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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