build 059.5: add internal candle close event model

app/src/market_data/acquisition/models/candle_close.py

@@ -0,0 +1,29 @@
+# app/src/market_data/acquisition/models/candle_close.py
+
+from __future__ import annotations
+
+from dataclasses import dataclass
+from datetime import datetime
+from decimal import Decimal
+
+
+# Внутреннее неизменяемое уведомление о закрытии OHLC-свечи.
+#
+# Модель не является канонической Candle, поскольку WebSocket-событие
+# не содержит volume. Она используется как сигнал для последующего
+# REST reconciliation и получения полной OHLCV-свечи.
+@dataclass(frozen=True, slots=True)
+class CandleCloseEvent:
+    symbol: str
+    interval: str
+    candle_type: str
+
+    open_time: datetime
+    received_at: datetime
+
+    open_price: Decimal
+    high_price: Decimal
+    low_price: Decimal
+    close_price: Decimal
+
+    source: str

app/tests/unit/market_data/acquisition/models/test_candle_close.py

@@ -0,0 +1,142 @@
+# app/tests/unit/market_data/acquisition/models/test_candle_close.py
+
+from __future__ import annotations
+
+from dataclasses import FrozenInstanceError
+from datetime import datetime, timezone
+from decimal import Decimal
+
+import pytest
+
+from src.market_data.acquisition.models.candle import Candle
+from src.market_data.acquisition.models.candle_close import (
+    CandleCloseEvent,
+)
+
+
+def _event() -> CandleCloseEvent:
+    return CandleCloseEvent(
+        symbol="BTC/USD_LEVERAGE",
+        interval="1m",
+        candle_type="classic",
+        open_time=datetime(
+            2026,
+            7,
+            16,
+            18,
+            39,
+            tzinfo=timezone.utc,
+        ),
+        received_at=datetime(
+            2026,
+            7,
+            16,
+            18,
+            40,
+            0,
+            125000,
+            tzinfo=timezone.utc,
+        ),
+        open_price=Decimal("63992.00"),
+        high_price=Decimal("64032.55"),
+        low_price=Decimal("63984.00"),
+        close_price=Decimal("64032.55"),
+        source="dzengi_websocket_ohlc",
+    )
+
+
+def test_candle_close_event_preserves_all_fields() -> None:
+    event = _event()
+
+    assert event.symbol == "BTC/USD_LEVERAGE"
+    assert event.interval == "1m"
+    assert event.candle_type == "classic"
+
+    assert event.open_time == datetime(
+        2026,
+        7,
+        16,
+        18,
+        39,
+        tzinfo=timezone.utc,
+    )
+    assert event.received_at == datetime(
+        2026,
+        7,
+        16,
+        18,
+        40,
+        0,
+        125000,
+        tzinfo=timezone.utc,
+    )
+
+    assert event.open_price == Decimal("63992.00")
+    assert event.high_price == Decimal("64032.55")
+    assert event.low_price == Decimal("63984.00")
+    assert event.close_price == Decimal("64032.55")
+
+    assert event.source == "dzengi_websocket_ohlc"
+
+
+def test_candle_close_event_is_immutable() -> None:
+    event = _event()
+
+    with pytest.raises(FrozenInstanceError):
+        event.close_price = Decimal("1")  # type: ignore[misc]
+
+
+def test_candle_close_event_uses_slots() -> None:
+    event = _event()
+
+    assert not hasattr(event, "__dict__")
+
+
+def test_candle_close_event_is_not_canonical_candle() -> None:
+    event = _event()
+
+    assert not isinstance(event, Candle)
+
+
+def test_candle_close_event_has_no_volume_field() -> None:
+    event = _event()
+
+    assert not hasattr(event, "volume")
+
+
+def test_candle_close_event_supports_heikin_ashi_type() -> None:
+    event = CandleCloseEvent(
+        symbol="BTC/USD_LEVERAGE",
+        interval="1m",
+        candle_type="heikin-ashi",
+        open_time=datetime(
+            2026,
+            7,
+            16,
+            18,
+            39,
+            tzinfo=timezone.utc,
+        ),
+        received_at=datetime(
+            2026,
+            7,
+            16,
+            18,
+            40,
+            tzinfo=timezone.utc,
+        ),
+        open_price=Decimal("64068.18"),
+        high_price=Decimal("64128.80"),
+        low_price=Decimal("64068.18"),
+        close_price=Decimal("64100.85"),
+        source="dzengi_websocket_ohlc",
+    )
+
+    assert event.candle_type == "heikin-ashi"
+
+
+def test_candle_close_event_keeps_open_and_receive_times_separate() -> None:
+    event = _event()
+
+    assert event.received_at > event.open_time
+    assert event.received_at != event.open_time