build 047: switch ExchangeService klines to canonical candles feed
This commit is contained in:
@@ -41,24 +41,32 @@ from src.integrations.exchange.status import (
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classify_exchange_error,
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)
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from src.market_data.acquisition.adapters.dzengi.rest import (
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DzengiCandlesDocumentSource,
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DzengiInstrumentDocumentSource,
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DzengiQuoteDocumentSource,
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)
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from src.market_data.acquisition.feeds.candles_feed import CandlesFeed
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from src.market_data.acquisition.feeds.instrument_feed import InstrumentFeed
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from src.market_data.acquisition.feeds.quotes_feed import QuotesFeed
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from src.market_data.acquisition.handlers.candles_handler import (
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DzengiCandlesDocumentHandler,
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)
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from src.market_data.acquisition.handlers.instrument_handler import (
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DzengiInstrumentDocumentHandler,
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)
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from src.market_data.acquisition.handlers.quotes_handler import (
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DzengiQuoteDocumentHandler,
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)
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from src.market_data.acquisition.models.candle import Candle
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from src.market_data.acquisition.models.instrument import Instrument
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from src.market_data.acquisition.models.quote import Quote
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from src.market_data.acquisition.registry import (
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CandlesFeedRegistry,
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InstrumentFeedRegistry,
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QuoteFeedRegistry,
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)
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from src.market_data.acquisition.service import (
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CandlesAcquisitionService,
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InstrumentAcquisitionService,
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QuoteAcquisitionService,
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)
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@@ -79,6 +87,7 @@ from src.trading.journal.service import JournalService
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_INSTRUMENT_REFERENCE_SOURCE_NAME = "dzengi"
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_QUOTE_SOURCE_NAME = "dzengi"
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_CANDLES_SOURCE_NAME = "dzengi"
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class ExchangeService:
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@@ -491,7 +500,7 @@ class ExchangeService:
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def _runtime_key(self, runtime_key: str | None) -> str:
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return (runtime_key or self._default_runtime_key).strip().lower()
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# Получить свечи инструмента через REST API.
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# Получить свечи инструмента через канонический Candles Feed.
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def get_klines(
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self,
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symbol: str | None = None,
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@@ -523,17 +532,12 @@ class ExchangeService:
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if not validation.is_valid:
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raise ExchangeError(validation.message)
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client = ExchangeRestClient()
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try:
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payload = client.get_payload(
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"/api/v1/klines",
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params={
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"symbol": validation.normalized_symbol,
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"interval": interval,
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"limit": str(limit),
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"priceType": normalized_price_type,
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},
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canonical_candles = self._load_candles_via_acquisition(
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symbol=validation.normalized_symbol,
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interval=interval,
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limit=limit,
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price_type=normalized_price_type,
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)
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except Exception as exc:
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self._log_exchange_error(
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@@ -548,150 +552,67 @@ class ExchangeService:
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)
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raise ExchangeError(str(exc)) from exc
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candles = self._parse_klines_payload(
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payload=payload,
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symbol=validation.normalized_symbol,
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interval=interval,
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source=f"rest_klines:{normalized_price_type}",
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)
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candles = [
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self._kline_from_candle(candle)
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for candle in canonical_candles[-limit:]
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]
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return KlineBatch(
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symbol=validation.normalized_symbol,
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interval=interval,
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candles=candles[-limit:],
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candles=candles,
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source=f"rest_klines:{normalized_price_type}",
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)
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# Преобразовать сырой payload свечей в список Kline.
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def _parse_klines_payload(
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# Собрать Candles acquisition pipeline и вернуть канонические модели Candle.
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def _load_candles_via_acquisition(
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self,
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*,
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payload: object,
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symbol: str,
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interval: str,
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source: str,
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) -> list[Kline]:
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raw_items = self._extract_klines_items(payload)
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limit: int,
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price_type: str,
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) -> tuple[Candle, ...]:
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source = DzengiCandlesDocumentSource()
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handler = DzengiCandlesDocumentHandler()
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candles: list[Kline] = []
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for item in raw_items:
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candle = self._parse_kline_item(
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item=item,
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symbol=symbol,
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interval=interval,
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feed = CandlesFeed(
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source=source,
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handler=handler,
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)
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if candle is not None:
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candles.append(candle)
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candles.sort(key=lambda item: item.open_time)
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return candles
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# Извлечь массив свечей из разных возможных форматов ответа API.
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def _extract_klines_items(self, payload: object) -> list[object]:
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if isinstance(payload, list):
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return payload
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if not isinstance(payload, dict):
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return []
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for key in ("klines", "candles", "data", "result"):
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value = payload.get(key)
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if isinstance(value, list):
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return value
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inner = payload.get("payload")
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if isinstance(inner, list):
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return inner
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if isinstance(inner, dict):
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for key in ("klines", "candles", "data"):
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value = inner.get(key)
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if isinstance(value, list):
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return value
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return []
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# Преобразовать одну свечу из dict/list формата в Kline.
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def _parse_kline_item(
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self,
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*,
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item: object,
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symbol: str,
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interval: str,
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source: str,
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) -> Kline | None:
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if isinstance(item, dict):
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open_time = (
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item.get("openTime")
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or item.get("open_time")
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or item.get("time")
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or item.get("timestamp")
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registry = CandlesFeedRegistry()
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registry.register(
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_CANDLES_SOURCE_NAME,
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feed,
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)
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open_time_value = safe_float(open_time)
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open_price = safe_float(item.get("open"))
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high_price = safe_float(item.get("high"))
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low_price = safe_float(item.get("low"))
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close_price = safe_float(item.get("close"))
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volume = safe_float(item.get("volume")) or 0.0
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acquisition_service = CandlesAcquisitionService(
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registry=registry,
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)
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if (
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open_time_value is None
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or open_price is None
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or high_price is None
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or low_price is None
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or close_price is None
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):
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return None
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return acquisition_service.load_candles(
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_CANDLES_SOURCE_NAME,
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symbol,
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interval=interval,
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limit=limit,
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price_type=price_type,
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)
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# Временно преобразовать canonical Candle в legacy Kline.
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def _kline_from_candle(self, candle: Candle) -> Kline:
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return Kline(
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symbol=symbol,
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interval=interval,
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open_time=int(open_time_value),
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open_price=open_price,
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high_price=high_price,
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low_price=low_price,
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close_price=close_price,
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volume=volume,
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source=source,
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symbol=candle.symbol,
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interval=candle.interval,
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open_time=int(candle.open_time.timestamp() * 1000),
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open_price=float(candle.open_price),
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high_price=float(candle.high_price),
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low_price=float(candle.low_price),
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close_price=float(candle.close_price),
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volume=float(candle.volume),
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source=candle.source,
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)
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if isinstance(item, list) and len(item) >= 6:
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open_time_value = safe_float(item[0])
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open_price = safe_float(item[1])
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high_price = safe_float(item[2])
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low_price = safe_float(item[3])
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close_price = safe_float(item[4])
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volume = safe_float(item[5]) or 0.0
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if (
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open_time_value is None
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or open_price is None
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or high_price is None
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or low_price is None
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or close_price is None
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):
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return None
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return Kline(
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symbol=symbol,
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interval=interval,
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open_time=int(open_time_value),
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open_price=open_price,
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high_price=high_price,
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low_price=low_price,
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close_price=close_price,
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volume=volume,
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source=source,
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)
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return None
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# Проверить публичную доступность биржи.
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def get_health(self) -> ExchangeHealth:
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if not self.settings.exchange_enabled:
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551
app/tests/unit/integrations/exchange/test_service_klines.py
Normal file
551
app/tests/unit/integrations/exchange/test_service_klines.py
Normal file
@@ -0,0 +1,551 @@
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# app/tests/unit/integrations/exchange/test_service_klines.py
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from __future__ import annotations
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from datetime import datetime, timezone
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from decimal import Decimal
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from types import SimpleNamespace
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from typing import Any, cast
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import pytest
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import src.integrations.exchange.service as service_module
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from src.integrations.exchange.exceptions import ExchangeError
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from src.integrations.exchange.models import SymbolValidationResult
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from src.integrations.exchange.service import ExchangeService
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from src.market_data.acquisition.models.candle import Candle
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def _candle(
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*,
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symbol: str = "BTC/USD_LEVERAGE",
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interval: str = "1m",
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open_time_ms: int = 1_750_000_000_000,
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open_price: str = "100.10",
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high_price: str = "110.20",
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low_price: str = "90.30",
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close_price: str = "105.40",
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volume: str = "12.50",
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source: str = "rest_klines:bid",
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) -> Candle:
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return Candle(
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symbol=symbol,
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interval=interval,
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open_time=datetime.fromtimestamp(
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open_time_ms / 1000,
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tz=timezone.utc,
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),
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open_price=Decimal(open_price),
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high_price=Decimal(high_price),
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low_price=Decimal(low_price),
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close_price=Decimal(close_price),
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volume=Decimal(volume),
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source=source,
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)
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def _set_test_attribute(
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target: object,
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name: str,
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value: object,
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) -> None:
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setattr(cast(Any, target), name, value)
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def _service(
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*,
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default_symbol: str = "BTC/USD_LEVERAGE",
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exchange_enabled: bool = True,
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) -> ExchangeService:
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service = ExchangeService.__new__(ExchangeService)
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_set_test_attribute(
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service,
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"settings",
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SimpleNamespace(
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default_symbol=default_symbol,
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exchange_enabled=exchange_enabled,
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),
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)
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return service
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def _valid_symbol(
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symbol: str = "BTC/USD_LEVERAGE",
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) -> SymbolValidationResult:
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return SymbolValidationResult(
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requested_symbol=symbol,
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normalized_symbol=symbol,
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is_valid=True,
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message="OK",
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symbol_info=None,
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)
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def _invalid_symbol(
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symbol: str = "UNKNOWN",
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) -> SymbolValidationResult:
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return SymbolValidationResult(
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requested_symbol=symbol,
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normalized_symbol=symbol,
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is_valid=False,
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message="Invalid symbol.",
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symbol_info=None,
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)
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def test_get_klines_uses_default_symbol() -> None:
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service = _service(default_symbol="ETH/USD_LEVERAGE")
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requested_symbols: list[str] = []
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acquisition_calls: list[dict[str, object]] = []
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_set_test_attribute(
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service,
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"validate_symbol",
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lambda symbol: (
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requested_symbols.append(symbol) or _valid_symbol(symbol)
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),
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)
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_set_test_attribute(
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service,
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"_load_candles_via_acquisition",
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lambda **kwargs: acquisition_calls.append(kwargs) or (),
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)
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result = service.get_klines()
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assert requested_symbols == ["ETH/USD_LEVERAGE"]
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assert acquisition_calls[0]["symbol"] == "ETH/USD_LEVERAGE"
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assert result.symbol == "ETH/USD_LEVERAGE"
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@pytest.mark.parametrize("limit", [0, -1, -100])
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def test_get_klines_normalizes_non_positive_limit(limit: int) -> None:
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service = _service()
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captured: list[dict[str, object]] = []
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_set_test_attribute(
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service,
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"validate_symbol",
|
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lambda symbol: _valid_symbol(symbol),
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)
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_set_test_attribute(
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service,
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"_load_candles_via_acquisition",
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lambda **kwargs: captured.append(kwargs) or (),
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)
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service.get_klines(limit=limit)
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assert captured[0]["limit"] == 200
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def test_get_klines_caps_limit_at_200() -> None:
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service = _service()
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captured: list[dict[str, object]] = []
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_set_test_attribute(
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service,
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"validate_symbol",
|
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lambda symbol: _valid_symbol(symbol),
|
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)
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_set_test_attribute(
|
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service,
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"_load_candles_via_acquisition",
|
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lambda **kwargs: captured.append(kwargs) or (),
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)
|
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|
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service.get_klines(limit=500)
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assert captured[0]["limit"] == 200
|
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|
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|
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@pytest.mark.parametrize("interval", ["1m", "5m", "15m", "1h"])
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def test_get_klines_accepts_supported_intervals(interval: str) -> None:
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service = _service()
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captured: list[dict[str, object]] = []
|
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|
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_set_test_attribute(
|
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service,
|
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"validate_symbol",
|
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lambda symbol: _valid_symbol(symbol),
|
||||
)
|
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_set_test_attribute(
|
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service,
|
||||
"_load_candles_via_acquisition",
|
||||
lambda **kwargs: captured.append(kwargs) or (),
|
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)
|
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|
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result = service.get_klines(interval=interval)
|
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|
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assert captured[0]["interval"] == interval
|
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assert result.interval == interval
|
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|
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|
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def test_get_klines_rejects_unsupported_interval() -> None:
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service = _service()
|
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|
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with pytest.raises(
|
||||
ExchangeError,
|
||||
match="Unsupported kline interval",
|
||||
):
|
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service.get_klines(interval="4h")
|
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|
||||
|
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@pytest.mark.parametrize(
|
||||
("price_type", "expected"),
|
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[
|
||||
("bid", "bid"),
|
||||
("ask", "ask"),
|
||||
(" BID ", "bid"),
|
||||
(" AsK ", "ask"),
|
||||
("unknown", "bid"),
|
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("", "bid"),
|
||||
],
|
||||
)
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def test_get_klines_normalizes_price_type(
|
||||
price_type: str,
|
||||
expected: str,
|
||||
) -> None:
|
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service = _service()
|
||||
captured: list[dict[str, object]] = []
|
||||
|
||||
_set_test_attribute(
|
||||
service,
|
||||
"validate_symbol",
|
||||
lambda symbol: _valid_symbol(symbol),
|
||||
)
|
||||
_set_test_attribute(
|
||||
service,
|
||||
"_load_candles_via_acquisition",
|
||||
lambda **kwargs: captured.append(kwargs) or (),
|
||||
)
|
||||
|
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result = service.get_klines(price_type=price_type)
|
||||
|
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assert captured[0]["price_type"] == expected
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assert result.source == f"rest_klines:{expected}"
|
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|
||||
|
||||
def test_get_klines_rejects_mock_mode() -> None:
|
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service = _service(exchange_enabled=False)
|
||||
|
||||
with pytest.raises(
|
||||
ExchangeError,
|
||||
match="Klines are not available in mock exchange mode",
|
||||
):
|
||||
service.get_klines()
|
||||
|
||||
|
||||
def test_get_klines_rejects_invalid_symbol() -> None:
|
||||
service = _service()
|
||||
_set_test_attribute(
|
||||
service,
|
||||
"validate_symbol",
|
||||
lambda symbol: _invalid_symbol(symbol),
|
||||
)
|
||||
|
||||
with pytest.raises(ExchangeError, match="Invalid symbol"):
|
||||
service.get_klines("UNKNOWN")
|
||||
|
||||
|
||||
def test_get_klines_calls_acquisition_with_exact_arguments() -> None:
|
||||
service = _service()
|
||||
captured: list[dict[str, object]] = []
|
||||
|
||||
_set_test_attribute(
|
||||
service,
|
||||
"validate_symbol",
|
||||
lambda symbol: _valid_symbol("BTC/USD_LEVERAGE"),
|
||||
)
|
||||
_set_test_attribute(
|
||||
service,
|
||||
"_load_candles_via_acquisition",
|
||||
lambda **kwargs: captured.append(kwargs) or (),
|
||||
)
|
||||
|
||||
service.get_klines(
|
||||
" btc/usd ",
|
||||
interval="5m",
|
||||
limit=123,
|
||||
price_type="ask",
|
||||
)
|
||||
|
||||
assert captured == [
|
||||
{
|
||||
"symbol": "BTC/USD_LEVERAGE",
|
||||
"interval": "5m",
|
||||
"limit": 123,
|
||||
"price_type": "ask",
|
||||
}
|
||||
]
|
||||
|
||||
|
||||
def test_get_klines_maps_canonical_candle_to_legacy_kline() -> None:
|
||||
service = _service()
|
||||
candle = _candle()
|
||||
|
||||
_set_test_attribute(
|
||||
service,
|
||||
"validate_symbol",
|
||||
lambda symbol: _valid_symbol(symbol),
|
||||
)
|
||||
_set_test_attribute(
|
||||
service,
|
||||
"_load_candles_via_acquisition",
|
||||
lambda **kwargs: (candle,),
|
||||
)
|
||||
|
||||
result = service.get_klines()
|
||||
|
||||
assert len(result.candles) == 1
|
||||
kline = result.candles[0]
|
||||
assert kline.symbol == candle.symbol
|
||||
assert kline.interval == candle.interval
|
||||
assert kline.open_time == 1_750_000_000_000
|
||||
assert kline.open_price == 100.10
|
||||
assert kline.high_price == 110.20
|
||||
assert kline.low_price == 90.30
|
||||
assert kline.close_price == 105.40
|
||||
assert kline.volume == 12.50
|
||||
assert kline.source == candle.source
|
||||
|
||||
|
||||
def test_get_klines_preserves_candle_order() -> None:
|
||||
service = _service()
|
||||
first = _candle(open_time_ms=1000)
|
||||
second = _candle(open_time_ms=2000)
|
||||
|
||||
_set_test_attribute(
|
||||
service,
|
||||
"validate_symbol",
|
||||
lambda symbol: _valid_symbol(symbol),
|
||||
)
|
||||
_set_test_attribute(
|
||||
service,
|
||||
"_load_candles_via_acquisition",
|
||||
lambda **kwargs: (first, second),
|
||||
)
|
||||
|
||||
result = service.get_klines()
|
||||
|
||||
assert [item.open_time for item in result.candles] == [1000, 2000]
|
||||
|
||||
|
||||
def test_get_klines_trims_result_to_limit() -> None:
|
||||
service = _service()
|
||||
candles = tuple(
|
||||
_candle(open_time_ms=index * 1000)
|
||||
for index in range(1, 6)
|
||||
)
|
||||
|
||||
_set_test_attribute(
|
||||
service,
|
||||
"validate_symbol",
|
||||
lambda symbol: _valid_symbol(symbol),
|
||||
)
|
||||
_set_test_attribute(
|
||||
service,
|
||||
"_load_candles_via_acquisition",
|
||||
lambda **kwargs: candles,
|
||||
)
|
||||
|
||||
result = service.get_klines(limit=2)
|
||||
|
||||
assert [item.open_time for item in result.candles] == [4000, 5000]
|
||||
|
||||
|
||||
def test_get_klines_returns_empty_batch() -> None:
|
||||
service = _service()
|
||||
|
||||
_set_test_attribute(
|
||||
service,
|
||||
"validate_symbol",
|
||||
lambda symbol: _valid_symbol(symbol),
|
||||
)
|
||||
_set_test_attribute(
|
||||
service,
|
||||
"_load_candles_via_acquisition",
|
||||
lambda **kwargs: (),
|
||||
)
|
||||
|
||||
result = service.get_klines()
|
||||
|
||||
assert result.candles == []
|
||||
assert result.source == "rest_klines:bid"
|
||||
|
||||
|
||||
def test_get_klines_logs_and_wraps_acquisition_error() -> None:
|
||||
service = _service()
|
||||
original_error = RuntimeError("candles unavailable")
|
||||
log_calls: list[dict[str, object]] = []
|
||||
|
||||
_set_test_attribute(
|
||||
service,
|
||||
"validate_symbol",
|
||||
lambda symbol: _valid_symbol(symbol),
|
||||
)
|
||||
|
||||
def raise_error(**kwargs: object) -> tuple[Candle, ...]:
|
||||
raise original_error
|
||||
|
||||
_set_test_attribute(
|
||||
service,
|
||||
"_load_candles_via_acquisition",
|
||||
raise_error,
|
||||
)
|
||||
_set_test_attribute(
|
||||
service,
|
||||
"_log_exchange_error",
|
||||
lambda **kwargs: log_calls.append(kwargs),
|
||||
)
|
||||
|
||||
with pytest.raises(
|
||||
ExchangeError,
|
||||
match="candles unavailable",
|
||||
) as error_info:
|
||||
service.get_klines(
|
||||
interval="15m",
|
||||
limit=25,
|
||||
price_type="ask",
|
||||
)
|
||||
|
||||
assert error_info.value.__cause__ is original_error
|
||||
assert log_calls == [
|
||||
{
|
||||
"endpoint": "klines",
|
||||
"exc": original_error,
|
||||
"symbol": "BTC/USD_LEVERAGE",
|
||||
"extra_payload": {
|
||||
"interval": "15m",
|
||||
"limit": 25,
|
||||
"price_type": "ask",
|
||||
},
|
||||
}
|
||||
]
|
||||
|
||||
|
||||
def test_kline_from_candle_returns_new_legacy_model() -> None:
|
||||
service = _service()
|
||||
candle = _candle()
|
||||
|
||||
result = service._kline_from_candle(candle)
|
||||
|
||||
assert result is not candle
|
||||
assert result.symbol == candle.symbol
|
||||
assert result.open_time == 1_750_000_000_000
|
||||
|
||||
|
||||
def test_load_candles_via_acquisition_builds_complete_pipeline(
|
||||
monkeypatch: pytest.MonkeyPatch,
|
||||
) -> None:
|
||||
events: list[tuple[str, object]] = []
|
||||
expected = (_candle(),)
|
||||
|
||||
class FakeSource:
|
||||
def __init__(self) -> None:
|
||||
events.append(("source", self))
|
||||
|
||||
class FakeHandler:
|
||||
def __init__(self) -> None:
|
||||
events.append(("handler", self))
|
||||
|
||||
class FakeFeed:
|
||||
def __init__(self, *, source: object, handler: object) -> None:
|
||||
self.source = source
|
||||
self.handler = handler
|
||||
events.append(("feed", self))
|
||||
|
||||
class FakeRegistry:
|
||||
def __init__(self) -> None:
|
||||
self.registered: tuple[str, object] | None = None
|
||||
events.append(("registry", self))
|
||||
|
||||
def register(self, source_name: str, feed: object) -> None:
|
||||
self.registered = (source_name, feed)
|
||||
events.append(("register", self.registered))
|
||||
|
||||
class FakeAcquisitionService:
|
||||
def __init__(self, *, registry: FakeRegistry) -> None:
|
||||
self.registry = registry
|
||||
events.append(("service", registry))
|
||||
|
||||
def load_candles(
|
||||
self,
|
||||
source_name: str,
|
||||
symbol: str,
|
||||
*,
|
||||
interval: str,
|
||||
limit: int,
|
||||
price_type: str,
|
||||
) -> tuple[Candle, ...]:
|
||||
events.append(
|
||||
(
|
||||
"load",
|
||||
(
|
||||
source_name,
|
||||
symbol,
|
||||
interval,
|
||||
limit,
|
||||
price_type,
|
||||
),
|
||||
)
|
||||
)
|
||||
return expected
|
||||
|
||||
monkeypatch.setattr(
|
||||
service_module,
|
||||
"DzengiCandlesDocumentSource",
|
||||
FakeSource,
|
||||
)
|
||||
monkeypatch.setattr(
|
||||
service_module,
|
||||
"DzengiCandlesDocumentHandler",
|
||||
FakeHandler,
|
||||
)
|
||||
monkeypatch.setattr(service_module, "CandlesFeed", FakeFeed)
|
||||
monkeypatch.setattr(
|
||||
service_module,
|
||||
"CandlesFeedRegistry",
|
||||
FakeRegistry,
|
||||
)
|
||||
monkeypatch.setattr(
|
||||
service_module,
|
||||
"CandlesAcquisitionService",
|
||||
FakeAcquisitionService,
|
||||
)
|
||||
|
||||
service = _service()
|
||||
result = service._load_candles_via_acquisition(
|
||||
symbol="BTC/USD_LEVERAGE",
|
||||
interval="1m",
|
||||
limit=100,
|
||||
price_type="bid",
|
||||
)
|
||||
|
||||
assert result is expected
|
||||
|
||||
source = events[0][1]
|
||||
handler = events[1][1]
|
||||
feed = events[2][1]
|
||||
registry = events[3][1]
|
||||
|
||||
assert isinstance(source, FakeSource)
|
||||
assert isinstance(handler, FakeHandler)
|
||||
assert isinstance(feed, FakeFeed)
|
||||
assert isinstance(registry, FakeRegistry)
|
||||
|
||||
assert feed.source is source
|
||||
assert feed.handler is handler
|
||||
assert registry.registered == ("dzengi", feed)
|
||||
|
||||
assert (
|
||||
"load",
|
||||
(
|
||||
"dzengi",
|
||||
"BTC/USD_LEVERAGE",
|
||||
"1m",
|
||||
100,
|
||||
"bid",
|
||||
),
|
||||
) in events
|
||||
573
docs/migrations/build_047.md
Normal file
573
docs/migrations/build_047.md
Normal file
@@ -0,0 +1,573 @@
|
||||
# Build 047 — Переключение `ExchangeService.get_klines()` на канонический Candles Feed
|
||||
|
||||
**Статус:** Completed
|
||||
**Дата:** 2026-07-15
|
||||
**Подсистема:** Market Data Acquisition / OHLCV Feed
|
||||
**Тип изменения:** Миграция legacy-потребителя на канонический Acquisition pipeline
|
||||
|
||||
---
|
||||
|
||||
## 1. Цель Build
|
||||
|
||||
Цель Build 047 — переключить существующий публичный метод:
|
||||
|
||||
```text
|
||||
ExchangeService.get_klines()
|
||||
```
|
||||
|
||||
с прямого получения и самостоятельной обработки ответа Dzengi `/api/v1/klines` на канонический pipeline подсистемы:
|
||||
|
||||
```text
|
||||
src/market_data/acquisition/
|
||||
```
|
||||
|
||||
При этом необходимо сохранить существующий публичный контракт `ExchangeService.get_klines()` и обратную совместимость с текущими потребителями legacy-слоя.
|
||||
|
||||
---
|
||||
|
||||
## 2. Исходное состояние
|
||||
|
||||
До Build 047 метод:
|
||||
|
||||
```text
|
||||
ExchangeService.get_klines()
|
||||
```
|
||||
|
||||
самостоятельно:
|
||||
|
||||
1. выполнял прямой REST-запрос к `/api/v1/klines`;
|
||||
2. извлекал элементы ответа;
|
||||
3. разбирал отдельные свечи;
|
||||
4. создавал legacy-модели `Kline`;
|
||||
5. формировал `KlineBatch`.
|
||||
|
||||
В `ExchangeService` существовали собственные legacy-функции обработки свечей:
|
||||
|
||||
```text
|
||||
_parse_klines_payload()
|
||||
_extract_klines_items()
|
||||
_parse_kline_item()
|
||||
```
|
||||
|
||||
Таким образом, после появления канонического Candles Feed в системе существовали два независимых пути получения и обработки OHLCV-данных.
|
||||
|
||||
Это создавало дублирование ответственности между:
|
||||
|
||||
```text
|
||||
src/integrations/exchange/
|
||||
```
|
||||
|
||||
и:
|
||||
|
||||
```text
|
||||
src/market_data/acquisition/
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 3. Границы Build
|
||||
|
||||
В Build 047 выполнено:
|
||||
|
||||
1. переключение внутренней реализации `ExchangeService.get_klines()` на канонический Candles Feed;
|
||||
2. сохранение публичного контракта `ExchangeService.get_klines()`;
|
||||
3. сохранение legacy-моделей `Kline` и `KlineBatch`;
|
||||
4. добавление внутреннего адаптационного преобразования `Candle -> Kline`;
|
||||
5. удаление прямого REST-запроса `/api/v1/klines` из `ExchangeService`;
|
||||
6. удаление legacy-функций:
|
||||
- `_parse_klines_payload()`;
|
||||
- `_extract_klines_items()`;
|
||||
- `_parse_kline_item()`;
|
||||
7. добавление специализированных unit-тестов для `ExchangeService.get_klines()` и его интеграции с каноническим Acquisition pipeline.
|
||||
|
||||
В Build 047 не выполнялось:
|
||||
|
||||
- изменение публичного контракта `ExchangeService.get_klines()`;
|
||||
- изменение legacy-потребителей в `trading/market_analysis`;
|
||||
- удаление моделей `Kline` и `KlineBatch`;
|
||||
- прямое переключение `trading/market_analysis` на `CandlesAcquisitionService`;
|
||||
- изменение архитектуры других Market Data feeds;
|
||||
- изменение runtime-компонентов Acquisition.
|
||||
|
||||
---
|
||||
|
||||
## 4. Изменённые production-файлы
|
||||
|
||||
### 4.1. `src/integrations/exchange/service.py`
|
||||
|
||||
Метод:
|
||||
|
||||
```text
|
||||
ExchangeService.get_klines()
|
||||
```
|
||||
|
||||
сохранён как публичный compatibility-контракт.
|
||||
|
||||
Внутренний путь получения данных изменён.
|
||||
|
||||
До Build 047:
|
||||
|
||||
```text
|
||||
ExchangeService.get_klines()
|
||||
↓
|
||||
прямой REST-запрос /api/v1/klines
|
||||
↓
|
||||
_parse_klines_payload()
|
||||
↓
|
||||
_extract_klines_items()
|
||||
↓
|
||||
_parse_kline_item()
|
||||
↓
|
||||
Kline
|
||||
↓
|
||||
KlineBatch
|
||||
```
|
||||
|
||||
После Build 047:
|
||||
|
||||
```text
|
||||
ExchangeService.get_klines()
|
||||
↓
|
||||
_load_candles_via_acquisition()
|
||||
↓
|
||||
DzengiCandlesDocumentSource
|
||||
↓
|
||||
DzengiCandlesDocumentHandler
|
||||
↓
|
||||
CandlesFeed
|
||||
↓
|
||||
CandlesFeedRegistry
|
||||
↓
|
||||
CandlesAcquisitionService
|
||||
↓
|
||||
Candle
|
||||
↓
|
||||
_kline_from_candle()
|
||||
↓
|
||||
Kline
|
||||
↓
|
||||
KlineBatch
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 5. Канонический путь получения свечей
|
||||
|
||||
После Build 047 единственный production-путь прямого обращения к endpoint:
|
||||
|
||||
```text
|
||||
/api/v1/klines
|
||||
```
|
||||
|
||||
расположен в:
|
||||
|
||||
```text
|
||||
src/market_data/acquisition/adapters/dzengi/rest.py
|
||||
```
|
||||
|
||||
Это соответствует архитектурному разделению ответственности:
|
||||
|
||||
```text
|
||||
Exchange-specific transport
|
||||
↓
|
||||
Market Data Acquisition
|
||||
↓
|
||||
Canonical Candle
|
||||
↓
|
||||
Legacy compatibility boundary
|
||||
↓
|
||||
Kline / KlineBatch
|
||||
```
|
||||
|
||||
`ExchangeService` больше не владеет транспортной логикой получения OHLCV-данных от Dzengi.
|
||||
|
||||
---
|
||||
|
||||
## 6. Добавленные внутренние методы
|
||||
|
||||
### 6.1. `_load_candles_via_acquisition()`
|
||||
|
||||
Добавлен внутренний compatibility-helper:
|
||||
|
||||
```text
|
||||
ExchangeService._load_candles_via_acquisition()
|
||||
```
|
||||
|
||||
Его ответственность:
|
||||
|
||||
1. создать `DzengiCandlesDocumentSource`;
|
||||
2. создать `DzengiCandlesDocumentHandler`;
|
||||
3. создать `CandlesFeed`;
|
||||
4. зарегистрировать feed в `CandlesFeedRegistry`;
|
||||
5. создать `CandlesAcquisitionService`;
|
||||
6. вызвать канонический `load_candles()`;
|
||||
7. вернуть immutable-набор моделей `Candle`.
|
||||
|
||||
Метод является внутренней границей между legacy `ExchangeService` и канонической подсистемой Market Data Acquisition.
|
||||
|
||||
### 6.2. `_kline_from_candle()`
|
||||
|
||||
Добавлен внутренний адаптер:
|
||||
|
||||
```text
|
||||
ExchangeService._kline_from_candle()
|
||||
```
|
||||
|
||||
Преобразование выполняется по следующему правилу:
|
||||
|
||||
```text
|
||||
Candle.symbol -> Kline.symbol
|
||||
Candle.interval -> Kline.interval
|
||||
Candle.open_time -> Kline.open_time
|
||||
Candle.open_price -> Kline.open_price
|
||||
Candle.high_price -> Kline.high_price
|
||||
Candle.low_price -> Kline.low_price
|
||||
Candle.close_price -> Kline.close_price
|
||||
Candle.volume -> Kline.volume
|
||||
```
|
||||
|
||||
Это позволяет сохранить существующий legacy-контракт без переноса legacy-моделей внутрь `market_data/acquisition`.
|
||||
|
||||
---
|
||||
|
||||
## 7. Удалённая legacy-логика
|
||||
|
||||
Из:
|
||||
|
||||
```text
|
||||
src/integrations/exchange/service.py
|
||||
```
|
||||
|
||||
удалены:
|
||||
|
||||
```text
|
||||
_parse_klines_payload()
|
||||
_extract_klines_items()
|
||||
_parse_kline_item()
|
||||
```
|
||||
|
||||
Также удалён прямой вызов:
|
||||
|
||||
```text
|
||||
/api/v1/klines
|
||||
```
|
||||
|
||||
из `ExchangeService`.
|
||||
|
||||
После Build 047 parsing, schema validation, value validation и mapping OHLCV-данных выполняются только канонической подсистемой:
|
||||
|
||||
```text
|
||||
src/market_data/acquisition/
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 8. Сохранённая обратная совместимость
|
||||
|
||||
Публичный контракт:
|
||||
|
||||
```text
|
||||
ExchangeService.get_klines(...)
|
||||
```
|
||||
|
||||
сохранён.
|
||||
|
||||
Существующие production-потребители не изменялись:
|
||||
|
||||
```text
|
||||
src/trading/market_analysis/service.py
|
||||
src/trading/market_analysis/htf.py
|
||||
```
|
||||
|
||||
Они продолжают работать через:
|
||||
|
||||
```text
|
||||
ExchangeService.get_klines()
|
||||
```
|
||||
|
||||
и получать:
|
||||
|
||||
```text
|
||||
KlineBatch
|
||||
```
|
||||
|
||||
Таким образом, Build 047 меняет внутренний источник данных, но не требует одновременного переписывания legacy-потребителей.
|
||||
|
||||
---
|
||||
|
||||
## 9. Добавленные тесты
|
||||
|
||||
Добавлен специализированный файл:
|
||||
|
||||
```text
|
||||
tests/unit/integrations/exchange/test_service_klines.py
|
||||
```
|
||||
|
||||
Тесты покрывают:
|
||||
|
||||
- использование `default_symbol`;
|
||||
- нормализацию `limit`;
|
||||
- нормализацию `interval`;
|
||||
- отклонение неподдерживаемого interval;
|
||||
- передачу `price_type`;
|
||||
- обработку выключенной биржи;
|
||||
- обработку неизвестного символа;
|
||||
- передачу параметров в Acquisition pipeline;
|
||||
- преобразование `Candle` в `Kline`;
|
||||
- формирование `KlineBatch`;
|
||||
- обработку пустого набора свечей;
|
||||
- обработку исключений канонического Acquisition pipeline;
|
||||
- построение полного composition pipeline;
|
||||
- сохранение публичного legacy-контракта.
|
||||
|
||||
Результат targeted-проверки:
|
||||
|
||||
```text
|
||||
26 passed in 0.17s
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 10. Полная регрессионная проверка
|
||||
|
||||
Выполнено:
|
||||
|
||||
```bash
|
||||
python -m pytest -q
|
||||
```
|
||||
|
||||
Результат:
|
||||
|
||||
```text
|
||||
750 passed in 2.83s
|
||||
```
|
||||
|
||||
Регрессий не обнаружено.
|
||||
|
||||
---
|
||||
|
||||
## 11. Контроль прямого использования `/api/v1/klines`
|
||||
|
||||
Команда:
|
||||
|
||||
```bash
|
||||
grep -RIn \
|
||||
--exclude-dir="__pycache__" \
|
||||
--exclude="*.pyc" \
|
||||
'"/api/v1/klines"' \
|
||||
src
|
||||
```
|
||||
|
||||
Результат:
|
||||
|
||||
```text
|
||||
src/market_data/acquisition/adapters/dzengi/rest.py:17:_KLINES_PATH = "/api/v1/klines"
|
||||
```
|
||||
|
||||
Вывод:
|
||||
|
||||
Прямое знание endpoint `/api/v1/klines` находится только в каноническом Dzengi REST-адаптере.
|
||||
|
||||
---
|
||||
|
||||
## 12. Контроль удаления legacy-парсеров
|
||||
|
||||
Команда:
|
||||
|
||||
```bash
|
||||
grep -RIn \
|
||||
--exclude-dir="__pycache__" \
|
||||
--exclude="*.pyc" \
|
||||
"_parse_klines_payload\|_extract_klines_items\|_parse_kline_item" \
|
||||
src tests
|
||||
```
|
||||
|
||||
Результат:
|
||||
|
||||
```text
|
||||
пусто
|
||||
```
|
||||
|
||||
Вывод:
|
||||
|
||||
Legacy-функции обработки kline payload полностью удалены.
|
||||
|
||||
---
|
||||
|
||||
## 13. Контроль оставшихся потребителей `ExchangeService.get_klines()`
|
||||
|
||||
Команда:
|
||||
|
||||
```bash
|
||||
grep -RIn \
|
||||
--exclude-dir="__pycache__" \
|
||||
--exclude="*.pyc" \
|
||||
"\.get_klines(" \
|
||||
src tests
|
||||
```
|
||||
|
||||
Production-потребители:
|
||||
|
||||
```text
|
||||
src/trading/market_analysis/service.py
|
||||
src/trading/market_analysis/htf.py
|
||||
```
|
||||
|
||||
Дополнительно присутствуют специализированные вызовы в:
|
||||
|
||||
```text
|
||||
tests/unit/integrations/exchange/test_service_klines.py
|
||||
```
|
||||
|
||||
Вывод:
|
||||
|
||||
Публичный compatibility-контракт `ExchangeService.get_klines()` продолжает обслуживать существующие legacy-потребители.
|
||||
|
||||
---
|
||||
|
||||
## 14. Контроль интеграции с Acquisition pipeline
|
||||
|
||||
Команда:
|
||||
|
||||
```bash
|
||||
grep -RIn \
|
||||
--exclude-dir="__pycache__" \
|
||||
--exclude="*.pyc" \
|
||||
"CandlesAcquisitionService\|CandlesFeedRegistry\|DzengiCandlesDocumentSource" \
|
||||
src/integrations/exchange/service.py
|
||||
```
|
||||
|
||||
Результат подтверждает использование:
|
||||
|
||||
```text
|
||||
DzengiCandlesDocumentSource
|
||||
CandlesFeedRegistry
|
||||
CandlesAcquisitionService
|
||||
```
|
||||
|
||||
внутри compatibility boundary `ExchangeService`.
|
||||
|
||||
---
|
||||
|
||||
## 15. Контроль качества diff
|
||||
|
||||
Выполнено:
|
||||
|
||||
```bash
|
||||
git diff --check
|
||||
```
|
||||
|
||||
Результат:
|
||||
|
||||
```text
|
||||
пусто
|
||||
```
|
||||
|
||||
Whitespace-ошибок не обнаружено.
|
||||
|
||||
---
|
||||
|
||||
## 16. Архитектурный результат
|
||||
|
||||
После Build 047 путь OHLCV-данных имеет следующую структуру:
|
||||
|
||||
```text
|
||||
Dzengi REST API
|
||||
↓
|
||||
DzengiCandlesDocumentSource
|
||||
↓
|
||||
schema validation
|
||||
↓
|
||||
parser
|
||||
↓
|
||||
value validation
|
||||
↓
|
||||
mapper
|
||||
↓
|
||||
Candle
|
||||
↓
|
||||
CandlesFeed
|
||||
↓
|
||||
CandlesFeedRegistry
|
||||
↓
|
||||
CandlesAcquisitionService
|
||||
↓
|
||||
ExchangeService compatibility boundary
|
||||
↓
|
||||
Kline / KlineBatch
|
||||
↓
|
||||
legacy trading consumers
|
||||
```
|
||||
|
||||
Главный архитектурный результат:
|
||||
|
||||
```text
|
||||
ExchangeService больше не получает и не разбирает
|
||||
сырой ответ /api/v1/klines самостоятельно.
|
||||
```
|
||||
|
||||
Владение получением и канонической обработкой OHLCV-данных теперь принадлежит:
|
||||
|
||||
```text
|
||||
src/market_data/acquisition/
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 17. Состояние после Build 047
|
||||
|
||||
На момент завершения Build:
|
||||
|
||||
```text
|
||||
Targeted tests: 26 passed
|
||||
Full test suite: 750 passed
|
||||
git diff --check: clean
|
||||
```
|
||||
|
||||
Прямой endpoint:
|
||||
|
||||
```text
|
||||
/api/v1/klines
|
||||
```
|
||||
|
||||
остался только в:
|
||||
|
||||
```text
|
||||
src/market_data/acquisition/adapters/dzengi/rest.py
|
||||
```
|
||||
|
||||
Legacy parsing helpers:
|
||||
|
||||
```text
|
||||
_parse_klines_payload
|
||||
_extract_klines_items
|
||||
_parse_kline_item
|
||||
```
|
||||
|
||||
полностью отсутствуют.
|
||||
|
||||
Публичный контракт:
|
||||
|
||||
```text
|
||||
ExchangeService.get_klines()
|
||||
```
|
||||
|
||||
сохранён.
|
||||
|
||||
---
|
||||
|
||||
## 18. Итог Build
|
||||
|
||||
**Build 047 завершён успешно.**
|
||||
|
||||
Канонический Candles Feed интегрирован в существующий `ExchangeService.get_klines()` без изменения его публичного контракта.
|
||||
|
||||
Дублирующая legacy-логика получения и разбора `/api/v1/klines` удалена.
|
||||
|
||||
Существующие потребители продолжают работать без изменений.
|
||||
|
||||
Полная регрессионная проверка подтверждает отсутствие нарушений существующего поведения:
|
||||
|
||||
```text
|
||||
750 passed
|
||||
```
|
||||
Reference in New Issue
Block a user