class DzengiWebSocketQuoteAdapter:
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response,
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received_at=received_at or datetime.now(timezone.utc),
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)
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# Преобразует одно декодированное сообщение Dzengi WebSocket
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# в CandleCloseEvent.
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class DzengiWebSocketOhlcAdapter:
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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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) -> CandleCloseEvent:
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validated = validate_dzengi_websocket_ohlc_schema(document)
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event = parse_dzengi_websocket_ohlc(validated)
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validate_dzengi_websocket_ohlc_values(event)
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return map_dzengi_websocket_ohlc_to_candle_close_event(
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event,
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received_at=received_at or datetime.now(timezone.utc),
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)
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@@ -0,0 +1,112 @@
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# app/tests/unit/market_data/acquisition/adapters/dzengi/test_websocket_ohlc_adapter.py
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from __future__ import annotations
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from datetime import datetime, timezone
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import pytest
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from src.market_data.acquisition.adapters.dzengi.websocket import (
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DzengiWebSocketOhlcAdapter,
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)
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from src.market_data.acquisition.exceptions import (
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CandleWebSocketValueError,
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)
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def test_adapter_maps_document_to_candle_close_event() -> None:
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received_at = datetime(2026, 7, 13, tzinfo=timezone.utc)
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result = DzengiWebSocketOhlcAdapter().map_message(
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{
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"status": "OK",
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"destination": "ohlc.event",
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"payload": {
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"symbol": "BTC/USD",
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"interval": "1m",
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"type": "classic",
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"t": 1752364800000,
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"o": "100",
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"h": "105",
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"l": "99",
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"c": "103",
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},
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},
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received_at=received_at,
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)
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assert result.symbol == "BTC/USD"
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assert result.interval == "1m"
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assert result.candle_type == "classic"
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assert str(result.open_price) == "100"
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assert str(result.high_price) == "105"
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assert str(result.low_price) == "99"
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assert str(result.close_price) == "103"
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assert result.received_at is received_at
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assert result.source == "dzengi_websocket_ohlc"
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def test_adapter_sets_received_at_when_missing() -> None:
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result = DzengiWebSocketOhlcAdapter().map_message(
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{
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"status": "OK",
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"destination": "ohlc.event",
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"payload": {
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"symbol": "BTC/USD",
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"interval": "1m",
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"type": "classic",
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"t": 1752364800000,
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"o": "100",
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"h": "105",
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"l": "99",
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"c": "103",
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},
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}
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)
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assert result.received_at.tzinfo is timezone.utc
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def test_adapter_preserves_value_validation_error() -> None:
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with pytest.raises(CandleWebSocketValueError):
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DzengiWebSocketOhlcAdapter().map_message(
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{
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"status": "OK",
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"destination": "ohlc.event",
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"payload": {
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"symbol": "BTC/USD",
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"interval": "1m",
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"type": "classic",
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"t": 1752364800000,
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"o": "100",
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"h": "90",
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"l": "99",
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"c": "95",
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},
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}
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)
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def test_adapter_runs_complete_pipeline() -> None:
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result = DzengiWebSocketOhlcAdapter().map_message(
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{
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"status": "OK",
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"destination": "ohlc.event",
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"payload": {
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"symbol": "BTC/USD",
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"interval": "5m",
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"type": "heikin-ashi",
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"t": 1752364800000,
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"o": "250",
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"h": "260",
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"l": "245",
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"c": "255",
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},
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}
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)
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assert result.interval == "5m"
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assert result.candle_type == "heikin-ashi"
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assert str(result.close_price) == "255"
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