Build 060.13 — WebSocket Trade Mapper

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

@@ -17,6 +17,7 @@ from src.market_data.acquisition.adapters.dzengi.models import (
     DzengiTicker24hrResponse,
     DzengiWebSocketOhlcEvent,
     DzengiWebSocketQuoteResponse,
+    DzengiWebSocketTradeEvent,
 )
 from src.market_data.acquisition.exceptions import (
     CandleMappingError,
@@ -37,6 +38,7 @@ from src.market_data.acquisition.models.trade import (
 
 _DZENGI_SOURCE_NAME = "dzengi"
 _DZENGI_WEBSOCKET_OHLC_SOURCE_NAME = "dzengi_websocket_ohlc"
+_DZENGI_WEBSOCKET_TRADE_SOURCE_NAME = "dzengi_websocket_trade"
 
 
 def map_dzengi_symbol_to_instrument(
@@ -537,6 +539,41 @@ def map_dzengi_rest_agg_trades_to_trades(
     )
 
 
+def map_dzengi_websocket_trade_to_trade(
+    event: DzengiWebSocketTradeEvent,
+) -> Trade:
+    """
+    Преобразовать проверенную transport-модель
+    WebSocket Trade в каноническую модель Trade.
+
+    Предполагается, что ранее успешно выполнены:
+
+    - Schema Validation
+    - Parser
+    - Value Validation
+    """
+
+    return Trade(
+        symbol=event.symbol.strip(),
+        trade_id=event.trade_id,
+        price=_required_trade_decimal(
+            event.price,
+            field_name="price",
+        ),
+        quantity=_required_trade_decimal(
+            event.size,
+            field_name="size",
+        ),
+        executed_at=_trade_timestamp_ms_to_utc_datetime(
+            event.timestamp,
+        ),
+        aggressor_side=_websocket_trade_aggressor_side(
+            event.buyer,
+        ),
+        source=_DZENGI_WEBSOCKET_TRADE_SOURCE_NAME,
+    )
+
+
 def _map_dzengi_rest_agg_trade(
     trade: DzengiRestAggTrade,
     *,
@@ -572,6 +609,24 @@ def _trade_aggressor_side(
     return TradeAggressorSide.BUY
 
 
+def _websocket_trade_aggressor_side(
+    buyer: bool,
+) -> TradeAggressorSide:
+    """
+    Преобразовать направление WebSocket Trade
+    в каноническую сторону агрессора.
+
+    WebSocket:
+        buyer=True  -> BUY
+        buyer=False -> SELL
+    """
+
+    if buyer:
+        return TradeAggressorSide.BUY
+
+    return TradeAggressorSide.SELL
+
+
 def _required_trade_decimal(
     value: DzengiRawNumeric,
     *,