build 039: complete Quotes Feed migration foundation

app/tools/dzengi_probe/ticker24hr_update_probe.py

@@ -0,0 +1,135 @@
+# app/tools/dzengi_probe/ticker24hr_update_probe.py
+ 
+from __future__ import annotations
+
+import asyncio
+import csv
+import json
+import time
+from dataclasses import dataclass
+from decimal import Decimal
+from pathlib import Path
+from urllib.parse import urlencode
+from urllib.request import Request, urlopen
+
+from app.tools.dzengi_probe.config import DzengiProbeConfig
+
+
+@dataclass(frozen=True)
+class Ticker24hrSample:
+    sample: int
+    local_time_ms: int
+    ask_price: str | None
+    bid_price: str | None
+    last_price: str | None
+    close_time: int | None
+
+
+class Ticker24hrUpdateProbe:
+    def __init__(self, config: DzengiProbeConfig) -> None:
+        self.config = config
+
+    async def run(
+        self,
+        *,
+        samples: int = 300,
+        interval_seconds: float = 0.2,
+    ) -> Path:
+        output_path = (
+            self.config.output_dir
+            / "reports"
+            / f"ticker24hr_update_{self.config.symbol_file_name}.csv"
+        )
+        output_path.parent.mkdir(parents=True, exist_ok=True)
+
+        rows: list[Ticker24hrSample] = []
+
+        for index in range(1, samples + 1):
+            payload = self._get_ticker24hr()
+
+            rows.append(
+                Ticker24hrSample(
+                    sample=index,
+                    local_time_ms=int(time.time() * 1000),
+                    ask_price=self._decimal_str(payload.get("askPrice")),
+                    bid_price=self._decimal_str(payload.get("bidPrice")),
+                    last_price=self._decimal_str(payload.get("lastPrice")),
+                    close_time=self._int_or_none(payload.get("closeTime")),
+                )
+            )
+
+            await asyncio.sleep(interval_seconds)
+
+        self._save_csv(output_path, rows)
+        return output_path
+
+    def _get_ticker24hr(self) -> dict:
+        query = urlencode({"symbol": self.config.symbol})
+        url = (
+            f"{self.config.base_url}"
+            f"/api/{self.config.api_version}/ticker/24hr"
+            f"?{query}"
+        )
+
+        request = Request(
+            url=url,
+            method="GET",
+            headers={
+                "Accept": "application/json",
+                "User-Agent": "dzentra-dzengi-probe/1.0",
+            },
+        )
+
+        with urlopen(request, timeout=self.config.timeout_seconds) as response:
+            return json.loads(response.read().decode("utf-8"))
+
+    def _decimal_str(self, value: object) -> str | None:
+        if value is None:
+            return None
+        return str(Decimal(str(value)))
+
+    def _int_or_none(self, value: object) -> int | None:
+        if value is None:
+            return None
+
+        return int(str(value))
+
+    def _save_csv(self, path: Path, rows: list[Ticker24hrSample]) -> None:
+        with path.open("w", encoding="utf-8", newline="") as file:
+            writer = csv.writer(file)
+            writer.writerow(
+                [
+                    "sample",
+                    "local_time_ms",
+                    "close_time",
+                    "ask_price",
+                    "bid_price",
+                    "last_price",
+                    "ask_changed",
+                    "bid_changed",
+                    "last_changed",
+                    "close_time_changed",
+                    "last_equals_bid",
+                ]
+            )
+
+            previous: Ticker24hrSample | None = None
+
+            for row in rows:
+                writer.writerow(
+                    [
+                        row.sample,
+                        row.local_time_ms,
+                        row.close_time,
+                        row.ask_price,
+                        row.bid_price,
+                        row.last_price,
+                        previous is not None and row.ask_price != previous.ask_price,
+                        previous is not None and row.bid_price != previous.bid_price,
+                        previous is not None and row.last_price != previous.last_price,
+                        previous is not None and row.close_time != previous.close_time,
+                        row.last_price == row.bid_price,
+                    ]
+                )
+
+                previous = row