build 059.7: add websocket OHLC adapter

2026-07-17 11:44:03 +03:00
parent 85e9662f5b
commit 20a70df1f0
3 changed files with 904 additions and 0 deletions
--- a/app/tests/unit/market_data/acquisition/adapters/dzengi/test_websocket_ohlc_adapter.py
+++ b/app/tests/unit/market_data/acquisition/adapters/dzengi/test_websocket_ohlc_adapter.py
@@ -0,0 +1,112 @@
+# app/tests/unit/market_data/acquisition/adapters/dzengi/test_websocket_ohlc_adapter.py
+
+from __future__ import annotations
+
+from datetime import datetime, timezone
+
+import pytest
+
+from src.market_data.acquisition.adapters.dzengi.websocket import (
+    DzengiWebSocketOhlcAdapter,
+)
+from src.market_data.acquisition.exceptions import (
+    CandleWebSocketValueError,
+)
+
+
+def test_adapter_maps_document_to_candle_close_event() -> None:
+    received_at = datetime(2026, 7, 13, tzinfo=timezone.utc)
+
+    result = DzengiWebSocketOhlcAdapter().map_message(
+        {
+            "status": "OK",
+            "destination": "ohlc.event",
+            "payload": {
+                "symbol": "BTC/USD",
+                "interval": "1m",
+                "type": "classic",
+                "t": 1752364800000,
+                "o": "100",
+                "h": "105",
+                "l": "99",
+                "c": "103",
+            },
+        },
+        received_at=received_at,
+    )
+
+    assert result.symbol == "BTC/USD"
+    assert result.interval == "1m"
+    assert result.candle_type == "classic"
+
+    assert str(result.open_price) == "100"
+    assert str(result.high_price) == "105"
+    assert str(result.low_price) == "99"
+    assert str(result.close_price) == "103"
+
+    assert result.received_at is received_at
+    assert result.source == "dzengi_websocket_ohlc"
+
+
+def test_adapter_sets_received_at_when_missing() -> None:
+    result = DzengiWebSocketOhlcAdapter().map_message(
+        {
+            "status": "OK",
+            "destination": "ohlc.event",
+            "payload": {
+                "symbol": "BTC/USD",
+                "interval": "1m",
+                "type": "classic",
+                "t": 1752364800000,
+                "o": "100",
+                "h": "105",
+                "l": "99",
+                "c": "103",
+            },
+        }
+    )
+
+    assert result.received_at.tzinfo is timezone.utc
+
+
+def test_adapter_preserves_value_validation_error() -> None:
+    with pytest.raises(CandleWebSocketValueError):
+        DzengiWebSocketOhlcAdapter().map_message(
+            {
+                "status": "OK",
+                "destination": "ohlc.event",
+                "payload": {
+                    "symbol": "BTC/USD",
+                    "interval": "1m",
+                    "type": "classic",
+                    "t": 1752364800000,
+                    "o": "100",
+                    "h": "90",
+                    "l": "99",
+                    "c": "95",
+                },
+            }
+        )
+
+
+def test_adapter_runs_complete_pipeline() -> None:
+    result = DzengiWebSocketOhlcAdapter().map_message(
+        {
+            "status": "OK",
+            "destination": "ohlc.event",
+            "payload": {
+                "symbol": "BTC/USD",
+                "interval": "5m",
+                "type": "heikin-ashi",
+                "t": 1752364800000,
+                "o": "250",
+                "h": "260",
+                "l": "245",
+                "c": "255",
+            },
+        }
+    )
+
+    assert result.interval == "5m"
+    assert result.candle_type == "heikin-ashi"
+    assert str(result.close_price) == "255"