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feat: add market data architecture and complete migration through build 039

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This commit is contained in:
Sergey
2026-07-14 09:58:16 +03:00
parent 26deb861bc
commit a996f2f797
443 changed files with 80452 additions and 1335 deletions
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31
app/tools/dzengi_probe/runtime_samples/reports/ask_price_equivalence_BTC_USD_LEVERAGE.csv Normal file
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sample,depth_ask,stream_ofr,ticker_ask_price,depth_equals_stream,ticker_equals_depth,ticker_equals_stream
1,62217.3,62215.3,62215.80,False,False,False
2,62216.9,62216.55,62215.80,False,False,False
3,62216.9,62220.8,62215.80,False,False,False
4,62216.9,62218.05,62215.80,False,False,False
5,62216.9,62212.45,62215.80,False,False,False
6,62216.9,62217.3,62215.80,False,False,False
7,62212.85,62216.05,62215.80,False,False,False
8,62212.7,62220.7,62215.80,False,False,False
9,62213.8,62217.3,62215.80,False,False,False
10,62211.9,62212.65,62215.80,False,False,False
11,62213.55,62217.3,62215.80,False,False,False
12,62213.55,62216.9,62215.80,False,False,False
13,62213.55,62218.7,62215.80,False,False,False
14,62213.55,62214.05,62215.80,False,False,False
15,62213.55,62213.2,62215.80,False,False,False
16,62213.55,62216.45,62215.80,False,False,False
17,62236.6,62213.45,62215.80,False,False,False
18,62239.4,62212.85,62215.80,False,False,False
19,62236.4,62213.7,62215.80,False,False,False
20,62221.55,62208.45,62221.60,False,False,False
21,62225,62210.6,62221.60,False,False,False
22,62219.75,62213.8,62221.60,False,False,False
23,62217.1,62209.8,62221.60,False,False,False
24,62224.4,62212.6,62221.60,False,False,False
25,62238.75,62212.7,62221.60,False,False,False
26,62241.5,62214.0,62221.60,False,False,False
27,62245.45,62211.6,62221.60,False,False,False
28,62245.05,62210.85,62221.60,False,False,False
29,62245.05,62213.8,62221.60,False,False,False
30,62245.05,62212.0,62221.60,False,False,False
1 sample depth_ask stream_ofr ticker_ask_price depth_equals_stream ticker_equals_depth ticker_equals_stream
2 1 62217.3 62215.3 62215.80 False False False
3 2 62216.9 62216.55 62215.80 False False False
4 3 62216.9 62220.8 62215.80 False False False
5 4 62216.9 62218.05 62215.80 False False False
6 5 62216.9 62212.45 62215.80 False False False
7 6 62216.9 62217.3 62215.80 False False False
8 7 62212.85 62216.05 62215.80 False False False
9 8 62212.7 62220.7 62215.80 False False False
10 9 62213.8 62217.3 62215.80 False False False
11 10 62211.9 62212.65 62215.80 False False False
12 11 62213.55 62217.3 62215.80 False False False
13 12 62213.55 62216.9 62215.80 False False False
14 13 62213.55 62218.7 62215.80 False False False
15 14 62213.55 62214.05 62215.80 False False False
16 15 62213.55 62213.2 62215.80 False False False
17 16 62213.55 62216.45 62215.80 False False False
18 17 62236.6 62213.45 62215.80 False False False
19 18 62239.4 62212.85 62215.80 False False False
20 19 62236.4 62213.7 62215.80 False False False
21 20 62221.55 62208.45 62221.60 False False False
22 21 62225 62210.6 62221.60 False False False
23 22 62219.75 62213.8 62221.60 False False False
24 23 62217.1 62209.8 62221.60 False False False
25 24 62224.4 62212.6 62221.60 False False False
26 25 62238.75 62212.7 62221.60 False False False
27 26 62241.5 62214.0 62221.60 False False False
28 27 62245.45 62211.6 62221.60 False False False
29 28 62245.05 62210.85 62221.60 False False False
30 29 62245.05 62213.8 62221.60 False False False
31 30 62245.05 62212.0 62221.60 False False False

301
app/tools/dzengi_probe/runtime_samples/reports/ticker24hr_update_BTC_USD_LEVERAGE.csv Normal file
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sample,local_time_ms,close_time,ask_price,bid_price,last_price,ask_changed,bid_changed,last_changed,close_time_changed,last_equals_bid
1,1783573006101,1783572989542,62334.20,62334.10,62334.10,False,False,False,False,True
2,1783573006593,1783572989542,62334.20,62334.10,62334.10,False,False,False,False,True
3,1783573007060,1783572989542,62334.20,62334.10,62334.10,False,False,False,False,True
4,1783573007571,1783572989542,62334.20,62334.10,62334.10,False,False,False,False,True
5,1783573008101,1783573008128,62349.30,62349.20,62349.20,True,True,True,True,True
6,1783573008616,1783573008128,62349.30,62349.20,62349.20,False,False,False,False,True
7,1783573009148,1783573008128,62349.30,62349.20,62349.20,False,False,False,False,True
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11,1783573011239,1783573008128,62349.30,62349.20,62349.20,False,False,False,False,True
12,1783573011765,1783573008128,62349.30,62349.20,62349.20,False,False,False,False,True
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14,1783573012817,1783573008128,62349.30,62349.20,62349.20,False,False,False,False,True
15,1783573013337,1783573008128,62349.30,62349.20,62349.20,False,False,False,False,True
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150,1783573085276,1783573068429,62381.70,62381.60,62381.60,False,False,False,False,True
151,1783573085752,1783573068429,62381.70,62381.60,62381.60,False,False,False,False,True
152,1783573086228,1783573068429,62381.70,62381.60,62381.60,False,False,False,False,True
153,1783573086742,1783573068429,62381.70,62381.60,62381.60,False,False,False,False,True
154,1783573087267,1783573068429,62381.70,62381.60,62381.60,False,False,False,False,True
155,1783573087798,1783573068429,62381.70,62381.60,62381.60,False,False,False,False,True
156,1783573088309,1783573088341,62382.45,62382.35,62382.35,True,True,True,True,True
157,1783573088850,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
158,1783573089373,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
159,1783573089882,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
160,1783573090435,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
161,1783573090939,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
162,1783573091465,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
163,1783573091986,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
164,1783573092512,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
165,1783573093038,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
166,1783573093563,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
167,1783573094083,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
168,1783573094608,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
169,1783573095129,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
170,1783573095650,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
171,1783573096177,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
172,1783573096703,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
173,1783573097226,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
174,1783573097752,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
175,1783573098290,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
176,1783573098805,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
177,1783573099331,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
178,1783573099853,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
179,1783573100376,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
180,1783573100898,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
181,1783573101420,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
182,1783573101955,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
183,1783573102469,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
184,1783573102995,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
185,1783573103515,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
186,1783573104044,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
187,1783573104571,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
188,1783573105089,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
189,1783573105620,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
190,1783573106142,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
191,1783573106663,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
192,1783573107189,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
193,1783573107711,1783573088341,62382.45,62382.35,62382.35,False,False,False,False,True
194,1783573108250,1783573108276,62383.15,62383.05,62383.05,True,True,True,True,True
195,1783573108765,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
196,1783573109286,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
197,1783573109815,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
198,1783573110334,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
199,1783573110863,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
200,1783573111381,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
201,1783573111910,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
202,1783573112435,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
203,1783573112959,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
204,1783573113481,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
205,1783573114007,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
206,1783573115112,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
207,1783573115633,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
208,1783573116109,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
209,1783573116622,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
210,1783573117153,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
211,1783573117678,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
212,1783573118198,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
213,1783573118723,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
214,1783573119254,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
215,1783573119775,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
216,1783573120303,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
217,1783573120817,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
218,1783573121347,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
219,1783573121875,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
220,1783573122391,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
221,1783573122920,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
222,1783573123476,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
223,1783573123964,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
224,1783573124490,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
225,1783573125019,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
226,1783573125542,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
227,1783573126063,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
228,1783573126589,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
229,1783573127116,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
230,1783573127642,1783573108276,62383.15,62383.05,62383.05,False,False,False,False,True
231,1783573128167,1783573128197,62381.15,62381.05,62381.05,True,True,True,True,True
232,1783573128679,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
233,1783573129206,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
234,1783573129736,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
235,1783573130263,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
236,1783573130782,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
237,1783573131306,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
238,1783573131834,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
239,1783573132364,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
240,1783573132879,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
241,1783573133406,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
242,1783573133928,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
243,1783573134460,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
244,1783573134977,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
245,1783573135498,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
246,1783573136030,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
247,1783573136548,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
248,1783573137079,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
249,1783573137600,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
250,1783573138117,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
251,1783573138670,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
252,1783573139168,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
253,1783573139694,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
254,1783573140224,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
255,1783573140748,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
256,1783573141265,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
257,1783573141794,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
258,1783573142319,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
259,1783573142843,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
260,1783573143359,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
261,1783573143887,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
262,1783573144539,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
263,1783573145015,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
264,1783573145728,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
265,1783573146248,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
266,1783573146772,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
267,1783573147297,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
268,1783573147821,1783573128197,62381.15,62381.05,62381.05,False,False,False,False,True
269,1783573148347,1783573148322,62378.30,62378.20,62378.20,True,True,True,True,True
270,1783573148872,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
271,1783573149989,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
272,1783573150569,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
273,1783573151112,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
274,1783573151634,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
275,1783573152150,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
276,1783573152683,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
277,1783573153198,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
278,1783573153732,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
279,1783573154247,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
280,1783573154772,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
281,1783573155301,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
282,1783573155818,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
283,1783573156344,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
284,1783573156868,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
285,1783573157401,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
286,1783573157916,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
287,1783573158443,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
288,1783573158966,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
289,1783573159494,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
290,1783573160022,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
291,1783573160540,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
292,1783573161072,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
293,1783573161603,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
294,1783573162113,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
295,1783573162641,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
296,1783573163160,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
297,1783573163688,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
298,1783573164216,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
299,1783573164734,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
300,1783573165266,1783573148322,62378.30,62378.20,62378.20,False,False,False,False,True
1 sample local_time_ms close_time ask_price bid_price last_price ask_changed bid_changed last_changed close_time_changed last_equals_bid
2 1 1783573006101 1783572989542 62334.20 62334.10 62334.10 False False False False True
3 2 1783573006593 1783572989542 62334.20 62334.10 62334.10 False False False False True
4 3 1783573007060 1783572989542 62334.20 62334.10 62334.10 False False False False True
5 4 1783573007571 1783572989542 62334.20 62334.10 62334.10 False False False False True
6 5 1783573008101 1783573008128 62349.30 62349.20 62349.20 True True True True True
7 6 1783573008616 1783573008128 62349.30 62349.20 62349.20 False False False False True
8 7 1783573009148 1783573008128 62349.30 62349.20 62349.20 False False False False True
9 8 1783573009669 1783573008128 62349.30 62349.20 62349.20 False False False False True
10 9 1783573010207 1783573008128 62349.30 62349.20 62349.20 False False False False True
11 10 1783573010718 1783573008128 62349.30 62349.20 62349.20 False False False False True
12 11 1783573011239 1783573008128 62349.30 62349.20 62349.20 False False False False True
13 12 1783573011765 1783573008128 62349.30 62349.20 62349.20 False False False False True
14 13 1783573012292 1783573008128 62349.30 62349.20 62349.20 False False False False True
15 14 1783573012817 1783573008128 62349.30 62349.20 62349.20 False False False False True
16 15 1783573013337 1783573008128 62349.30 62349.20 62349.20 False False False False True
17 16 1783573013867 1783573008128 62349.30 62349.20 62349.20 False False False False True
18 17 1783573014393 1783573008128 62349.30 62349.20 62349.20 False False False False True
19 18 1783573014919 1783573008128 62349.30 62349.20 62349.20 False False False False True
20 19 1783573015476 1783573008128 62349.30 62349.20 62349.20 False False False False True
21 20 1783573015959 1783573008128 62349.30 62349.20 62349.20 False False False False True
22 21 1783573016483 1783573008128 62349.30 62349.20 62349.20 False False False False True
23 22 1783573017015 1783573008128 62349.30 62349.20 62349.20 False False False False True
24 23 1783573017528 1783573008128 62349.30 62349.20 62349.20 False False False False True
25 24 1783573018062 1783573008128 62349.30 62349.20 62349.20 False False False False True
26 25 1783573018578 1783573008128 62349.30 62349.20 62349.20 False False False False True
27 26 1783573019113 1783573008128 62349.30 62349.20 62349.20 False False False False True
28 27 1783573019630 1783573008128 62349.30 62349.20 62349.20 False False False False True
29 28 1783573020157 1783573008128 62349.30 62349.20 62349.20 False False False False True
30 29 1783573020686 1783573008128 62349.30 62349.20 62349.20 False False False False True
31 30 1783573021214 1783573008128 62349.30 62349.20 62349.20 False False False False True
32 31 1783573021737 1783573008128 62349.30 62349.20 62349.20 False False False False True
33 32 1783573022250 1783573008128 62349.30 62349.20 62349.20 False False False False True
34 33 1783573022771 1783573008128 62349.30 62349.20 62349.20 False False False False True
35 34 1783573023305 1783573008128 62349.30 62349.20 62349.20 False False False False True
36 35 1783573023830 1783573008128 62349.30 62349.20 62349.20 False False False False True
37 36 1783573024372 1783573008128 62349.30 62349.20 62349.20 False False False False True
38 37 1783573024877 1783573008128 62349.30 62349.20 62349.20 False False False False True
39 38 1783573025405 1783573008128 62349.30 62349.20 62349.20 False False False False True
40 39 1783573025931 1783573008128 62349.30 62349.20 62349.20 False False False False True
41 40 1783573026452 1783573008128 62349.30 62349.20 62349.20 False False False False True
42 41 1783573026993 1783573008128 62349.30 62349.20 62349.20 False False False False True
43 42 1783573027496 1783573008128 62349.30 62349.20 62349.20 False False False False True
44 43 1783573028025 1783573028055 62363.40 62363.30 62363.30 True True True True True
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