Build 060.7: implement REST Trade Adapter

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

@@ -0,0 +1,41 @@
+# src/market_data/acquisition/adapters/dzengi/rest_trade_adapter.py
+
+from __future__ import annotations
+
+from src.market_data.acquisition.adapters.dzengi.mapper import (
+    map_dzengi_rest_agg_trades_to_trades,
+)
+from src.market_data.acquisition.adapters.dzengi.parser import (
+    parse_rest_agg_trades,
+)
+from src.market_data.acquisition.models.trade import Trade
+from src.market_data.acquisition.validation.schema import (
+    ValidatedRestAggTradesDocument,
+)
+from src.market_data.acquisition.validation.values import (
+    validate_rest_agg_trade_values,
+)
+
+
+def adapt_rest_agg_trades_document(
+    document: ValidatedRestAggTradesDocument,
+    *,
+    symbol: str,
+) -> tuple[Trade, ...]:
+    """
+    Преобразовать структурно проверенный документ Dzengi aggTrades
+    в канонический immutable-набор Trade.
+
+    Функция последовательно выполняет parsing, value validation
+    и mapping. Schema validation должна быть выполнена вызывающим слоем.
+    Исключения отдельных этапов не перехватываются и не оборачиваются.
+    """
+
+    trades = parse_rest_agg_trades(document)
+
+    validate_rest_agg_trade_values(trades)
+
+    return map_dzengi_rest_agg_trades_to_trades(
+        trades,
+        symbol=symbol,
+    )

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

@@ -0,0 +1,188 @@
+# tests/unit/market_data/acquisition/adapters/dzengi/test_rest_trade_adapter.py
+
+from __future__ import annotations
+
+from datetime import datetime, timezone
+from decimal import Decimal
+from types import MappingProxyType
+
+import pytest
+
+from src.market_data.acquisition.adapters.dzengi import rest_trade_adapter
+from src.market_data.acquisition.adapters.dzengi.rest_trade_adapter import (
+    adapt_rest_agg_trades_document,
+)
+from src.market_data.acquisition.exceptions import (
+    TradeMappingError,
+    TradeParseError,
+    TradeValueError,
+)
+from src.market_data.acquisition.models.trade import TradeAggressorSide
+from src.market_data.acquisition.validation.schema import (
+    ValidatedRestAggTradesDocument,
+)
+
+
+def test_adapt_rest_agg_trades_document_returns_canonical_trades() -> None:
+    document = ValidatedRestAggTradesDocument(
+        items=(
+            MappingProxyType(
+                {
+                    "a": 101,
+                    "p": "43210.50",
+                    "q": "0.125",
+                    "T": 1_700_000_000_000,
+                    "m": False,
+                }
+            ),
+            MappingProxyType(
+                {
+                    "a": 102,
+                    "p": "43211.75",
+                    "q": "0.250",
+                    "T": 1_700_000_001_000,
+                    "m": True,
+                }
+            ),
+        )
+    )
+
+    result = adapt_rest_agg_trades_document(
+        document,
+        symbol="  BTCUSDT  ",
+    )
+
+    assert isinstance(result, tuple)
+    assert len(result) == 2
+
+    first_trade = result[0]
+
+    assert first_trade.symbol == "BTCUSDT"
+    assert first_trade.trade_id == 101
+    assert first_trade.price == Decimal("43210.50")
+    assert first_trade.quantity == Decimal("0.125")
+    assert first_trade.executed_at == datetime(
+        2023,
+        11,
+        14,
+        22,
+        13,
+        20,
+        tzinfo=timezone.utc,
+    )
+    assert first_trade.aggressor_side is TradeAggressorSide.BUY
+    assert first_trade.source == "dzengi"
+
+    second_trade = result[1]
+
+    assert second_trade.symbol == "BTCUSDT"
+    assert second_trade.trade_id == 102
+    assert second_trade.price == Decimal("43211.75")
+    assert second_trade.quantity == Decimal("0.250")
+    assert second_trade.executed_at == datetime(
+        2023,
+        11,
+        14,
+        22,
+        13,
+        21,
+        tzinfo=timezone.utc,
+    )
+    assert second_trade.aggressor_side is TradeAggressorSide.SELL
+    assert second_trade.source == "dzengi"
+
+
+def test_adapt_rest_agg_trades_document_propagates_parse_error(
+    monkeypatch: pytest.MonkeyPatch,
+) -> None:
+    document = ValidatedRestAggTradesDocument(items=())
+    expected_error = TradeParseError("test parse error")
+
+    def raise_parse_error(
+        _: ValidatedRestAggTradesDocument,
+    ) -> tuple[()]:
+        raise expected_error
+
+    monkeypatch.setattr(
+        rest_trade_adapter,
+        "parse_rest_agg_trades",
+        raise_parse_error,
+    )
+
+    with pytest.raises(TradeParseError) as exc_info:
+        adapt_rest_agg_trades_document(
+            document,
+            symbol="BTCUSDT",
+        )
+
+    assert exc_info.value is expected_error
+
+
+def test_adapt_rest_agg_trades_document_propagates_value_error(
+    monkeypatch: pytest.MonkeyPatch,
+) -> None:
+    document = ValidatedRestAggTradesDocument(items=())
+    expected_error = TradeValueError("test value error")
+
+    monkeypatch.setattr(
+        rest_trade_adapter,
+        "parse_rest_agg_trades",
+        lambda _: (),
+    )
+
+    def raise_value_error(_: tuple[object, ...]) -> None:
+        raise expected_error
+
+    monkeypatch.setattr(
+        rest_trade_adapter,
+        "validate_rest_agg_trade_values",
+        raise_value_error,
+    )
+
+    with pytest.raises(TradeValueError) as exc_info:
+        adapt_rest_agg_trades_document(
+            document,
+            symbol="BTCUSDT",
+        )
+
+    assert exc_info.value is expected_error
+
+
+def test_adapt_rest_agg_trades_document_propagates_mapping_error(
+    monkeypatch: pytest.MonkeyPatch,
+) -> None:
+    document = ValidatedRestAggTradesDocument(items=())
+    expected_error = TradeMappingError("test mapping error")
+
+    monkeypatch.setattr(
+        rest_trade_adapter,
+        "parse_rest_agg_trades",
+        lambda _: (),
+    )
+    monkeypatch.setattr(
+        rest_trade_adapter,
+        "validate_rest_agg_trade_values",
+        lambda _: None,
+    )
+
+    def raise_mapping_error(
+        _: tuple[object, ...],
+        *,
+        symbol: str,
+    ) -> tuple[()]:
+        del symbol
+        raise expected_error
+
+    monkeypatch.setattr(
+        rest_trade_adapter,
+        "map_dzengi_rest_agg_trades_to_trades",
+        raise_mapping_error,
+    )
+
+    with pytest.raises(TradeMappingError) as exc_info:
+        adapt_rest_agg_trades_document(
+            document,
+            symbol="BTCUSDT",
+        )
+
+    assert exc_info.value is expected_error