Build 060.8: add Dzengi REST Trades Document Source

app/src/market_data/acquisition/adapters/dzengi/rest.py

@@ -9,12 +9,14 @@ from src.market_data.acquisition.exceptions import (
     CandleTransportError,
     InstrumentReferenceTransportError,
     QuoteTransportError,
+    TradeTransportError,
 )
 
 
 _EXCHANGE_INFO_PATH = "/api/v1/exchangeInfo"
 _TICKER_24HR_PATH = "/api/v1/ticker/24hr"
 _KLINES_PATH = "/api/v1/klines"
+_AGG_TRADES_PATH = "/api/v1/aggTrades"
 
 
 # Минимальный транспортный контракт, необходимый Dzengi REST adapter.
@@ -154,4 +156,60 @@ class DzengiCandlesDocumentSource:
                 "Не удалось получить свечи "
                 f"от Dzengi для символа '{symbol}', "
                 f"интервала '{interval}' и типа цены '{price_type}': {exc}"
+            ) from exc
+
+
+class DzengiTradesDocumentSource:
+    """Источник сырого документа агрегированных сделок через Dzengi REST API."""
+
+    def __init__(
+        self,
+        client: _PayloadRestClient | None = None,
+    ) -> None:
+        self._client = client
+
+    def fetch_trades_document(
+        self,
+        symbol: str,
+        *,
+        start_time: int | None = None,
+        end_time: int | None = None,
+        limit: int | None = None,
+    ) -> object:
+        """
+        Получить декодированный ответ Dzengi aggTrades без его обработки.
+
+        Метод не выполняет schema validation, parsing, value validation,
+        mapping, сортировку, дедупликацию или кэширование.
+        """
+
+        params: dict[str, str] = {
+            "symbol": symbol,
+        }
+
+        if start_time is not None:
+            params["startTime"] = str(start_time)
+
+        if end_time is not None:
+            params["endTime"] = str(end_time)
+
+        if limit is not None:
+            params["limit"] = str(limit)
+
+        try:
+            client: _PayloadRestClient = (
+                self._client
+                if self._client is not None
+                else ExchangeRestClient()
+            )
+
+            return client.get_payload(
+                _AGG_TRADES_PATH,
+                params=params,
+            )
+
+        except Exception as exc:
+            raise TradeTransportError(
+                "Не удалось получить агрегированные сделки "
+                f"от Dzengi для символа '{symbol}': {exc}"
             ) from exc

app/src/market_data/acquisition/exceptions.py

@@ -119,6 +119,11 @@ class CandleFeedRegistryError(MarketDataAcquisitionError):
     pass
 
 
+# Ошибка получения Trades Feed от внешнего источника.
+class TradeTransportError(MarketDataAcquisitionError):
+    pass
+
+
 # Ошибка структуры документа Trades Feed.
 class TradeSchemaError(MarketDataAcquisitionError):
     pass

app/tests/unit/market_data/acquisition/adapters/dzengi/test_trade_rest.py

@@ -0,0 +1,234 @@
+# tests/unit/market_data/acquisition/adapters/dzengi/test_trade_rest.py
+
+from __future__ import annotations
+
+import pytest
+
+from src.market_data.acquisition.adapters.dzengi.rest import (
+    DzengiTradesDocumentSource,
+)
+from src.market_data.acquisition.exceptions import TradeTransportError
+
+
+class _StubRestClient:
+    def __init__(self) -> None:
+        self.path: str | None = None
+        self.params: dict[str, str] | None = None
+        self.headers: dict[str, str] | None = None
+        self.payload: object = object()
+
+    def get_payload(
+        self,
+        path: str,
+        params: dict[str, str] | None = None,
+        headers: dict[str, str] | None = None,
+    ) -> object:
+        self.path = path
+        self.params = params
+        self.headers = headers
+
+        return self.payload
+
+
+class _FailingRestClient:
+    def get_payload(
+        self,
+        path: str,
+        params: dict[str, str] | None = None,
+        headers: dict[str, str] | None = None,
+    ) -> object:
+        raise RuntimeError("network failure")
+
+
+def test_source_exposes_fetch_trades_document() -> None:
+    client = _StubRestClient()
+    source = DzengiTradesDocumentSource(client)
+
+    assert hasattr(source, "fetch_trades_document")
+
+
+def test_fetch_trades_document_uses_injected_client() -> None:
+    client = _StubRestClient()
+    source = DzengiTradesDocumentSource(client)
+
+    source.fetch_trades_document(
+        "BTCUSDT",
+    )
+
+    assert client.path == "/api/v1/aggTrades"
+
+
+def test_fetch_trades_document_returns_raw_object() -> None:
+    client = _StubRestClient()
+    source = DzengiTradesDocumentSource(client)
+
+    document = source.fetch_trades_document(
+        "BTCUSDT",
+    )
+
+    assert document is client.payload
+
+
+def test_fetch_trades_document_uses_expected_endpoint() -> None:
+    client = _StubRestClient()
+    source = DzengiTradesDocumentSource(client)
+
+    source.fetch_trades_document(
+        "BTCUSDT",
+    )
+
+    assert client.path == "/api/v1/aggTrades"
+
+
+def test_fetch_trades_document_passes_symbol() -> None:
+    client = _StubRestClient()
+    source = DzengiTradesDocumentSource(client)
+
+    source.fetch_trades_document(
+        "BTCUSDT",
+    )
+
+    assert client.params == {
+        "symbol": "BTCUSDT",
+    }
+
+
+def test_fetch_trades_document_passes_all_optional_parameters() -> None:
+    client = _StubRestClient()
+    source = DzengiTradesDocumentSource(client)
+
+    source.fetch_trades_document(
+        "BTCUSDT",
+        start_time=1000,
+        end_time=2000,
+        limit=500,
+    )
+
+    assert client.params == {
+        "symbol": "BTCUSDT",
+        "startTime": "1000",
+        "endTime": "2000",
+        "limit": "500",
+    }
+
+
+def test_fetch_trades_document_omits_optional_parameters_when_none() -> None:
+    client = _StubRestClient()
+    source = DzengiTradesDocumentSource(client)
+
+    source.fetch_trades_document(
+        "BTCUSDT",
+        start_time=None,
+        end_time=None,
+        limit=None,
+    )
+
+    assert client.params == {
+        "symbol": "BTCUSDT",
+    }
+
+
+def test_fetch_trades_document_converts_start_time_to_string() -> None:
+    client = _StubRestClient()
+    source = DzengiTradesDocumentSource(client)
+
+    source.fetch_trades_document(
+        "BTCUSDT",
+        start_time=123456789,
+    )
+
+    assert client.params == {
+        "symbol": "BTCUSDT",
+        "startTime": "123456789",
+    }
+
+
+def test_fetch_trades_document_converts_end_time_to_string() -> None:
+    client = _StubRestClient()
+    source = DzengiTradesDocumentSource(client)
+
+    source.fetch_trades_document(
+        "BTCUSDT",
+        end_time=987654321,
+    )
+
+    assert client.params == {
+        "symbol": "BTCUSDT",
+        "endTime": "987654321",
+    }
+
+
+def test_fetch_trades_document_converts_limit_to_string() -> None:
+    client = _StubRestClient()
+    source = DzengiTradesDocumentSource(client)
+
+    source.fetch_trades_document(
+        "BTCUSDT",
+        limit=100,
+    )
+
+    assert client.params == {
+        "symbol": "BTCUSDT",
+        "limit": "100",
+    }
+
+
+def test_fetch_trades_document_does_not_pass_headers() -> None:
+    client = _StubRestClient()
+    source = DzengiTradesDocumentSource(client)
+
+    source.fetch_trades_document(
+        "BTCUSDT",
+    )
+
+    assert client.headers is None
+
+
+def test_fetch_trades_document_wraps_transport_exception() -> None:
+    source = DzengiTradesDocumentSource(
+        _FailingRestClient(),
+    )
+
+    with pytest.raises(
+        TradeTransportError,
+        match="Не удалось получить агрегированные сделки",
+    ) as exc_info:
+        source.fetch_trades_document(
+            "BTCUSDT",
+        )
+
+    assert isinstance(exc_info.value.__cause__, RuntimeError)
+
+
+def test_fetch_trades_document_lazily_creates_exchange_rest_client(
+    monkeypatch: pytest.MonkeyPatch,
+) -> None:
+    created_clients: list[_StubRestClient] = []
+
+    def create_client() -> _StubRestClient:
+        client = _StubRestClient()
+        created_clients.append(client)
+
+        return client
+
+    monkeypatch.setattr(
+        "src.market_data.acquisition.adapters.dzengi.rest.ExchangeRestClient",
+        create_client,
+    )
+
+    source = DzengiTradesDocumentSource()
+
+    assert created_clients == []
+
+    document = source.fetch_trades_document(
+        "BTCUSDT",
+        limit=10,
+    )
+
+    assert len(created_clients) == 1
+    assert document is created_clients[0].payload
+    assert created_clients[0].path == "/api/v1/aggTrades"
+    assert created_clients[0].params == {
+        "symbol": "BTCUSDT",
+        "limit": "10",
+    }