Build 060.16: add Trade Subscription Layer and subscription builders

app/scripts/check_trades_unsubscribe.py

@@ -0,0 +1,214 @@
+from __future__ import annotations
+
+import asyncio
+import json
+import os
+from typing import Any
+from uuid import uuid4
+
+import websockets
+from websockets.typing import Subprotocol
+
+
+SYMBOL = os.getenv(
+    "TRADE_TEST_SYMBOL",
+    "BTC/USD_LEVERAGE",
+)
+
+OBSERVE_BEFORE_UNSUBSCRIBE_SECONDS = 30
+OBSERVE_AFTER_UNSUBSCRIBE_SECONDS = 60
+RECEIVE_TIMEOUT_SECONDS = 10
+
+
+def build_ws_url() -> str:
+    raw_url = os.getenv(
+        "EXCHANGE_WS_URL",
+        "wss://api-adapter.dzengi.com",
+    ).rstrip("/")
+
+    if raw_url.startswith("https://"):
+        raw_url = raw_url.replace("https://", "wss://", 1)
+    elif raw_url.startswith("http://"):
+        raw_url = raw_url.replace("http://", "ws://", 1)
+
+    if raw_url.endswith("/connect"):
+        return raw_url
+
+    return f"{raw_url}/connect"
+
+
+def build_headers() -> dict[str, str]:
+    base_url = os.getenv(
+        "EXCHANGE_BASE_URL",
+        "https://api-adapter.dzengi.com",
+    ).rstrip("/")
+
+    headers = {
+        "Origin": base_url,
+        "Content-Type": "application/json",
+    }
+
+    api_key = os.getenv("EXCHANGE_API_KEY", "").strip()
+
+    if api_key:
+        headers["X-MBX-APIKEY"] = api_key
+
+    return headers
+
+
+def build_request(destination: str) -> dict[str, Any]:
+    return {
+        "correlationId": str(uuid4()),
+        "destination": destination,
+        "payload": {
+            "symbols": [SYMBOL],
+        },
+    }
+
+
+def decode_message(raw_message: str | bytes) -> Any:
+    if isinstance(raw_message, bytes):
+        raw_message = raw_message.decode("utf-8")
+
+    try:
+        return json.loads(raw_message)
+    except json.JSONDecodeError:
+        return raw_message
+
+
+def print_message(label: str, message: Any) -> None:
+    print()
+    print("=" * 80)
+    print(label)
+    print("=" * 80)
+
+    if isinstance(message, (dict, list)):
+        print(json.dumps(message, indent=2, ensure_ascii=False))
+    else:
+        print(message)
+
+
+def is_trade_event(message: Any) -> bool:
+    return (
+        isinstance(message, dict)
+        and message.get("destination") == "internal.trade"
+    )
+
+
+async def receive_until(
+    websocket: Any,
+    *,
+    duration_seconds: int,
+    phase: str,
+) -> int:
+    loop = asyncio.get_running_loop()
+    deadline = loop.time() + duration_seconds
+    trade_count = 0
+
+    while loop.time() < deadline:
+        remaining = deadline - loop.time()
+        timeout = min(RECEIVE_TIMEOUT_SECONDS, remaining)
+
+        try:
+            raw_message = await asyncio.wait_for(
+                websocket.recv(),
+                timeout=timeout,
+            )
+        except asyncio.TimeoutError:
+            print(
+                f"[{phase}] За последние {timeout:.0f} секунд "
+                "сообщений не получено; соединение остаётся открытым."
+            )
+            continue
+
+        message = decode_message(raw_message)
+        print_message(f"[{phase}] Получено сообщение", message)
+
+        if is_trade_event(message):
+            trade_count += 1
+
+    return trade_count
+
+
+async def main() -> None:
+    ws_url = build_ws_url()
+    headers = build_headers()
+
+    subscribe_request = build_request("trades.subscribe")
+    unsubscribe_request = build_request("trades.unsubscribe")
+
+    print(f"WebSocket URL: {ws_url}")
+    print(f"Symbol: {SYMBOL}")
+
+    async with websockets.connect(
+        ws_url,
+        extra_headers=headers,
+        subprotocols=[Subprotocol("json")],
+        ping_interval=20,
+        ping_timeout=20,
+        open_timeout=20,
+    ) as websocket:
+        print_message(
+            "Отправляется trades.subscribe",
+            subscribe_request,
+        )
+
+        await websocket.send(
+            json.dumps(subscribe_request),
+        )
+
+        before_count = await receive_until(
+            websocket,
+            duration_seconds=OBSERVE_BEFORE_UNSUBSCRIBE_SECONDS,
+            phase="BEFORE UNSUBSCRIBE",
+        )
+
+        print()
+        print(
+            "Количество Trade Event до unsubscribe: "
+            f"{before_count}"
+        )
+
+        print_message(
+            "Отправляется trades.unsubscribe",
+            unsubscribe_request,
+        )
+
+        await websocket.send(
+            json.dumps(unsubscribe_request),
+        )
+
+        after_count = await receive_until(
+            websocket,
+            duration_seconds=OBSERVE_AFTER_UNSUBSCRIBE_SECONDS,
+            phase="AFTER UNSUBSCRIBE",
+        )
+
+        print()
+        print("=" * 80)
+        print("РЕЗУЛЬТАТ НАБЛЮДЕНИЯ")
+        print("=" * 80)
+        print(f"Trade Event до unsubscribe: {before_count}")
+        print(f"Trade Event после unsubscribe: {after_count}")
+
+        if before_count == 0:
+            print(
+                "До unsubscribe не было получено ни одной сделки. "
+                "Эксперимент нельзя считать доказательным."
+            )
+        elif after_count == 0:
+            print(
+                "После trades.unsubscribe новые сделки не поступили. "
+                "Команда, вероятно, поддерживается, но необходимо "
+                "проверить ACK или повторить тест при высокой активности."
+            )
+        else:
+            print(
+                "После trades.unsubscribe сделки продолжили поступать. "
+                "Команда либо не поддерживается, либо была отклонена, "
+                "либо имеет другой формат."
+            )
+
+
+if __name__ == "__main__":
+    asyncio.run(main())