Stage 05.3 - order validation, error handling and journal logging

.dockerignore

@@ -1,30 +0,0 @@
-# В build context разрешены только production source и requirements.
-**
-!.dockerignore
-!infra/
-!infra/docker/
-!infra/docker/Dockerfile
-!infra/docker/postgres/
-!infra/docker/postgres/Dockerfile
-!infra/docker/postgres/healthcheck-application-role.sh
-!infra/docker/postgres/init-application-role.sh
-!app/
-!app/requirements.txt
-!app/requirements.lock
-!app/src/
-!app/src/**
-
-# Локальные артефакты запрещены даже внутри разрешённого source tree.
-app/src/**/__pycache__/
-app/src/**/*.py[cod]
-app/src/**/.DS_Store
-app/src/**/.env
-app/src/**/.env.*
-app/src/**/*.pem
-app/src/**/*.key
-app/src/**/*.p12
-app/src/**/*.pfx
-app/src/**/*.log
-app/src/**/*.dump
-app/src/**/*.sqlite
-app/src/**/*.sqlite3

.gitea/workflows/ci-required.yml

@@ -1,162 +0,0 @@
-name: CI Required
-
-# До отдельной приёмки canary workflow запускается только вручную.
-on:
-  workflow_dispatch: {}
-
-env:
-  PIP_DISABLE_PIP_VERSION_CHECK: "1"
-  PIP_NO_CACHE_DIR: "1"
-  PIP_NO_INPUT: "1"
-  PYTHONDONTWRITEBYTECODE: "1"
-
-jobs:
-  quality:
-    name: quality
-    runs-on: dzentra-python312
-    steps:
-      - name: Checkout закреплённой revision
-        uses: https://github.com/actions/checkout@34e114876b0b11c390a56381ad16ebd13914f8d5
-        with:
-          fetch-depth: 1
-          persist-credentials: false
-      - name: Проверка контракта runner
-        run: |
-          set -euo pipefail
-          test "$(uname -s)" = "Linux"
-          command -v bash
-          command -v git
-          command -v grep
-          command -v node
-          command -v python3.12
-          command -v timeout
-          test "$(python3.12 -c 'import sys; print(f"{sys.version_info.major}.{sys.version_info.minor}")')" = "3.12"
-          case "$(node --version)" in
-            v20.*) ;;
-            *) printf 'Требуется Node.js 20.\n' >&2; exit 1 ;;
-          esac
-          timeout --version | grep -q 'GNU coreutils'
-          python3.12 -c 'import socket; sock = socket.socket(); sock.bind(("127.0.0.1", 0)); sock.close()'
-      - name: Установка hash-locked environment
-        run: |
-          set -euo pipefail
-          timeout --signal=TERM --kill-after=30s 2m \
-            python3.12 -m venv app/.venv
-          timeout --signal=TERM --kill-after=30s 10m \
-            app/.venv/bin/python -m pip install \
-            --require-hashes \
-            -r app/requirements-dev.lock
-          app/.venv/bin/python -m pip check
-      - name: Quality gate
-        run: |
-          set -euo pipefail
-          timeout --signal=TERM --kill-after=30s 10m \
-            ./scripts/run_ci_gate.sh quality
-      - name: Проверка отсутствия артефактов
-        run: |
-          set -euo pipefail
-          changes="$(git status --short --untracked-files=all)"
-          if [[ -n "${changes}" ]]; then
-            printf '%s\n' "${changes}" >&2
-            exit 1
-          fi
-
-  offline-regression:
-    name: offline-regression
-    runs-on: dzentra-python312
-    steps:
-      - name: Checkout закреплённой revision
-        uses: https://github.com/actions/checkout@34e114876b0b11c390a56381ad16ebd13914f8d5
-        with:
-          fetch-depth: 1
-          persist-credentials: false
-      - name: Проверка контракта runner
-        run: |
-          set -euo pipefail
-          test "$(uname -s)" = "Linux"
-          command -v bash
-          command -v git
-          command -v grep
-          command -v node
-          command -v python3.12
-          command -v timeout
-          test "$(python3.12 -c 'import sys; print(f"{sys.version_info.major}.{sys.version_info.minor}")')" = "3.12"
-          case "$(node --version)" in
-            v20.*) ;;
-            *) printf 'Требуется Node.js 20.\n' >&2; exit 1 ;;
-          esac
-          timeout --version | grep -q 'GNU coreutils'
-          python3.12 -c 'import socket; sock = socket.socket(); sock.bind(("127.0.0.1", 0)); sock.close()'
-      - name: Установка hash-locked environment
-        run: |
-          set -euo pipefail
-          timeout --signal=TERM --kill-after=30s 2m \
-            python3.12 -m venv app/.venv
-          timeout --signal=TERM --kill-after=30s 10m \
-            app/.venv/bin/python -m pip install \
-            --require-hashes \
-            -r app/requirements-dev.lock
-          app/.venv/bin/python -m pip check
-      - name: Offline regression
-        run: |
-          set -euo pipefail
-          timeout --signal=TERM --kill-after=30s 20m \
-            ./scripts/run_ci_gate.sh offline-regression
-      - name: Проверка отсутствия артефактов
-        run: |
-          set -euo pipefail
-          changes="$(git status --short --untracked-files=all)"
-          if [[ -n "${changes}" ]]; then
-            printf '%s\n' "${changes}" >&2
-            exit 1
-          fi
-
-  loopback-integration:
-    name: loopback-integration
-    runs-on: dzentra-python312
-    steps:
-      - name: Checkout закреплённой revision
-        uses: https://github.com/actions/checkout@34e114876b0b11c390a56381ad16ebd13914f8d5
-        with:
-          fetch-depth: 1
-          persist-credentials: false
-      - name: Проверка контракта runner
-        run: |
-          set -euo pipefail
-          test "$(uname -s)" = "Linux"
-          command -v bash
-          command -v git
-          command -v grep
-          command -v node
-          command -v python3.12
-          command -v timeout
-          test "$(python3.12 -c 'import sys; print(f"{sys.version_info.major}.{sys.version_info.minor}")')" = "3.12"
-          case "$(node --version)" in
-            v20.*) ;;
-            *) printf 'Требуется Node.js 20.\n' >&2; exit 1 ;;
-          esac
-          timeout --version | grep -q 'GNU coreutils'
-          python3.12 -c 'import socket; sock = socket.socket(); sock.bind(("127.0.0.1", 0)); sock.close()'
-      - name: Установка hash-locked environment
-        run: |
-          set -euo pipefail
-          timeout --signal=TERM --kill-after=30s 2m \
-            python3.12 -m venv app/.venv
-          timeout --signal=TERM --kill-after=30s 10m \
-            app/.venv/bin/python -m pip install \
-            --require-hashes \
-            -r app/requirements-dev.lock
-          app/.venv/bin/python -m pip check
-      - name: Loopback integration
-        run: |
-          set -euo pipefail
-          timeout --signal=TERM --kill-after=30s 10m \
-            ./scripts/run_ci_gate.sh loopback-integration
-      - name: Проверка отсутствия артефактов
-        run: |
-          set -euo pipefail
-          changes="$(git status --short --untracked-files=all)"
-          if [[ -n "${changes}" ]]; then
-            printf '%s\n' "${changes}" >&2
-            exit 1
-          fi

.vscode/settings.json

@@ -1,6 +1,4 @@
 {
   "python.defaultInterpreterPath": "app/.venv/bin/python",
-  "python-envs.defaultEnvManager": "ms-python.python:system",
+  "python-envs.defaultEnvManager": "ms-python.python:system"
-  "python.analysis.typeCheckingMode": "standard",
-  "python.analysis.diagnosticMode": "workspace"
 }

README.md

@@ -1,96 +1,33 @@
-# Dzentra
+# dzentra_bot
 
-Dzentra — модульный монолит автоматической торговой системы с
+Telegram-бот для автоторговли криптовалютой.
-Telegram-интерфейсом. В текущем принятом Production scope полностью
-собрана вертикаль Trades Feed: получение сделок, проверка
-последовательности, reconnect/recovery, опциональное сохранение в
-PostgreSQL и восстановление после перезапуска.
 
-## Текущий scope
+## Bootstrap v2
+Это стабильный стартовый каркас проекта с:
+- чистой структурой каталогов
+- компактным верхним меню
+- базовыми handlers
+- документацией
+- Docker-файлами
+- опциональным созданием `.venv`, установкой зависимостей и первым git commit
 
-- Production ingestion, Consistency, Recovery, persistent checkpoint и
+## Верхнее меню
-  Startup Recovery реализованы для Trades.
+- 🏠 Главная
-- Historical Access и deterministic Replay доступны как отдельные API и
+- 📈 Рынок
-  не запускаются автоматически.
+- 💼 Портфель
-- REST-потоки Quotes и Candles продолжают использоваться Trading/UI.
+- ⚡ Торговля
-  Новые WebSocket Runtime, Consistency/Recovery и persistent writer
+- 🤖 Авто
-  wiring для них пока не подключены.
+- 📒 Журнал
-- Retention и создание месячных партиций выполняются только явным вызовом.
+- ⚙️ Система
-- Обычный запуск приложения требует PostgreSQL для журнала и balance
-  snapshots, даже если Trade Stream и Market Data Storage выключены.
-
-Подробное фактическое состояние описано в
-[архитектуре Trades Feed](docs/architecture/trades_feed.md).
-
-## Быстрый старт существующего checkout
-
-Требуются Python 3.12, доступный PostgreSQL и Telegram Bot Token. Команды
-выполняются из корня репозитория:
 
+## Рекомендуемый запуск
 ```bash
-python3.12 -m venv app/.venv
+/opt/homebrew/bin/python3.12 bootstrap_project.py --with-venv --with-install
-app/.venv/bin/python -m pip install \
-  --require-hashes \
-  -r app/requirements-dev.lock
-app/.venv/bin/python -m pip check
-test -e app/.env || cp app/.env.example app/.env
 ```
 
-Заполните созданный `app/.env`, не добавляйте его в Git и не
+## После bootstrap
-перезаписывайте уже существующий файл. Затем запустите приложение:
-
 ```bash
 cd app
-.venv/bin/python -m src.main
+source .venv/bin/activate
+python -m src.main
 ```
-
-Настройки режимов, PostgreSQL и безопасный Docker-запуск приведены в
-[эксплуатационном руководстве](docs/operations/trades_feed_runtime.md).
-Более подробная инструкция для разработчика находится в
-[app/README.md](app/README.md).
-
-## Обязательные проверки
-
-Из корня репозитория:
-
-```bash
-./scripts/check_python_types.sh
-app/.venv/bin/python scripts/check_documentation_integrity.py
-```
-
-Ожидаемый результат Pyright — `0 errors, 0 warnings`, а documentation
-gate — `issues=0`. Обычная offline-регрессия запускается из `app`:
-
-```bash
-cd app
-.venv/bin/python -m pytest -q
-```
-
-Default pytest-набор исключает opt-in группы `integration`, `stress` и
-`live`, но включает статическую проверку Pyright. Целевой тест не
-заменяет полный type gate.
-
-Локальный эквивалент первого CI gate запускает quality, offline regression
-и безопасную loopback integration-проверку:
-
-```bash
-./scripts/run_ci_gate.sh all
-```
-
-Workflow пока запускается только вручную. Его границы, runner contract и
-критерии зелёного canary описаны в [CI runbook](docs/operations/ci_gate.md).
-
-## Навигация
-
-- [Обзор архитектуры](docs/architecture/overview.md)
-- [Структура проекта](docs/architecture/project_structure.md)
-- [Текущая архитектура Trades Feed](docs/architecture/trades_feed.md)
-- [Эксплуатация Trade Stream Runtime](docs/operations/trades_feed_runtime.md)
-- [CI gate и первый canary](docs/operations/ci_gate.md)
-- [Архитектура Build 060.30](docs/migrations/build_060_30_architecture.md)
-
-## Исторический bootstrap
-
-`bootstrap_project.py` — исторический генератор первоначального каркаса.
-Для установки или запуска существующего checkout его использовать не
-нужно.

app/.env.example

@@ -1,73 +1,20 @@
-# Настройки приложения. Файл является примером: не храните здесь
-# реальные секреты. Для каждого секрета задайте либо прямое значение,
-# либо *_FILE, но не оба. *_FILE должен указывать на доступный для чтения
-# UTF-8 файл с одним секретом.
-
-# Telegram и приложение
 BOT_TOKEN=PUT_YOUR_TELEGRAM_BOT_TOKEN_HERE
-# BOT_TOKEN_FILE=/run/secrets/bot_token
 BOT_PARSE_MODE=HTML
 APP_ENV=dev
 LOG_LEVEL=INFO
 TZ=Europe/Minsk
-DEBUG_ENABLED=false
-JOURNAL_DEBUG_ENABLED=false
-# Только для контейнера с отдельным runtime-файлом, доступным для записи:
-# DZENTRA_RUNTIME_ENV_FILE=/var/lib/dzentra/runtime.env
 
-# PostgreSQL
 DB_HOST=localhost
 DB_PORT=5432
 DB_NAME=dzentra_bot
 DB_USER=dzentra_bot
-DB_PASSWORD=PUT_YOUR_DATABASE_PASSWORD_HERE
+DB_PASSWORD=change_me
-# DB_PASSWORD_FILE=/run/secrets/db_password
 
-# Постоянное хранилище Market Data
+EXCHANGE_ENABLED=true
-MARKET_DATA_STORAGE_ENABLED=false
-MARKET_DATA_STORAGE_POOL_MIN_SIZE=1
-MARKET_DATA_STORAGE_POOL_MAX_SIZE=4
-MARKET_DATA_STORAGE_POOL_TIMEOUT_SECONDS=10
-
-# Биржа. Безопасный пример совпадает с выключенными значениями по умолчанию.
-EXCHANGE_ENABLED=false
 EXCHANGE_NAME=dzengi
-EXCHANGE_BASE_URL=
+EXCHANGE_BASE_URL=https://demo-api-adapter.dzengi.com
-EXCHANGE_WS_URL=
 EXCHANGE_API_KEY=
-# EXCHANGE_API_KEY_FILE=/run/secrets/exchange_api_key
 EXCHANGE_API_SECRET=
-# EXCHANGE_API_SECRET_FILE=/run/secrets/exchange_api_secret
 EXCHANGE_TIMEOUT_SEC=10
-EXCHANGE_TESTNET=false
+EXCHANGE_TESTNET=true
-DEFAULT_SYMBOL=ETH/USD_LEVERAGE
+DEFAULT_SYMBOL=BTC/USD_LEVERAGE
-
-# Поток сделок Production Trade Stream
-TRADE_STREAM_ENABLED=false
-TRADE_STREAM_WS_URL=
-TRADE_STREAM_SYMBOLS=
-TRADE_STREAM_OPEN_TIMEOUT_SECONDS=10
-TRADE_STREAM_PROBE_TIMEOUT_SECONDS=20
-TRADE_STREAM_CLOSE_TIMEOUT_SECONDS=10
-TRADE_STREAM_HEARTBEAT_TIMEOUT_SECONDS=30
-TRADE_STREAM_SCHEDULER_INTERVAL_SECONDS=5
-TRADE_STREAM_RECOVERY_WINDOW_MS=3599999
-TRADE_STREAM_SUBSCRIPTION_ACK_TIMEOUT_SECONDS=10
-TRADE_STREAM_STARTUP_MARKET_BUFFER_CAPACITY=10000
-
-# Управляющие переменные Docker Compose передаются самому Compose,
-# а не сохраняются в app/.env. Пути должны вести к защищённым файлам
-# вне repository; BOT_STOP_GRACE_PERIOD задаётся после расчёта бюджета.
-# Каталог файлов с секретами: mode 0700; сами файлы: mode 0444.
-# DZENTRA_COMPOSE_PROJECT_NAME=dzentra-production
-# DZENTRA_BOT_IMAGE=dzentra-bot:local
-# DZENTRA_POSTGRES_IMAGE=dzentra-postgres:16.14-hardened
-# BOT_TOKEN_SECRET_FILE=/absolute/protected/dzentra/bot_token
-# POSTGRES_ADMIN_PASSWORD_SECRET_FILE=/absolute/protected/dzentra/postgres_admin_password
-# DB_PASSWORD_SECRET_FILE=/absolute/protected/dzentra/db_password
-# POSTGRES_ADMIN_USER=dzentra_admin
-# BOT_STOP_GRACE_PERIOD=30m
-# POSTGRES_STOP_GRACE_PERIOD=60s
-# Только с infra/compose/docker-compose.exchange-auth.yml:
-# EXCHANGE_API_KEY_SOURCE_FILE=/absolute/protected/dzentra/exchange_api_key
-# EXCHANGE_API_SECRET_SOURCE_FILE=/absolute/protected/dzentra/exchange_api_secret

app/README.md

@@ -1,132 +1,3 @@
-# Приложение Dzentra
+# app
 
-Каталог `app` содержит исполняемое Python-приложение, зависимости,
+Здесь находятся исходный код приложения, env-файлы и зависимости.
-настройки и тесты Dzentra. Приложение объединяет Telegram-бота и
-принятую Production-вертикаль Trades Feed.
-
-## Реализованные границы
-
-| Возможность | Текущее состояние |
-|---|---|
-| Live Trades, reconnect и REST Recovery | Подключены к Production Runtime |
-| Persistent Trades и checkpoint | Опционально подключены через `MARKET_DATA_STORAGE_ENABLED` |
-| Startup Hydration и Recovery | Выполняются при включённом Storage |
-| Historical Access и Replay | Готовы для явного вызова; автоматически не запускаются |
-| Quote/Candle REST feeds | Используются существующими Trading/UI сценариями |
-| Quote/Candle WebSocket и persistence | Runtime/Consistency/Recovery и persistent writers не подключены |
-| Retention и месячные партиции | Только явный вызов; Scheduler их не запускает |
-
-Подробности приведены в
-[текущей архитектуре Trades Feed](../docs/architecture/trades_feed.md).
-
-## Требования
-
-- Python 3.12;
-- PostgreSQL, доступный по параметрам `DB_*`;
-- Telegram Bot Token;
-- отдельное виртуальное окружение `app/.venv`.
-
-PostgreSQL нужен даже при выключенных Trade Stream и Market Data Storage:
-обычный Bootstrap всегда инициализирует таблицы журнала и balance
-snapshots.
-
-## Подготовка окружения
-
-Из корня репозитория:
-
-```bash
-python3.12 -m venv app/.venv
-app/.venv/bin/python -m pip install \
-  --require-hashes \
-  -r app/requirements-dev.lock
-app/.venv/bin/python -m pip check
-test -e app/.env || cp app/.env.example app/.env
-```
-
-Замените значения-заглушки в `app/.env`. Не добавляйте этот файл в Git и
-не перезаписывайте существующий `.env`. Для каждого секрета разрешён либо
-прямой параметр, либо соответствующий `*_FILE`, но не оба одновременно.
-
-`requirements-dev.txt` остаётся читаемым источником прямых developer
-dependencies. Установка выполняется из `requirements-dev.lock`, который
-сохраняет версии Production `requirements.lock` и добавляет pytest/Pyright.
-Вручную редактировать dependency records обоих lock-файлов не следует.
-
-## Режимы Trades Feed
-
-| `TRADE_STREAM_ENABLED` | `MARKET_DATA_STORAGE_ENABLED` | Поведение |
-|---:|---:|---|
-| `false` | `false` | Trade Runtime и отдельный Market Data pool не создаются |
-| `true` | `false` | Live/Recovery работают только с состоянием в памяти |
-| `true` | `true` | Добавляются persistent Trades, checkpoint, Hydration и Startup Recovery |
-| `false` | `true` | Недопустимая конфигурация; startup завершается ошибкой |
-
-При включённом Trade Stream обязательны явные `TRADE_STREAM_WS_URL`,
-`TRADE_STREAM_SYMBOLS` и `EXCHANGE_BASE_URL`. Полный контракт настроек и
-Docker secrets находится в
-[эксплуатационном руководстве](../docs/operations/trades_feed_runtime.md).
-
-## Запуск
-
-Из каталога `app`:
-
-```bash
-.venv/bin/python -m src.main
-```
-
-Ошибка включённого Trade Runtime, Storage или Startup Recovery является
-фатальной и завершает всё приложение, а не оставляет Telegram polling в
-частично работающем состоянии.
-
-## Проверки разработчика
-
-Обязательная отдельная проверка типов запускается из корня репозитория:
-
-```bash
-./scripts/check_python_types.sh
-app/.venv/bin/python scripts/check_documentation_integrity.py
-```
-
-Ожидаемый результат — `0 errors, 0 warnings` для Pyright и `issues=0`
-для documentation gate. Default offline regression запускается из `app`:
-
-```bash
-.venv/bin/python -m pytest -q
-```
-
-Default-набор исключает маркеры `integration`, `stress` и `live`. При
-этом он включает `tests/static/test_python_type_gate.py`, поэтому полный
-запуск дополнительно контролирует Pyright. Один целевой тест этот gate не
-заменяет.
-
-Полная локальная CI-последовательность запускается из корня repository:
-
-```bash
-./scripts/run_ci_gate.sh all
-```
-
-Подробный manual-canary contract приведён в
-[CI runbook](../docs/operations/ci_gate.md).
-
-Назначение и безопасные команды opt-in наборов:
-
-- `integration` — локальные сетевые и PostgreSQL-сценарии;
-- `stress` — fixed stress и opt-in soak;
-- `live` — только явно разрешённая проверка внешних Dzengi endpoints.
-
-Параметры этих запусков не дублируются здесь и поддерживаются в
-[runbook](../docs/operations/trades_feed_runtime.md).
-
-## Структура и навигация
-
-- `src/` — production-код;
-- `tests/unit/` и `tests/static/` — default offline regression;
-- `tests/integration/`, `tests/stress/`, `tests/live/` — opt-in проверки;
-- `scripts/` и `tools/` — диагностические и исследовательские утилиты,
-  не automatic Production Runtime;
-- [обзор структуры проекта](../docs/architecture/project_structure.md);
-- [границы пакета Storage](src/storage/README.md);
-- [архитектура Build 060.30](../docs/migrations/build_060_30_architecture.md).
-
-Корневой `bootstrap_project.py` является историческим генератором
-каркаса. Для текущего checkout его запускать не нужно.

app/pytest.ini

@@ -1,25 +0,0 @@
-[pytest]
-minversion = 8.0
-
-testpaths =
-    tests
-
-python_files =
-    test_*.py
-
-python_classes =
-    Test*
-
-python_functions =
-    test_*
-
-addopts =
-    -ra
-    --strict-markers
-    -m
-    "not integration and not stress and not live"
-
-markers =
-    integration: deterministic integration tests using local network endpoints
-    stress: explicit local stress and soak verification
-    live: opt-in verification against explicitly configured live endpoints

app/requirements-dev.lock

@@ -1,929 +0,0 @@
-# Сгенерированный hash-lock developer/CI-зависимостей; вручную не редактировать.
-# Источники: app/requirements-dev.txt и app/requirements.lock; Python 3.12.
-# Команда регенерации приведена в docs/operations/ci_gate.md.
-
-aiofiles==24.1.0 \
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-    --hash=sha256:b4ec55f4195e3eb5d7abd1bf7e061763e864dd4954231fb8539a0ef8bb8260e5
-aiogram==3.13.1 \
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-aiohappyeyeballs==2.7.1 \
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-    --hash=sha256:9243213661e29250eb41368e5daa826fc017156c3b8a11440826b2e3ed376472
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-    --hash=sha256:ffcd54362564dc1a30fb74d8b8a6e5a6b11ebd5e27266adc3b7427a21a6c9104

app/requirements-dev.txt

@@ -1,4 +0,0 @@
--r requirements.txt
-
-pytest==9.1.1
-pyright[nodejs]==1.1.411

app/requirements.lock

@@ -1,895 +0,0 @@
-# Сгенерированный hash-lock production-зависимостей; вручную не редактировать.
-# Источник: app/requirements.txt; Python 3.12; universal resolution.
-# Команда приведена в docs/operations/trades_feed_runtime.md.
-
-aiofiles==24.1.0 \
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-    --hash=sha256:b4ec55f4195e3eb5d7abd1bf7e061763e864dd4954231fb8539a0ef8bb8260e5
-aiogram==3.13.1 \
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-    --hash=sha256:2674640ae74501ae30e68a5354e03f12e10db3adbcbd475bb56904536288c9c9
-aiohappyeyeballs==2.7.1 \
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-    --hash=sha256:9243213661e29250eb41368e5daa826fc017156c3b8a11440826b2e3ed376472
-aiohttp==3.10.11 \
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-yarl==1.24.5 \
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app/requirements.txt

@@ -1,8 +1,3 @@
-# app/requirements.txt
-
 aiogram==3.13.1
 python-dotenv==1.0.1
 psycopg[binary]==3.2.9
-psycopg-pool==3.3.1
-openpyxl==3.1.5
-websockets==13.1

app/scripts/check_ohlc_websocket.py

@@ -1,328 +0,0 @@
-# app/scripts/check_ohlc_websocket.py
-
-from __future__ import annotations
-
-import asyncio
-import json
-from typing import Any
-from uuid import uuid4
-
-import websockets
-from websockets.typing import Subprotocol
-
-from src.core.config import load_settings
-
-
-SYMBOLS = (
-    "BTC/USD_LEVERAGE",
-)
-
-INTERVALS = (
-    "1m",
-    "5m",
-)
-
-CANDLE_TYPE = "classic"
-
-MAX_MESSAGES = 30
-TOTAL_TIMEOUT_SECONDS = 300.0
-RECEIVE_TIMEOUT_SECONDS = 15.0
-
-
-def build_ws_url() -> str:
-    settings = load_settings()
-
-    raw_url = settings.exchange_ws_url or settings.exchange_base_url
-
-    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)
-
-    raw_url = raw_url.rstrip("/")
-
-    if raw_url.endswith("/connect"):
-        return raw_url
-
-    return f"{raw_url}/connect"
-
-
-def build_headers() -> dict[str, str]:
-    settings = load_settings()
-
-    headers = {
-        "Origin": settings.exchange_base_url.rstrip("/"),
-        "Content-Type": "application/json",
-    }
-
-    if settings.exchange_api_key:
-        headers["X-MBX-APIKEY"] = settings.exchange_api_key
-
-    return headers
-
-
-def build_subscribe_request(
-    symbols: tuple[str, ...],
-    intervals: tuple[str, ...],
-    candle_type: str,
-) -> dict[str, Any]:
-    return {
-        "correlationId": str(uuid4()),
-        "destination": "OHLCMarketData.subscribe",
-        "payload": {
-            "intervals": list(intervals),
-            "symbols": list(symbols),
-            "type": candle_type,
-        },
-    }
-
-
-def message_to_text(
-    raw_message: str | bytes | bytearray | memoryview,
-) -> str:
-    if isinstance(raw_message, str):
-        return raw_message
-
-    if isinstance(raw_message, memoryview):
-        return raw_message.tobytes().decode(
-            "utf-8",
-            errors="replace",
-        )
-
-    return bytes(raw_message).decode(
-        "utf-8",
-        errors="replace",
-    )
-
-
-def decode_document(
-    raw_message: str | bytes | bytearray | memoryview,
-) -> object | None:
-    text = message_to_text(raw_message)
-
-    try:
-        return json.loads(text)
-    except json.JSONDecodeError:
-        return None
-
-
-def format_json(
-    raw_message: str | bytes | bytearray | memoryview,
-) -> str:
-    text = message_to_text(raw_message)
-
-    try:
-        document = json.loads(text)
-    except json.JSONDecodeError:
-        return text
-
-    return json.dumps(
-        document,
-        ensure_ascii=False,
-        indent=2,
-        sort_keys=True,
-    )
-
-
-def destination_from_document(document: object) -> str | None:
-    if not isinstance(document, dict):
-        return None
-
-    direct_destination = document.get("destination")
-
-    if isinstance(direct_destination, str):
-        return direct_destination
-
-    upper_destination = document.get("Destination")
-
-    if isinstance(upper_destination, str):
-        return upper_destination
-
-    payload = document.get("payload")
-
-    if isinstance(payload, dict):
-        nested_destination = payload.get("destination")
-
-        if isinstance(nested_destination, str):
-            return nested_destination
-
-        nested_upper_destination = payload.get("Destination")
-
-        if isinstance(nested_upper_destination, str):
-            return nested_upper_destination
-
-    upper_payload = document.get("Payload")
-
-    if isinstance(upper_payload, dict):
-        nested_destination = upper_payload.get("destination")
-
-        if isinstance(nested_destination, str):
-            return nested_destination
-
-        nested_upper_destination = upper_payload.get("Destination")
-
-        if isinstance(nested_upper_destination, str):
-            return nested_upper_destination
-
-    return None
-
-
-def is_ohlc_event(document: object) -> bool:
-    destination = destination_from_document(document)
-
-    if destination is None:
-        return False
-
-    return destination.lower() == "ohlc.event"
-
-
-def elapsed_seconds(
-    loop: asyncio.AbstractEventLoop,
-    started_at: float,
-) -> float:
-    return max(0.0, loop.time() - started_at)
-
-
-async def receive_ohlc() -> None:
-    settings = load_settings()
-
-    ws_url = build_ws_url()
-    headers = build_headers()
-
-    request = build_subscribe_request(
-        SYMBOLS,
-        INTERVALS,
-        CANDLE_TYPE,
-    )
-
-    print(f"WebSocket URL: {ws_url}")
-    print(f"Symbols: {', '.join(SYMBOLS)}")
-    print(f"Intervals: {', '.join(INTERVALS)}")
-    print(f"Candle type: {CANDLE_TYPE}")
-    print(f"Maximum messages: {MAX_MESSAGES}")
-    print(f"Total timeout: {TOTAL_TIMEOUT_SECONDS:.0f} seconds")
-    print()
-
-    print("Subscription request:")
-    print(
-        json.dumps(
-            request,
-            ensure_ascii=False,
-            indent=2,
-        )
-    )
-    print()
-
-    async with websockets.connect(
-        ws_url,
-        extra_headers=headers,
-        subprotocols=[Subprotocol("json")],
-        ping_interval=20,
-        ping_timeout=float(settings.exchange_timeout_sec),
-        open_timeout=float(settings.exchange_timeout_sec),
-        close_timeout=float(settings.exchange_timeout_sec),
-    ) as websocket:
-        await websocket.send(
-            json.dumps(
-                request,
-                ensure_ascii=False,
-            )
-        )
-
-        print("Subscription request sent.")
-        print("Waiting for acknowledgement and OHLC events...")
-        print()
-
-        loop = asyncio.get_running_loop()
-        started_at = loop.time()
-        deadline = started_at + TOTAL_TIMEOUT_SECONDS
-
-        received_count = 0
-        ohlc_event_count = 0
-        timeout_count = 0
-
-        while received_count < MAX_MESSAGES:
-            remaining_seconds = deadline - loop.time()
-
-            if remaining_seconds <= 0:
-                print(
-                    "Total timeout reached after "
-                    f"{elapsed_seconds(loop, started_at):.1f} seconds."
-                )
-                break
-
-            receive_timeout = min(
-                RECEIVE_TIMEOUT_SECONDS,
-                remaining_seconds,
-            )
-
-            try:
-                raw_message = await asyncio.wait_for(
-                    websocket.recv(),
-                    timeout=receive_timeout,
-                )
-            except asyncio.TimeoutError:
-                timeout_count += 1
-
-                print(
-                    "No OHLC event yet; connection is alive. "
-                    f"Elapsed: {elapsed_seconds(loop, started_at):.1f}s, "
-                    f"remaining: {max(0.0, remaining_seconds):.1f}s."
-                )
-                continue
-
-            if not isinstance(
-                raw_message,
-                (str, bytes, bytearray, memoryview),
-            ):
-                print(
-                    "Skipped unsupported WebSocket message type: "
-                    f"{type(raw_message).__name__}"
-                )
-                continue
-
-            received_count += 1
-            document = decode_document(raw_message)
-
-            if is_ohlc_event(document):
-                ohlc_event_count += 1
-                message_kind = "OHLC EVENT"
-            else:
-                message_kind = "CONTROL / ACKNOWLEDGEMENT"
-
-            print("=" * 80)
-            print(
-                f"Message #{received_count} — {message_kind} — "
-                f"elapsed {elapsed_seconds(loop, started_at):.1f}s"
-            )
-            print(format_json(raw_message))
-            print()
-
-        print("=" * 80)
-        print("Diagnostic summary")
-        print(f"Received messages: {received_count}")
-        print(f"OHLC events: {ohlc_event_count}")
-        print(f"Receive timeouts: {timeout_count}")
-        print(
-            "Elapsed time: "
-            f"{elapsed_seconds(loop, started_at):.1f} seconds"
-        )
-
-
-def main() -> None:
-    try:
-        asyncio.run(receive_ohlc())
-    except KeyboardInterrupt:
-        print()
-        print("Stopped by user.")
-    except Exception as exc:
-        print()
-        print(
-            "WebSocket diagnostic failed: "
-            f"{type(exc).__name__}: {exc}"
-        )
-        raise
-
-
-if __name__ == "__main__":
-    main()

app/scripts/check_trades_unsubscribe.py

@@ -1,214 +0,0 @@
-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())

app/scripts/check_trades_websocket.py

@@ -1,269 +0,0 @@
-# app/scripts/check_trades_websocket.py
-
-from __future__ import annotations
-
-import asyncio
-import json
-from typing import Any
-from uuid import uuid4
-
-import websockets
-from websockets.typing import Subprotocol
-
-from src.core.config import load_settings
-
-
-SYMBOLS = (
-    "BTC/USD_LEVERAGE",
-)
-
-MAX_MESSAGES = 100
-TOTAL_TIMEOUT_SECONDS = 3000.0
-RECEIVE_TIMEOUT_SECONDS = 15.0
-
-
-def build_ws_url() -> str:
-    settings = load_settings()
-
-    raw_url = settings.exchange_ws_url or settings.exchange_base_url
-
-    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)
-
-    raw_url = raw_url.rstrip("/")
-
-    if raw_url.endswith("/connect"):
-        return raw_url
-
-    return f"{raw_url}/connect"
-
-
-def build_headers() -> dict[str, str]:
-    settings = load_settings()
-
-    headers = {
-        "Origin": settings.exchange_base_url.rstrip("/"),
-        "Content-Type": "application/json",
-    }
-
-    if settings.exchange_api_key:
-        headers["X-MBX-APIKEY"] = settings.exchange_api_key
-
-    return headers
-
-
-def build_subscribe_request(
-    symbols: tuple[str, ...],
-) -> dict[str, Any]:
-    return {
-        "correlationId": str(uuid4()),
-        "destination": "trades.subscribe",
-        "payload": {
-            "symbols": list(symbols),
-        },
-    }
-
-
-def format_json(
-    raw_message: str | bytes | bytearray | memoryview,
-) -> str:
-    if isinstance(raw_message, str):
-        text = raw_message
-    elif isinstance(raw_message, memoryview):
-        text = raw_message.tobytes().decode(
-            "utf-8",
-            errors="replace",
-        )
-    else:
-        text = bytes(raw_message).decode(
-            "utf-8",
-            errors="replace",
-        )
-
-    try:
-        document = json.loads(text)
-    except json.JSONDecodeError:
-        return text
-
-    return json.dumps(
-        document,
-        ensure_ascii=False,
-        indent=2,
-        sort_keys=True,
-    )
-
-
-def decode_document(
-    raw_message: str | bytes | bytearray | memoryview,
-) -> object | None:
-    if isinstance(raw_message, str):
-        text = raw_message
-    elif isinstance(raw_message, memoryview):
-        text = raw_message.tobytes().decode(
-            "utf-8",
-            errors="replace",
-        )
-    else:
-        text = bytes(raw_message).decode(
-            "utf-8",
-            errors="replace",
-        )
-
-    try:
-        return json.loads(text)
-    except json.JSONDecodeError:
-        return None
-
-
-def is_trade_event(document: object) -> bool:
-    if not isinstance(document, dict):
-        return False
-
-    return document.get("destination") == "internal.trade"
-
-
-def elapsed_seconds(
-    loop: asyncio.AbstractEventLoop,
-    started_at: float,
-) -> float:
-    return max(0.0, loop.time() - started_at)
-
-
-async def receive_trades() -> None:
-    settings = load_settings()
-
-    ws_url = build_ws_url()
-    headers = build_headers()
-    request = build_subscribe_request(SYMBOLS)
-
-    print(f"WebSocket URL: {ws_url}")
-    print(f"Symbols: {', '.join(SYMBOLS)}")
-    print(f"Maximum messages: {MAX_MESSAGES}")
-    print(f"Total timeout: {TOTAL_TIMEOUT_SECONDS:.0f} seconds")
-    print()
-
-    print("Subscription request:")
-    print(
-        json.dumps(
-            request,
-            ensure_ascii=False,
-            indent=2,
-        )
-    )
-    print()
-
-    async with websockets.connect(
-        ws_url,
-        extra_headers=headers,
-        subprotocols=[Subprotocol("json")],
-        ping_interval=20,
-        ping_timeout=float(settings.exchange_timeout_sec),
-        open_timeout=float(settings.exchange_timeout_sec),
-        close_timeout=float(settings.exchange_timeout_sec),
-    ) as websocket:
-        await websocket.send(
-            json.dumps(
-                request,
-                ensure_ascii=False,
-            )
-        )
-
-        print("Subscription request sent.")
-        print("Waiting for acknowledgement and trade events...")
-        print()
-
-        loop = asyncio.get_running_loop()
-        started_at = loop.time()
-        deadline = started_at + TOTAL_TIMEOUT_SECONDS
-
-        received_count = 0
-        trade_event_count = 0
-        timeout_count = 0
-
-        while received_count < MAX_MESSAGES:
-            remaining_seconds = deadline - loop.time()
-
-            if remaining_seconds <= 0:
-                print(
-                    "Total timeout reached after "
-                    f"{elapsed_seconds(loop, started_at):.1f} seconds."
-                )
-                break
-
-            receive_timeout = min(
-                RECEIVE_TIMEOUT_SECONDS,
-                remaining_seconds,
-            )
-
-            try:
-                raw_message = await asyncio.wait_for(
-                    websocket.recv(),
-                    timeout=receive_timeout,
-                )
-            except asyncio.TimeoutError:
-                timeout_count += 1
-
-                print(
-                    "No trade event yet; connection is alive. "
-                    f"Elapsed: {elapsed_seconds(loop, started_at):.1f}s, "
-                    f"remaining: {max(0.0, remaining_seconds):.1f}s."
-                )
-                continue
-
-            if not isinstance(
-                raw_message,
-                (str, bytes, bytearray, memoryview),
-            ):
-                print(
-                    "Skipped unsupported WebSocket message type: "
-                    f"{type(raw_message).__name__}"
-                )
-                continue
-
-            received_count += 1
-            document = decode_document(raw_message)
-
-            if is_trade_event(document):
-                trade_event_count += 1
-                message_kind = "TRADE EVENT"
-            else:
-                message_kind = "CONTROL / ACKNOWLEDGEMENT"
-
-            print("=" * 80)
-            print(
-                f"Message #{received_count} — {message_kind} — "
-                f"elapsed {elapsed_seconds(loop, started_at):.1f}s"
-            )
-            print(format_json(raw_message))
-            print()
-
-        print("=" * 80)
-        print("Diagnostic summary")
-        print(f"Received messages: {received_count}")
-        print(f"Trade events: {trade_event_count}")
-        print(f"Receive timeouts: {timeout_count}")
-        print(
-            "Elapsed time: "
-            f"{elapsed_seconds(loop, started_at):.1f} seconds"
-        )
-
-
-def main() -> None:
-    try:
-        asyncio.run(receive_trades())
-    except KeyboardInterrupt:
-        print()
-        print("Stopped by user.")
-    except Exception as exc:
-        print()
-        print(
-            "WebSocket diagnostic failed: "
-            f"{type(exc).__name__}: {exc}"
-        )
-        raise
-
-
-if __name__ == "__main__":
-    main()

app/scripts/get_ticker_24hr.py

@@ -1,71 +0,0 @@
-# app/scripts/get_ticker_24hr.py
-
-from __future__ import annotations
-
-import argparse
-import json
-import sys
-
-from src.core.config import load_settings
-from src.integrations.exchange.rest_client import ExchangeRestClient
-
-
-def parse_args() -> argparse.Namespace:
-    settings = load_settings()
-
-    parser = argparse.ArgumentParser(
-        description="Получить реальный ответ Dzengi ticker/24hr.",
-    )
-    parser.add_argument(
-        "symbol",
-        nargs="?",
-        default=settings.default_symbol,
-        help=(
-            "Торговый символ. "
-            f"По умолчанию: {settings.default_symbol}"
-        ),
-    )
-
-    return parser.parse_args()
-
-
-def main() -> int:
-    args = parse_args()
-    symbol = str(args.symbol).strip()
-
-    if not symbol:
-        print(
-            "Торговый символ не должен быть пустым.",
-            file=sys.stderr,
-        )
-        return 2
-
-    try:
-        payload = ExchangeRestClient().get_json(
-            "/api/v1/ticker/24hr",
-            params={
-                "symbol": symbol,
-            },
-        )
-    except Exception as exc:
-        print(
-            f"Не удалось получить ticker/24hr для {symbol}: "
-            f"{type(exc).__name__}: {exc}",
-            file=sys.stderr,
-        )
-        return 1
-
-    print(
-        json.dumps(
-            payload,
-            ensure_ascii=False,
-            indent=2,
-            sort_keys=True,
-        )
-    )
-
-    return 0
-
-
-if __name__ == "__main__":
-    raise SystemExit(main())

app/src/bootstrap/app_factory.py

@@ -1,28 +1,17 @@
-# app/src/bootstrap/app_factory.py
-
 from __future__ import annotations
 
 from aiogram import Bot, Dispatcher
 from aiogram.client.default import DefaultBotProperties
 
-from src.bootstrap.application import ApplicationComposition
 from src.bootstrap.logging import setup_logging
-from src.bootstrap.market_data_storage import (
-    build_market_data_storage,
-)
-from src.bootstrap.trade_stream_runtime import (
-    build_trade_stream_production_runtime,
-)
 from src.core.config import load_settings
-from src.notifications.targets import NotificationTargetRegistry
 from src.storage.schema import init_schema
 from src.telegram.routers import setup_routers
 from src.trading.journal.service import JournalService
 
 
-def create_app() -> ApplicationComposition:
+def create_app() -> tuple[Bot, Dispatcher]:
     settings = load_settings()
-
     setup_logging(settings.log_level)
 
     journal = JournalService()
@@ -44,58 +33,25 @@ def create_app() -> ApplicationComposition:
             pass
         raise
 
-    market_data_storage = build_market_data_storage(settings)
+    try:
-    trade_stream_runtime = build_trade_stream_production_runtime(
+        journal.log_info(
-        settings,
+            "app_start",
-        trade_observation_sink=(
+            "Приложение запущено.",
-            market_data_storage.trade_observation_sink
+            {
-            if market_data_storage is not None
+                "env": settings.app_env,
-            else None
+                "exchange_name": settings.exchange_name,
-        ),
+                "default_symbol": settings.default_symbol,
-        checkpoint_storage=(
+            },
-            market_data_storage.trade_repository
-            if market_data_storage is not None
-            else None
-        ),
         )
+    except Exception:
+        # журнал не должен ломать запуск приложения
+        pass
 
     bot = Bot(
         token=settings.bot_token,
         default=DefaultBotProperties(parse_mode=settings.bot_parse_mode),
     )
-
-    NotificationTargetRegistry.set_bot(bot)
-
     dispatcher = Dispatcher()
-
     setup_routers(dispatcher)
 
-    try:
+    return bot, dispatcher
-        journal.log_info(
-            "app_started",
-            "Приложение запущено",
-            {
-                "env": settings.app_env,
-                "exchange_name": settings.exchange_name,
-                "default_symbol": settings.default_symbol,
-                "trade_stream_enabled": (
-                    settings.trade_stream.enabled
-                ),
-                "market_data_storage_enabled": (
-                    settings.market_data_storage.enabled
-                ),
-            },
-        )
-    except Exception:
-        pass
-
-    return ApplicationComposition(
-        bot=bot,
-        dispatcher=dispatcher,
-        trade_stream_runtime=trade_stream_runtime,
-        market_data_storage_lifecycle=(
-            market_data_storage.lifecycle
-            if market_data_storage is not None
-            else None
-        ),
-    )

app/src/bootstrap/application.py

@@ -1,326 +0,0 @@
-from __future__ import annotations
-
-import asyncio
-from collections.abc import Callable
-from dataclasses import dataclass
-
-from aiogram import Bot, Dispatcher
-
-from src.bootstrap.market_data_storage import (
-    MarketDataStorageLifecycleProtocol,
-)
-from src.market_data.acquisition.runtime.trade_stream_production_runtime import (
-    TradeStreamProductionRuntimeProtocol,
-)
-
-
-@dataclass(frozen=True, slots=True)
-class ApplicationComposition:
-    """Корневые компоненты одного запущенного экземпляра приложения."""
-
-    bot: Bot
-    dispatcher: Dispatcher
-    trade_stream_runtime: (
-        TradeStreamProductionRuntimeProtocol | None
-    )
-    market_data_storage_lifecycle: (
-        MarketDataStorageLifecycleProtocol | None
-    ) = None
-
-
-async def run_application(
-    application: ApplicationComposition,
-) -> None:
-    """
-    Выполнять Telegram polling и опциональный Trade Stream как одно целое.
-
-    Ошибка включённого Trade Stream считается фатальной для всего
-    приложения. Остановка Telegram, Trade Stream и bot session
-    выполняется одним владельцем и не оставляет фоновых root tasks.
-    """
-    polling_task: asyncio.Task[None] | None = None
-    runtime_task: asyncio.Task[None] | None = None
-    primary_error: BaseException | None = None
-
-    try:
-        storage_lifecycle = (
-            application.market_data_storage_lifecycle
-        )
-
-        if storage_lifecycle is not None:
-            await _run_blocking_lifecycle_operation(
-                storage_lifecycle.start,
-                task_name="market-data-storage-startup",
-            )
-
-        polling_task = asyncio.create_task(
-            application.dispatcher.start_polling(
-                application.bot,
-                close_bot_session=False,
-            ),
-            name="telegram-polling",
-        )
-        runtime_task = (
-            asyncio.create_task(
-                application.trade_stream_runtime.run(),
-                name="trade-stream-runtime",
-            )
-            if application.trade_stream_runtime is not None
-            else None
-        )
-
-        await _wait_for_root_tasks(
-            polling_task=polling_task,
-            runtime_task=runtime_task,
-        )
-    except BaseException as error:
-        primary_error = error
-
-    cleanup_task = asyncio.create_task(
-        _shutdown_application(
-            application=application,
-            polling_task=polling_task,
-            runtime_task=runtime_task,
-            primary_error=primary_error,
-        ),
-        name="application-shutdown",
-    )
-    cleanup_error = await _await_cleanup(
-        cleanup_task,
-        primary_error=primary_error,
-    )
-
-    if primary_error is not None:
-        if cleanup_error is not None:
-            primary_error.add_note(
-                "Application cleanup also failed: "
-                f"{type(cleanup_error).__name__}."
-            )
-
-        raise primary_error.with_traceback(
-            primary_error.__traceback__,
-        )
-
-    if cleanup_error is not None:
-        raise cleanup_error.with_traceback(
-            cleanup_error.__traceback__,
-        )
-
-
-async def _wait_for_root_tasks(
-    *,
-    polling_task: asyncio.Task[None],
-    runtime_task: asyncio.Task[None] | None,
-) -> None:
-    if runtime_task is None:
-        await polling_task
-        return
-
-    done_tasks, _ = await asyncio.wait(
-        (
-            polling_task,
-            runtime_task,
-        ),
-        return_when=asyncio.FIRST_COMPLETED,
-    )
-
-    if runtime_task in done_tasks:
-        if runtime_task.cancelled():
-            raise RuntimeError(
-                "Trade Stream Runtime was cancelled unexpectedly."
-            )
-
-        runtime_error = runtime_task.exception()
-
-        if runtime_error is not None:
-            raise runtime_error.with_traceback(
-                runtime_error.__traceback__,
-            )
-
-        raise RuntimeError(
-            "Trade Stream Runtime terminated unexpectedly."
-        )
-
-    await polling_task
-
-
-async def _shutdown_application(
-    *,
-    application: ApplicationComposition,
-    polling_task: asyncio.Task[None] | None,
-    runtime_task: asyncio.Task[None] | None,
-    primary_error: BaseException | None,
-) -> BaseException | None:
-    cleanup_error: BaseException | None = None
-    polling_cancelled = False
-    runtime_cancelled = False
-
-    if polling_task is not None and not polling_task.done():
-        polling_cancelled = True
-        polling_task.cancel()
-
-    runtime = application.trade_stream_runtime
-
-    if runtime is not None:
-        try:
-            await runtime.stop()
-        except BaseException as error:
-            cleanup_error = _merge_cleanup_error(
-                cleanup_error,
-                error,
-            )
-
-    if runtime_task is not None and not runtime_task.done():
-        runtime_cancelled = True
-        runtime_task.cancel()
-
-    if polling_task is not None:
-        cleanup_error = await _observe_root_task(
-            polling_task,
-            expected_cancellation=polling_cancelled,
-            primary_error=primary_error,
-            cleanup_error=cleanup_error,
-        )
-
-    if runtime_task is not None:
-        cleanup_error = await _observe_root_task(
-            runtime_task,
-            expected_cancellation=runtime_cancelled,
-            primary_error=primary_error,
-            cleanup_error=cleanup_error,
-        )
-
-    storage_lifecycle = application.market_data_storage_lifecycle
-
-    if storage_lifecycle is not None:
-        try:
-            await _run_blocking_lifecycle_operation(
-                storage_lifecycle.stop,
-                task_name="market-data-storage-shutdown",
-            )
-        except BaseException as error:
-            cleanup_error = _merge_cleanup_error(
-                cleanup_error,
-                error,
-            )
-
-    try:
-        await application.bot.session.close()
-    except BaseException as error:
-        cleanup_error = _merge_cleanup_error(
-            cleanup_error,
-            error,
-        )
-
-    return cleanup_error
-
-
-async def _run_blocking_lifecycle_operation(
-    operation: Callable[[], None],
-    *,
-    task_name: str,
-) -> None:
-    operation_task = asyncio.create_task(
-        asyncio.to_thread(operation),
-        name=task_name,
-    )
-
-    try:
-        await asyncio.shield(operation_task)
-    except asyncio.CancelledError as cancellation:
-        try:
-            await _wait_for_blocking_operation(operation_task)
-        except BaseException as operation_error:
-            cancellation.add_note(
-                "Application blocking lifecycle operation also failed: "
-                f"{type(operation_error).__name__}."
-            )
-
-        raise
-
-
-async def _wait_for_blocking_operation(
-    operation_task: asyncio.Task[None],
-) -> None:
-    while not operation_task.done():
-        try:
-            await asyncio.shield(operation_task)
-        except asyncio.CancelledError:
-            continue
-        except BaseException:
-            break
-
-    operation_task.result()
-
-
-async def _observe_root_task(
-    task: asyncio.Task[None],
-    *,
-    expected_cancellation: bool,
-    primary_error: BaseException | None,
-    cleanup_error: BaseException | None,
-) -> BaseException | None:
-    try:
-        await task
-    except asyncio.CancelledError as error:
-        if (
-            not expected_cancellation
-            and error is not primary_error
-            and not isinstance(primary_error, asyncio.CancelledError)
-        ):
-            return _merge_cleanup_error(
-                cleanup_error,
-                error,
-            )
-    except BaseException as error:
-        if error is not primary_error:
-            return _merge_cleanup_error(
-                cleanup_error,
-                error,
-            )
-
-    return cleanup_error
-
-
-async def _await_cleanup(
-    cleanup_task: asyncio.Task[BaseException | None],
-    *,
-    primary_error: BaseException | None,
-) -> BaseException | None:
-    interrupted_error: asyncio.CancelledError | None = None
-
-    while not cleanup_task.done():
-        try:
-            await asyncio.shield(cleanup_task)
-        except asyncio.CancelledError as error:
-            if primary_error is None:
-                primary_error = error
-                interrupted_error = error
-            continue
-
-    cleanup_error = cleanup_task.result()
-
-    if interrupted_error is not None:
-        if cleanup_error is not None:
-            interrupted_error.add_note(
-                "Application cleanup also failed: "
-                f"{type(cleanup_error).__name__}."
-            )
-
-        raise interrupted_error
-
-    return cleanup_error
-
-
-def _merge_cleanup_error(
-    current_error: BaseException | None,
-    new_error: BaseException,
-) -> BaseException:
-    if current_error is None:
-        return new_error
-
-    current_error.add_note(
-        "Additional application cleanup failure: "
-        f"{type(new_error).__name__}."
-    )
-    return current_error

app/src/bootstrap/logging.py

@@ -1,5 +1,3 @@
-# app/src/bootstrap/logging.py
- 
 from __future__ import annotations
 
 import logging

app/src/bootstrap/market_data_storage.py

@@ -1,156 +0,0 @@
-from __future__ import annotations
-
-from dataclasses import dataclass
-from typing import Protocol, runtime_checkable
-
-from psycopg.conninfo import make_conninfo
-
-from src.core.config import Settings
-from src.market_data.storage.postgres_trade_repository import (
-    PostgresTradeRepository,
-)
-from src.market_data.storage.trade_storage_observation_sink import (
-    TradeStorageObservationSink,
-)
-from src.storage.migrations import StorageMigrationRunner
-from src.storage.postgres_pool import PostgresConnectionPool
-
-
-@runtime_checkable
-class MarketDataStorageLifecycleProtocol(Protocol):
-    """Синхронный жизненный цикл под управлением сборки приложения."""
-
-    def start(self) -> None:
-        """Открыть пул и применить миграции до запуска Runtime."""
-        ...
-
-    def stop(self) -> None:
-        """Закрыть пул после завершения всех записей Runtime."""
-        ...
-
-
-class _ConnectionPoolLifecycleProtocol(Protocol):
-    def open(self) -> None:
-        ...
-
-    def close(self) -> None:
-        ...
-
-
-class _MigrationRunnerProtocol(Protocol):
-    def run(self) -> tuple[int, ...]:
-        ...
-
-
-class MarketDataStorageLifecycle:
-    """Управляет запуском пула, миграциями и очисткой частичного запуска."""
-
-    __slots__ = (
-        "_connection_pool",
-        "_migration_runner",
-        "_started",
-    )
-
-    def __init__(
-        self,
-        *,
-        connection_pool: _ConnectionPoolLifecycleProtocol,
-        migration_runner: _MigrationRunnerProtocol,
-    ) -> None:
-        self._connection_pool = connection_pool
-        self._migration_runner = migration_runner
-        self._started = False
-
-    @property
-    def started(self) -> bool:
-        """Показать, завершились ли запуск пула и миграции."""
-        return self._started
-
-    def start(self) -> None:
-        if self._started:
-            return
-
-        self._connection_pool.open()
-
-        try:
-            self._migration_runner.run()
-        except BaseException as error:
-            try:
-                self._connection_pool.close()
-            except BaseException as cleanup_error:
-                error.add_note(
-                    "Market Data Storage startup cleanup also failed: "
-                    f"{type(cleanup_error).__name__}."
-                )
-
-            raise
-
-        self._started = True
-
-    def stop(self) -> None:
-        self._started = False
-        self._connection_pool.close()
-
-
-@dataclass(frozen=True, slots=True)
-class MarketDataStorageBootstrapComposition:
-    """Неактивный граф зависимостей постоянного хранилища сделок."""
-
-    connection_pool: PostgresConnectionPool
-    migration_runner: StorageMigrationRunner
-    trade_repository: PostgresTradeRepository
-    trade_observation_sink: TradeStorageObservationSink
-    lifecycle: MarketDataStorageLifecycle
-
-
-def build_market_data_storage(
-    settings: Settings,
-) -> MarketDataStorageBootstrapComposition | None:
-    """Собрать зависимости хранилища без открытия PostgreSQL."""
-    storage_settings = settings.market_data_storage
-
-    if not storage_settings.enabled:
-        return None
-
-    if not settings.trade_stream.enabled:
-        raise RuntimeError(
-            "Trade Stream must be enabled when Market Data Storage "
-            "is enabled."
-        )
-
-    conninfo = make_conninfo(
-        host=settings.db_host,
-        port=settings.db_port,
-        dbname=settings.db_name,
-        user=settings.db_user,
-        password=settings.db_password,
-    )
-    connection_pool = PostgresConnectionPool(
-        conninfo=conninfo,
-        min_size=storage_settings.pool_min_size,
-        max_size=storage_settings.pool_max_size,
-        timeout_seconds=storage_settings.pool_timeout_seconds,
-        name="market-data-storage",
-    )
-    migration_runner = StorageMigrationRunner(
-        connection_provider=connection_pool.connection,
-    )
-    trade_repository = PostgresTradeRepository(
-        connection_provider=connection_pool.connection,
-    )
-    trade_observation_sink = TradeStorageObservationSink(
-        trade_storage=trade_repository,
-        venue=settings.exchange_name,
-    )
-    lifecycle = MarketDataStorageLifecycle(
-        connection_pool=connection_pool,
-        migration_runner=migration_runner,
-    )
-
-    return MarketDataStorageBootstrapComposition(
-        connection_pool=connection_pool,
-        migration_runner=migration_runner,
-        trade_repository=trade_repository,
-        trade_observation_sink=trade_observation_sink,
-        lifecycle=lifecycle,
-    )

app/src/bootstrap/trade_stream_runtime.py

@@ -1,171 +0,0 @@
-from __future__ import annotations
-
-from src.core.config import Settings
-from src.integrations.exchange.rest_client import ExchangeRestClient
-from src.market_data.acquisition.adapters.dzengi.rest import (
-    DzengiTradesDocumentSource,
-)
-from src.market_data.acquisition.adapters.dzengi.websocket import (
-    DzengiUnifiedWebSocketAdapter,
-)
-from src.market_data.acquisition.adapters.dzengi.websocket_control_message_handler import (
-    DzengiWebSocketControlMessageHandler,
-)
-from src.market_data.acquisition.adapters.dzengi.websocket_inbound_message_classifier import (
-    DzengiWebSocketInboundMessageClassifier,
-)
-from src.market_data.acquisition.adapters.dzengi.websocket_transport import (
-    DzengiWebSocketTransport,
-)
-from src.market_data.acquisition.consistency.trade_observation_sink_protocol import (
-    TradeObservationSinkProtocol,
-)
-from src.market_data.acquisition.runtime.acquisition_runtime_event_logging_consumer import (
-    AcquisitionRuntimeEventLoggingConsumer,
-)
-from src.market_data.acquisition.runtime.acquisition_runtime_event_publisher import (
-    AcquisitionRuntimeEventPublisher,
-)
-from src.market_data.acquisition.runtime.trade_stream_production_runtime import (
-    TradeStreamProductionRuntime,
-)
-from src.market_data.acquisition.runtime.websocket_session import (
-    WebSocketSession,
-)
-from src.market_data.acquisition.runtime.websocket_subscription_manager import (
-    WebSocketSubscriptionManager,
-)
-from src.market_data.acquisition.trade_stream_runtime_composition import (
-    build_trade_stream_runtime_composition,
-)
-from src.market_data.storage.contracts import (
-    TradeCheckpointStorageProtocol,
-)
-
-
-def build_trade_stream_production_runtime(
-    settings: Settings,
-    *,
-    trade_observation_sink: TradeObservationSinkProtocol | None = None,
-    checkpoint_storage: TradeCheckpointStorageProtocol | None = None,
-) -> TradeStreamProductionRuntime | None:
-    """
-    Собрать Production Trade Stream Runtime без запуска lifecycle.
-
-    Выключенный feature flag возвращает ``None`` до создания
-    WebSocket/REST-зависимостей. Все stateful-компоненты включённого
-    Runtime создаются один раз и затем передаются по identity.
-    """
-    trade_stream = settings.trade_stream
-    storage_enabled = settings.market_data_storage.enabled
-
-    if not trade_stream.enabled:
-        if storage_enabled:
-            raise RuntimeError(
-                "Trade Stream must be enabled when Market Data "
-                "Storage is enabled."
-            )
-
-        return None
-
-    if storage_enabled and (
-        trade_observation_sink is None
-        or checkpoint_storage is None
-    ):
-        raise RuntimeError(
-            "Enabled Market Data Storage requires both Trade "
-            "observation sink and checkpoint storage."
-        )
-
-    if not storage_enabled and checkpoint_storage is not None:
-        raise RuntimeError(
-            "Checkpoint storage requires enabled Market Data Storage."
-        )
-
-    headers = {
-        "Origin": settings.exchange_base_url.rstrip("/"),
-        "Content-Type": "application/json",
-    }
-
-    if settings.exchange_api_key:
-        headers["X-MBX-APIKEY"] = settings.exchange_api_key
-
-    transport = DzengiWebSocketTransport(
-        url=trade_stream.websocket_url,
-        headers=headers,
-        open_timeout=trade_stream.open_timeout_seconds,
-        ping_interval=None,
-        ping_timeout=None,
-        probe_timeout=trade_stream.probe_timeout_seconds,
-        close_timeout=trade_stream.close_timeout_seconds,
-    )
-    session = WebSocketSession(transport)
-    subscription_manager = WebSocketSubscriptionManager(
-        transport,
-        supports_unsubscribe=False,
-    )
-    event_publisher = AcquisitionRuntimeEventPublisher(
-        (
-            AcquisitionRuntimeEventLoggingConsumer(),
-        )
-    )
-    recovery_document_source = DzengiTradesDocumentSource(
-        ExchangeRestClient(settings=settings),
-    )
-    message_adapter = DzengiUnifiedWebSocketAdapter()
-
-    composition = build_trade_stream_runtime_composition(
-        session=session,
-        transport=transport,
-        subscription_manager=subscription_manager,
-        event_publisher=event_publisher,
-        message_adapter=message_adapter,
-        recovery_document_source=recovery_document_source,
-        symbols=trade_stream.symbols,
-        heartbeat_timeout_seconds=(
-            trade_stream.heartbeat_timeout_seconds
-        ),
-        scheduler_interval_seconds=(
-            trade_stream.scheduler_interval_seconds
-        ),
-        trade_observation_sink=trade_observation_sink,
-        max_recovery_window_ms=trade_stream.recovery_window_ms,
-        checkpoint_storage=checkpoint_storage,
-        checkpoint_venue=(
-            settings.exchange_name
-            if checkpoint_storage is not None
-            else None
-        ),
-    )
-
-    return TradeStreamProductionRuntime(
-        session=session,
-        transport=transport,
-        subscription_manager=subscription_manager,
-        event_publisher=event_publisher,
-        trade_stream_service=(
-            composition.trade_stream_acquisition_service
-        ),
-        message_classifier=(
-            DzengiWebSocketInboundMessageClassifier()
-        ),
-        control_message_handler=(
-            DzengiWebSocketControlMessageHandler()
-        ),
-        live_processing_gate=composition.live_processing_gate,
-        reconnect_recovery_coordinator=(
-            composition.runtime_reconnect_recovery_coordinator
-        ),
-        runtime_supervisor=composition.runtime_supervisor,
-        runtime_scheduler=composition.runtime_scheduler,
-        symbols=trade_stream.symbols,
-        startup_recovery_coordinator=(
-            composition.runtime_startup_recovery_coordinator
-        ),
-        subscription_ack_timeout_seconds=(
-            trade_stream.subscription_ack_timeout_seconds
-        ),
-        startup_market_buffer_capacity=(
-            trade_stream.startup_market_buffer_capacity
-        ),
-    )

app/src/core/config.py

@@ -1,528 +1,64 @@
-# app/src/core/config.py
-
 from __future__ import annotations
-
-import math
 import os
 from dataclasses import dataclass
 from pathlib import Path
-
 from dotenv import load_dotenv
-
-from src.market_data.acquisition.symbols import normalize_symbol
-
-
-# корень проекта
 BASE_DIR = Path(__file__).resolve().parents[2]
-
+ENV_FILE = BASE_DIR / ".env"
-
-def _resolve_env_file() -> Path:
-    """Выбирает отдельный env-файл для записи либо обычный app/.env."""
-
-    raw_runtime_env_file = os.getenv("DZENTRA_RUNTIME_ENV_FILE")
-
-    if raw_runtime_env_file is None:
-        return BASE_DIR / ".env"
-
-    runtime_env_file = raw_runtime_env_file.strip()
-
-    if not runtime_env_file:
-        raise RuntimeError(
-            "DZENTRA_RUNTIME_ENV_FILE must contain a non-empty file path"
-        )
-
-    return Path(runtime_env_file)
-
-
-# Файл должен быть выбран окружением процесса до импорта модуля настроек.
-ENV_FILE = _resolve_env_file()
-
-# загружаем переменные окружения
 load_dotenv(ENV_FILE)
-
-
-@dataclass(frozen=True, slots=True)
-class TradeStreamSettings:
-    """Настройки Production Trade Stream Runtime."""
-
-    enabled: bool
-    websocket_url: str
-    symbols: tuple[str, ...]
-    open_timeout_seconds: float
-    probe_timeout_seconds: float
-    close_timeout_seconds: float
-    heartbeat_timeout_seconds: float
-    scheduler_interval_seconds: float
-    recovery_window_ms: int
-    subscription_ack_timeout_seconds: float = 10.0
-    startup_market_buffer_capacity: int = 10_000
-
-
-@dataclass(frozen=True, slots=True)
-class MarketDataStorageSettings:
-    """Настройки persistent Canonical Market Data Storage."""
-
-    enabled: bool
-    pool_min_size: int
-    pool_max_size: int
-    pool_timeout_seconds: float
-
-
 @dataclass(slots=True)
 class Settings:
-    # Telegram
     bot_token: str
     bot_parse_mode: str
-
-    # Приложение
     app_env: str
     log_level: str
     tz: str
-
-    # Биржа
     exchange_enabled: bool
     exchange_name: str
     exchange_base_url: str
-    exchange_ws_url: str
     exchange_api_key: str
     exchange_api_secret: str
     exchange_timeout_sec: int
     exchange_testnet: bool
     default_symbol: str
-    trade_stream: TradeStreamSettings
-
-    # База данных
     db_host: str
     db_port: int
     db_name: str
     db_user: str
     db_password: str
-    market_data_storage: MarketDataStorageSettings
-
-    # Отладочные параметры
-    debug_enabled: bool
-    journal_debug_enabled: bool
-
-    # Вспомогательное свойство режима demo/live
 def is_demo_mode(self) -> bool:
     return "demo" in self.exchange_base_url.lower()
-
-
-# Разбор булева значения
 def _parse_bool(raw_value: str, default: bool = False) -> bool:
     value = (raw_value or "").strip().lower()
     if not value:
         return default
-
     return value in {"1", "true", "yes", "on"}
-
-
-# Разбор целого числа
 def _parse_int(raw_value: str, default: int) -> int:
     value = (raw_value or "").strip()
     if not value:
         return default
-
     return int(value)
-
-
-def _parse_strict_bool(
-    raw_value: str,
-    *,
-    name: str,
-    default: bool,
-) -> bool:
-    value = (raw_value or "").strip().lower()
-
-    if not value:
-        return default
-
-    if value in {"1", "true", "yes", "on"}:
-        return True
-
-    if value in {"0", "false", "no", "off"}:
-        return False
-
-    raise ValueError(
-        f"{name} must be a boolean value"
-    )
-
-
-def _parse_positive_float(
-    raw_value: str,
-    *,
-    name: str,
-    default: float,
-) -> float:
-    value = (raw_value or "").strip()
-
-    try:
-        result = (
-            float(value)
-            if value
-            else float(default)
-        )
-    except ValueError as error:
-        raise ValueError(
-            f"{name} must be a number"
-        ) from error
-
-    if not math.isfinite(result) or result <= 0:
-        raise ValueError(
-            f"{name} must be positive and finite"
-        )
-
-    return result
-
-
-def _parse_positive_int(
-    raw_value: str,
-    *,
-    name: str,
-    default: int,
-) -> int:
-    value = (raw_value or "").strip()
-
-    try:
-        result = (
-            int(value)
-            if value
-            else int(default)
-        )
-    except ValueError as error:
-        raise ValueError(
-            f"{name} must be an integer"
-        ) from error
-
-    if result <= 0:
-        raise ValueError(
-            f"{name} must be positive"
-        )
-
-    return result
-
-
-def _remove_trailing_newline(value: str) -> str:
-    """Удаляет ровно один завершающий перевод строки из файла секрета."""
-
-    if value.endswith("\r\n"):
-        return value[:-2]
-
-    if value.endswith(("\n", "\r")):
-        return value[:-1]
-
-    return value
-
-
-def _load_secret(
-    name: str,
-    *,
-    required: bool = False,
-) -> str:
-    """Загружает секрет напрямую или из указанного переменной файла."""
-
-    file_name = f"{name}_FILE"
-    direct_value = os.getenv(name, "").strip()
-    raw_file_path = os.getenv(file_name)
-
-    if direct_value and raw_file_path is not None:
-        raise RuntimeError(
-            f"{name} and {file_name} must not be set together"
-        )
-
-    if raw_file_path is not None:
-        file_path = raw_file_path.strip()
-
-        if not file_path:
-            raise RuntimeError(
-                f"{file_name} must contain a non-empty file path"
-            )
-
-        try:
-            secret = Path(file_path).read_text(encoding="utf-8")
-        except (OSError, UnicodeError):
-            raise RuntimeError(
-                f"Unable to read secret configured by {file_name}"
-            ) from None
-
-        secret = _remove_trailing_newline(secret)
-
-        if not secret or secret.isspace():
-            raise RuntimeError(
-                f"{file_name} contains an empty secret"
-            )
-
-        return secret
-
-    if direct_value:
-        return direct_value
-
-    if required:
-        raise RuntimeError(
-            f"{name} or {file_name} is required"
-        )
-
-    return ""
-
-
-def _parse_trade_stream_symbols(
-    raw_value: str,
-) -> tuple[str, ...]:
-    value = (raw_value or "").strip()
-
-    if not value:
-        raise RuntimeError(
-            "TRADE_STREAM_SYMBOLS is required when "
-            "TRADE_STREAM_ENABLED is true"
-        )
-
-    raw_symbols = value.split(",")
-
-    if any(not symbol.strip() for symbol in raw_symbols):
-        raise ValueError(
-            "TRADE_STREAM_SYMBOLS must not contain empty symbols"
-        )
-
-    return tuple(
-        sorted(
-            {
-                normalize_symbol(symbol)
-                for symbol in raw_symbols
-            }
-        )
-    )
-
-
-def _load_trade_stream_settings(
-    *,
-    exchange_base_url: str,
-) -> TradeStreamSettings:
-    enabled = _parse_strict_bool(
-        os.getenv("TRADE_STREAM_ENABLED", "false"),
-        name="TRADE_STREAM_ENABLED",
-        default=False,
-    )
-
-    if not enabled:
-        return TradeStreamSettings(
-            enabled=False,
-            websocket_url="",
-            symbols=(),
-            open_timeout_seconds=10.0,
-            probe_timeout_seconds=20.0,
-            close_timeout_seconds=10.0,
-            heartbeat_timeout_seconds=30.0,
-            scheduler_interval_seconds=5.0,
-            recovery_window_ms=3_599_999,
-            subscription_ack_timeout_seconds=10.0,
-            startup_market_buffer_capacity=10_000,
-        )
-
-    websocket_url = os.getenv(
-        "TRADE_STREAM_WS_URL",
-        "",
-    ).strip()
-
-    if not websocket_url:
-        raise RuntimeError(
-            "TRADE_STREAM_WS_URL is required when "
-            "TRADE_STREAM_ENABLED is true"
-        )
-
-    if not exchange_base_url:
-        raise RuntimeError(
-            "EXCHANGE_BASE_URL is required for Trade Stream Recovery"
-        )
-
-    return TradeStreamSettings(
-        enabled=True,
-        websocket_url=websocket_url,
-        symbols=_parse_trade_stream_symbols(
-            os.getenv("TRADE_STREAM_SYMBOLS", ""),
-        ),
-        open_timeout_seconds=_parse_positive_float(
-            os.getenv(
-                "TRADE_STREAM_OPEN_TIMEOUT_SECONDS",
-                "10",
-            ),
-            name="TRADE_STREAM_OPEN_TIMEOUT_SECONDS",
-            default=10.0,
-        ),
-        probe_timeout_seconds=_parse_positive_float(
-            os.getenv(
-                "TRADE_STREAM_PROBE_TIMEOUT_SECONDS",
-                "20",
-            ),
-            name="TRADE_STREAM_PROBE_TIMEOUT_SECONDS",
-            default=20.0,
-        ),
-        close_timeout_seconds=_parse_positive_float(
-            os.getenv(
-                "TRADE_STREAM_CLOSE_TIMEOUT_SECONDS",
-                "10",
-            ),
-            name="TRADE_STREAM_CLOSE_TIMEOUT_SECONDS",
-            default=10.0,
-        ),
-        heartbeat_timeout_seconds=_parse_positive_float(
-            os.getenv(
-                "TRADE_STREAM_HEARTBEAT_TIMEOUT_SECONDS",
-                "30",
-            ),
-            name="TRADE_STREAM_HEARTBEAT_TIMEOUT_SECONDS",
-            default=30.0,
-        ),
-        scheduler_interval_seconds=_parse_positive_float(
-            os.getenv(
-                "TRADE_STREAM_SCHEDULER_INTERVAL_SECONDS",
-                "5",
-            ),
-            name="TRADE_STREAM_SCHEDULER_INTERVAL_SECONDS",
-            default=5.0,
-        ),
-        recovery_window_ms=_parse_positive_int(
-            os.getenv(
-                "TRADE_STREAM_RECOVERY_WINDOW_MS",
-                "3599999",
-            ),
-            name="TRADE_STREAM_RECOVERY_WINDOW_MS",
-            default=3_599_999,
-        ),
-        subscription_ack_timeout_seconds=_parse_positive_float(
-            os.getenv(
-                "TRADE_STREAM_SUBSCRIPTION_ACK_TIMEOUT_SECONDS",
-                "10",
-            ),
-            name="TRADE_STREAM_SUBSCRIPTION_ACK_TIMEOUT_SECONDS",
-            default=10.0,
-        ),
-        startup_market_buffer_capacity=_parse_positive_int(
-            os.getenv(
-                "TRADE_STREAM_STARTUP_MARKET_BUFFER_CAPACITY",
-                "10000",
-            ),
-            name="TRADE_STREAM_STARTUP_MARKET_BUFFER_CAPACITY",
-            default=10_000,
-        ),
-    )
-
-
-def _load_market_data_storage_settings(
-    *,
-    trade_stream_enabled: bool,
-) -> MarketDataStorageSettings:
-    enabled = _parse_strict_bool(
-        os.getenv("MARKET_DATA_STORAGE_ENABLED", "false"),
-        name="MARKET_DATA_STORAGE_ENABLED",
-        default=False,
-    )
-
-    if not enabled:
-        return MarketDataStorageSettings(
-            enabled=False,
-            pool_min_size=1,
-            pool_max_size=4,
-            pool_timeout_seconds=10.0,
-        )
-
-    if not trade_stream_enabled:
-        raise RuntimeError(
-            "TRADE_STREAM_ENABLED must be true when "
-            "MARKET_DATA_STORAGE_ENABLED is true"
-        )
-
-    pool_min_size = _parse_positive_int(
-        os.getenv(
-            "MARKET_DATA_STORAGE_POOL_MIN_SIZE",
-            "1",
-        ),
-        name="MARKET_DATA_STORAGE_POOL_MIN_SIZE",
-        default=1,
-    )
-    pool_max_size = _parse_positive_int(
-        os.getenv(
-            "MARKET_DATA_STORAGE_POOL_MAX_SIZE",
-            "4",
-        ),
-        name="MARKET_DATA_STORAGE_POOL_MAX_SIZE",
-        default=4,
-    )
-
-    if pool_max_size < pool_min_size:
-        raise ValueError(
-            "MARKET_DATA_STORAGE_POOL_MAX_SIZE must not be smaller "
-            "than MARKET_DATA_STORAGE_POOL_MIN_SIZE"
-        )
-
-    return MarketDataStorageSettings(
-        enabled=True,
-        pool_min_size=pool_min_size,
-        pool_max_size=pool_max_size,
-        pool_timeout_seconds=_parse_positive_float(
-            os.getenv(
-                "MARKET_DATA_STORAGE_POOL_TIMEOUT_SECONDS",
-                "10",
-            ),
-            name="MARKET_DATA_STORAGE_POOL_TIMEOUT_SECONDS",
-            default=10.0,
-        ),
-    )
-
-
-# Загрузка всех настроек
 def load_settings() -> Settings:
-    bot_token = _load_secret(
+    bot_token = os.getenv("BOT_TOKEN", "").strip()
-        "BOT_TOKEN",
+    if not bot_token:
-        required=True,
+        raise RuntimeError("BOT_TOKEN is not set in app/.env")
-    )
-    exchange_api_key = _load_secret("EXCHANGE_API_KEY")
-    exchange_api_secret = _load_secret("EXCHANGE_API_SECRET")
-    db_password = _load_secret("DB_PASSWORD")
-
-    exchange_base_url = os.getenv(
-        "EXCHANGE_BASE_URL",
-        "",
-    ).strip()
-
-    trade_stream = _load_trade_stream_settings(
-        exchange_base_url=exchange_base_url,
-    )
-    market_data_storage = _load_market_data_storage_settings(
-        trade_stream_enabled=trade_stream.enabled,
-    )
-
     return Settings(
-        # Telegram
         bot_token=bot_token,
         bot_parse_mode=os.getenv("BOT_PARSE_MODE", "HTML").strip() or "HTML",
-
-        # Приложение
         app_env=os.getenv("APP_ENV", "dev").strip() or "dev",
         log_level=os.getenv("LOG_LEVEL", "INFO").strip().upper() or "INFO",
         tz=os.getenv("TZ", "Europe/Minsk").strip() or "Europe/Minsk",
-        debug_enabled=_parse_bool(os.getenv("DEBUG_ENABLED", "false")),
-        journal_debug_enabled=_parse_bool(
-            os.getenv("JOURNAL_DEBUG_ENABLED", "false")
-        ),
-
-        # Биржа
         exchange_enabled=_parse_bool(os.getenv("EXCHANGE_ENABLED", "false")),
         exchange_name=os.getenv("EXCHANGE_NAME", "dzengi").strip() or "dzengi",
-        exchange_base_url=exchange_base_url,
+        exchange_base_url=os.getenv("EXCHANGE_BASE_URL", "").strip(),
-        exchange_ws_url=os.getenv("EXCHANGE_WS_URL", "").strip(),
+        exchange_api_key=os.getenv("EXCHANGE_API_KEY", "").strip(),
-        exchange_api_key=exchange_api_key,
+        exchange_api_secret=os.getenv("EXCHANGE_API_SECRET", "").strip(),
-        exchange_api_secret=exchange_api_secret,
         exchange_timeout_sec=_parse_int(os.getenv("EXCHANGE_TIMEOUT_SEC", "10"), 10),
         exchange_testnet=_parse_bool(os.getenv("EXCHANGE_TESTNET", "false")),
-        default_symbol=os.getenv("DEFAULT_SYMBOL", "ETH/USD_LEVERAGE").strip()
+        default_symbol=os.getenv("DEFAULT_SYMBOL", "BTC/USD_LEVERAGE").strip() or "BTC/USD_LEVERAGE",
-        or "ETH/USD_LEVERAGE",
-        trade_stream=trade_stream,
-
-        # База данных
         db_host=os.getenv("DB_HOST", "localhost").strip() or "localhost",
         db_port=_parse_int(os.getenv("DB_PORT", "5432"), 5432),
         db_name=os.getenv("DB_NAME", "dzentra_bot").strip() or "dzentra_bot",
         db_user=os.getenv("DB_USER", "dzentra_bot").strip() or "dzentra_bot",
-        db_password=db_password,
+        db_password=os.getenv("DB_PASSWORD", "").strip(),
-        market_data_storage=market_data_storage,
     )

app/src/core/constants.py

@@ -1,4 +1,2 @@
-# app/src/core/constants.py
-
 APP_NAME = "Dzentra Bot"
 APP_VERSION = "2.0.0"

app/src/core/event_bus.py

@@ -1,50 +0,0 @@
-# app/src/core/event_bus.py
-
-from __future__ import annotations
-
-from typing import Any
-
-
-class EventBus:
-    _version: int = 0
-    _last_event_type: str | None = None
-    _last_payload: dict[str, Any] = {}
-    _events: list[tuple[int, str, dict[str, Any]]] = []
-    _max_events: int = 100
-
-    # зафиксировать важное событие системы
-    @classmethod
-    def emit(cls, event_type: str, payload: dict[str, Any] | None = None) -> None:
-        cls._version += 1
-        cls._last_event_type = event_type
-        cls._last_payload = payload or {}
-
-        cls._events.append(
-            (
-                cls._version,
-                event_type,
-                dict(cls._last_payload),
-            )
-        )
-
-        if len(cls._events) > cls._max_events:
-            cls._events = cls._events[-cls._max_events:]
-
-    # текущая версия событий
-    @classmethod
-    def version(cls) -> int:
-        return cls._version
-
-    # последнее событие
-    @classmethod
-    def last_event(cls) -> tuple[str | None, dict[str, Any]]:
-        return cls._last_event_type, dict(cls._last_payload)
-
-    # события после указанной версии
-    @classmethod
-    def events_after(cls, version: int) -> list[tuple[int, str, dict[str, Any]]]:
-        return [
-            (event_version, event_type, dict(payload))
-            for event_version, event_type, payload in cls._events
-            if event_version > version
-        ]

app/src/core/event_titles.py

@@ -1,99 +0,0 @@
-# app/src/core/event_titles.py
-
-from __future__ import annotations
-
-
-EVENT_TITLES = {
-    # Сигналы
-    "signal_summary": "Сигнал",
-    "signal_ready": "Сигнал",
-
-    # Execution
-    "position_opened": "Позиция",
-    "position_closed": "Позиция",
-    "position_flipped": "Позиция",
-    "position_flip_blocked": "Позиция",
-
-    # Настройки
-    "auto_settings_updated": "Автоторговля",
-    "auto_status_changed": "Автоторговля",
-    "risk_settings_updated": "Защита",
-
-    # Аналитика автоторговли
-    "market_state_changed": "Автоторговля",
-    "market_volatility_changed": "Автоторговля",
-
-    # Рыночные данные runtime
-    "market_monitor_started": "Автоторговля",
-    "market_monitor_stopped": "Автоторговля",
-    "market_stream_connected": "Автоторговля",
-    "market_stream_disconnected": "Автоторговля",
-    "market_symbol_changed": "Автоторговля",
-
-    # Мониторинг позиций
-    "entry_blocked": "Вход в позицию",
-
-    # Журнал
-    "journal_exported": "Журнал",
-    "journal_export_error": "Журнал",
-    "journal_cleared": "Журнал",
-
-    # Уведомления
-    "notification_sent": "Уведомление",
-    "notification_error": "Уведомление",
-
-    # Приложение
-    "app_started": "Приложение",
-    "app_bootstrap_failed": "Приложение",
-
-    # Legacy
-    "app_start": "Приложение",
-
-    "journal_open_requested": "Журнал",
-    "journal_export_csv_success": "Журнал",
-    "journal_export_csv_error": "Журнал",
-    "journal_export_xlsx_success": "Журнал",
-    "journal_export_xlsx_error": "Журнал",
-    "journal_cleared_old": "Журнал",
-    "journal_debug_changed": "Журнал",
-
-    "system_open_requested": "Система",
-    "system_open_alert": "Система",
-    "system_open_success": "Система",
-    "system_retry": "Система",
-    "system_about_opened": "Система",
-
-    "portfolio_open_requested": "Портфель",
-    "portfolio_open_success": "Портфель",
-    "portfolio_open_error": "Портфель",
-    "portfolio_partial_estimate": "Портфель",
-
-    "exchange_request_error": "Биржа",
-
-    "exchange_auth_error": "Аккаунт",
-    "exchange_auth_restored": "Аккаунт",
-    "exchange_time_sync_error": "Время биржи",
-    "exchange_time_sync_restored": "Время биржи",
-
-    "balance_summary_loaded": "Баланс",
-    "balance_summary_error": "Баланс",
-
-    "runtime_expired": "Runtime",
-
-    "market_status_unavailable": "Автоторговля",
-    "market_status_restored": "Автоторговля",
-    "market_closed": "Автоторговля",
-    "market_rest_fallback_available": "Автоторговля",
-    "market_rest_fallback_unavailable": "Автоторговля",
-    
-    "ws_depth_alive": "WebSocket debug",
-}
-
-
-def event_title(event_type: object) -> str:
-    value = str(event_type or "").strip()
-
-    if not value:
-        return "Событие"
-
-    return EVENT_TITLES.get(value, "Событие")

app/src/core/numbers.py

@@ -1,51 +0,0 @@
-# app/src/core/numbers.py
-
-from __future__ import annotations
-
-
-def safe_float(
-    value: object,
-    default: float | None = None,
-) -> float | None:
-    if value is None:
-        return default
-
-    if isinstance(value, bool):
-        return default
-
-    try:
-        return float(str(value).strip())
-    except (TypeError, ValueError):
-        return default
-
-
-def safe_round(
-    value: object,
-    digits: int,
-) -> float | None:
-    """
-    Безопасное округление.
-
-    None -> None
-    любое число -> round(...)
-    """
-    number = safe_float(value)
-
-    if number is None:
-        return None
-
-    return round(number, digits)
-
-
-def get_value(value: object) -> object | None:
-    """
-    Возвращает значение Enum или сам объект.
-
-    Enum -> .value
-    None -> None
-    Остальные типы -> без изменений.
-    """
-    if value is None:
-        return None
-
-    return getattr(value, "value", value)

app/src/core/system_status.py

@@ -1,17 +1,11 @@
-# app/src/core/system_status.py
-
 from __future__ import annotations
 
 import re
 from dataclasses import dataclass
-from datetime import datetime
-from zoneinfo import ZoneInfo
 
 from src.core.config import load_settings
 from src.core.constants import APP_NAME, APP_VERSION
-from src.integrations.exchange.runtime_ui import build_runtime_exchange_alerts
 from src.integrations.exchange.service import ExchangeService
-from src.integrations.exchange.status import build_exchange_error_status
 from src.storage.session import check_database_health
 from src.trading.journal.service import JournalService
 
@@ -34,96 +28,6 @@ class SystemSnapshot:
     components: list[ComponentStatus]
 
 
-def _build_exchange_alert_components(
-    *,
-    default_symbol: str,
-) -> list[ComponentStatus]:
-    exchange_service = ExchangeService()
-
-    try:
-        runtime_status = exchange_service.get_symbol_runtime_status(default_symbol)
-    except Exception as exc:
-        runtime_status = build_exchange_error_status(exc)
-
-    if not runtime_status.is_available:
-        return [
-            ComponentStatus(
-                name="Биржа",
-                state=runtime_status.ui_line,
-                details=runtime_status.message,
-            )
-        ]
-
-    alerts = build_runtime_exchange_alerts(symbol=default_symbol)
-
-    exchange_unavailable_alert = next(
-        (
-            alert
-            for alert in alerts
-            if str(alert.get("code") or "") == "EXCHANGE_UNAVAILABLE"
-        ),
-        None,
-    )
-
-    if exchange_unavailable_alert is not None:
-        return [
-            ComponentStatus(
-                name="Биржа",
-                state=str(
-                    exchange_unavailable_alert.get("ui_line")
-                    or exchange_unavailable_alert.get("title")
-                    or "⛔️ Биржа недоступна"
-                ),
-                details=str(exchange_unavailable_alert.get("details") or ""),
-            )
-        ]
-
-    components: list[ComponentStatus] = [
-        ComponentStatus(
-            name="Биржа",
-            state="🟢",
-            details=runtime_status.message,
-        )
-    ]
-
-    has_account_alert = False
-
-    for alert in alerts:
-        code = str(alert.get("code") or "")
-        state = str(
-            alert.get("ui_line")
-            or alert.get("title")
-            or "⛔️ Ошибка биржи"
-        )
-
-        if code == "AUTH_ERROR":
-            has_account_alert = True
-            name = "Аккаунт"
-        elif code == "TIME_ERROR":
-            name = "Время биржи"
-        else:
-            name = "Биржа"
-
-        components.append(
-            ComponentStatus(
-                name=name,
-                state=state,
-                details=str(alert.get("details") or ""),
-            )
-        )
-
-    if not has_account_alert:
-        components.append(
-            ComponentStatus(
-                name="Аккаунт",
-                state="🟢",
-            )
-        )
-
-    return components
-
-
-# извлечь короткую версию PostgreSQL из строки health-check
 def _extract_postgres_version(raw: str) -> str:
     if not raw:
         return "PostgreSQL"
@@ -135,72 +39,94 @@ def _extract_postgres_version(raw: str) -> str:
     return "PostgreSQL"
 
 
-# проверить подключение к БД и вернуть компонент + подпись версии
+def _build_exchange_status(
+    exchange_service: ExchangeService, default_symbol: str
+) -> ComponentStatus:
+    try:
+        symbol_validation = exchange_service.validate_symbol(default_symbol)
+    except Exception as exc:
+        return ComponentStatus(
+            name="Биржа",
+            state="🔴",
+            details=f"Не удалось проверить инструмент: {exc}",
+        )
+
+    exchange_health = exchange_service.get_health()
+
+    if exchange_health.ok and symbol_validation.is_valid:
+        return ComponentStatus(name="Биржа", state="🟢")
+
+    if not exchange_health.ok:
+        return ComponentStatus(
+            name="Биржа",
+            state="🔴",
+            details=exchange_health.message or "Ошибка подключения к API биржи.",
+        )
+
+    return ComponentStatus(
+        name="Биржа",
+        state="🔴",
+        details=symbol_validation.message or "Инструмент не прошёл проверку.",
+    )
+
+
+def _build_account_status(exchange_service: ExchangeService) -> ComponentStatus:
+    private_auth_health = exchange_service.get_private_auth_health()
+    if private_auth_health.ok:
+        return ComponentStatus(name="Аккаунт", state="🟢")
+
+    return ComponentStatus(
+        name="Аккаунт",
+        state="🔴",
+        details=private_auth_health.message or "Ошибка private API.",
+    )
+
+
 def _build_database_status() -> tuple[ComponentStatus, str]:
     db_ok, db_message = check_database_health()
     db_label = _extract_postgres_version(db_message)
 
     if db_ok:
-        return (
+        return ComponentStatus(name="База данных", state="🟢"), db_label
-            ComponentStatus(
-                name="База данных",
-                state="🟢",
-            ),
-            db_label,
-        )
 
     return (
         ComponentStatus(
             name="База данных",
-            state="🔴 База данных недоступна",
+            state="🔴",
+            details=db_message or "Ошибка подключения к БД.",
         ),
         db_label,
     )
 
 
-# проверить доступность журнала событий
 def _build_journal_status() -> ComponentStatus:
-    ok, _ = JournalService().get_journal_health()
+    ok, message = JournalService().get_journal_health()
-
     if ok:
-        return ComponentStatus(
+        return ComponentStatus(name="Журнал", state="🟢")
-            name="Журнал",
-            state="🟢",
-        )
 
-    return ComponentStatus(
+    return ComponentStatus(name="Журнал", state="🔴", details=message)
-        name="Журнал",
-        state="🔴 Журнал недоступен",
-    )
 
 
-# определить runtime-режим по base_url биржи
+def _resolve_mode_label(settings) -> str:
-def get_runtime_mode_key() -> str:
+    is_demo = "demo" in settings.exchange_base_url.lower()
-    settings = load_settings()
+    return "ДЕМО аккаунт" if is_demo else "РЕАЛЬНЫЙ аккаунт"
-    return "demo" if "demo" in settings.exchange_base_url.lower() else "live"
 
 
-# вернуть человекочитаемую подпись runtime-режима
-def get_runtime_mode_label() -> str:
-    return "DEMO аккаунт" if get_runtime_mode_key() == "demo" else "LIVE аккаунт"
-
-
-# собрать полный snapshot системного экрана
 def get_system_snapshot() -> SystemSnapshot:
     settings = load_settings()
+    exchange_service = ExchangeService()
 
     database_status, db_label = _build_database_status()
+    exchange_status = _build_exchange_status(exchange_service, settings.default_symbol)
+    account_status = _build_account_status(exchange_service)
     journal_status = _build_journal_status()
 
-    exchange_components = _build_exchange_alert_components(
-        default_symbol=settings.default_symbol,
-    )
-
     components = [
         ComponentStatus(name="Приложение", state="🟢"),
         database_status,
         ComponentStatus(name="Telegram", state="🟢"),
-        *exchange_components,
+        exchange_status,
+        account_status,
         journal_status,
     ]
 
@@ -209,54 +135,32 @@ def get_system_snapshot() -> SystemSnapshot:
         app_version=APP_VERSION,
         db_label=db_label,
         timezone_name=settings.tz,
-        mode_label=get_runtime_mode_label(),
+        mode_label=_resolve_mode_label(settings),
         default_symbol=settings.default_symbol,
         components=components,
     )
 
 
-# определить, есть ли системные предупреждения
-def has_system_alerts(snapshot: SystemSnapshot) -> bool:
-    return any(component.state != "🟢" for component in snapshot.components)
-
-
-# отрендерить одну строку компонента системы
 def _render_component(component: ComponentStatus) -> str:
     if component.state == "🟢":
-        return f"{component.state} {component.name}"
+        return f"{component.state} <b>{component.name}</b>"
 
-    return component.state
+    return f"{component.state} <b>{component.name}</b>\n— {component.details}"
 
 
-# получить текущее локальное время для подписи обновления
+def build_system_text() -> str:
-def _now_hhmmss() -> str:
-    settings = load_settings()
-    tz_name = settings.tz or "UTC"
-
-    try:
-        local_dt = datetime.now(ZoneInfo(tz_name))
-    except Exception:
-        local_dt = datetime.utcnow()
-
-    return local_dt.strftime("%H:%M:%S")
-
-
-# собрать текст экрана "Система"
-def build_system_text(*, include_updated_at: bool = False) -> str:
     snapshot = get_system_snapshot()
-
     components_block = "\n".join(
-        _render_component(component)
+        _render_component(component) for component in snapshot.components
-        for component in snapshot.components
     )
 
-    text = (
+    return (
-        "<b>🖥️ Система</b>\n"
+        "<b>⚙️ Система</b>\n\n"
-        f"🔸 <b>{snapshot.mode_label}</b>\n\n"
+        f"{components_block}\n\n"
-        f"{components_block}"
+        "<b>🌐 Окружение</b>\n"
+        f"• приложение: {snapshot.app_name} {snapshot.app_version}\n"
+        f"• база данных: {snapshot.db_label}\n"
+        f"• часовой пояс: {snapshot.timezone_name}\n"
+        f"• режим: {snapshot.mode_label}\n"
+        f"• инструмент: {snapshot.default_symbol}"
     )
-
-    if include_updated_at:
-        text += f"\n\n<i>Обновлено: {_now_hhmmss()}</i>"
-
-    return text

app/src/core/telegram_errors.py

@@ -1,18 +0,0 @@
-# app/src/core/telegram_errors.py
-
-from __future__ import annotations
-
-from aiogram.exceptions import TelegramBadRequest
-
-
-def is_message_not_modified(exc: TelegramBadRequest) -> bool:
-    return "message is not modified" in str(exc).lower()
-
-
-def is_message_to_edit_not_found(exc: TelegramBadRequest) -> bool:
-    text = str(exc).lower()
-
-    return (
-        "message to edit not found" in text
-        or "message_id_invalid" in text
-    )

app/src/core/types.py

@@ -1,12 +0,0 @@
-# app/src/core/types.py
-
-from __future__ import annotations
-
-from typing import Any, TypeAlias
-
-
-NumericLike: TypeAlias = float | int | str
-
-JsonDict: TypeAlias = dict[str, Any]
-
-JsonList: TypeAlias = list[Any]

app/src/integrations/exchange/exceptions.py

@@ -1,5 +1,3 @@
-# app/src/integrations/exchange/exceptions.py
-
 from __future__ import annotations
 
 
@@ -13,41 +11,3 @@ class ExchangeConnectionError(ExchangeError):
 
 class ExchangeResponseError(ExchangeError):
     """Unexpected HTTP response or malformed JSON."""
-
-
-def is_exchange_time_sync_error(exc: Exception) -> bool:
-    text = str(exc).lower()
-    return (
-        "-1021" in text
-        or "doesn't match server time" in text
-        or "server time" in text and "match" in text
-        or "рассинхрон" in text
-    )
-
-
-def format_exchange_error_for_user(exc: Exception) -> str:
-    if is_exchange_time_sync_error(exc):
-        return (
-            "Биржа отклонила запрос из-за рассинхронизации времени. "
-            "Проверь системное время и повтори попытку."
-        )
-
-    if isinstance(exc, ExchangeConnectionError):
-        return (
-            "Не удалось получить данные биржи: таймаут или ошибка сети. "
-            "Попробуй ещё раз через несколько секунд."
-        )
-
-    if isinstance(exc, ExchangeResponseError):
-        return (
-            "Биржа вернула ошибку ответа. "
-            "Попробуй ещё раз через несколько секунд."
-        )
-
-    if isinstance(exc, ExchangeError):
-        return (
-            "Не удалось получить данные биржи. "
-            "Попробуй ещё раз через несколько секунд."
-        )
-
-    return "Временная ошибка получения данных биржи. Попробуй ещё раз через несколько секунд."

app/src/integrations/exchange/market_data_runner.py

@@ -1,733 +0,0 @@
-# app/src/integrations/exchange/market_data_runner.py
-
-from __future__ import annotations
-
-import asyncio
-import time
-import traceback
-from dataclasses import dataclass
-from typing import Callable
-
-from src.core.types import JsonDict
-from src.integrations.exchange.service import ExchangeService
-from src.integrations.exchange.ws_client import ExchangeWebSocketClient
-from src.market_data.acquisition.adapters.dzengi.websocket import (
-    DzengiWebSocketQuoteAdapter,
-)
-from src.market_data.acquisition.exceptions import (
-    MarketDataAcquisitionError,
-)
-from src.storage.quote_store import (
-    QUOTE_RUNTIME_SOURCE_NAME,
-    get_quote_store,
-)
-from src.trading.journal.service import JournalService
-
-
-@dataclass
-class MarketRuntimeContext:
-    runtime_key: str
-    task: asyncio.Task | None
-    interval_seconds: int
-    symbol_provider: Callable[[], str | None]
-    screen: str | None
-    action: str
-    runtime_label: str | None
-    last_market_status: str | None = None
-
-    # Dedup runtime-событий, чтобы журнал не разрастался одинаковыми ошибками.
-    last_status_error_key: str | None = None
-    last_stream_state: str | None = None
-    last_stream_error_key: str | None = None
-    last_rest_state: str | None = None
-    last_rest_error_key: str | None = None
-
-    last_ws_debug_logged_at: float = 0.0
-
-
-class MarketDataRunner:
-    _runtimes: dict[str, MarketRuntimeContext] = {}
-
-    # Global dedupe runtime-событий между start/stop runtime.
-    _global_runtime_event_timestamps: dict[str, float] = {}
-
-    # Минимальный интервал повторного логирования одного runtime-состояния.
-    # Состояние в UI может меняться чаще, но журнал не должен разрастаться.
-    _runtime_log_cooldown_seconds = 300
-
-    @classmethod
-    def get_runtime_state(cls, runtime_key: str = "default") -> dict[str, object]:
-        context = cls._runtimes.get(runtime_key)
-
-        if context is None:
-            return {
-                "stream_state": None,
-                "stream_error": None,
-                "rest_state": None,
-            }
-
-        return {
-            "stream_state": context.last_stream_state,
-            "stream_error": context.last_stream_error_key,
-            "rest_state": context.last_rest_state,
-        }
-    
-    @classmethod
-    def _can_log_runtime_event(
-        cls,
-        event_key: str,
-    ) -> bool:
-        now = time.monotonic()
-
-        last_logged_at = cls._global_runtime_event_timestamps.get(event_key)
-
-        if last_logged_at is not None:
-            if (
-                now - last_logged_at
-            ) < cls._runtime_log_cooldown_seconds:
-                return False
-
-        cls._global_runtime_event_timestamps[event_key] = now
-        return True
-
-    @classmethod
-    def start(
-        cls,
-        *,
-        symbol_provider: Callable[[], str | None],
-        interval_seconds: int = 1,
-        runtime_key: str = "default",
-        screen: str | None = None,
-        action: str = "market_data",
-        runtime_label: str | None = None,
-    ) -> None:
-        existing = cls._runtimes.get(runtime_key)
-
-        if (
-            existing is not None
-            and existing.task is not None
-            and not existing.task.done()
-        ):
-            existing.symbol_provider = symbol_provider
-            existing.interval_seconds = interval_seconds
-            existing.screen = screen
-            existing.action = action
-            existing.runtime_label = runtime_label
-            return
-
-        context = MarketRuntimeContext(
-            runtime_key=runtime_key,
-            task=None,
-            interval_seconds=interval_seconds,
-            symbol_provider=symbol_provider,
-            screen=screen,
-            action=action,
-            runtime_label=runtime_label,
-        )
-
-        cls._runtimes[runtime_key] = context
-
-        cls._log_info(
-            context,
-            "market_monitor_started",
-            "Мониторинг рынка запущен.",
-            {"interval_seconds": interval_seconds},
-        )
-
-        context.task = asyncio.create_task(cls._worker(context))
-
-    @classmethod
-    def stop(cls, runtime_key: str | None = None) -> None:
-        if runtime_key is None:
-            for key in list(cls._runtimes.keys()):
-                cls.stop(key)
-            return
-
-        context = cls._runtimes.get(runtime_key)
-        if context is None:
-            return
-
-        if context.task is not None:
-            context.task.cancel()
-            context.task = None
-
-        cls._log_info(
-            context,
-            "market_monitor_stopped",
-            "Мониторинг рынка остановлен.",
-        )
-
-        cls._runtimes.pop(runtime_key, None)
-
-    @classmethod
-    async def _worker(cls, context: MarketRuntimeContext) -> None:
-        last_symbol: str | None = None
-
-        try:
-            while True:
-                symbol = context.symbol_provider()
-
-                if not symbol:
-                    await asyncio.sleep(context.interval_seconds)
-                    continue
-
-                cache_symbol = cls._cache_symbol(symbol)
-                ws_symbol = cls._ws_symbol(symbol)
-
-                if symbol != last_symbol:
-                    last_symbol = symbol
-
-                    if not cls._is_cache_symbol_used_by_other_runtime(
-                        runtime_key=context.runtime_key,
-                        cache_symbol=cache_symbol,
-                    ):
-                        get_quote_store().clear(
-                            source_name=QUOTE_RUNTIME_SOURCE_NAME,
-                            symbol=cache_symbol,
-                        )
-
-                try:
-                    market_status = ExchangeService().get_symbol_market_status(symbol)
-
-                except asyncio.CancelledError:
-                    raise
-
-                except Exception as exc:
-                    error_key = f"{type(exc).__name__}:{str(exc)}"
-
-                    if context.last_status_error_key != error_key:
-                        context.last_status_error_key = error_key
-
-                        cls._log_warning(
-                            context,
-                            "market_status_unavailable",
-                            "Статус рынка временно недоступен.",
-                            {
-                                "symbol": symbol,
-                                "cache_symbol": cache_symbol,
-                                "ws_symbol": ws_symbol,
-                                "error": str(exc),
-                                "error_type": type(exc).__name__,
-                                "traceback": traceback.format_exc(limit=5),
-                            },
-                        )
-
-                    await asyncio.sleep(context.interval_seconds)
-                    continue
-
-                if context.last_status_error_key is not None:
-                    context.last_status_error_key = None
-
-                    cls._log_info(
-                        context,
-                        "market_status_restored",
-                        "Статус рынка снова доступен.",
-                        {
-                            "symbol": symbol,
-                            "cache_symbol": cache_symbol,
-                            "ws_symbol": ws_symbol,
-                        },
-                    )
-
-                status_key = str(market_status.get("status") or "UNKNOWN")
-
-                if not bool(market_status.get("is_open")):
-                    if context.last_market_status != status_key:
-                        context.last_market_status = status_key
-
-                        cls._log_warning(
-                            context,
-                            "market_closed",
-                            "Рынок закрыт. Мониторинг рыночных данных временно приостановлен.",
-                            {
-                                "symbol": symbol,
-                                "market_status": status_key,
-                                "message": market_status.get("message"),
-                            },
-                        )
-
-                    await asyncio.sleep(context.interval_seconds)
-                    continue
-
-                context.last_market_status = status_key
-
-                try:
-                    await cls._run_websocket(context, symbol)
-
-                except asyncio.CancelledError:
-                    raise
-
-                except Exception as exc:
-                    error_key = f"{symbol}:{type(exc).__name__}:{str(exc)}"
-
-                    should_log_disconnected = (
-                        (
-                            context.last_stream_state != "DISCONNECTED"
-                            or context.last_stream_error_key != error_key
-                        )
-                        and cls._can_log_runtime_event(
-                            f"market_stream_disconnected:{symbol}:{error_key}"
-                        )
-                    )
-
-                    context.last_stream_state = "DISCONNECTED"
-                    context.last_stream_error_key = error_key
-
-                    if should_log_disconnected:
-
-                        cls._log_warning(
-                            context,
-                            "market_stream_disconnected",
-                            "Live-поток рыночных данных отключён. Используется REST-режим.",
-                            {
-                                "symbol": symbol,
-                                "cache_symbol": cache_symbol,
-                                "ws_symbol": ws_symbol,
-                                "error": str(exc),
-                                "error_type": type(exc).__name__,
-                                "traceback": traceback.format_exc(limit=5),
-                            },
-                        )
-
-                    await cls._rest_fallback_once(context, symbol)
-                    await asyncio.sleep(context.interval_seconds)
-
-        except asyncio.CancelledError:
-            # stop() уже пишет market_monitor_stopped.
-            # Здесь не логируем, чтобы в журнале не было дубля остановки.
-            raise
-
-    @classmethod
-    async def _run_websocket(
-        cls,
-        context: MarketRuntimeContext,
-        symbol: str,
-    ) -> None:
-        cache_symbol = cls._cache_symbol(symbol)
-        ws_symbol = cls._ws_symbol(symbol)
-
-        valid_payload_count = 0
-        invalid_payload_count = 0
-        adapter = DzengiWebSocketQuoteAdapter()
-
-        async for payload in ExchangeWebSocketClient().stream_depth(
-            ws_symbol,
-            interval_seconds=context.interval_seconds,
-        ):
-            current_symbol = context.symbol_provider()
-            if current_symbol and current_symbol != symbol:
-                break
-
-            try:
-                quote = adapter.map_message(payload)
-            except MarketDataAcquisitionError:
-                invalid_payload_count += 1
-
-                if invalid_payload_count >= 5:
-                    raise RuntimeError(
-                        "WebSocket depth stream does not contain valid quotes."
-                    )
-
-                continue
-
-            if quote.symbol.strip().upper() != cache_symbol.strip().upper():
-                invalid_payload_count += 1
-
-                if invalid_payload_count >= 5:
-                    raise RuntimeError(
-                        "WebSocket depth stream returned another symbol."
-                    )
-
-                continue
-
-            invalid_payload_count = 0
-            best_bid = float(quote.bid_price)
-            best_ask = float(quote.ask_price)
-
-            if valid_payload_count == 0:
-                should_log_connected = (
-                    context.last_stream_state != "CONNECTED"
-                    and cls._can_log_runtime_event(
-                        f"market_stream_connected:{symbol}"
-                    )
-                )
-
-                context.last_stream_state = "CONNECTED"
-                context.last_stream_error_key = None
-                context.last_rest_state = None
-                context.last_rest_error_key = None
-
-                if should_log_connected:
-                    cls._log_info(
-                        context,
-                        "market_stream_connected",
-                        "Live-поток рыночных данных подключён.",
-                        {
-                            "requested_symbol": symbol,
-                            "cache_symbol": cache_symbol,
-                            "ws_symbol": ws_symbol,
-                            "bid_price": best_bid,
-                            "ask_price": best_ask,
-                            "payload_keys": list(payload.keys()),
-                            "payload_preview": cls._safe_payload_preview(
-                                cls._extract_depth_payload(payload)
-                            ),
-                        },
-                    )
-
-            valid_payload_count += 1
-
-            get_quote_store().set(
-                QUOTE_RUNTIME_SOURCE_NAME,
-                quote,
-                runtime_key=context.runtime_key,
-            )
-
-            cls._log_ws_depth_debug(
-                context=context,
-                symbol=symbol,
-                cache_symbol=cache_symbol,
-                ws_symbol=ws_symbol,
-                best_bid=best_bid,
-                best_ask=best_ask,
-                valid_payload_count=valid_payload_count,
-            )
-
-    @classmethod
-    async def _rest_fallback_once(
-        cls,
-        context: MarketRuntimeContext,
-        symbol: str,
-    ) -> None:
-        try:
-            await asyncio.to_thread(
-                ExchangeService().refresh_quote_cache,
-                symbol,
-                runtime_key=context.runtime_key,
-            )
-
-            should_log_rest_available = (
-                context.last_rest_state != "AVAILABLE"
-                and cls._can_log_runtime_event(
-                    f"market_rest_fallback_available:{symbol}"
-                )
-            )
-
-            context.last_rest_state = "AVAILABLE"
-            context.last_rest_error_key = None
-
-            if should_log_rest_available:
-
-                cls._log_info(
-                    context,
-                    "market_rest_fallback_available",
-                    "REST-режим рыночных данных доступен. Live-поток пока недоступен.",
-                    {
-                        "symbol": symbol,
-                        "cache_symbol": cls._cache_symbol(symbol),
-                        "ws_symbol": cls._ws_symbol(symbol),
-                    },
-                )
-
-        except Exception as exc:
-            error_key = f"{symbol}:{type(exc).__name__}:{str(exc)}"
-
-            should_log_rest_unavailable = (
-                (
-                    context.last_rest_state != "UNAVAILABLE"
-                    or context.last_rest_error_key != error_key
-                )
-                and cls._can_log_runtime_event(
-                    f"market_rest_fallback_unavailable:{symbol}:{error_key}"
-                )
-            )
-
-            context.last_rest_state = "UNAVAILABLE"
-            context.last_rest_error_key = error_key
-
-            if should_log_rest_unavailable:
-
-                cls._log_error(
-                    context,
-                    "market_rest_fallback_unavailable",
-                    "Live-поток отключён. REST-режим рыночных данных недоступен.",
-                    {
-                        "symbol": symbol,
-                        "error": str(exc),
-                        "error_type": type(exc).__name__,
-                        "traceback": traceback.format_exc(limit=5),
-                    },
-                )
-
-    @classmethod
-    def _is_cache_symbol_used_by_other_runtime(
-        cls,
-        *,
-        runtime_key: str,
-        cache_symbol: str,
-    ) -> bool:
-        for key, context in cls._runtimes.items():
-            if key == runtime_key:
-                continue
-
-            try:
-                symbol = context.symbol_provider()
-            except Exception:
-                continue
-
-            if symbol and cls._cache_symbol(symbol) == cache_symbol:
-                return True
-
-        return False
-
-    @classmethod
-    def _cache_symbol(cls, symbol: str) -> str:
-        try:
-            validation = ExchangeService().validate_symbol(symbol)
-            if validation.is_valid:
-                return validation.normalized_symbol
-
-        except Exception:
-            pass
-
-        return symbol
-
-    @classmethod
-    def _ws_symbol(cls, symbol: str) -> str:
-        return cls._cache_symbol(symbol)
-
-    @classmethod
-    def _extract_depth_payload(cls, payload: JsonDict) -> JsonDict:
-        data: object = payload
-
-        for key in ("payload", "Payload"):
-            if isinstance(data, dict) and isinstance(data.get(key), dict):
-                data = data.get(key)
-
-        if isinstance(data, dict):
-            for key in ("payload", "Payload"):
-                nested = data.get(key)
-                if isinstance(nested, dict):
-                    return nested
-
-            return data
-
-        return payload
-
-    @classmethod
-    def _safe_payload_preview(cls, payload: JsonDict) -> JsonDict:
-        preview: JsonDict = {}
-
-        for key, value in payload.items():
-            if key in {"bids", "asks"} and isinstance(value, list):
-                preview[key] = value[:2]
-
-            elif key == "payload" and isinstance(value, dict):
-                inner_preview: JsonDict = {}
-
-                for inner_key, inner_value in value.items():
-                    if (
-                        inner_key in {"bids", "asks"}
-                        and isinstance(inner_value, list)
-                    ):
-                        inner_preview[inner_key] = inner_value[:2]
-                    else:
-                        inner_preview[inner_key] = inner_value
-
-                preview[key] = inner_preview
-
-            else:
-                preview[key] = value
-
-        return preview
-
-    @classmethod
-    def _log_ws_depth_debug(
-        cls,
-        *,
-        context: MarketRuntimeContext,
-        symbol: str,
-        cache_symbol: str,
-        ws_symbol: str,
-        best_bid: float,
-        best_ask: float,
-        valid_payload_count: int,
-    ) -> None:
-        now = time.monotonic()
-
-        if now - context.last_ws_debug_logged_at < 60:
-            return
-
-        context.last_ws_debug_logged_at = now
-
-        cls._log_debug(
-            context,
-            "ws_depth_alive",
-            "WS depth поток активен.",
-            {
-                "symbol": symbol,
-                "cache_symbol": cache_symbol,
-                "ws_symbol": ws_symbol,
-                "runtime_key": context.runtime_key,
-                "bid_price": best_bid,
-                "ask_price": best_ask,
-                "spread_percent": cls._spread_percent(best_bid, best_ask),
-                "valid_payload_count": valid_payload_count,
-                "source": f"ws_depth:{context.runtime_key}",
-            },
-        )
-
-    @classmethod
-    def _spread_percent(cls, bid_price: float, ask_price: float) -> float | None:
-        mid_price = (bid_price + ask_price) / 2
-
-        if mid_price <= 0:
-            return None
-
-        return round(((ask_price - bid_price) / mid_price) * 100, 5)
-
-    @classmethod
-    def _log_debug(
-        cls,
-        context: MarketRuntimeContext,
-        event_type: str,
-        message: str,
-        payload: JsonDict | None = None,
-    ) -> None:
-        try:
-            if context.screen:
-                JournalService().log_ui_debug(
-                    event_type=event_type,
-                    message=cls._message(context, message),
-                    screen=context.screen,
-                    action=context.action,
-                    payload=cls._payload(context, payload),
-                )
-                return
-
-            JournalService().log_debug(
-                event_type,
-                cls._message(context, message),
-                cls._payload(context, payload),
-            )
-
-        except Exception:
-            pass
-        
-    @classmethod
-    def _message(
-        cls,
-        context: MarketRuntimeContext,
-        message: str,
-    ) -> str:
-        return message
-
-    @classmethod
-    def _payload(
-        cls,
-        context: MarketRuntimeContext,
-        payload: JsonDict | None = None,
-    ) -> JsonDict:
-        result: JsonDict = dict(payload or {})
-        result.setdefault("runtime_key", context.runtime_key)
-
-        if context.screen:
-            result.setdefault("runtime_screen", context.screen)
-
-        if context.runtime_label:
-            result.setdefault("runtime_label", context.runtime_label)
-
-        return result
-
-    @classmethod
-    def _log_info(
-        cls,
-        context: MarketRuntimeContext,
-        event_type: str,
-        message: str,
-        payload: JsonDict | None = None,
-    ) -> None:
-        try:
-            if context.screen:
-                JournalService().log_ui_info(
-                    event_type=event_type,
-                    message=cls._message(context, message),
-                    screen=context.screen,
-                    action=context.action,
-                    payload=cls._payload(context, payload),
-                )
-                return
-
-            JournalService().log_info(
-                event_type,
-                cls._message(context, message),
-                cls._payload(context, payload),
-            )
-
-        except Exception:
-            pass
-
-    @classmethod
-    def _log_warning(
-        cls,
-        context: MarketRuntimeContext,
-        event_type: str,
-        message: str,
-        payload: JsonDict | None = None,
-    ) -> None:
-        try:
-            if context.screen:
-                JournalService().log_ui_warning(
-                    event_type=event_type,
-                    message=cls._message(context, message),
-                    screen=context.screen,
-                    action=context.action,
-                    payload=cls._payload(context, payload),
-                )
-                return
-
-            JournalService().log_warning(
-                event_type,
-                cls._message(context, message),
-                cls._payload(context, payload),
-            )
-
-        except Exception:
-            pass
-
-    @classmethod
-    def _log_error(
-        cls,
-        context: MarketRuntimeContext,
-        event_type: str,
-        message: str,
-        payload: JsonDict | None = None,
-    ) -> None:
-        try:
-            error_type = None
-            raw_error = None
-
-            if payload:
-                error_type = payload.get("error_type")
-                raw_error = payload.get("error")
-
-            if context.screen:
-                JournalService().log_ui_error(
-                    event_type=event_type,
-                    message=cls._message(context, message),
-                    screen=context.screen,
-                    action=context.action,
-                    payload=cls._payload(context, payload),
-                    error_type=str(error_type) if error_type is not None else None,
-                    raw_error=str(raw_error) if raw_error is not None else None,
-                )
-                return
-
-            JournalService().log_error(
-                event_type,
-                cls._message(context, message),
-                cls._payload(context, payload),
-            )
-
-        except Exception:
-            pass

app/src/integrations/exchange/market_stream.py

@@ -1,77 +0,0 @@
-# app/src/integrations/exchange/market_stream.py
-
-from __future__ import annotations
-
-import asyncio
-from src.core.config import load_settings
-from src.integrations.exchange.service import ExchangeService
-from src.integrations.exchange.ws_client import ExchangeWebSocketClient
-from src.market_data.acquisition.adapters.dzengi.websocket import (
-    DzengiWebSocketQuoteAdapter,
-)
-from src.market_data.acquisition.exceptions import (
-    MarketDataAcquisitionError,
-)
-from src.storage.quote_store import (
-    QUOTE_RUNTIME_SOURCE_NAME,
-    get_quote_store,
-)
-from src.trading.journal.service import JournalService
-
-
-# запускает постоянный websocket-поток рынка и обновляет Quote Store
-async def start_market_stream() -> None:
-    settings = load_settings()
-    journal = JournalService()
-
-    if not settings.exchange_enabled:
-        return
-
-    while True:
-        try:
-            service = ExchangeService()
-            validation = service.validate_symbol(settings.default_symbol)
-
-            if not validation.is_valid:
-                await asyncio.sleep(10)
-                continue
-
-            symbol = validation.normalized_symbol
-            client = ExchangeWebSocketClient()
-            adapter = DzengiWebSocketQuoteAdapter()
-
-            journal.log_info(
-                "market_ws_started",
-                "WebSocket market stream запущен.",
-                {"symbol": symbol},
-            )
-
-            async for message in client.stream_depth(symbol):
-                try:
-                    quote = adapter.map_message(message)
-                except MarketDataAcquisitionError:
-                    continue
-
-                if quote.symbol.strip().upper() != symbol.strip().upper():
-                    continue
-
-                get_quote_store().set(
-                    QUOTE_RUNTIME_SOURCE_NAME,
-                    quote,
-                    runtime_key="default",
-                )
-
-        except asyncio.CancelledError:
-            raise
-
-        except Exception as exc:
-            try:
-                journal.log_warning(
-                    "market_ws_reconnect",
-                    f"WebSocket market stream будет переподключен: {exc}",
-                    {"raw_error": str(exc)},
-                )
-            except Exception:
-                pass
-
-            await asyncio.sleep(5)

app/src/integrations/exchange/mock_data.py

@@ -1,12 +1,8 @@
-# app/src/integrations/exchange/mock_data.py
-
 from __future__ import annotations
 
 from datetime import datetime, timezone
-from decimal import Decimal
 
-from src.integrations.exchange.models import BalanceSummary, ExchangeHealth
+from src.integrations.exchange.models import BalanceSummary, ExchangeHealth, TickerPrice
-from src.market_data.acquisition.models.quote import Quote
 
 
 def mock_exchange_health() -> ExchangeHealth:
@@ -17,23 +13,20 @@ def mock_exchange_health() -> ExchangeHealth:
     )
 
 
-def mock_quote(symbol: str) -> Quote:
+def mock_ticker_price(symbol: str) -> TickerPrice:
-    normalized_symbol = symbol.upper().strip()
+    symbol = symbol.upper().strip()
     fake_prices = {
-        "BTCUSDT": Decimal("68425.10"),
+        "BTCUSDT": 68425.10,
-        "ETHUSDT": Decimal("3521.44"),
+        "ETHUSDT": 3521.44,
-        "BNBUSDT": Decimal("612.33"),
+        "BNBUSDT": 612.33,
     }
-    price = fake_prices.get(normalized_symbol, Decimal("100.00"))
+    price = fake_prices.get(symbol, 100.00)
-
+    updated_at = datetime.now(timezone.utc).strftime("%Y-%m-%d %H:%M:%S UTC")
-    return Quote(
+    return TickerPrice(
-        symbol=normalized_symbol,
+        symbol=symbol,
-        last_price=price,
+        price=price,
-        bid_price=price,
-        ask_price=price,
-        exchange_timestamp=None,
-        received_at=datetime.now(timezone.utc),
         source="mock",
+        updated_at=updated_at,
     )
 
 

app/src/integrations/exchange/models.py

@@ -1,16 +1,8 @@
-# app/src/integrations/exchange/models.py
-
 from __future__ import annotations
 
 from dataclasses import dataclass
-from typing import TYPE_CHECKING
 
 
-if TYPE_CHECKING:
-    from src.market_data.acquisition.models.instrument import Instrument
-
-
-# Состояние публичного API биржи.
 @dataclass(slots=True)
 class ExchangeHealth:
     ok: bool
@@ -18,40 +10,14 @@ class ExchangeHealth:
     message: str
 
 
-# Состояние синхронизации времени сервера и биржи.
 @dataclass(slots=True)
-class TimeSyncStatus:
+class TickerPrice:
-    ok: bool
-    local_time: str
-    exchange_time: str | None
-    drift_seconds: float | None
-    hostname: str
-    local_ip: str | None
-    message: str
-
-
-
-
-# Snapshot цен для execution layer.
-@dataclass(slots=True)
-class ExecutionPriceSnapshot:
     symbol: str
-
+    price: float
-    last_price: float
-    bid_price: float
-    ask_price: float
-
-    updated_at: str
     source: str
-
+    updated_at: str
-    is_fresh: bool
-
-    age_seconds: float | None = None
-    freshness_status: str = "UNKNOWN"
-    spread_percent: float | None = None
 
 
-# Баланс актива аккаунта.
 @dataclass(slots=True)
 class BalanceSummary:
     currency: str
@@ -60,40 +26,28 @@ class BalanceSummary:
     source: str
 
 
-# Результат проверки торгового символа по каноническому справочнику Instrument.
+@dataclass(slots=True)
+class ExchangeSymbol:
+    symbol: str
+    name: str
+    status: str
+    base_asset: str
+    quote_asset: str
+    market_modes: list[str]
+    market_type: str
+    tick_size: float | None
+
+
 @dataclass(slots=True)
 class SymbolValidationResult:
     requested_symbol: str
     normalized_symbol: str
-
     is_valid: bool
     message: str
-
+    symbol_info: ExchangeSymbol | None
-    symbol_info: Instrument | None
 
 
-# Состояние приватного API аккаунта.
 @dataclass(slots=True)
 class PrivateAuthHealth:
     ok: bool
     message: str
-
-
-# Runtime-статус рынка инструмента.
-@dataclass(slots=True)
-class ExchangeMarketStatus:
-    symbol: str
-    is_open: bool
-    status: str
-    message: str
-
-
-# Информация о торговой комиссии для инструмента.
-@dataclass(slots=True)
-class TradingFee:
-    symbol: str
-    name: str
-    fee_percent: float | None = None
-    overnight_long_rate: float | None = None
-    overnight_short_rate: float | None = None
-    overnight_fee_timestamp: int | None = None

app/src/integrations/exchange/private_client.py

@@ -1,5 +1,3 @@
-# app/src/integrations/exchange/private_client.py
-
 from __future__ import annotations
 
 from src.core.config import load_settings
@@ -23,7 +21,7 @@ class ExchangePrivateClient:
         signed = self.auth.build_signed_params(params)
 
         return self.client.get_json(
-            "/api/v1/account",
+            "/api/v2/account",
             params=signed,
             headers=self.auth.build_headers(),
         )

app/src/integrations/exchange/rest_client.py

@@ -1,5 +1,3 @@
-# app/src/integrations/exchange/rest_client.py
-
 from __future__ import annotations
 
 import json
@@ -7,7 +5,7 @@ from urllib.error import HTTPError, URLError
 from urllib.parse import urlencode
 from urllib.request import Request, urlopen
 
-from src.core.config import Settings, load_settings
+from src.core.config import load_settings
 from src.integrations.exchange.exceptions import (
     ExchangeConnectionError,
     ExchangeResponseError,
@@ -15,74 +13,13 @@ from src.integrations.exchange.exceptions import (
 
 
 class ExchangeRestClient:
-    def __init__(
+    def __init__(self) -> None:
-        self,
+        self.settings = load_settings()
-        settings: Settings | None = None,
-    ) -> None:
-        self.settings = (
-            settings
-            if settings is not None
-            else load_settings()
-        )
         if not self.settings.exchange_base_url:
             raise ExchangeConnectionError("EXCHANGE_BASE_URL is empty.")
         self.base_url = self.settings.exchange_base_url.rstrip("/")
         self.timeout = self.settings.exchange_timeout_sec
 
-    def get_payload(
-        self,
-        path: str,
-        params: dict[str, str] | None = None,
-        headers: dict[str, str] | None = None,
-    ) -> object:
-        query = f"?{urlencode(params)}" if params else ""
-        url = f"{self.base_url}{path}{query}"
-
-        request_headers = {
-            "Accept": "application/json",
-            "User-Agent": "dzentra-bot/2.0.0",
-        }
-
-        if headers:
-            request_headers.update(headers)
-
-        request = Request(
-            url=url,
-            method="GET",
-            headers=request_headers,
-        )
-
-        try:
-            with urlopen(request, timeout=self.timeout) as response:
-                status = getattr(response, "status", 200)
-                body = response.read().decode("utf-8")
-        except HTTPError as exc:
-            error_body = ""
-            try:
-                error_body = exc.read().decode("utf-8")
-            except Exception:
-                pass
-
-            message = f"HTTP {exc.code} from exchange: {exc.reason}"
-            if error_body:
-                message += f" | body: {error_body}"
-
-            raise ExchangeResponseError(message) from exc
-        except URLError as exc:
-            raise ExchangeConnectionError(
-                f"Network error while calling exchange: {exc.reason}"
-            ) from exc
-        except TimeoutError as exc:
-            raise ExchangeConnectionError("Timeout while calling exchange.") from exc
-
-        if status != 200:
-            raise ExchangeResponseError(f"Unexpected HTTP status: {status}")
-
-        try:
-            return json.loads(body)
-        except json.JSONDecodeError as exc:
-            raise ExchangeResponseError("Exchange returned non-JSON response.") from exc
-        
     def get_json(
         self,
         path: str,

app/src/integrations/exchange/runtime_ui.py

@@ -1,296 +0,0 @@
-# app/src/integrations/exchange/runtime_ui.py
-
-from __future__ import annotations
-
-from src.core.numbers import safe_float
-from src.integrations.exchange.models import TimeSyncStatus
-from src.integrations.exchange.status import (
-    ExchangeRuntimeStatus,
-    ExchangeStatusCode,
-    build_exchange_error_status,
-)
-
-
-def format_drift_seconds(value: float | int | None) -> str:
-    number = safe_float(value)
-
-    if number is None:
-        return "—"
-
-    sign = "-" if number < 0 else "+"
-    total_seconds = abs(int(round(number)))
-
-    minutes = total_seconds // 60
-    seconds = total_seconds % 60
-
-    if minutes > 0:
-        return f"{sign} {minutes} мин. {seconds} сек."
-
-    return f"{sign} {seconds} сек."
-
-
-def build_time_sync_details(sync: TimeSyncStatus) -> str:
-    lines = [
-        "Проверь настройки времени на:",
-        f"Сервер: {sync.hostname}",
-    ]
-
-    if sync.local_ip:
-        lines.append(f"IP: {sync.local_ip}")
-
-    lines.append("")
-    lines.append(f"Время сервера: {sync.local_time}")
-
-    if sync.exchange_time:
-        lines.append(f"Время биржи: {sync.exchange_time}")
-
-    lines.append(f"Расхождение: {format_drift_seconds(sync.drift_seconds)}")
-
-    return "\n".join(lines)
-
-
-def get_time_sync_status_from_service() -> TimeSyncStatus:
-    from src.integrations.exchange.service import ExchangeService
-
-    return ExchangeService().get_time_sync_status()
-
-
-def build_time_sync_details_from_service() -> str:
-    return build_time_sync_details(get_time_sync_status_from_service())
-
-
-def build_exchange_error_ui_parts(
-    exc: Exception,
-) -> tuple[ExchangeRuntimeStatus, str, str]:
-    status = build_exchange_error_status(exc)
-
-    if status.code == ExchangeStatusCode.AUTH_ERROR:
-        return (
-            status,
-            "⛔️ Ошибка доступа к аккаунту",
-            "Проверь API-ключ, Secret Key, IP whitelist и права доступа.",
-        )
-
-    if status.code == ExchangeStatusCode.TIME_ERROR:
-        return (
-            status,
-            "⛔️ Ошибка времени биржи",
-            build_time_sync_details_from_service(),
-        )
-
-    if status.code == ExchangeStatusCode.EXCHANGE_UNAVAILABLE:
-        return status, "⛔️ Биржа недоступна", ""
-
-    return status, status.ui_line, status.message
-
-
-def build_runtime_exchange_status(exc: Exception) -> dict[str, object]:
-    status = build_exchange_error_status(exc)
-
-    if status.code == ExchangeStatusCode.TIME_ERROR:
-        sync = get_time_sync_status_from_service()
-
-        return {
-            "code": status.code.value,
-            "title": "Ошибка времени биржи",
-            "ui_line": "⛔️ Ошибка времени биржи",
-            "details": {
-                "hostname": sync.hostname,
-                "local_ip": sync.local_ip,
-                "local_time": sync.local_time,
-                "exchange_time": sync.exchange_time,
-                "drift_seconds": sync.drift_seconds,
-            },
-            "reason": status.reason,
-            "raw_error": status.raw_error,
-        }
-
-    _, title, details = build_exchange_error_ui_parts(exc)
-
-    return {
-        "code": status.code.value,
-        "title": title.replace("⛔️ ", "").strip(),
-        "ui_line": title,
-        "details": details,
-        "reason": status.reason,
-        "raw_error": status.raw_error,
-    }
-
-
-def build_runtime_exchange_alerts(
-    *,
-    symbol: str | None = None,
-    exc: Exception | None = None,
-    include_exchange_unavailable: bool = True,
-) -> list[dict[str, object]]:
-    from src.integrations.exchange.service import ExchangeService
-
-    alerts: list[dict[str, object]] = []
-    service = ExchangeService()
-
-    def add_alert(alert: dict[str, object] | None) -> None:
-        if not alert:
-            return
-
-        code = str(alert.get("code") or "")
-        reason = str(alert.get("reason") or "")
-
-        for existing in alerts:
-            if (
-                str(existing.get("code") or "") == code
-                and str(existing.get("reason") or "") == reason
-            ):
-                return
-
-        alerts.append(alert)
-
-    if exc is not None:
-        add_alert(build_runtime_exchange_status(exc))
-
-    try:
-        runtime_status = service.get_symbol_runtime_status(symbol)
-    except Exception as status_exc:
-        if include_exchange_unavailable:
-            add_alert(build_runtime_exchange_status(status_exc))
-    else:
-        if include_exchange_unavailable and not runtime_status.is_available:
-            add_alert(
-                build_runtime_exchange_status(
-                    Exception(runtime_status.raw_error or runtime_status.message)
-                )
-            )
-
-    try:
-        time_sync = service.get_time_sync_status()
-    except Exception as time_exc:
-        add_alert(build_runtime_exchange_status(time_exc))
-    else:
-        if not time_sync.ok:
-            add_alert(
-                {
-                    "code": ExchangeStatusCode.TIME_ERROR.value,
-                    "title": "Ошибка времени биржи",
-                    "ui_line": "⛔️ Ошибка времени биржи",
-                    "details": {
-                        "hostname": time_sync.hostname,
-                        "local_ip": time_sync.local_ip,
-                        "local_time": time_sync.local_time,
-                        "exchange_time": time_sync.exchange_time,
-                        "drift_seconds": time_sync.drift_seconds,
-                    },
-                    "reason": "time_error",
-                    "raw_error": time_sync.message,
-                }
-            )
-
-    try:
-        private_auth_health = service.get_private_auth_health()
-    except Exception as auth_exc:
-        add_alert(build_runtime_exchange_status(auth_exc))
-    else:
-        if not private_auth_health.ok:
-            add_alert(
-                build_runtime_exchange_status(
-                    Exception(private_auth_health.message)
-                )
-            )
-
-    priority = {
-        ExchangeStatusCode.EXCHANGE_UNAVAILABLE.value: 10,
-        ExchangeStatusCode.TIME_ERROR.value: 20,
-        ExchangeStatusCode.AUTH_ERROR.value: 30,
-    }
-
-    alerts.sort(
-        key=lambda alert: priority.get(
-            str(alert.get("code") or ""),
-            999,
-        )
-    )
-
-    return alerts
-
-
-def format_runtime_exchange_alert(alert: dict[str, object]) -> str:
-    title = str(
-        alert.get("ui_line")
-        or alert.get("title")
-        or "⛔️ Ошибка биржи"
-    ).strip()
-
-    details = alert.get("details")
-    code = str(alert.get("code") or "")
-
-    lines = [title]
-
-    if isinstance(details, dict):
-        lines.append("Проверь настройки времени на:")
-
-        hostname = details.get("hostname")
-        local_ip = details.get("local_ip")
-        local_time = details.get("local_time")
-        exchange_time = details.get("exchange_time")
-        drift_seconds = details.get("drift_seconds")
-
-        if hostname:
-            lines.append(f"• Сервер: {hostname}")
-
-        if local_ip:
-            lines.append(f"• IP: {local_ip}")
-
-        if local_time:
-            lines.append(f"• Время сервера: {local_time}")
-
-        if exchange_time:
-            lines.append(f"• Время биржи: {exchange_time}")
-
-        lines.append(f"• Расхождение: {format_drift_seconds(drift_seconds)}")
-
-        return "\n".join(lines).strip()
-
-    if code == ExchangeStatusCode.AUTH_ERROR.value:
-        lines.extend([
-            "Проверь:",
-            "• API-ключ, Secret Key",
-            "• IP whitelist и права доступа",
-        ])
-        return "\n".join(lines).strip()
-
-    details_text = str(details or "").strip()
-
-    if details_text:
-        lines.append(details_text)
-
-    return "\n".join(lines).strip()
-
-
-def format_runtime_exchange_alerts(alerts: list[dict[str, object]]) -> str:
-    return "\n\n".join(
-        block
-        for block in (
-            format_runtime_exchange_alert(alert)
-            for alert in alerts
-        )
-        if block.strip()
-    ).strip()
-
-
-def build_runtime_exchange_alert_lines(
-    *,
-    symbol: str | None = None,
-    include_exchange_unavailable: bool = True,
-) -> list[str]:
-    alerts = build_runtime_exchange_alerts(
-        symbol=symbol,
-        include_exchange_unavailable=include_exchange_unavailable,
-    )
-
-    lines: list[str] = []
-
-    for alert in alerts:
-        line = str(alert.get("ui_line") or alert.get("title") or "").strip()
-
-        if line and line not in lines:
-            lines.append(line)
-
-    return lines

app/src/integrations/exchange/status.py

@@ -1,313 +0,0 @@
-# app/src/integrations/exchange/status.py
-
-from __future__ import annotations
-
-from dataclasses import dataclass
-from enum import StrEnum
-
-from src.integrations.exchange.exceptions import (
-    ExchangeConnectionError,
-    ExchangeResponseError,
-)
-from src.market_data.acquisition.models.status import (
-    InstrumentTradingState,
-    classify_instrument_status,
-)
-
-
-class ExchangeStatusCode(StrEnum):
-    OPEN = "OPEN"
-    BREAK = "BREAK"
-    EXCHANGE_UNAVAILABLE = "EXCHANGE_UNAVAILABLE"
-    AUTH_ERROR = "AUTH_ERROR"
-    TIME_ERROR = "TIME_ERROR"
-    INVALID_SYMBOL = "INVALID_SYMBOL"
-    UNKNOWN = "UNKNOWN"
-
-
-@dataclass(slots=True)
-class ExchangeRuntimeStatus:
-    code: ExchangeStatusCode
-    is_open: bool
-    is_available: bool
-    is_auth_ok: bool
-    title: str
-    message: str
-    ui_line: str
-    reason: str
-    symbol: str | None = None
-    raw_status: str | None = None
-    raw_error: str | None = None
-
-    # Вернуть статус в dict для старого UI-кода на время миграции.
-    def as_dict(self) -> dict[str, object]:
-        return {
-            "code": self.code.value,
-            "status": self.code.value,
-            "symbol": self.symbol,
-            "is_open": self.is_open,
-            "is_available": self.is_available,
-            "is_auth_ok": self.is_auth_ok,
-            "title": self.title,
-            "message": self.message,
-            "ui_line": self.ui_line,
-            "reason": self.reason,
-            "raw_status": self.raw_status,
-            "raw_error": self.raw_error,
-        }
-
-
-def build_market_stale_status(
-    *,
-    symbol: str,
-    age_seconds: float | None,
-    updated_at: str | None = None,
-) -> ExchangeRuntimeStatus:
-    age_text = "неизвестно" if age_seconds is None else f"{age_seconds:.0f}с"
-    updated_text = f" Последнее обновление: {updated_at}." if updated_at else ""
-
-    return ExchangeRuntimeStatus(
-        code=ExchangeStatusCode.BREAK,
-        is_open=False,
-        is_available=True,
-        is_auth_ok=True,
-        title="Рынок закрыт",
-        message=(
-            f"Котировки по инструменту не обновляются. "
-            f"Возраст данных: {age_text}.{updated_text}"
-        ),
-        ui_line="⏸️ Рынок закрыт",
-        reason="market_data_stale",
-        raw_status="STALE_MARKET_DATA",
-        symbol=symbol,
-    )
-
-
-# Собрать статус mock-режима.
-def build_mock_exchange_status(*, symbol: str) -> ExchangeRuntimeStatus:
-    return ExchangeRuntimeStatus(
-        code=ExchangeStatusCode.OPEN,
-        is_open=True,
-        is_available=True,
-        is_auth_ok=True,
-        title="Mock exchange",
-        message="Mock market is open.",
-        ui_line="🟢 Mock биржа",
-        reason="mock_exchange",
-        symbol=symbol,
-        raw_status="OPEN",
-    )
-
-
-# Собрать статус ошибки авторизации аккаунта.
-def build_account_auth_status(exc: Exception) -> ExchangeRuntimeStatus:
-    return build_exchange_error_status(exc)
-
-
-# Собрать legacy runtime-статус по канонической классификации инструмента.
-def build_market_status_from_symbol_status(
-    *,
-    raw_status: str | None,
-    symbol: str,
-) -> ExchangeRuntimeStatus:
-    classification = classify_instrument_status(raw_status)
-    normalized_status = classification.normalized_status
-
-    if classification.state == InstrumentTradingState.OPEN:
-        return ExchangeRuntimeStatus(
-            code=ExchangeStatusCode.OPEN,
-            is_open=True,
-            is_available=True,
-            is_auth_ok=True,
-            title="Биржа доступна",
-            message="Рынок открыт.",
-            ui_line="🟢 Биржа доступна",
-            reason="market_open",
-            raw_status=normalized_status,
-            symbol=symbol,
-        )
-
-    if classification.state == InstrumentTradingState.NOT_TRADABLE:
-        return ExchangeRuntimeStatus(
-            code=ExchangeStatusCode.BREAK,
-            is_open=False,
-            is_available=True,
-            is_auth_ok=True,
-            title="Рынок недоступен",
-            message=f"Этот рынок недоступен для торговли: {symbol}.",
-            ui_line="⛔️ Рынок недоступен для торговли",
-            reason="market_not_tradable",
-            raw_status=normalized_status,
-            symbol=symbol,
-        )
-
-    if classification.state == InstrumentTradingState.BREAK:
-        return ExchangeRuntimeStatus(
-            code=ExchangeStatusCode.BREAK,
-            is_open=False,
-            is_available=True,
-            is_auth_ok=True,
-            title="Перерыв в торгах",
-            message=f"Торги по {symbol} временно остановлены.",
-            ui_line="⏸️ Перерыв в торгах",
-            reason="market_break",
-            raw_status=normalized_status,
-            symbol=symbol,
-        )
-
-    return ExchangeRuntimeStatus(
-        code=ExchangeStatusCode.UNKNOWN,
-        is_open=False,
-        is_available=True,
-        is_auth_ok=True,
-        title="Статус торгов неизвестен",
-        message=(
-            f"Биржа вернула неизвестный статус инструмента"
-            f"{f': {normalized_status}' if normalized_status else ''}."
-        ),
-        ui_line="⚠️ Статус торгов неизвестен",
-        reason="market_status_unknown",
-        raw_status=normalized_status,
-        symbol=symbol,
-    )
-
-
-# Собрать единый статус для неверного торгового инструмента.
-def build_invalid_symbol_status(
-    *,
-    symbol: str,
-    message: str,
-) -> ExchangeRuntimeStatus:
-    return ExchangeRuntimeStatus(
-        code=ExchangeStatusCode.INVALID_SYMBOL,
-        is_open=False,
-        is_available=True,
-        is_auth_ok=True,
-        title="Инструмент недоступен",
-        message=message or f"Инструмент {symbol} недоступен.",
-        ui_line="⛔️ Инструмент недоступен",
-        reason="invalid_symbol",
-        raw_status="INVALID_SYMBOL",
-        symbol=symbol,
-    )
-
-
-# Собрать единый статус по ошибке exchange/API.
-def build_exchange_error_status(exc: Exception) -> ExchangeRuntimeStatus:
-    error_type = classify_exchange_error(exc)
-    raw_error = str(exc)
-
-    if error_type == "auth":
-        return ExchangeRuntimeStatus(
-            code=ExchangeStatusCode.AUTH_ERROR,
-            is_open=False,
-            is_available=True,
-            is_auth_ok=False,
-            title="Ошибка доступа к аккаунту",
-            message="Ошибка доступа к аккаунту.",
-            ui_line="⛔️ Ошибка доступа к аккаунту",
-            reason="auth_error",
-            raw_status="AUTH_ERROR",
-            raw_error=raw_error,
-        )
-
-    if error_type == "time":
-        return ExchangeRuntimeStatus(
-            code=ExchangeStatusCode.TIME_ERROR,
-            is_open=False,
-            is_available=False,
-            is_auth_ok=True,
-            title="Ошибка времени",
-            message="Проверь синхронизацию времени.",
-            ui_line="⛔️ Ошибка времени биржи",
-            reason="time_error",
-            raw_status="TIME_ERROR",
-            raw_error=raw_error,
-        )
-
-    return ExchangeRuntimeStatus(
-        code=ExchangeStatusCode.EXCHANGE_UNAVAILABLE,
-        is_open=False,
-        is_available=False,
-        is_auth_ok=True,
-        title="Биржа недоступна",
-        message="Не удалось получить данные с биржи.",
-        ui_line="⛔️ Биржа недоступна",
-        reason="exchange_unavailable",
-        raw_status="EXCHANGE_UNAVAILABLE",
-        raw_error=raw_error,
-    )
-
-
-# Классифицировать ошибку биржи для единого UI и логов.
-def classify_exchange_error(exc: Exception) -> str:
-    text = str(exc).lower()
-
-    if any(
-        marker in text
-        for marker in [
-            "invalid api key",
-            "invalid api-key",
-            "api key",
-            "api-key",
-            "signature",
-            "unauthorized",
-            "forbidden",
-            "permissions",
-            "expired",
-        ]
-    ):
-        return "auth"
-
-    if any(
-        marker in text
-        for marker in [
-            "-1021",
-            "server time",
-            "doesn't match server time",
-            "рассинхрон",
-        ]
-    ):
-        return "time"
-
-    if isinstance(exc, ExchangeConnectionError):
-        return "network"
-
-    if isinstance(exc, ExchangeResponseError):
-        if "404" in text:
-            return "network"
-
-    if any(
-        marker in text
-        for marker in [
-            "404",
-            "timeout",
-            "timed out",
-            "connection error",
-            "network error",
-            "name or service not known",
-            "nodename nor servname",
-            "temporary failure",
-        ]
-    ):
-        return "network"
-
-    return "generic"
-
-
-# Проверить, относится ли reason к unified exchange status layer.
-def is_exchange_status_reason(reason: str | None) -> bool:
-    if not reason:
-        return False
-
-    normalized = str(reason).strip().upper()
-
-    return normalized in {
-        ExchangeStatusCode.OPEN.value,
-        ExchangeStatusCode.BREAK.value,
-        ExchangeStatusCode.EXCHANGE_UNAVAILABLE.value,
-        ExchangeStatusCode.AUTH_ERROR.value,
-        ExchangeStatusCode.TIME_ERROR.value,
-        ExchangeStatusCode.INVALID_SYMBOL.value,
-        ExchangeStatusCode.UNKNOWN.value,
-    }

app/src/integrations/exchange/symbol_utils.py

@@ -1,14 +1,23 @@
-# app/src/integrations/exchange/symbol_utils.py
-
 from __future__ import annotations
 
-from src.market_data.acquisition.symbols import (
+
-    normalize_symbol,
+def normalize_symbol(raw_symbol: str) -> str:
-    symbol_candidates,
+    return (raw_symbol or "").strip().upper()
-)
 
 
-__all__ = [
+def symbol_candidates(raw_symbol: str) -> list[str]:
-    "normalize_symbol",
+    value = normalize_symbol(raw_symbol)
-    "symbol_candidates",
+    if not value:
-]
+        return []
+
+    candidates = [value]
+
+    compact = value.replace("%2F", "/")
+    if compact not in candidates:
+        candidates.append(compact)
+
+    no_spaces = compact.replace(" ", "")
+    if no_spaces not in candidates:
+        candidates.append(no_spaces)
+
+    return candidates

app/src/integrations/exchange/ws_client.py

@@ -1,148 +0,0 @@
-# app/src/integrations/exchange/ws_client.py
-
-from __future__ import annotations
-
-import asyncio
-import json
-from typing import AsyncIterator, cast
-from uuid import uuid4
-
-import websockets
-from websockets.typing import Subprotocol
-
-from src.core.config import load_settings
-from src.core.numbers import safe_float
-from src.core.types import JsonDict, JsonList, NumericLike
-
-
-class ExchangeWebSocketClient:
-    def __init__(self) -> None:
-        self.settings = load_settings()
-        self.base_url = self._build_ws_base_url()
-
-    # собрать корректный websocket URL из настроек
-    def _build_ws_base_url(self) -> str:
-        raw_url = self.settings.exchange_ws_url or self.settings.exchange_base_url
-
-        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)
-
-        raw_url = raw_url.rstrip("/")
-
-        if raw_url.endswith("/connect"):
-            return raw_url
-
-        return f"{raw_url}/connect"
-
-    # безопасно нормализовать паузу между websocket-запросами
-    def _interval_seconds(self, value: NumericLike | None) -> float:
-        interval = safe_float(value)
-
-        if interval is None or interval <= 0:
-            return 1.0
-
-        return interval
-
-    # собрать headers для подключения к websocket
-    def _headers(self) -> dict[str, str]:
-        headers = {
-            "Origin": self.settings.exchange_base_url.rstrip("/"),
-            "Content-Type": "application/json",
-        }
-
-        if self.settings.exchange_api_key:
-            headers["X-MBX-APIKEY"] = self.settings.exchange_api_key
-
-        return headers
-
-    # собрать payload запроса стакана
-    def _depth_request(self, symbol: str) -> JsonDict:
-        return {
-            "correlationId": str(uuid4()),
-            "destination": "/api/v1/depth",
-            "payload": {
-                "limit": 5,
-                "symbol": symbol,
-            },
-        }
-
-    # безопасно разобрать JSON от websocket
-    def _loads_json(self, raw_message: str | bytes) -> JsonDict | JsonList | None:
-        try:
-            payload = json.loads(raw_message)
-        except json.JSONDecodeError:
-            return None
-
-        if isinstance(payload, dict):
-            return cast(JsonDict, payload)
-
-        if isinstance(payload, list):
-            return cast(JsonList, payload)
-
-        return None
-
-    # поток данных стакана по websocket
-    async def stream_depth(
-        self,
-        symbol: str,
-        *,
-        interval_seconds: NumericLike = 1.0,
-    ) -> AsyncIterator[JsonDict]:
-        interval = self._interval_seconds(interval_seconds)
-        headers = self._headers()
-        timeout_count = 0
-        max_timeouts = 3
-
-        async with websockets.connect(
-            self.base_url,
-            extra_headers=headers,
-            subprotocols=[Subprotocol("json")],
-            ping_interval=20,
-            open_timeout=self.settings.exchange_timeout_sec,
-        ) as websocket:
-            last_ping_at = 0.0
-
-            while True:
-                now = asyncio.get_running_loop().time()
-
-                if now - last_ping_at >= 5.0:
-                    pong = await websocket.ping()
-                    await asyncio.wait_for(
-                        pong,
-                        timeout=self.settings.exchange_timeout_sec,
-                    )
-                    last_ping_at = now
-
-                request = self._depth_request(symbol)
-                await websocket.send(json.dumps(request))
-
-                try:
-                    raw_message = await asyncio.wait_for(
-                        websocket.recv(),
-                        timeout=self.settings.exchange_timeout_sec,
-                    )
-                except asyncio.TimeoutError as exc:
-                    timeout_count += 1
-
-                    if timeout_count >= max_timeouts:
-                        raise RuntimeError(
-                            "WebSocket depth stream timed out repeatedly."
-                        ) from exc
-
-                    await asyncio.sleep(interval)
-                    continue
-
-                timeout_count = 0
-
-                if not isinstance(raw_message, (str, bytes)):
-                    await asyncio.sleep(interval)
-                    continue
-
-                payload = self._loads_json(raw_message)
-
-                if isinstance(payload, dict):
-                    yield payload
-
-                await asyncio.sleep(interval)

app/src/main.py

@@ -1,14 +1,11 @@
-# app/src/main.py
-
 import asyncio
 
-from src.bootstrap.application import run_application
 from src.bootstrap.app_factory import create_app
 
 
 async def main() -> None:
-    application = create_app()
+    bot, dispatcher = create_app()
-    await run_application(application)
+    await dispatcher.start_polling(bot)
 
 
 if __name__ == "__main__":

app/src/market_data/__init__.py

@@ -1 +0,0 @@
-# app/src/market_data/__init__.py

app/src/market_data/access/__init__.py

@@ -1,86 +0,0 @@
-from src.market_data.access.contracts import (
-    CandleRevisionHistoryReaderProtocol,
-    MarketDataHistoricalAccessProtocol,
-    QuoteHistoryReaderProtocol,
-    TradeHistoryReaderProtocol,
-)
-from src.market_data.access.exceptions import (
-    MarketDataAccessError,
-    MarketDataAccessIntegrityError,
-    MarketDataAccessOperationError,
-    MarketDataAccessValidationError,
-    MarketDataCursorError,
-)
-from src.market_data.access.market_data_historical_access import (
-    MarketDataHistoricalAccess,
-)
-from src.market_data.access.models import (
-    HISTORY_CURSOR_VERSION,
-    HISTORY_PAGE_LIMIT_DEFAULT,
-    HISTORY_PAGE_LIMIT_MAX,
-    CandleRevisionHistoryCursor,
-    CandleRevisionHistoryPage,
-    CandleRevisionHistoryQuery,
-    CandleRevisionHistoryRecord,
-    HistoricalTimeRange,
-    HistoryPage,
-    HistoryQuery,
-    HistoryRecord,
-    QuoteHistoryCursor,
-    QuoteHistoryPage,
-    QuoteHistoryQuery,
-    QuoteHistoryRecord,
-    TradeHistoryCursor,
-    TradeHistoryPage,
-    TradeHistoryQuery,
-    TradeHistoryRecord,
-)
-from src.market_data.access.postgres_candle_revision_history_repository import (
-    PostgresCandleRevisionHistoryRepository,
-)
-from src.market_data.access.postgres_history_support import (
-    PostgresHistoryConnectionProvider,
-)
-from src.market_data.access.postgres_quote_history_repository import (
-    PostgresQuoteHistoryRepository,
-)
-from src.market_data.access.postgres_trade_history_repository import (
-    PostgresTradeHistoryRepository,
-)
-
-
-__all__ = (
-    "HISTORY_CURSOR_VERSION",
-    "HISTORY_PAGE_LIMIT_DEFAULT",
-    "HISTORY_PAGE_LIMIT_MAX",
-    "CandleRevisionHistoryCursor",
-    "CandleRevisionHistoryPage",
-    "CandleRevisionHistoryQuery",
-    "CandleRevisionHistoryReaderProtocol",
-    "CandleRevisionHistoryRecord",
-    "HistoricalTimeRange",
-    "HistoryPage",
-    "HistoryQuery",
-    "HistoryRecord",
-    "MarketDataAccessError",
-    "MarketDataAccessIntegrityError",
-    "MarketDataAccessOperationError",
-    "MarketDataAccessValidationError",
-    "MarketDataCursorError",
-    "MarketDataHistoricalAccess",
-    "MarketDataHistoricalAccessProtocol",
-    "PostgresCandleRevisionHistoryRepository",
-    "PostgresHistoryConnectionProvider",
-    "PostgresQuoteHistoryRepository",
-    "PostgresTradeHistoryRepository",
-    "QuoteHistoryCursor",
-    "QuoteHistoryPage",
-    "QuoteHistoryQuery",
-    "QuoteHistoryReaderProtocol",
-    "QuoteHistoryRecord",
-    "TradeHistoryCursor",
-    "TradeHistoryPage",
-    "TradeHistoryQuery",
-    "TradeHistoryReaderProtocol",
-    "TradeHistoryRecord",
-)

app/src/market_data/access/contracts.py

@@ -1,55 +0,0 @@
-from __future__ import annotations
-
-from typing import Protocol, runtime_checkable
-
-from src.market_data.access.models import (
-    CandleRevisionHistoryPage,
-    CandleRevisionHistoryQuery,
-    QuoteHistoryPage,
-    QuoteHistoryQuery,
-    TradeHistoryPage,
-    TradeHistoryQuery,
-)
-
-
-@runtime_checkable
-class TradeHistoryReaderProtocol(Protocol):
-    """Граница чтения одной страницы Canonical Trade History."""
-
-    def query_trades(
-        self,
-        query: TradeHistoryQuery,
-    ) -> TradeHistoryPage:
-        ...
-
-
-@runtime_checkable
-class QuoteHistoryReaderProtocol(Protocol):
-    """Граница чтения одной страницы Canonical Quote History."""
-
-    def query_quotes(
-        self,
-        query: QuoteHistoryQuery,
-    ) -> QuoteHistoryPage:
-        ...
-
-
-@runtime_checkable
-class CandleRevisionHistoryReaderProtocol(Protocol):
-    """Граница чтения одной страницы Canonical Candle revisions."""
-
-    def query_candle_revisions(
-        self,
-        query: CandleRevisionHistoryQuery,
-    ) -> CandleRevisionHistoryPage:
-        ...
-
-
-@runtime_checkable
-class MarketDataHistoricalAccessProtocol(
-    TradeHistoryReaderProtocol,
-    QuoteHistoryReaderProtocol,
-    CandleRevisionHistoryReaderProtocol,
-    Protocol,
-):
-    """Объединённая DB-neutral граница Historical Access."""

app/src/market_data/access/exceptions.py

@@ -1,21 +0,0 @@
-from __future__ import annotations
-
-
-class MarketDataAccessError(Exception):
-    """Базовая ошибка доступа к историческим рыночным данным."""
-
-
-class MarketDataAccessValidationError(MarketDataAccessError):
-    """Недопустимый запрос или значение на публичной границе чтения."""
-
-
-class MarketDataCursorError(MarketDataAccessValidationError):
-    """Курсор повреждён либо принадлежит другому запросу."""
-
-
-class MarketDataAccessIntegrityError(MarketDataAccessError):
-    """Сохранённая строка не соответствует Canonical-контракту."""
-
-
-class MarketDataAccessOperationError(MarketDataAccessError):
-    """Ошибка backend-операции Historical Access."""

app/src/market_data/access/market_data_historical_access.py

@@ -1,76 +0,0 @@
-from __future__ import annotations
-
-from src.market_data.access.contracts import (
-    CandleRevisionHistoryReaderProtocol,
-    QuoteHistoryReaderProtocol,
-    TradeHistoryReaderProtocol,
-)
-from src.market_data.access.models import (
-    CandleRevisionHistoryPage,
-    CandleRevisionHistoryQuery,
-    QuoteHistoryPage,
-    QuoteHistoryQuery,
-    TradeHistoryPage,
-    TradeHistoryQuery,
-)
-
-
-class MarketDataHistoricalAccess:
-    """Независимый от базы данных фасад трёх модулей чтения истории."""
-
-    __slots__ = (
-        "_trade_reader",
-        "_quote_reader",
-        "_candle_revision_reader",
-    )
-
-    def __init__(
-        self,
-        *,
-        trade_reader: TradeHistoryReaderProtocol,
-        quote_reader: QuoteHistoryReaderProtocol,
-        candle_revision_reader: CandleRevisionHistoryReaderProtocol,
-    ) -> None:
-        if not isinstance(trade_reader, TradeHistoryReaderProtocol):
-            raise TypeError(
-                "trade_reader must implement TradeHistoryReaderProtocol"
-            )
-
-        if not isinstance(quote_reader, QuoteHistoryReaderProtocol):
-            raise TypeError(
-                "quote_reader must implement QuoteHistoryReaderProtocol"
-            )
-
-        if not isinstance(
-            candle_revision_reader,
-            CandleRevisionHistoryReaderProtocol,
-        ):
-            raise TypeError(
-                "candle_revision_reader must implement "
-                "CandleRevisionHistoryReaderProtocol"
-            )
-
-        self._trade_reader = trade_reader
-        self._quote_reader = quote_reader
-        self._candle_revision_reader = candle_revision_reader
-
-    def query_trades(
-        self,
-        query: TradeHistoryQuery,
-    ) -> TradeHistoryPage:
-        """Передать запрос истории сделок соответствующему модулю."""
-        return self._trade_reader.query_trades(query)
-
-    def query_quotes(
-        self,
-        query: QuoteHistoryQuery,
-    ) -> QuoteHistoryPage:
-        """Передать запрос истории котировок соответствующему модулю."""
-        return self._quote_reader.query_quotes(query)
-
-    def query_candle_revisions(
-        self,
-        query: CandleRevisionHistoryQuery,
-    ) -> CandleRevisionHistoryPage:
-        """Передать запрос истории свечей соответствующему модулю."""
-        return self._candle_revision_reader.query_candle_revisions(query)

app/src/market_data/access/models.py

@@ -1,901 +0,0 @@
-from __future__ import annotations
-
-from dataclasses import dataclass
-from datetime import datetime, timezone
-from typing import Any, Callable
-
-from src.market_data.acquisition.models.candle import Candle
-from src.market_data.acquisition.models.quote import Quote
-from src.market_data.acquisition.models.trade import Trade
-from src.market_data.acquisition.symbols import normalize_symbol
-
-
-HISTORY_CURSOR_VERSION = 1
-HISTORY_PAGE_LIMIT_DEFAULT = 500
-HISTORY_PAGE_LIMIT_MAX = 1_000
-
-
-def _normalize_non_empty_text(
-    value: object,
-    *,
-    field_name: str,
-    uppercase: bool = False,
-) -> str:
-    if not isinstance(value, str):
-        raise TypeError(f"{field_name} must be a string")
-
-    normalized = value.strip()
-
-    if not normalized:
-        raise ValueError(f"{field_name} must not be empty")
-
-    return normalized.upper() if uppercase else normalized
-
-
-def _normalize_symbol(value: object, *, field_name: str) -> str:
-    raw_symbol = _normalize_non_empty_text(
-        value,
-        field_name=field_name,
-    )
-    normalized = normalize_symbol(raw_symbol)
-
-    if not normalized:
-        raise ValueError(f"{field_name} must not be empty")
-
-    return normalized
-
-
-def _normalize_utc_datetime(
-    value: object,
-    *,
-    field_name: str,
-) -> datetime:
-    if not isinstance(value, datetime):
-        raise TypeError(f"{field_name} must be a datetime")
-
-    if value.tzinfo is None or value.utcoffset() is None:
-        raise ValueError(f"{field_name} must contain timezone")
-
-    return value.astimezone(timezone.utc)
-
-
-def _normalize_positive_integer(
-    value: object,
-    *,
-    field_name: str,
-    maximum: int | None = None,
-) -> int:
-    if isinstance(value, bool) or not isinstance(value, int):
-        raise TypeError(f"{field_name} must be an integer")
-
-    if value <= 0:
-        raise ValueError(f"{field_name} must be positive")
-
-    if maximum is not None and value > maximum:
-        raise ValueError(
-            f"{field_name} must not exceed {maximum}"
-        )
-
-    return value
-
-
-def _normalize_observation_sources(
-    value: object,
-    *,
-    primary_source: object,
-) -> tuple[str, ...]:
-    if not isinstance(value, tuple):
-        raise TypeError("observation_sources must be a tuple")
-
-    if not value:
-        raise ValueError("observation_sources must not be empty")
-
-    normalized = tuple(
-        _normalize_non_empty_text(
-            source,
-            field_name="observation_sources item",
-        )
-        for source in value
-    )
-
-    if len(set(normalized)) != len(normalized):
-        raise ValueError("observation_sources must be unique")
-
-    normalized_primary = _normalize_non_empty_text(
-        primary_source,
-        field_name="payload.source",
-    )
-
-    if normalized[0] != normalized_primary:
-        raise ValueError(
-            "first observation source must match payload.source"
-        )
-
-    return normalized
-
-
-def _validate_canonical_symbol_and_source(
-    *,
-    symbol: object,
-    source: object,
-) -> None:
-    normalized_symbol = _normalize_symbol(
-        symbol,
-        field_name="payload.symbol",
-    )
-
-    if normalized_symbol != symbol:
-        raise ValueError("payload.symbol must be canonical")
-
-    normalized_source = _normalize_non_empty_text(
-        source,
-        field_name="payload.source",
-    )
-
-    if normalized_source != source:
-        raise ValueError("payload.source must be canonical")
-
-
-@dataclass(frozen=True, slots=True)
-class HistoricalTimeRange:
-    """Полуоткрытый UTC-диапазон исторического запроса ``[start, end)``."""
-
-    start_time: datetime
-    end_time: datetime
-
-    def __post_init__(self) -> None:
-        normalized_start = _normalize_utc_datetime(
-            self.start_time,
-            field_name="start_time",
-        )
-        normalized_end = _normalize_utc_datetime(
-            self.end_time,
-            field_name="end_time",
-        )
-
-        if normalized_start >= normalized_end:
-            raise ValueError("start_time must be earlier than end_time")
-
-        object.__setattr__(self, "start_time", normalized_start)
-        object.__setattr__(self, "end_time", normalized_end)
-
-    def contains(self, instant: datetime) -> bool:
-        """Проверить принадлежность времени полуоткрытому диапазону."""
-        normalized = _normalize_utc_datetime(
-            instant,
-            field_name="instant",
-        )
-        return self.start_time <= normalized < self.end_time
-
-
-@dataclass(frozen=True, slots=True)
-class TradeHistoryRecord:
-    """Canonical Trade и неизменяемые технические данные его хранения."""
-
-    venue: str
-    trade: Trade
-    first_observed_at: datetime
-    last_observed_at: datetime
-    observation_sources: tuple[str, ...]
-    replay_sequence: int
-    canonical_schema_version: int = 1
-
-    def __post_init__(self) -> None:
-        normalized_venue = _normalize_non_empty_text(
-            self.venue,
-            field_name="venue",
-        )
-
-        if type(self.trade) is not Trade:
-            raise TypeError("trade must be a Canonical Trade")
-
-        _validate_canonical_symbol_and_source(
-            symbol=self.trade.symbol,
-            source=self.trade.source,
-        )
-        _normalize_utc_datetime(
-            self.trade.executed_at,
-            field_name="trade.executed_at",
-        )
-        normalized_first = _normalize_utc_datetime(
-            self.first_observed_at,
-            field_name="first_observed_at",
-        )
-        normalized_last = _normalize_utc_datetime(
-            self.last_observed_at,
-            field_name="last_observed_at",
-        )
-
-        if normalized_last < normalized_first:
-            raise ValueError(
-                "last_observed_at must not precede first_observed_at"
-            )
-
-        normalized_sources = _normalize_observation_sources(
-            self.observation_sources,
-            primary_source=self.trade.source,
-        )
-        normalized_sequence = _normalize_positive_integer(
-            self.replay_sequence,
-            field_name="replay_sequence",
-        )
-        normalized_version = _normalize_positive_integer(
-            self.canonical_schema_version,
-            field_name="canonical_schema_version",
-        )
-
-        object.__setattr__(self, "venue", normalized_venue)
-        object.__setattr__(
-            self,
-            "first_observed_at",
-            normalized_first,
-        )
-        object.__setattr__(
-            self,
-            "last_observed_at",
-            normalized_last,
-        )
-        object.__setattr__(
-            self,
-            "observation_sources",
-            normalized_sources,
-        )
-        object.__setattr__(
-            self,
-            "replay_sequence",
-            normalized_sequence,
-        )
-        object.__setattr__(
-            self,
-            "canonical_schema_version",
-            normalized_version,
-        )
-
-    @property
-    def symbol(self) -> str:
-        return self.trade.symbol
-
-    @property
-    def event_time(self) -> datetime:
-        return self.trade.executed_at.astimezone(timezone.utc)
-
-    @property
-    def order_key(self) -> tuple[datetime, int]:
-        return (self.event_time, self.replay_sequence)
-
-
-@dataclass(frozen=True, slots=True)
-class QuoteHistoryRecord:
-    """Canonical Quote и неизменяемые технические данные его хранения."""
-
-    venue: str
-    quote: Quote
-    observation_sources: tuple[str, ...]
-    replay_sequence: int
-    canonical_schema_version: int = 1
-
-    def __post_init__(self) -> None:
-        normalized_venue = _normalize_non_empty_text(
-            self.venue,
-            field_name="venue",
-        )
-
-        if type(self.quote) is not Quote:
-            raise TypeError("quote must be a Canonical Quote")
-
-        _validate_canonical_symbol_and_source(
-            symbol=self.quote.symbol,
-            source=self.quote.source,
-        )
-        _normalize_utc_datetime(
-            self.quote.received_at,
-            field_name="quote.received_at",
-        )
-
-        if self.quote.exchange_timestamp is not None:
-            _normalize_utc_datetime(
-                self.quote.exchange_timestamp,
-                field_name="quote.exchange_timestamp",
-            )
-
-        normalized_sources = _normalize_observation_sources(
-            self.observation_sources,
-            primary_source=self.quote.source,
-        )
-        normalized_sequence = _normalize_positive_integer(
-            self.replay_sequence,
-            field_name="replay_sequence",
-        )
-        normalized_version = _normalize_positive_integer(
-            self.canonical_schema_version,
-            field_name="canonical_schema_version",
-        )
-
-        object.__setattr__(self, "venue", normalized_venue)
-        object.__setattr__(
-            self,
-            "observation_sources",
-            normalized_sources,
-        )
-        object.__setattr__(
-            self,
-            "replay_sequence",
-            normalized_sequence,
-        )
-        object.__setattr__(
-            self,
-            "canonical_schema_version",
-            normalized_version,
-        )
-
-    @property
-    def symbol(self) -> str:
-        return self.quote.symbol
-
-    @property
-    def event_time(self) -> datetime:
-        return self.quote.received_at.astimezone(timezone.utc)
-
-    @property
-    def order_key(self) -> tuple[datetime, int]:
-        return (self.event_time, self.replay_sequence)
-
-
-@dataclass(frozen=True, slots=True)
-class CandleRevisionHistoryRecord:
-    """Canonical Candle и метаданные одной наблюдавшейся ревизии."""
-
-    venue: str
-    candle: Candle
-    observed_at: datetime
-    is_final: bool
-    observation_sources: tuple[str, ...]
-    replay_sequence: int
-    canonical_schema_version: int = 1
-
-    def __post_init__(self) -> None:
-        normalized_venue = _normalize_non_empty_text(
-            self.venue,
-            field_name="venue",
-        )
-
-        if type(self.candle) is not Candle:
-            raise TypeError("candle must be a Canonical Candle")
-
-        _validate_canonical_symbol_and_source(
-            symbol=self.candle.symbol,
-            source=self.candle.source,
-        )
-        normalized_interval = _normalize_non_empty_text(
-            self.candle.interval,
-            field_name="candle.interval",
-        )
-
-        if normalized_interval != self.candle.interval:
-            raise ValueError("candle.interval must be canonical")
-        normalized_open_time = _normalize_utc_datetime(
-            self.candle.open_time,
-            field_name="candle.open_time",
-        )
-        normalized_observed_at = _normalize_utc_datetime(
-            self.observed_at,
-            field_name="observed_at",
-        )
-
-        if normalized_observed_at < normalized_open_time:
-            raise ValueError("observed_at must not precede candle.open_time")
-
-        if not isinstance(self.is_final, bool):
-            raise TypeError("is_final must be a boolean")
-
-        normalized_sources = _normalize_observation_sources(
-            self.observation_sources,
-            primary_source=self.candle.source,
-        )
-        normalized_sequence = _normalize_positive_integer(
-            self.replay_sequence,
-            field_name="replay_sequence",
-        )
-        normalized_version = _normalize_positive_integer(
-            self.canonical_schema_version,
-            field_name="canonical_schema_version",
-        )
-
-        object.__setattr__(self, "venue", normalized_venue)
-        object.__setattr__(
-            self,
-            "observed_at",
-            normalized_observed_at,
-        )
-        object.__setattr__(
-            self,
-            "observation_sources",
-            normalized_sources,
-        )
-        object.__setattr__(
-            self,
-            "replay_sequence",
-            normalized_sequence,
-        )
-        object.__setattr__(
-            self,
-            "canonical_schema_version",
-            normalized_version,
-        )
-
-    @property
-    def symbol(self) -> str:
-        return self.candle.symbol
-
-    @property
-    def interval(self) -> str:
-        return self.candle.interval
-
-    @property
-    def event_time(self) -> datetime:
-        """Вернуть ось Historical Query — время открытия свечи."""
-        return self.candle.open_time.astimezone(timezone.utc)
-
-    @property
-    def replay_at(self) -> datetime:
-        """Вернуть ось Replay — время наблюдения конкретной ревизии."""
-        return self.observed_at
-
-    @property
-    def order_key(self) -> tuple[datetime, int]:
-        return (self.event_time, self.replay_sequence)
-
-
-@dataclass(frozen=True, slots=True)
-class TradeHistoryCursor:
-    """Структурированный keyset-курсор Trade History."""
-
-    venue: str
-    symbol: str
-    time_range: HistoricalTimeRange
-    executed_at: datetime
-    replay_sequence: int
-    version: int = HISTORY_CURSOR_VERSION
-
-    def __post_init__(self) -> None:
-        normalized_venue, normalized_symbol = _normalize_cursor_scope(
-            venue=self.venue,
-            symbol=self.symbol,
-            time_range=self.time_range,
-        )
-        normalized_time = _normalize_cursor_position(
-            cursor_time=self.executed_at,
-            replay_sequence=self.replay_sequence,
-            time_range=self.time_range,
-        )
-        _validate_cursor_version(self.version)
-
-        object.__setattr__(self, "venue", normalized_venue)
-        object.__setattr__(self, "symbol", normalized_symbol)
-        object.__setattr__(self, "executed_at", normalized_time)
-
-
-@dataclass(frozen=True, slots=True)
-class QuoteHistoryCursor:
-    """Структурированный keyset-курсор Quote History."""
-
-    venue: str
-    symbol: str
-    time_range: HistoricalTimeRange
-    received_at: datetime
-    replay_sequence: int
-    version: int = HISTORY_CURSOR_VERSION
-
-    def __post_init__(self) -> None:
-        normalized_venue, normalized_symbol = _normalize_cursor_scope(
-            venue=self.venue,
-            symbol=self.symbol,
-            time_range=self.time_range,
-        )
-        normalized_time = _normalize_cursor_position(
-            cursor_time=self.received_at,
-            replay_sequence=self.replay_sequence,
-            time_range=self.time_range,
-        )
-        _validate_cursor_version(self.version)
-
-        object.__setattr__(self, "venue", normalized_venue)
-        object.__setattr__(self, "symbol", normalized_symbol)
-        object.__setattr__(self, "received_at", normalized_time)
-
-
-@dataclass(frozen=True, slots=True)
-class CandleRevisionHistoryCursor:
-    """Структурированный keyset-курсор Candle Revision History."""
-
-    venue: str
-    symbol: str
-    interval: str
-    time_range: HistoricalTimeRange
-    open_time: datetime
-    replay_sequence: int
-    version: int = HISTORY_CURSOR_VERSION
-
-    def __post_init__(self) -> None:
-        normalized_venue, normalized_symbol = _normalize_cursor_scope(
-            venue=self.venue,
-            symbol=self.symbol,
-            time_range=self.time_range,
-        )
-        normalized_interval = _normalize_non_empty_text(
-            self.interval,
-            field_name="interval",
-        )
-        normalized_time = _normalize_cursor_position(
-            cursor_time=self.open_time,
-            replay_sequence=self.replay_sequence,
-            time_range=self.time_range,
-        )
-        _validate_cursor_version(self.version)
-
-        object.__setattr__(self, "venue", normalized_venue)
-        object.__setattr__(self, "symbol", normalized_symbol)
-        object.__setattr__(self, "interval", normalized_interval)
-        object.__setattr__(self, "open_time", normalized_time)
-
-
-def _normalize_cursor_scope(
-    *,
-    venue: object,
-    symbol: object,
-    time_range: object,
-) -> tuple[str, str]:
-    if type(time_range) is not HistoricalTimeRange:
-        raise TypeError("time_range must be HistoricalTimeRange")
-
-    return (
-        _normalize_non_empty_text(venue, field_name="venue"),
-        _normalize_symbol(symbol, field_name="symbol"),
-    )
-
-
-def _normalize_cursor_position(
-    *,
-    cursor_time: object,
-    replay_sequence: object,
-    time_range: HistoricalTimeRange,
-) -> datetime:
-    normalized_time = _normalize_utc_datetime(
-        cursor_time,
-        field_name="cursor time",
-    )
-    _normalize_positive_integer(
-        replay_sequence,
-        field_name="replay_sequence",
-    )
-
-    if not time_range.contains(normalized_time):
-        raise ValueError("cursor time must belong to query range")
-
-    return normalized_time
-
-
-def _validate_cursor_version(version: object) -> None:
-    if isinstance(version, bool) or not isinstance(version, int):
-        raise TypeError("version must be an integer")
-
-    if version != HISTORY_CURSOR_VERSION:
-        raise ValueError("unsupported history cursor version")
-
-
-@dataclass(frozen=True, slots=True)
-class TradeHistoryQuery:
-    """Один forward-only запрос истории Trades."""
-
-    venue: str
-    symbol: str
-    time_range: HistoricalTimeRange
-    limit: int = HISTORY_PAGE_LIMIT_DEFAULT
-    cursor: TradeHistoryCursor | None = None
-
-    def __post_init__(self) -> None:
-        venue, symbol = _normalize_query(
-            venue=self.venue,
-            symbol=self.symbol,
-            time_range=self.time_range,
-            limit=self.limit,
-        )
-        _validate_query_cursor(
-            cursor=self.cursor,
-            cursor_type=TradeHistoryCursor,
-            venue=venue,
-            symbol=symbol,
-            time_range=self.time_range,
-        )
-        object.__setattr__(self, "venue", venue)
-        object.__setattr__(self, "symbol", symbol)
-
-
-@dataclass(frozen=True, slots=True)
-class QuoteHistoryQuery:
-    """Один forward-only запрос истории Quotes."""
-
-    venue: str
-    symbol: str
-    time_range: HistoricalTimeRange
-    limit: int = HISTORY_PAGE_LIMIT_DEFAULT
-    cursor: QuoteHistoryCursor | None = None
-
-    def __post_init__(self) -> None:
-        venue, symbol = _normalize_query(
-            venue=self.venue,
-            symbol=self.symbol,
-            time_range=self.time_range,
-            limit=self.limit,
-        )
-        _validate_query_cursor(
-            cursor=self.cursor,
-            cursor_type=QuoteHistoryCursor,
-            venue=venue,
-            symbol=symbol,
-            time_range=self.time_range,
-        )
-        object.__setattr__(self, "venue", venue)
-        object.__setattr__(self, "symbol", symbol)
-
-
-@dataclass(frozen=True, slots=True)
-class CandleRevisionHistoryQuery:
-    """Один forward-only запрос истории ревизий Candles."""
-
-    venue: str
-    symbol: str
-    interval: str
-    time_range: HistoricalTimeRange
-    limit: int = HISTORY_PAGE_LIMIT_DEFAULT
-    cursor: CandleRevisionHistoryCursor | None = None
-
-    def __post_init__(self) -> None:
-        venue, symbol = _normalize_query(
-            venue=self.venue,
-            symbol=self.symbol,
-            time_range=self.time_range,
-            limit=self.limit,
-        )
-        interval = _normalize_non_empty_text(
-            self.interval,
-            field_name="interval",
-        )
-        _validate_query_cursor(
-            cursor=self.cursor,
-            cursor_type=CandleRevisionHistoryCursor,
-            venue=venue,
-            symbol=symbol,
-            time_range=self.time_range,
-            interval=interval,
-        )
-        object.__setattr__(self, "venue", venue)
-        object.__setattr__(self, "symbol", symbol)
-        object.__setattr__(self, "interval", interval)
-
-
-def _normalize_query(
-    *,
-    venue: object,
-    symbol: object,
-    time_range: object,
-    limit: object,
-) -> tuple[str, str]:
-    if type(time_range) is not HistoricalTimeRange:
-        raise TypeError("time_range must be HistoricalTimeRange")
-
-    _normalize_positive_integer(
-        limit,
-        field_name="limit",
-        maximum=HISTORY_PAGE_LIMIT_MAX,
-    )
-    return (
-        _normalize_non_empty_text(venue, field_name="venue"),
-        _normalize_symbol(symbol, field_name="symbol"),
-    )
-
-
-def _validate_query_cursor(
-    *,
-    cursor: object,
-    cursor_type: type[object],
-    venue: str,
-    symbol: str,
-    time_range: HistoricalTimeRange,
-    interval: str | None = None,
-) -> None:
-    if cursor is None:
-        return
-
-    if type(cursor) is not cursor_type:
-        raise TypeError(f"cursor must be {cursor_type.__name__} or None")
-
-    if (
-        getattr(cursor, "venue") != venue
-        or getattr(cursor, "symbol") != symbol
-        or getattr(cursor, "time_range") != time_range
-    ):
-        raise ValueError("cursor does not belong to query scope")
-
-    if interval is not None and getattr(cursor, "interval") != interval:
-        raise ValueError("cursor does not belong to query interval")
-
-
-@dataclass(frozen=True, slots=True)
-class TradeHistoryPage:
-    """Одна типизированная страница Trade History."""
-
-    query: TradeHistoryQuery
-    items: tuple[TradeHistoryRecord, ...]
-    next_cursor: TradeHistoryCursor | None = None
-
-    def __post_init__(self) -> None:
-        _validate_page(
-            query=self.query,
-            query_type=TradeHistoryQuery,
-            items=self.items,
-            item_type=TradeHistoryRecord,
-            next_cursor=self.next_cursor,
-            cursor_type=TradeHistoryCursor,
-            cursor_time_name="executed_at",
-        )
-
-    @property
-    def has_more(self) -> bool:
-        return self.next_cursor is not None
-
-
-@dataclass(frozen=True, slots=True)
-class QuoteHistoryPage:
-    """Одна типизированная страница Quote History."""
-
-    query: QuoteHistoryQuery
-    items: tuple[QuoteHistoryRecord, ...]
-    next_cursor: QuoteHistoryCursor | None = None
-
-    def __post_init__(self) -> None:
-        _validate_page(
-            query=self.query,
-            query_type=QuoteHistoryQuery,
-            items=self.items,
-            item_type=QuoteHistoryRecord,
-            next_cursor=self.next_cursor,
-            cursor_type=QuoteHistoryCursor,
-            cursor_time_name="received_at",
-        )
-
-    @property
-    def has_more(self) -> bool:
-        return self.next_cursor is not None
-
-
-@dataclass(frozen=True, slots=True)
-class CandleRevisionHistoryPage:
-    """Одна типизированная страница Candle Revision History."""
-
-    query: CandleRevisionHistoryQuery
-    items: tuple[CandleRevisionHistoryRecord, ...]
-    next_cursor: CandleRevisionHistoryCursor | None = None
-
-    def __post_init__(self) -> None:
-        _validate_page(
-            query=self.query,
-            query_type=CandleRevisionHistoryQuery,
-            items=self.items,
-            item_type=CandleRevisionHistoryRecord,
-            next_cursor=self.next_cursor,
-            cursor_type=CandleRevisionHistoryCursor,
-            cursor_time_name="open_time",
-        )
-
-    @property
-    def has_more(self) -> bool:
-        return self.next_cursor is not None
-
-
-def _validate_page(
-    *,
-    query: object,
-    query_type: type[object],
-    items: object,
-    item_type: type[object],
-    next_cursor: object,
-    cursor_type: type[object],
-    cursor_time_name: str,
-) -> None:
-    if type(query) is not query_type:
-        raise TypeError(f"query must be {query_type.__name__}")
-
-    if type(items) is not tuple:
-        raise TypeError("items must be a tuple")
-
-    if len(items) > getattr(query, "limit"):
-        raise ValueError("items must not exceed query limit")
-
-    if any(type(item) is not item_type for item in items):
-        raise TypeError(f"items must contain only {item_type.__name__}")
-
-    if next_cursor is not None and type(next_cursor) is not cursor_type:
-        raise TypeError(
-            f"next_cursor must be {cursor_type.__name__} or None"
-        )
-
-    if not items:
-        if next_cursor is not None:
-            raise ValueError("empty page must not have next_cursor")
-        return
-
-    for previous, current in zip(items, items[1:], strict=False):
-        if getattr(previous, "order_key") >= getattr(current, "order_key"):
-            raise ValueError("page items must be strictly ordered")
-
-    for item in items:
-        if (
-            getattr(item, "venue") != getattr(query, "venue")
-            or getattr(item, "symbol") != getattr(query, "symbol")
-        ):
-            raise ValueError("page items must belong to one query scope")
-
-        if getattr(item, "interval", None) != getattr(
-            query,
-            "interval",
-            None,
-        ):
-            raise ValueError("page items must belong to one interval")
-
-        if not getattr(query, "time_range").contains(
-            getattr(item, "event_time")
-        ):
-            raise ValueError("page item time must belong to query range")
-
-    query_cursor = getattr(query, "cursor")
-
-    if query_cursor is not None:
-        incoming_key = (
-            getattr(query_cursor, cursor_time_name),
-            getattr(query_cursor, "replay_sequence"),
-        )
-
-        if getattr(items[0], "order_key") <= incoming_key:
-            raise ValueError("page items must follow query cursor")
-
-    if next_cursor is None:
-        return
-
-    last = items[-1]
-
-    if (
-        getattr(next_cursor, "venue") != getattr(query, "venue")
-        or getattr(next_cursor, "symbol") != getattr(query, "symbol")
-        or getattr(next_cursor, "time_range")
-        != getattr(query, "time_range")
-        or getattr(next_cursor, "replay_sequence")
-        != getattr(last, "replay_sequence")
-        or getattr(next_cursor, cursor_time_name)
-        != getattr(last, "event_time")
-    ):
-        raise ValueError("next_cursor must point to the last page item")
-
-    cursor_interval = getattr(next_cursor, "interval", None)
-
-    if cursor_interval != getattr(query, "interval", None):
-        raise ValueError("next_cursor must belong to page interval")
-
-
-HistoryRecord = (
-    TradeHistoryRecord
-    | QuoteHistoryRecord
-    | CandleRevisionHistoryRecord
-)
-HistoryQuery = (
-    TradeHistoryQuery
-    | QuoteHistoryQuery
-    | CandleRevisionHistoryQuery
-)
-HistoryPage = (
-    TradeHistoryPage
-    | QuoteHistoryPage
-    | CandleRevisionHistoryPage
-)
-HistoryOrderKey = tuple[datetime, int]
-HistoryOrderKeyFactory = Callable[[Any], HistoryOrderKey]

app/src/market_data/access/postgres_candle_revision_history_repository.py

@@ -1,269 +0,0 @@
-from __future__ import annotations
-
-from collections.abc import Sequence
-from datetime import datetime
-
-from src.market_data.access.exceptions import (
-    MarketDataAccessError,
-    MarketDataAccessIntegrityError,
-    MarketDataAccessOperationError,
-    MarketDataAccessValidationError,
-)
-from src.market_data.access.models import (
-    CandleRevisionHistoryCursor,
-    CandleRevisionHistoryPage,
-    CandleRevisionHistoryQuery,
-    CandleRevisionHistoryRecord,
-)
-from src.market_data.access.postgres_history_support import (
-    PostgresHistoryConnectionProvider,
-    candle_history_record_from_row,
-)
-
-
-_CANDLE_REVISION_HISTORY_COLUMNS_SQL = """
-    venue,
-    symbol,
-    interval,
-    open_time,
-    observed_at,
-    open_price,
-    high_price,
-    low_price,
-    close_price,
-    volume,
-    is_final,
-    source,
-    observation_sources,
-    replay_sequence,
-    canonical_schema_version
-"""
-
-_SELECT_CANDLE_REVISION_HISTORY_SQL = f"""
-SELECT
-{_CANDLE_REVISION_HISTORY_COLUMNS_SQL}
-FROM market_data.candle_revisions
-WHERE venue = %s
-  AND symbol = %s
-  AND interval = %s
-  AND open_time >= %s
-  AND open_time < %s
-ORDER BY open_time ASC,
-         replay_sequence ASC
-LIMIT %s
-"""
-
-_SELECT_CANDLE_REVISION_HISTORY_AFTER_CURSOR_SQL = f"""
-SELECT
-{_CANDLE_REVISION_HISTORY_COLUMNS_SQL}
-FROM market_data.candle_revisions
-WHERE venue = %s
-  AND symbol = %s
-  AND interval = %s
-  AND open_time >= %s
-  AND open_time < %s
-  AND (open_time, replay_sequence) > (%s, %s)
-ORDER BY open_time ASC,
-         replay_sequence ASC
-LIMIT %s
-"""
-
-
-class PostgresCandleRevisionHistoryRepository:
-    """PostgreSQL-адаптер одной страницы истории ревизий свечей."""
-
-    __slots__ = ("_connection_provider",)
-
-    def __init__(
-        self,
-        *,
-        connection_provider: PostgresHistoryConnectionProvider,
-    ) -> None:
-        if not callable(connection_provider):
-            raise TypeError("connection_provider must be callable")
-
-        self._connection_provider = connection_provider
-
-    def query_candle_revisions(
-        self,
-        query: CandleRevisionHistoryQuery,
-    ) -> CandleRevisionHistoryPage:
-        """Прочитать страницу в устойчивом порядке времени открытия."""
-        if type(query) is not CandleRevisionHistoryQuery:
-            raise MarketDataAccessValidationError(
-                "query must be CandleRevisionHistoryQuery"
-            )
-
-        sql, parameters = self._build_query(query)
-
-        try:
-            with self._connection_provider() as connection:
-                with connection.cursor() as cursor:
-                    cursor.execute(sql, parameters)
-                    rows = cursor.fetchall()
-                    return self._page_from_rows(query=query, rows=rows)
-        except MarketDataAccessError:
-            raise
-        except Exception as error:
-            raise MarketDataAccessOperationError(
-                "Failed to query PostgreSQL Candle Revision History."
-            ) from error
-
-    @staticmethod
-    def _build_query(
-        query: CandleRevisionHistoryQuery,
-    ) -> tuple[str, tuple[object, ...]]:
-        fetch_limit = query.limit + 1
-        cursor = query.cursor
-
-        if cursor is None:
-            return (
-                _SELECT_CANDLE_REVISION_HISTORY_SQL,
-                (
-                    query.venue,
-                    query.symbol,
-                    query.interval,
-                    query.time_range.start_time,
-                    query.time_range.end_time,
-                    fetch_limit,
-                ),
-            )
-
-        return (
-            _SELECT_CANDLE_REVISION_HISTORY_AFTER_CURSOR_SQL,
-            (
-                query.venue,
-                query.symbol,
-                query.interval,
-                query.time_range.start_time,
-                query.time_range.end_time,
-                cursor.open_time,
-                cursor.replay_sequence,
-                fetch_limit,
-            ),
-        )
-
-    @classmethod
-    def _page_from_rows(
-        cls,
-        *,
-        query: CandleRevisionHistoryQuery,
-        rows: object,
-    ) -> CandleRevisionHistoryPage:
-        if not isinstance(rows, Sequence) or isinstance(
-            rows,
-            (str, bytes, bytearray),
-        ):
-            raise MarketDataAccessIntegrityError(
-                "PostgreSQL returned invalid Candle Revision History rows."
-            )
-
-        if len(rows) > query.limit + 1:
-            raise MarketDataAccessIntegrityError(
-                "PostgreSQL exceeded the requested Candle History limit."
-            )
-
-        records = tuple(
-            cls._record_from_row(row=row, query=query)
-            for row in rows
-        )
-        cls._validate_records(records=records, query=query)
-
-        has_more = len(records) > query.limit
-        items = records[: query.limit]
-        next_cursor = (
-            cls._cursor_from_record(query=query, record=items[-1])
-            if has_more
-            else None
-        )
-
-        try:
-            return CandleRevisionHistoryPage(
-                query=query,
-                items=items,
-                next_cursor=next_cursor,
-            )
-        except (TypeError, ValueError) as error:
-            raise MarketDataAccessIntegrityError(
-                "PostgreSQL returned inconsistent Candle History page."
-            ) from error
-
-    @staticmethod
-    def _record_from_row(
-        *,
-        row: object,
-        query: CandleRevisionHistoryQuery,
-    ) -> CandleRevisionHistoryRecord:
-        record = candle_history_record_from_row(row)
-
-        if (
-            record.venue != query.venue
-            or record.symbol != query.symbol
-            or record.interval != query.interval
-        ):
-            raise MarketDataAccessIntegrityError(
-                "PostgreSQL returned Candle revision outside query scope."
-            )
-
-        if not query.time_range.contains(record.event_time):
-            raise MarketDataAccessIntegrityError(
-                "PostgreSQL returned Candle revision outside query range."
-            )
-
-        return record
-
-    @staticmethod
-    def _validate_records(
-        *,
-        records: tuple[CandleRevisionHistoryRecord, ...],
-        query: CandleRevisionHistoryQuery,
-    ) -> None:
-        seen_sequences: set[int] = set()
-        previous_key: tuple[datetime, int] | None = None
-        incoming_key = (
-            (
-                query.cursor.open_time,
-                query.cursor.replay_sequence,
-            )
-            if query.cursor is not None
-            else None
-        )
-
-        for record in records:
-            if record.replay_sequence in seen_sequences:
-                raise MarketDataAccessIntegrityError(
-                    "Candle History contains duplicate replay_sequence."
-                )
-
-            if incoming_key is not None and record.order_key <= incoming_key:
-                raise MarketDataAccessIntegrityError(
-                    "Candle History row does not follow query cursor."
-                )
-
-            if previous_key is not None and record.order_key <= previous_key:
-                raise MarketDataAccessIntegrityError(
-                    "Candle History rows are not strictly ordered."
-                )
-
-            seen_sequences.add(record.replay_sequence)
-            previous_key = record.order_key
-
-    @staticmethod
-    def _cursor_from_record(
-        *,
-        query: CandleRevisionHistoryQuery,
-        record: CandleRevisionHistoryRecord,
-    ) -> CandleRevisionHistoryCursor:
-        try:
-            return CandleRevisionHistoryCursor(
-                venue=query.venue,
-                symbol=query.symbol,
-                interval=query.interval,
-                time_range=query.time_range,
-                open_time=record.event_time,
-                replay_sequence=record.replay_sequence,
-            )
-        except (TypeError, ValueError) as error:
-            raise MarketDataAccessIntegrityError(
-                "Cannot create Candle History cursor from stored row."
-            ) from error

app/src/market_data/access/postgres_history_support.py

@@ -1,486 +0,0 @@
-from __future__ import annotations
-
-from collections.abc import Callable
-from contextlib import AbstractContextManager
-from datetime import datetime, timezone
-from decimal import Decimal
-from typing import Any
-
-from src.market_data.access.exceptions import MarketDataAccessIntegrityError
-from src.market_data.access.models import (
-    CandleRevisionHistoryRecord,
-    QuoteHistoryRecord,
-    TradeHistoryRecord,
-)
-from src.market_data.acquisition.models.candle import Candle
-from src.market_data.acquisition.models.quote import Quote
-from src.market_data.acquisition.models.trade import (
-    Trade,
-    TradeAggressorSide,
-)
-from src.market_data.acquisition.symbols import normalize_symbol
-from src.market_data.acquisition.trade_id_sequence import (
-    validate_signed_trade_id,
-)
-
-
-CANONICAL_TRADE_SCHEMA_VERSION = 1
-CANONICAL_QUOTE_SCHEMA_VERSION = 1
-CANONICAL_CANDLE_SCHEMA_VERSION = 1
-
-PostgresHistoryConnectionProvider = Callable[
-    [],
-    AbstractContextManager[Any],
-]
-
-
-def canonical_text(value: object, *, field_name: str) -> str:
-    """Проверить каноническую непустую строку без скрытой нормализации."""
-    if type(value) is not str:
-        raise TypeError(f"{field_name} must be a string")
-
-    normalized = value.strip()
-
-    if not normalized or normalized != value:
-        raise ValueError(f"{field_name} must be canonical")
-
-    return value
-
-
-def canonical_symbol(value: object, *, field_name: str) -> str:
-    """Проверить уже канонизированный символ сохранённой строки."""
-    raw_symbol = canonical_text(value, field_name=field_name)
-    normalized = normalize_symbol(raw_symbol)
-
-    if normalized != raw_symbol:
-        raise ValueError(f"{field_name} must be canonical")
-
-    return normalized
-
-
-def aware_utc_datetime(value: object, *, field_name: str) -> datetime:
-    """Проверить datetime с часовым поясом и привести его к UTC."""
-    if (
-        type(value) is not datetime
-        or value.tzinfo is None
-        or value.utcoffset() is None
-    ):
-        raise TypeError(f"{field_name} must be timezone-aware datetime")
-
-    return value.astimezone(timezone.utc)
-
-
-def positive_integer(value: object, *, field_name: str) -> int:
-    """Проверить точный положительный целочисленный тип."""
-    if type(value) is not int:
-        raise TypeError(f"{field_name} must be an integer")
-
-    if value <= 0:
-        raise ValueError(f"{field_name} must be positive")
-
-    return value
-
-
-def signed_trade_id(value: object) -> int:
-    """Проверить знаковый 32-битный идентификатор без изменения."""
-    if type(value) is not int:
-        raise TypeError("stored trade.trade_id must be an integer")
-
-    validate_signed_trade_id(value)
-    return value
-
-
-def decimal_value(
-    value: object,
-    *,
-    field_name: str,
-    allow_zero: bool = False,
-) -> Decimal:
-    """Проверить точный конечный Decimal и допустимый знак."""
-    if type(value) is not Decimal or not value.is_finite():
-        raise TypeError(f"{field_name} must be a finite Decimal")
-
-    if allow_zero:
-        if value < 0:
-            raise ValueError(f"{field_name} must not be negative")
-    elif value <= 0:
-        raise ValueError(f"{field_name} must be positive")
-
-    return value
-
-
-def observation_sources(
-    value: object,
-    *,
-    primary_source: str,
-    field_name: str,
-) -> tuple[str, ...]:
-    """Проверить порядок и уникальность источников наблюдения."""
-    if type(value) is not list:
-        raise TypeError(f"{field_name} must be a list")
-
-    if not value:
-        raise ValueError(f"{field_name} must not be empty")
-
-    normalized = tuple(
-        canonical_text(
-            source,
-            field_name=f"{field_name} item",
-        )
-        for source in value
-    )
-
-    if len(set(normalized)) != len(normalized):
-        raise ValueError(f"{field_name} must be unique")
-
-    if normalized[0] != primary_source:
-        raise ValueError(
-            "first observation source must match stored payload.source"
-        )
-
-    return normalized
-
-
-def trade_history_record_from_row(row: object) -> TradeHistoryRecord:
-    """Материализовать строго проверенную строку канонической сделки."""
-    if type(row) is not tuple or len(row) != 13:
-        raise MarketDataAccessIntegrityError(
-            "PostgreSQL returned invalid Trade History row."
-        )
-
-    (
-        venue,
-        symbol,
-        trade_id,
-        executed_at,
-        price,
-        quantity,
-        aggressor_side,
-        source,
-        first_observed_at,
-        last_observed_at,
-        stored_sources,
-        replay_sequence,
-        canonical_schema_version,
-    ) = row
-
-    try:
-        normalized_venue = canonical_text(
-            venue,
-            field_name="stored trade.venue",
-        )
-        normalized_symbol = canonical_symbol(
-            symbol,
-            field_name="stored trade.symbol",
-        )
-        normalized_trade_id = signed_trade_id(trade_id)
-        normalized_executed_at = aware_utc_datetime(
-            executed_at,
-            field_name="stored trade.executed_at",
-        )
-        normalized_price = decimal_value(
-            price,
-            field_name="stored trade.price",
-        )
-        normalized_quantity = decimal_value(
-            quantity,
-            field_name="stored trade.quantity",
-        )
-
-        if type(aggressor_side) is not str:
-            raise TypeError("stored trade.aggressor_side must be a string")
-
-        normalized_side = TradeAggressorSide(aggressor_side)
-        normalized_source = canonical_text(
-            source,
-            field_name="stored trade.source",
-        )
-        normalized_first_observed_at = aware_utc_datetime(
-            first_observed_at,
-            field_name="stored trade.first_observed_at",
-        )
-        normalized_last_observed_at = aware_utc_datetime(
-            last_observed_at,
-            field_name="stored trade.last_observed_at",
-        )
-        normalized_sources = observation_sources(
-            stored_sources,
-            primary_source=normalized_source,
-            field_name="stored trade.observation_sources",
-        )
-        normalized_sequence = positive_integer(
-            replay_sequence,
-            field_name="stored trade.replay_sequence",
-        )
-        normalized_version = positive_integer(
-            canonical_schema_version,
-            field_name="stored trade.canonical_schema_version",
-        )
-
-        if normalized_version != CANONICAL_TRADE_SCHEMA_VERSION:
-            raise ValueError("unsupported Canonical Trade schema version")
-
-        trade = Trade(
-            symbol=normalized_symbol,
-            trade_id=normalized_trade_id,
-            price=normalized_price,
-            quantity=normalized_quantity,
-            executed_at=normalized_executed_at,
-            aggressor_side=normalized_side,
-            source=normalized_source,
-        )
-        return TradeHistoryRecord(
-            venue=normalized_venue,
-            trade=trade,
-            first_observed_at=normalized_first_observed_at,
-            last_observed_at=normalized_last_observed_at,
-            observation_sources=normalized_sources,
-            replay_sequence=normalized_sequence,
-            canonical_schema_version=normalized_version,
-        )
-    except (TypeError, ValueError, ArithmeticError) as error:
-        raise MarketDataAccessIntegrityError(
-            "PostgreSQL returned invalid Canonical Trade values."
-        ) from error
-
-
-def quote_history_record_from_row(row: object) -> QuoteHistoryRecord:
-    """Материализовать строго проверенную строку канонической котировки."""
-    if type(row) is not tuple or len(row) != 11:
-        raise MarketDataAccessIntegrityError(
-            "PostgreSQL returned invalid Quote History row."
-        )
-
-    (
-        venue,
-        symbol,
-        received_at,
-        exchange_timestamp,
-        last_price,
-        bid_price,
-        ask_price,
-        source,
-        stored_sources,
-        replay_sequence,
-        canonical_schema_version,
-    ) = row
-
-    try:
-        normalized_venue = canonical_text(
-            venue,
-            field_name="stored quote.venue",
-        )
-        normalized_symbol = canonical_symbol(
-            symbol,
-            field_name="stored quote.symbol",
-        )
-        normalized_received_at = aware_utc_datetime(
-            received_at,
-            field_name="stored quote.received_at",
-        )
-        normalized_exchange_timestamp = (
-            aware_utc_datetime(
-                exchange_timestamp,
-                field_name="stored quote.exchange_timestamp",
-            )
-            if exchange_timestamp is not None
-            else None
-        )
-        normalized_last_price = decimal_value(
-            last_price,
-            field_name="stored quote.last_price",
-        )
-        normalized_bid_price = decimal_value(
-            bid_price,
-            field_name="stored quote.bid_price",
-        )
-        normalized_ask_price = decimal_value(
-            ask_price,
-            field_name="stored quote.ask_price",
-        )
-
-        if normalized_bid_price > normalized_ask_price:
-            raise ValueError("stored quote.bid_price exceeds ask_price")
-
-        normalized_source = canonical_text(
-            source,
-            field_name="stored quote.source",
-        )
-        normalized_sources = observation_sources(
-            stored_sources,
-            primary_source=normalized_source,
-            field_name="stored quote.observation_sources",
-        )
-        normalized_sequence = positive_integer(
-            replay_sequence,
-            field_name="stored quote.replay_sequence",
-        )
-        normalized_version = positive_integer(
-            canonical_schema_version,
-            field_name="stored quote.canonical_schema_version",
-        )
-
-        if normalized_version != CANONICAL_QUOTE_SCHEMA_VERSION:
-            raise ValueError("unsupported Canonical Quote schema version")
-
-        quote = Quote(
-            symbol=normalized_symbol,
-            last_price=normalized_last_price,
-            bid_price=normalized_bid_price,
-            ask_price=normalized_ask_price,
-            exchange_timestamp=normalized_exchange_timestamp,
-            received_at=normalized_received_at,
-            source=normalized_source,
-        )
-        return QuoteHistoryRecord(
-            venue=normalized_venue,
-            quote=quote,
-            observation_sources=normalized_sources,
-            replay_sequence=normalized_sequence,
-            canonical_schema_version=normalized_version,
-        )
-    except (TypeError, ValueError, ArithmeticError) as error:
-        raise MarketDataAccessIntegrityError(
-            "PostgreSQL returned invalid Canonical Quote values."
-        ) from error
-
-
-def candle_history_record_from_row(
-    row: object,
-) -> CandleRevisionHistoryRecord:
-    """Материализовать строго проверенную строку ревизии свечи."""
-    if type(row) is not tuple or len(row) != 15:
-        raise MarketDataAccessIntegrityError(
-            "PostgreSQL returned invalid Candle History row."
-        )
-
-    (
-        venue,
-        symbol,
-        interval,
-        open_time,
-        observed_at,
-        open_price,
-        high_price,
-        low_price,
-        close_price,
-        volume,
-        is_final,
-        source,
-        stored_sources,
-        replay_sequence,
-        canonical_schema_version,
-    ) = row
-
-    try:
-        normalized_venue = canonical_text(
-            venue,
-            field_name="stored candle.venue",
-        )
-        normalized_symbol = canonical_symbol(
-            symbol,
-            field_name="stored candle.symbol",
-        )
-        normalized_interval = canonical_text(
-            interval,
-            field_name="stored candle.interval",
-        )
-        normalized_open_time = aware_utc_datetime(
-            open_time,
-            field_name="stored candle.open_time",
-        )
-        normalized_observed_at = aware_utc_datetime(
-            observed_at,
-            field_name="stored candle.observed_at",
-        )
-
-        if normalized_observed_at < normalized_open_time:
-            raise ValueError("stored candle.observed_at precedes open_time")
-
-        normalized_open_price = decimal_value(
-            open_price,
-            field_name="stored candle.open_price",
-        )
-        normalized_high_price = decimal_value(
-            high_price,
-            field_name="stored candle.high_price",
-        )
-        normalized_low_price = decimal_value(
-            low_price,
-            field_name="stored candle.low_price",
-        )
-        normalized_close_price = decimal_value(
-            close_price,
-            field_name="stored candle.close_price",
-        )
-        normalized_volume = decimal_value(
-            volume,
-            field_name="stored candle.volume",
-            allow_zero=True,
-        )
-
-        if normalized_low_price > normalized_high_price:
-            raise ValueError("stored candle.low_price exceeds high_price")
-
-        if not (
-            normalized_low_price
-            <= normalized_open_price
-            <= normalized_high_price
-        ):
-            raise ValueError("stored candle.open_price is outside range")
-
-        if not (
-            normalized_low_price
-            <= normalized_close_price
-            <= normalized_high_price
-        ):
-            raise ValueError("stored candle.close_price is outside range")
-
-        if type(is_final) is not bool:
-            raise TypeError("stored candle.is_final must be a boolean")
-
-        normalized_source = canonical_text(
-            source,
-            field_name="stored candle.source",
-        )
-        normalized_sources = observation_sources(
-            stored_sources,
-            primary_source=normalized_source,
-            field_name="stored candle.observation_sources",
-        )
-        normalized_sequence = positive_integer(
-            replay_sequence,
-            field_name="stored candle.replay_sequence",
-        )
-        normalized_version = positive_integer(
-            canonical_schema_version,
-            field_name="stored candle.canonical_schema_version",
-        )
-
-        if normalized_version != CANONICAL_CANDLE_SCHEMA_VERSION:
-            raise ValueError("unsupported Canonical Candle schema version")
-
-        candle = Candle(
-            symbol=normalized_symbol,
-            interval=normalized_interval,
-            open_time=normalized_open_time,
-            open_price=normalized_open_price,
-            high_price=normalized_high_price,
-            low_price=normalized_low_price,
-            close_price=normalized_close_price,
-            volume=normalized_volume,
-            source=normalized_source,
-        )
-        return CandleRevisionHistoryRecord(
-            venue=normalized_venue,
-            candle=candle,
-            observed_at=normalized_observed_at,
-            is_final=is_final,
-            observation_sources=normalized_sources,
-            replay_sequence=normalized_sequence,
-            canonical_schema_version=normalized_version,
-        )
-    except (TypeError, ValueError, ArithmeticError) as error:
-        raise MarketDataAccessIntegrityError(
-            "PostgreSQL returned invalid Canonical Candle values."
-        ) from error

app/src/market_data/access/postgres_quote_history_repository.py

@@ -1,253 +0,0 @@
-from __future__ import annotations
-
-from collections.abc import Sequence
-from datetime import datetime
-
-from src.market_data.access.exceptions import (
-    MarketDataAccessError,
-    MarketDataAccessIntegrityError,
-    MarketDataAccessOperationError,
-    MarketDataAccessValidationError,
-)
-from src.market_data.access.models import (
-    QuoteHistoryCursor,
-    QuoteHistoryPage,
-    QuoteHistoryQuery,
-    QuoteHistoryRecord,
-)
-from src.market_data.access.postgres_history_support import (
-    PostgresHistoryConnectionProvider,
-    quote_history_record_from_row,
-)
-
-
-_QUOTE_HISTORY_COLUMNS_SQL = """
-    venue,
-    symbol,
-    received_at,
-    exchange_timestamp,
-    last_price,
-    bid_price,
-    ask_price,
-    source,
-    observation_sources,
-    replay_sequence,
-    canonical_schema_version
-"""
-
-_SELECT_QUOTE_HISTORY_SQL = f"""
-SELECT
-{_QUOTE_HISTORY_COLUMNS_SQL}
-FROM market_data.quotes
-WHERE venue = %s
-  AND symbol = %s
-  AND received_at >= %s
-  AND received_at < %s
-ORDER BY received_at ASC,
-         replay_sequence ASC
-LIMIT %s
-"""
-
-_SELECT_QUOTE_HISTORY_AFTER_CURSOR_SQL = f"""
-SELECT
-{_QUOTE_HISTORY_COLUMNS_SQL}
-FROM market_data.quotes
-WHERE venue = %s
-  AND symbol = %s
-  AND received_at >= %s
-  AND received_at < %s
-  AND (received_at, replay_sequence) > (%s, %s)
-ORDER BY received_at ASC,
-         replay_sequence ASC
-LIMIT %s
-"""
-
-
-class PostgresQuoteHistoryRepository:
-    """PostgreSQL-адаптер одной страницы канонической истории котировок."""
-
-    __slots__ = ("_connection_provider",)
-
-    def __init__(
-        self,
-        *,
-        connection_provider: PostgresHistoryConnectionProvider,
-    ) -> None:
-        if not callable(connection_provider):
-            raise TypeError("connection_provider must be callable")
-
-        self._connection_provider = connection_provider
-
-    def query_quotes(self, query: QuoteHistoryQuery) -> QuoteHistoryPage:
-        """Прочитать ограниченную страницу с устойчивой сортировкой."""
-        if type(query) is not QuoteHistoryQuery:
-            raise MarketDataAccessValidationError(
-                "query must be QuoteHistoryQuery"
-            )
-
-        sql, parameters = self._build_query(query)
-
-        try:
-            with self._connection_provider() as connection:
-                with connection.cursor() as cursor:
-                    cursor.execute(sql, parameters)
-                    rows = cursor.fetchall()
-                    return self._page_from_rows(query=query, rows=rows)
-        except MarketDataAccessError:
-            raise
-        except Exception as error:
-            raise MarketDataAccessOperationError(
-                "Failed to query PostgreSQL Quote History."
-            ) from error
-
-    @staticmethod
-    def _build_query(
-        query: QuoteHistoryQuery,
-    ) -> tuple[str, tuple[object, ...]]:
-        fetch_limit = query.limit + 1
-        cursor = query.cursor
-
-        if cursor is None:
-            return (
-                _SELECT_QUOTE_HISTORY_SQL,
-                (
-                    query.venue,
-                    query.symbol,
-                    query.time_range.start_time,
-                    query.time_range.end_time,
-                    fetch_limit,
-                ),
-            )
-
-        return (
-            _SELECT_QUOTE_HISTORY_AFTER_CURSOR_SQL,
-            (
-                query.venue,
-                query.symbol,
-                query.time_range.start_time,
-                query.time_range.end_time,
-                cursor.received_at,
-                cursor.replay_sequence,
-                fetch_limit,
-            ),
-        )
-
-    @classmethod
-    def _page_from_rows(
-        cls,
-        *,
-        query: QuoteHistoryQuery,
-        rows: object,
-    ) -> QuoteHistoryPage:
-        if not isinstance(rows, Sequence) or isinstance(
-            rows,
-            (str, bytes, bytearray),
-        ):
-            raise MarketDataAccessIntegrityError(
-                "PostgreSQL returned invalid Quote History rows."
-            )
-
-        if len(rows) > query.limit + 1:
-            raise MarketDataAccessIntegrityError(
-                "PostgreSQL exceeded the requested Quote History limit."
-            )
-
-        records = tuple(
-            cls._record_from_row(row=row, query=query)
-            for row in rows
-        )
-        cls._validate_records(records=records, query=query)
-
-        has_more = len(records) > query.limit
-        items = records[: query.limit]
-        next_cursor = (
-            cls._cursor_from_record(query=query, record=items[-1])
-            if has_more
-            else None
-        )
-
-        try:
-            return QuoteHistoryPage(
-                query=query,
-                items=items,
-                next_cursor=next_cursor,
-            )
-        except (TypeError, ValueError) as error:
-            raise MarketDataAccessIntegrityError(
-                "PostgreSQL returned inconsistent Quote History page."
-            ) from error
-
-    @staticmethod
-    def _record_from_row(
-        *,
-        row: object,
-        query: QuoteHistoryQuery,
-    ) -> QuoteHistoryRecord:
-        record = quote_history_record_from_row(row)
-
-        if record.venue != query.venue or record.symbol != query.symbol:
-            raise MarketDataAccessIntegrityError(
-                "PostgreSQL returned Quote outside query scope."
-            )
-
-        if not query.time_range.contains(record.event_time):
-            raise MarketDataAccessIntegrityError(
-                "PostgreSQL returned Quote outside query range."
-            )
-
-        return record
-
-    @staticmethod
-    def _validate_records(
-        *,
-        records: tuple[QuoteHistoryRecord, ...],
-        query: QuoteHistoryQuery,
-    ) -> None:
-        seen_sequences: set[int] = set()
-        previous_key: tuple[datetime, int] | None = None
-        incoming_key = (
-            (
-                query.cursor.received_at,
-                query.cursor.replay_sequence,
-            )
-            if query.cursor is not None
-            else None
-        )
-
-        for record in records:
-            if record.replay_sequence in seen_sequences:
-                raise MarketDataAccessIntegrityError(
-                    "Quote History contains duplicate replay_sequence."
-                )
-
-            if incoming_key is not None and record.order_key <= incoming_key:
-                raise MarketDataAccessIntegrityError(
-                    "Quote History row does not follow query cursor."
-                )
-
-            if previous_key is not None and record.order_key <= previous_key:
-                raise MarketDataAccessIntegrityError(
-                    "Quote History rows are not strictly ordered."
-                )
-
-            seen_sequences.add(record.replay_sequence)
-            previous_key = record.order_key
-
-    @staticmethod
-    def _cursor_from_record(
-        *,
-        query: QuoteHistoryQuery,
-        record: QuoteHistoryRecord,
-    ) -> QuoteHistoryCursor:
-        try:
-            return QuoteHistoryCursor(
-                venue=query.venue,
-                symbol=query.symbol,
-                time_range=query.time_range,
-                received_at=record.event_time,
-                replay_sequence=record.replay_sequence,
-            )
-        except (TypeError, ValueError) as error:
-            raise MarketDataAccessIntegrityError(
-                "Cannot create Quote History cursor from stored row."
-            ) from error

app/src/market_data/access/postgres_trade_history_repository.py

@@ -1,257 +0,0 @@
-from __future__ import annotations
-
-from collections.abc import Sequence
-from datetime import datetime
-from typing import Any
-
-from src.market_data.access.exceptions import (
-    MarketDataAccessError,
-    MarketDataAccessIntegrityError,
-    MarketDataAccessOperationError,
-    MarketDataAccessValidationError,
-)
-from src.market_data.access.models import (
-    TradeHistoryCursor,
-    TradeHistoryPage,
-    TradeHistoryQuery,
-    TradeHistoryRecord,
-)
-from src.market_data.access.postgres_history_support import (
-    PostgresHistoryConnectionProvider,
-    trade_history_record_from_row,
-)
-
-_TRADE_HISTORY_COLUMNS_SQL = """
-    venue,
-    symbol,
-    trade_id,
-    executed_at,
-    price,
-    quantity,
-    aggressor_side,
-    source,
-    first_observed_at,
-    last_observed_at,
-    observation_sources,
-    replay_sequence,
-    canonical_schema_version
-"""
-
-_SELECT_TRADE_HISTORY_SQL = f"""
-SELECT
-{_TRADE_HISTORY_COLUMNS_SQL}
-FROM market_data.trades
-WHERE venue = %s
-  AND symbol = %s
-  AND executed_at >= %s
-  AND executed_at < %s
-ORDER BY executed_at ASC,
-         replay_sequence ASC
-LIMIT %s
-"""
-
-_SELECT_TRADE_HISTORY_AFTER_CURSOR_SQL = f"""
-SELECT
-{_TRADE_HISTORY_COLUMNS_SQL}
-FROM market_data.trades
-WHERE venue = %s
-  AND symbol = %s
-  AND executed_at >= %s
-  AND executed_at < %s
-  AND (executed_at, replay_sequence) > (%s, %s)
-ORDER BY executed_at ASC,
-         replay_sequence ASC
-LIMIT %s
-"""
-
-
-class PostgresTradeHistoryRepository:
-    """PostgreSQL-адаптер одной страницы канонической истории сделок."""
-
-    __slots__ = ("_connection_provider",)
-
-    def __init__(
-        self,
-        *,
-        connection_provider: PostgresHistoryConnectionProvider,
-    ) -> None:
-        if not callable(connection_provider):
-            raise TypeError("connection_provider must be callable")
-
-        self._connection_provider = connection_provider
-
-    def query_trades(self, query: TradeHistoryQuery) -> TradeHistoryPage:
-        """Прочитать одну bounded страницу в устойчивом keyset-порядке."""
-        if type(query) is not TradeHistoryQuery:
-            raise MarketDataAccessValidationError(
-                "query must be TradeHistoryQuery"
-            )
-
-        sql, parameters = self._build_query(query)
-
-        try:
-            with self._connection_provider() as connection:
-                with connection.cursor() as cursor:
-                    cursor.execute(sql, parameters)
-                    rows = cursor.fetchall()
-                    return self._page_from_rows(query=query, rows=rows)
-        except MarketDataAccessError:
-            raise
-        except Exception as error:
-            raise MarketDataAccessOperationError(
-                "Failed to query PostgreSQL Trade History."
-            ) from error
-
-    @staticmethod
-    def _build_query(
-        query: TradeHistoryQuery,
-    ) -> tuple[str, tuple[object, ...]]:
-        fetch_limit = query.limit + 1
-        cursor = query.cursor
-
-        if cursor is None:
-            return (
-                _SELECT_TRADE_HISTORY_SQL,
-                (
-                    query.venue,
-                    query.symbol,
-                    query.time_range.start_time,
-                    query.time_range.end_time,
-                    fetch_limit,
-                ),
-            )
-
-        return (
-            _SELECT_TRADE_HISTORY_AFTER_CURSOR_SQL,
-            (
-                query.venue,
-                query.symbol,
-                query.time_range.start_time,
-                query.time_range.end_time,
-                cursor.executed_at,
-                cursor.replay_sequence,
-                fetch_limit,
-            ),
-        )
-
-    @classmethod
-    def _page_from_rows(
-        cls,
-        *,
-        query: TradeHistoryQuery,
-        rows: object,
-    ) -> TradeHistoryPage:
-        if not isinstance(rows, Sequence) or isinstance(
-            rows,
-            (str, bytes, bytearray),
-        ):
-            raise MarketDataAccessIntegrityError(
-                "PostgreSQL returned invalid Trade History rows."
-            )
-
-        if len(rows) > query.limit + 1:
-            raise MarketDataAccessIntegrityError(
-                "PostgreSQL exceeded the requested Trade History limit."
-            )
-
-        records = tuple(
-            cls._record_from_row(row=row, query=query)
-            for row in rows
-        )
-        cls._validate_records(records=records, query=query)
-
-        has_more = len(records) > query.limit
-        items = records[: query.limit]
-        next_cursor = (
-            cls._cursor_from_record(query=query, record=items[-1])
-            if has_more
-            else None
-        )
-
-        try:
-            return TradeHistoryPage(
-                query=query,
-                items=items,
-                next_cursor=next_cursor,
-            )
-        except (TypeError, ValueError) as error:
-            raise MarketDataAccessIntegrityError(
-                "PostgreSQL returned inconsistent Trade History page."
-            ) from error
-
-    @classmethod
-    def _record_from_row(
-        cls,
-        *,
-        row: object,
-        query: TradeHistoryQuery,
-    ) -> TradeHistoryRecord:
-        record = trade_history_record_from_row(row)
-
-        try:
-            if record.venue != query.venue or record.symbol != query.symbol:
-                raise ValueError("stored Trade is outside query scope")
-
-            if not query.time_range.contains(record.event_time):
-                raise ValueError("stored Trade is outside query range")
-        except (TypeError, ValueError) as error:
-            raise MarketDataAccessIntegrityError(
-                "PostgreSQL returned invalid Canonical Trade values."
-            ) from error
-
-        return record
-
-    @staticmethod
-    def _validate_records(
-        *,
-        records: tuple[TradeHistoryRecord, ...],
-        query: TradeHistoryQuery,
-    ) -> None:
-        seen_sequences: set[int] = set()
-        previous_key: tuple[datetime, int] | None = None
-        incoming_key = (
-            (
-                query.cursor.executed_at,
-                query.cursor.replay_sequence,
-            )
-            if query.cursor is not None
-            else None
-        )
-
-        for record in records:
-            if record.replay_sequence in seen_sequences:
-                raise MarketDataAccessIntegrityError(
-                    "Trade History contains duplicate replay_sequence."
-                )
-
-            if incoming_key is not None and record.order_key <= incoming_key:
-                raise MarketDataAccessIntegrityError(
-                    "Trade History row does not follow query cursor."
-                )
-
-            if previous_key is not None and record.order_key <= previous_key:
-                raise MarketDataAccessIntegrityError(
-                    "Trade History rows are not strictly ordered."
-                )
-
-            seen_sequences.add(record.replay_sequence)
-            previous_key = record.order_key
-
-    @staticmethod
-    def _cursor_from_record(
-        *,
-        query: TradeHistoryQuery,
-        record: TradeHistoryRecord,
-    ) -> TradeHistoryCursor:
-        try:
-            return TradeHistoryCursor(
-                venue=query.venue,
-                symbol=query.symbol,
-                time_range=query.time_range,
-                executed_at=record.event_time,
-                replay_sequence=record.replay_sequence,
-            )
-        except (TypeError, ValueError) as error:
-            raise MarketDataAccessIntegrityError(
-                "Cannot create Trade History cursor from stored row."
-            ) from error

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

@@ -1,9 +0,0 @@
-# app/src/market_data/acquisition/adapters/dzengi/__init__.py
-
-from src.market_data.acquisition.adapters.dzengi.websocket_trade_adapter import (
-    adapt_websocket_trade_document,
-)
-
-__all__ = [
-    "adapt_websocket_trade_document",
-]

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

@@ -1 +0,0 @@
-# app/src/market_data/acquisition/adapters/dzengi/auth.py

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

@@ -1,664 +0,0 @@
-# app/src/market_data/acquisition/adapters/dzengi/mapper.py
-
-from __future__ import annotations
-
-from datetime import datetime, timezone
-from decimal import Decimal, InvalidOperation
-
-from src.market_data.acquisition.adapters.dzengi.models import (
-    DzengiExchangeInfoResponse,
-    DzengiExchangeInfoSymbol,
-    DzengiInstrumentFilter,
-    DzengiKlinesResponse,
-    DzengiLotSizeFilter,
-    DzengiMinNotionalFilter,
-    DzengiRawNumeric,
-    DzengiRestAggTrade,
-    DzengiTicker24hrResponse,
-    DzengiWebSocketOhlcEvent,
-    DzengiWebSocketQuoteResponse,
-    DzengiWebSocketTradeEvent,
-)
-from src.market_data.acquisition.exceptions import (
-    CandleMappingError,
-    CandleWebSocketMappingError,
-    InstrumentReferenceMappingError,
-    QuoteMappingError,
-    TradeMappingError,
-)
-from src.market_data.acquisition.models.candle import Candle
-from src.market_data.acquisition.models.candle_close import CandleCloseEvent
-from src.market_data.acquisition.models.instrument import Instrument
-from src.market_data.acquisition.models.quote import Quote
-from src.market_data.acquisition.models.trade import (
-    Trade,
-    TradeAggressorSide,
-)
-
-
-_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(
-    symbol: DzengiExchangeInfoSymbol,
-) -> Instrument:
-    """
-    Преобразовать проверенную raw-модель инструмента Dzengi
-    во внутреннюю source-independent модель Instrument.
-
-    Функция предполагает, что до mapper уже были выполнены:
-    schema validation, parsing и value validation.
-    """
-
-    lot_size = _find_single_filter(
-        symbol.filters,
-        DzengiLotSizeFilter,
-        filter_name="LOT_SIZE",
-        symbol=symbol.symbol,
-    )
-    min_notional = _find_single_filter(
-        symbol.filters,
-        DzengiMinNotionalFilter,
-        filter_name="MIN_NOTIONAL",
-        symbol=symbol.symbol,
-    )
-
-    return Instrument(
-        symbol=symbol.symbol,
-        name=symbol.name,
-        status=symbol.status,
-        base_asset=symbol.base_asset,
-        quote_asset=symbol.quote_asset,
-        asset_type=_optional_text(symbol.asset_type),
-        market_type=symbol.market_type,
-        market_modes=symbol.market_modes,
-        order_types=symbol.order_types,
-        base_asset_precision=symbol.base_asset_precision,
-        quote_asset_precision=symbol.quote_precision,
-        tick_size=_optional_decimal(
-            symbol.tick_size,
-            field_name="tickSize",
-            symbol=symbol.symbol,
-        ),
-        tick_value=_optional_decimal(
-            symbol.tick_value,
-            field_name="tickValue",
-            symbol=symbol.symbol,
-        ),
-        step_size=_optional_decimal(
-            lot_size.step_size if lot_size is not None else None,
-            field_name="stepSize",
-            symbol=symbol.symbol,
-        ),
-        min_qty=_optional_decimal(
-            lot_size.min_qty if lot_size is not None else None,
-            field_name="minQty",
-            symbol=symbol.symbol,
-        ),
-        max_qty=_optional_decimal(
-            lot_size.max_qty if lot_size is not None else None,
-            field_name="maxQty",
-            symbol=symbol.symbol,
-        ),
-        min_notional=_optional_decimal(
-            min_notional.min_notional
-            if min_notional is not None
-            else None,
-            field_name="minNotional",
-            symbol=symbol.symbol,
-        ),
-        country=_optional_text(symbol.country),
-        sector=_optional_text(symbol.sector),
-        industry=_optional_text(symbol.industry),
-        trading_hours=_optional_text(symbol.trading_hours),
-    )
-
-
-def map_dzengi_exchange_info_to_instruments(
-    response: DzengiExchangeInfoResponse,
-) -> tuple[Instrument, ...]:
-    """
-    Преобразовать все инструменты exchangeInfo
-    во внутренние модели Instrument.
-    """
-
-    return tuple(
-        map_dzengi_symbol_to_instrument(symbol)
-        for symbol in response.payload.symbols
-    )
-
-
-def map_dzengi_ticker_to_quote(
-    response: DzengiTicker24hrResponse,
-    *,
-    received_at: datetime,
-) -> Quote:
-    """
-    Преобразовать проверенную raw-модель Dzengi ticker/24hr
-    во внутреннюю source-independent модель Quote.
-
-    Функция предполагает, что до mapper уже были выполнены:
-    schema validation, parsing и value validation.
-    """
-
-    normalized_received_at = _require_aware_datetime(
-        received_at,
-        field_name="received_at",
-    )
-
-    return Quote(
-        symbol=response.symbol.strip(),
-        last_price=_required_quote_decimal(
-            response.last_price,
-            field_name="lastPrice",
-        ),
-        bid_price=_required_quote_decimal(
-            response.bid_price,
-            field_name="bidPrice",
-        ),
-        ask_price=_required_quote_decimal(
-            response.ask_price,
-            field_name="askPrice",
-        ),
-        exchange_timestamp=_timestamp_ms_to_utc_datetime(
-            response.close_time,
-        ),
-        received_at=normalized_received_at,
-        source=_DZENGI_SOURCE_NAME,
-    )
-
-
-def _timestamp_ms_to_utc_datetime(value: int) -> datetime:
-    try:
-        return datetime.fromtimestamp(
-            value / 1000,
-            tz=timezone.utc,
-        )
-    except (OverflowError, OSError, ValueError) as exc:
-        raise QuoteMappingError(
-            "Поле closeTime невозможно преобразовать "
-            "в UTC datetime."
-        ) from exc
-
-
-def _required_quote_decimal(
-    value: DzengiRawNumeric,
-    *,
-    field_name: str,
-) -> Decimal:
-    try:
-        result = Decimal(str(value))
-    except (InvalidOperation, ValueError) as exc:
-        raise QuoteMappingError(
-            f"Поле {field_name} котировки невозможно "
-            "преобразовать в Decimal."
-        ) from exc
-
-    if not result.is_finite():
-        raise QuoteMappingError(
-            f"Поле {field_name} котировки должно быть "
-            "конечным числом."
-        )
-
-    return result
-
-
-def _require_aware_datetime(
-    value: datetime,
-    *,
-    field_name: str,
-) -> datetime:
-    if value.tzinfo is None or value.utcoffset() is None:
-        raise QuoteMappingError(
-            f"Поле {field_name} должно содержать timezone-aware datetime."
-        )
-
-    return value
-
-
-def _find_single_filter[
-    FilterT: DzengiInstrumentFilter
-](
-    filters: tuple[DzengiInstrumentFilter, ...],
-    filter_type: type[FilterT],
-    *,
-    filter_name: str,
-    symbol: str,
-) -> FilterT | None:
-    matches = tuple(
-        instrument_filter
-        for instrument_filter in filters
-        if isinstance(instrument_filter, filter_type)
-    )
-
-    if len(matches) > 1:
-        raise InstrumentReferenceMappingError(
-            f"Инструмент '{symbol}' содержит несколько "
-            f"фильтров {filter_name}."
-        )
-
-    if not matches:
-        return None
-
-    return matches[0]
-
-
-def _optional_decimal(
-    value: DzengiRawNumeric | None,
-    *,
-    field_name: str,
-    symbol: str,
-) -> Decimal | None:
-    if value is None:
-        return None
-
-    try:
-        result = Decimal(str(value))
-    except (InvalidOperation, ValueError) as exc:
-        raise InstrumentReferenceMappingError(
-            f"Поле {field_name} инструмента '{symbol}' "
-            f"невозможно преобразовать в Decimal."
-        ) from exc
-
-    if not result.is_finite():
-        raise InstrumentReferenceMappingError(
-            f"Поле {field_name} инструмента '{symbol}' "
-            f"должно быть конечным числом."
-        )
-
-    return result
-
-
-def _optional_text(value: str | None) -> str | None:
-    if value is None:
-        return None
-
-    normalized = value.strip()
-
-    if not normalized:
-        return None
-
-    return normalized
-
-
-def map_dzengi_websocket_quote_to_quote(
-    response: DzengiWebSocketQuoteResponse,
-    *,
-    received_at: datetime,
-) -> Quote:
-    """
-    Преобразовать проверенную WebSocket-модель Dzengi в канонический Quote.
-
-    Depth-сообщение не содержит цену последней сделки, поэтому временно
-    используется midpoint best bid / best ask — так же, как в legacy runtime.
-    """
-
-    normalized_received_at = _require_aware_datetime(
-        received_at,
-        field_name="received_at",
-    )
-    bid_price = _required_quote_decimal(
-        response.bid_price,
-        field_name="bidPrice",
-    )
-    ask_price = _required_quote_decimal(
-        response.ask_price,
-        field_name="askPrice",
-    )
-
-    exchange_timestamp = None
-    if response.timestamp is not None:
-        try:
-            exchange_timestamp = datetime.fromtimestamp(
-                response.timestamp / 1000,
-                tz=timezone.utc,
-            )
-        except (OverflowError, OSError, ValueError) as exc:
-            raise QuoteMappingError(
-                "Поле timestamp невозможно преобразовать в UTC datetime."
-            ) from exc
-
-    return Quote(
-        symbol=response.symbol.strip(),
-        last_price=(bid_price + ask_price) / Decimal("2"),
-        bid_price=bid_price,
-        ask_price=ask_price,
-        exchange_timestamp=exchange_timestamp,
-        received_at=normalized_received_at,
-        source=_DZENGI_SOURCE_NAME,
-    )
-
-
-def map_dzengi_websocket_ohlc_to_candle_close_event(
-    event: DzengiWebSocketOhlcEvent,
-    *,
-    received_at: datetime,
-) -> CandleCloseEvent:
-    """
-    Преобразовать проверенное Dzengi WebSocket OHLC-событие
-    во внутреннюю модель CandleCloseEvent.
-
-    Функция предполагает, что до mapper уже были выполнены:
-    schema validation, parsing и value validation.
-    """
-
-    normalized_received_at = _require_websocket_ohlc_aware_datetime(
-        received_at,
-        field_name="received_at",
-    )
-
-    return CandleCloseEvent(
-        symbol=event.symbol.strip(),
-        interval=event.interval,
-        candle_type=event.candle_type,
-        open_time=_websocket_ohlc_timestamp_ms_to_utc_datetime(
-            event.open_time,
-        ),
-        received_at=normalized_received_at,
-        open_price=_required_websocket_ohlc_decimal(
-            event.open_price,
-            field_name="open",
-        ),
-        high_price=_required_websocket_ohlc_decimal(
-            event.high_price,
-            field_name="high",
-        ),
-        low_price=_required_websocket_ohlc_decimal(
-            event.low_price,
-            field_name="low",
-        ),
-        close_price=_required_websocket_ohlc_decimal(
-            event.close_price,
-            field_name="close",
-        ),
-        source=_DZENGI_WEBSOCKET_OHLC_SOURCE_NAME,
-    )
-
-
-def _websocket_ohlc_timestamp_ms_to_utc_datetime(
-    value: int,
-) -> datetime:
-    try:
-        return datetime.fromtimestamp(
-            value / 1000,
-            tz=timezone.utc,
-        )
-    except (OverflowError, OSError, ValueError) as exc:
-        raise CandleWebSocketMappingError(
-            "Поле t WebSocket OHLC-события невозможно "
-            "преобразовать в UTC datetime."
-        ) from exc
-
-
-def _required_websocket_ohlc_decimal(
-    value: DzengiRawNumeric,
-    *,
-    field_name: str,
-) -> Decimal:
-    try:
-        result = Decimal(str(value))
-    except (InvalidOperation, ValueError) as exc:
-        raise CandleWebSocketMappingError(
-            f"Поле {field_name} WebSocket OHLC-события невозможно "
-            "преобразовать в Decimal."
-        ) from exc
-
-    if not result.is_finite():
-        raise CandleWebSocketMappingError(
-            f"Поле {field_name} WebSocket OHLC-события должно быть "
-            "конечным числом."
-        )
-
-    return result
-
-
-def _require_websocket_ohlc_aware_datetime(
-    value: datetime,
-    *,
-    field_name: str,
-) -> datetime:
-    if value.tzinfo is None or value.utcoffset() is None:
-        raise CandleWebSocketMappingError(
-            f"Поле {field_name} должно содержать "
-            "timezone-aware datetime."
-        )
-
-    return value
-
-
-def map_dzengi_klines_to_candles(
-    response: DzengiKlinesResponse,
-    *,
-    symbol: str,
-    interval: str,
-    source: str,
-) -> tuple[Candle, ...]:
-    """
-    Преобразовать проверенные raw-модели Dzengi klines
-    в канонический immutable-набор Candle.
-
-    Функция предполагает, что до mapper уже были выполнены:
-    schema validation, parsing и value validation.
-    """
-
-    candles = tuple(
-        Candle(
-            symbol=symbol.strip(),
-            interval=interval.strip(),
-            open_time=_candle_timestamp_ms_to_utc_datetime(
-                item.open_time,
-            ),
-            open_price=_required_candle_decimal(
-                item.open_price,
-                field_name="open",
-            ),
-            high_price=_required_candle_decimal(
-                item.high_price,
-                field_name="high",
-            ),
-            low_price=_required_candle_decimal(
-                item.low_price,
-                field_name="low",
-            ),
-            close_price=_required_candle_decimal(
-                item.close_price,
-                field_name="close",
-            ),
-            volume=_required_candle_decimal(
-                item.volume,
-                field_name="volume",
-            ),
-            source=source.strip(),
-        )
-        for item in response.items
-    )
-
-    return tuple(
-        sorted(
-            candles,
-            key=lambda candle: candle.open_time,
-        )
-    )
-
-
-def _candle_timestamp_ms_to_utc_datetime(value: int) -> datetime:
-    try:
-        return datetime.fromtimestamp(
-            value / 1000,
-            tz=timezone.utc,
-        )
-    except (OverflowError, OSError, ValueError) as exc:
-        raise CandleMappingError(
-            "Поле openTime свечи невозможно преобразовать "
-            "в UTC datetime."
-        ) from exc
-
-
-def _required_candle_decimal(
-    value: DzengiRawNumeric,
-    *,
-    field_name: str,
-) -> Decimal:
-    try:
-        result = Decimal(str(value))
-    except (InvalidOperation, ValueError) as exc:
-        raise CandleMappingError(
-            f"Поле {field_name} свечи невозможно "
-            "преобразовать в Decimal."
-        ) from exc
-
-    if not result.is_finite():
-        raise CandleMappingError(
-            f"Поле {field_name} свечи должно быть конечным числом."
-        )
-
-    return result
-
-
-def map_dzengi_rest_agg_trades_to_trades(
-    trades: tuple[DzengiRestAggTrade, ...],
-    *,
-    symbol: str,
-) -> tuple[Trade, ...]:
-    """
-    Преобразовать проверенные transport-модели Dzengi aggTrades
-    в канонический immutable-набор Trade.
-
-    Функция предполагает, что до mapper уже были выполнены:
-    schema validation, parsing и value validation.
-    """
-
-    return tuple(
-        _map_dzengi_rest_agg_trade(
-            trade,
-            symbol=symbol,
-        )
-        for trade in 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,
-    *,
-    symbol: str,
-) -> Trade:
-    return Trade(
-        symbol=symbol.strip(),
-        trade_id=trade.aggregate_trade_id,
-        price=_required_trade_decimal(
-            trade.price,
-            field_name="price",
-        ),
-        quantity=_required_trade_decimal(
-            trade.quantity,
-            field_name="quantity",
-        ),
-        executed_at=_trade_timestamp_ms_to_utc_datetime(
-            trade.timestamp,
-        ),
-        aggressor_side=_trade_aggressor_side(
-            trade.buyer_is_maker,
-        ),
-        source=_DZENGI_SOURCE_NAME,
-    )
-
-
-def _trade_aggressor_side(
-    buyer_is_maker: bool,
-) -> TradeAggressorSide:
-    if buyer_is_maker:
-        return TradeAggressorSide.SELL
-
-    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,
-    *,
-    field_name: str,
-) -> Decimal:
-    try:
-        result = Decimal(str(value))
-    except (InvalidOperation, ValueError) as exc:
-        raise TradeMappingError(
-            f"Поле {field_name} сделки невозможно "
-            "преобразовать в Decimal."
-        ) from exc
-
-    if not result.is_finite():
-        raise TradeMappingError(
-            f"Поле {field_name} сделки должно быть "
-            "конечным числом."
-        )
-
-    return result
-
-
-def _trade_timestamp_ms_to_utc_datetime(
-    value: int,
-) -> datetime:
-    try:
-        return datetime.fromtimestamp(
-            value / 1000,
-            tz=timezone.utc,
-        )
-    except (OverflowError, OSError, ValueError) as exc:
-        raise TradeMappingError(
-            "Поле timestamp сделки невозможно "
-            "преобразовать в UTC datetime."
-        ) from exc

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

@@ -1,193 +0,0 @@
-# app/src/market_data/acquisition/adapters/dzengi/models.py
-
-from __future__ import annotations
-
-from dataclasses import dataclass
-from typing import TypeAlias
-
-
-# Число в исходном JSON-ответе Dzengi без предметного преобразования.
-DzengiJsonNumber: TypeAlias = int | float
-
-# Числовое значение, которое Dzengi может передать числом или строкой.
-DzengiRawNumeric: TypeAlias = str | int | float
-
-# Скалярное значение неизвестного поля транспортного ответа.
-DzengiJsonScalar: TypeAlias = str | int | float | bool | None
-
-
-# Лимит запросов из exchangeInfo.
-@dataclass(frozen=True, slots=True)
-class DzengiRateLimit:
-    interval: str
-    interval_num: int
-    limit: int
-    rate_limit_type: str
-
-
-# Базовый контракт фильтра инструмента Dzengi.
-@dataclass(frozen=True, slots=True)
-class DzengiInstrumentFilter:
-    filter_type: str
-
-
-# Ограничения размера заявки.
-@dataclass(frozen=True, slots=True)
-class DzengiLotSizeFilter(DzengiInstrumentFilter):
-    min_qty: DzengiRawNumeric | None
-    max_qty: DzengiRawNumeric | None
-    step_size: DzengiRawNumeric | None
-
-
-# Ограничение минимальной стоимости заявки.
-@dataclass(frozen=True, slots=True)
-class DzengiMinNotionalFilter(DzengiInstrumentFilter):
-    min_notional: DzengiRawNumeric | None
-
-
-# Неизвестный тип фильтра, который ещё не поддерживается адаптером.
-@dataclass(frozen=True, slots=True)
-class DzengiUnknownFilter(DzengiInstrumentFilter):
-    fields: tuple[tuple[str, DzengiJsonScalar], ...]
-
-
-# Один инструмент из ответа Dzengi exchangeInfo.
-@dataclass(frozen=True, slots=True)
-class DzengiExchangeInfoSymbol:
-    symbol: str
-    name: str
-    status: str
-
-    asset_type: str | None
-
-    base_asset: str
-    base_asset_precision: int | None
-
-    quote_asset: str
-    quote_asset_id: str | None
-    quote_precision: int | None
-
-    order_types: tuple[str, ...]
-    filters: tuple[DzengiInstrumentFilter, ...]
-
-    market_modes: tuple[str, ...]
-    market_type: str
-
-    country: str | None
-    sector: str | None
-    industry: str | None
-    trading_hours: str | None
-
-    tick_size: DzengiJsonNumber | None
-    tick_value: DzengiJsonNumber | None
-
-    trading_fee: DzengiJsonNumber | None
-    exchange_fee: DzengiJsonNumber | None
-
-    long_rate: DzengiJsonNumber | None
-    short_rate: DzengiJsonNumber | None
-    swap_charge_interval: int | None
-
-    min_sl_gap: DzengiJsonNumber | None
-    max_sl_gap: DzengiJsonNumber | None
-    min_tp_gap: DzengiJsonNumber | None
-    max_tp_gap: DzengiJsonNumber | None
-
-
-# Содержимое exchangeInfo независимо от внешней оболочки API.
-@dataclass(frozen=True, slots=True)
-class DzengiExchangeInfoPayload:
-    timezone: str | None
-    server_time: int | None
-    rate_limits: tuple[DzengiRateLimit, ...]
-    exchange_filters: tuple[DzengiUnknownFilter, ...]
-    symbols: tuple[DzengiExchangeInfoSymbol, ...]
-
-
-# Нормализованное транспортное представление ответа exchangeInfo.
-@dataclass(frozen=True, slots=True)
-class DzengiExchangeInfoResponse:
-    payload: DzengiExchangeInfoPayload
-
-    # Поля присутствуют в wrapped-формате ответа и отсутствуют
-    # в фактическом unwrapped-ответе публичного REST endpoint.
-    status: str | None = None
-    correlation_id: str | None = None
-
-# Транспортное представление ответа Dzengi GET /api/v1/ticker/24hr.
-@dataclass(frozen=True, slots=True)
-class DzengiTicker24hrResponse:
-    symbol: str
-    last_price: DzengiRawNumeric
-    bid_price: DzengiRawNumeric
-    ask_price: DzengiRawNumeric
-    close_time: int
-
-
-# Нормализованное транспортное представление котировки из Dzengi WebSocket.
-@dataclass(frozen=True, slots=True)
-class DzengiWebSocketQuoteResponse:
-    symbol: str
-    bid_price: DzengiRawNumeric
-    ask_price: DzengiRawNumeric
-    timestamp: int | None
-
-
-# Транспортное представление одной свечи Dzengi GET /api/v1/klines.
-@dataclass(frozen=True, slots=True)
-class DzengiKline:
-    open_time: int
-    open_price: str | int | float
-    high_price: str | int | float
-    low_price: str | int | float
-    close_price: str | int | float
-    volume: str | int | float
-
-
-# Транспортное представление ответа Dzengi GET /api/v1/klines.
-@dataclass(frozen=True, slots=True)
-class DzengiKlinesResponse:
-    items: tuple[DzengiKline, ...]
-
-
-# Транспортное представление одной агрегированной сделки
-# Dzengi GET /api/v2/aggTrades.
-@dataclass(frozen=True, slots=True)
-class DzengiRestAggTrade:
-    aggregate_trade_id: int
-    price: DzengiRawNumeric
-    quantity: DzengiRawNumeric
-    timestamp: int
-    buyer_is_maker: bool
-
-
-# Транспортное представление одного события
-# Dzengi WebSocket internal.trade.
-@dataclass(frozen=True, slots=True)
-class DzengiWebSocketTradeEvent:
-    trade_id: int
-    price: DzengiRawNumeric
-    size: DzengiRawNumeric
-    timestamp: int
-    symbol: str
-    buyer: bool
-    order_id: str
-
-
-# Транспортное представление одного события Dzengi WebSocket ohlc.event.
-#
-# Событие содержит завершённую OHLC-свечу без объёма и поэтому не является
-# канонической моделью Candle. Поле candle_type принимает значения,
-# подтверждённые runtime-контрактом Dzengi: classic или heikin-ashi.
-@dataclass(frozen=True, slots=True)
-class DzengiWebSocketOhlcEvent:
-    symbol: str
-    interval: str
-    candle_type: str
-
-    open_time: int
-
-    open_price: DzengiRawNumeric
-    high_price: DzengiRawNumeric
-    low_price: DzengiRawNumeric
-    close_price: DzengiRawNumeric

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

@@ -1,215 +0,0 @@
-# app/src/market_data/acquisition/adapters/dzengi/rest.py
-
-from __future__ import annotations
-
-from typing import Protocol
-
-from src.integrations.exchange.rest_client import ExchangeRestClient
-from src.market_data.acquisition.exceptions import (
-    CandleTransportError,
-    InstrumentReferenceTransportError,
-    QuoteTransportError,
-    TradeTransportError,
-)
-
-
-_EXCHANGE_INFO_PATH = "/api/v1/exchangeInfo"
-_TICKER_24HR_PATH = "/api/v1/ticker/24hr"
-_KLINES_PATH = "/api/v1/klines"
-_AGG_TRADES_PATH = "/api/v1/aggTrades"
-
-
-# Минимальный транспортный контракт, необходимый Dzengi REST adapter.
-class _PayloadRestClient(Protocol):
-    def get_payload(
-        self,
-        path: str,
-        params: dict[str, str] | None = None,
-        headers: dict[str, str] | None = None,
-    ) -> object:
-        ...
-
-
-class DzengiInstrumentDocumentSource:
-    """
-    Источник сырого документа Instrument Reference Data через Dzengi REST API.
-
-    На переходном этапе использует legacy ExchangeRestClient.
-    Зависимость должна быть удалена после появления общего transport-клиента
-    или после полного вывода integrations/exchange из эксплуатации.
-    """
-
-    def __init__(
-        self,
-        client: _PayloadRestClient | None = None,
-    ) -> None:
-        self._client = client
-
-    def fetch_instrument_document(self) -> object:
-        """
-        Получить декодированный ответ Dzengi exchangeInfo без его обработки.
-
-        Метод не выполняет schema validation, parsing, value validation,
-        mapping или кэширование.
-        """
-
-        try:
-            client: _PayloadRestClient = (
-                self._client
-                if self._client is not None
-                else ExchangeRestClient()
-            )
-
-            return client.get_payload(_EXCHANGE_INFO_PATH)
-
-        except Exception as exc:
-            raise InstrumentReferenceTransportError(
-                "Не удалось получить Instrument Reference Data "
-                f"от Dzengi: {exc}"
-            ) from exc
-
-
-class DzengiQuoteDocumentSource:
-    """Источник сырого документа текущей котировки через Dzengi REST API."""
-
-    def __init__(
-        self,
-        client: _PayloadRestClient | None = None,
-    ) -> None:
-        self._client = client
-
-    def fetch_quote_document(
-        self,
-        symbol: str,
-    ) -> object:
-        """
-        Получить декодированный ответ Dzengi ticker/24hr без его обработки.
-
-        Метод не выполняет нормализацию symbol, schema validation, parsing,
-        value validation, mapping, retry или кэширование.
-        """
-
-        try:
-            client: _PayloadRestClient = (
-                self._client
-                if self._client is not None
-                else ExchangeRestClient()
-            )
-
-            return client.get_payload(
-                _TICKER_24HR_PATH,
-                params={
-                    "symbol": symbol,
-                },
-            )
-
-        except Exception as exc:
-            raise QuoteTransportError(
-                "Не удалось получить текущую котировку "
-                f"от Dzengi для символа '{symbol}': {exc}"
-            ) from exc
-
-
-class DzengiCandlesDocumentSource:
-    """Источник сырого документа свечей через Dzengi REST API."""
-
-    def __init__(
-        self,
-        client: _PayloadRestClient | None = None,
-    ) -> None:
-        self._client = client
-
-    def fetch_candles_document(
-        self,
-        symbol: str,
-        *,
-        interval: str,
-        limit: int,
-        price_type: str,
-    ) -> object:
-        """
-        Получить декодированный ответ Dzengi klines без его обработки.
-
-        Метод не выполняет нормализацию параметров запроса, schema validation,
-        parsing, value validation, mapping, retry, сортировку или кэширование.
-        """
-
-        try:
-            client: _PayloadRestClient = (
-                self._client
-                if self._client is not None
-                else ExchangeRestClient()
-            )
-
-            return client.get_payload(
-                _KLINES_PATH,
-                params={
-                    "symbol": symbol,
-                    "interval": interval,
-                    "limit": str(limit),
-                    "priceType": price_type,
-                },
-            )
-
-        except Exception as exc:
-            raise CandleTransportError(
-                "Не удалось получить свечи "
-                f"от Dzengi для символа '{symbol}', "
-                f"интервала '{interval}' и типа цены '{price_type}': {exc}"
-            ) from exc
-
-
-class DzengiTradesDocumentSource:
-    """Источник сырого документа агрегированных сделок через Dzengi REST API."""
-
-    def __init__(
-        self,
-        client: _PayloadRestClient | None = None,
-    ) -> None:
-        self._client = client
-
-    def fetch_trades_document(
-        self,
-        symbol: str,
-        *,
-        start_time: int | None = None,
-        end_time: int | None = None,
-        limit: int | None = None,
-    ) -> object:
-        """
-        Получить декодированный ответ Dzengi aggTrades без его обработки.
-
-        Метод не выполняет schema validation, parsing, value validation,
-        mapping, сортировку, дедупликацию или кэширование.
-        """
-
-        params: dict[str, str] = {
-            "symbol": symbol,
-        }
-
-        if start_time is not None:
-            params["startTime"] = str(start_time)
-
-        if end_time is not None:
-            params["endTime"] = str(end_time)
-
-        if limit is not None:
-            params["limit"] = str(limit)
-
-        try:
-            client: _PayloadRestClient = (
-                self._client
-                if self._client is not None
-                else ExchangeRestClient()
-            )
-
-            return client.get_payload(
-                _AGG_TRADES_PATH,
-                params=params,
-            )
-
-        except Exception as exc:
-            raise TradeTransportError(
-                "Не удалось получить агрегированные сделки "
-                f"от Dzengi для символа '{symbol}': {exc}"
-            ) from exc

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

@@ -1,41 +0,0 @@
-# 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/src/market_data/acquisition/adapters/dzengi/websocket.py

@@ -1,145 +0,0 @@
-# app/src/market_data/acquisition/adapters/dzengi/websocket.py
-
-from __future__ import annotations
-
-from datetime import datetime, timezone
-
-from src.market_data.acquisition.adapters.dzengi.mapper import (
-    map_dzengi_websocket_ohlc_to_candle_close_event,
-    map_dzengi_websocket_quote_to_quote,
-)
-from src.market_data.acquisition.adapters.dzengi.parser import (
-    parse_dzengi_websocket_ohlc,
-    parse_dzengi_websocket_quote,
-)
-from src.market_data.acquisition.adapters.dzengi.websocket_trade_adapter import (
-    adapt_websocket_trade_document,
-)
-from src.market_data.acquisition.exceptions import (
-    WebSocketMessageRoutingError,
-)
-from src.market_data.acquisition.models.candle_close import CandleCloseEvent
-from src.market_data.acquisition.models.quote import Quote
-from src.market_data.acquisition.models.trade import Trade
-from src.market_data.acquisition.validation.schema import (
-    validate_dzengi_websocket_ohlc_schema,
-    validate_dzengi_websocket_quote_schema,
-    validate_dzengi_websocket_trade_schema,
-)
-from src.market_data.acquisition.validation.values import (
-    validate_dzengi_websocket_ohlc_values,
-    validate_dzengi_websocket_quote_values,
-)
-
-
-# Преобразует одно декодированное сообщение Dzengi WebSocket в Quote.
-class DzengiWebSocketQuoteAdapter:
-    def map_message(
-        self,
-        document: object,
-        *,
-        received_at: datetime | None = None,
-    ) -> Quote:
-        validated = validate_dzengi_websocket_quote_schema(document)
-        response = parse_dzengi_websocket_quote(validated)
-        validate_dzengi_websocket_quote_values(response)
-
-        return map_dzengi_websocket_quote_to_quote(
-            response,
-            received_at=received_at or datetime.now(timezone.utc),
-        )
-
-
-# Преобразует одно декодированное сообщение Dzengi WebSocket
-# в CandleCloseEvent.
-class DzengiWebSocketOhlcAdapter:
-    def map_message(
-        self,
-        document: object,
-        *,
-        received_at: datetime | None = None,
-    ) -> CandleCloseEvent:
-        validated = validate_dzengi_websocket_ohlc_schema(document)
-        event = parse_dzengi_websocket_ohlc(validated)
-        validate_dzengi_websocket_ohlc_values(event)
-
-        return map_dzengi_websocket_ohlc_to_candle_close_event(
-            event,
-            received_at=received_at or datetime.now(timezone.utc),
-        )
-
-
-# Преобразует одно декодированное сообщение Dzengi WebSocket
-# internal.trade в каноническую модель Trade.
-class DzengiWebSocketTradeAdapter:
-    def map_message(
-        self,
-        document: object,
-    ) -> Trade:
-        validated = validate_dzengi_websocket_trade_schema(
-            document,
-        )
-
-        return adapt_websocket_trade_document(
-            validated,
-        )
-
-
-# Определяет тип декодированного сообщения Dzengi WebSocket
-# и передаёт его соответствующему специализированному адаптеру.
-class DzengiUnifiedWebSocketAdapter:
-    def __init__(
-        self,
-        *,
-        quote_adapter: DzengiWebSocketQuoteAdapter | None = None,
-        ohlc_adapter: DzengiWebSocketOhlcAdapter | None = None,
-        trade_adapter: DzengiWebSocketTradeAdapter | None = None,
-    ) -> None:
-        self._quote_adapter = (
-            quote_adapter
-            or DzengiWebSocketQuoteAdapter()
-        )
-
-        self._ohlc_adapter = (
-            ohlc_adapter
-            or DzengiWebSocketOhlcAdapter()
-        )
-
-        self._trade_adapter = (
-            trade_adapter
-            or DzengiWebSocketTradeAdapter()
-        )
-
-    def map_message(
-        self,
-        document: object,
-        *,
-        received_at: datetime | None = None,
-    ) -> Quote | CandleCloseEvent | Trade:
-        if not isinstance(document, dict):
-            raise WebSocketMessageRoutingError(
-                "Сообщение Dzengi WebSocket должно быть объектом."
-            )
-
-        destination = document.get("destination")
-
-        if destination == "ohlc.event":
-            return self._ohlc_adapter.map_message(
-                document,
-                received_at=received_at,
-            )
-
-        if destination == "internal.trade":
-            return self._trade_adapter.map_message(
-                document,
-            )
-
-        if "Payload" in document:
-            return self._quote_adapter.map_message(
-                document,
-                received_at=received_at,
-            )
-
-        raise WebSocketMessageRoutingError(
-            "Не удалось определить тип сообщения Dzengi WebSocket."
-        )

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

@@ -1,62 +0,0 @@
-from __future__ import annotations
-
-from src.market_data.acquisition.exceptions import (
-    WebSocketControlMessageError,
-    WebSocketMessageRoutingError,
-)
-
-
-_TRADE_SUBSCRIPTION_DESTINATION = "trades.subscribe"
-_SUCCESS_STATUS = "OK"
-
-
-class DzengiWebSocketControlMessageHandler:
-    """
-    Provider-specific проверка Dzengi control/ACK сообщений.
-
-    Handler не управляет lifecycle и не хранит pending requests.
-    Ожидаемый correlation ID передаётся владельцем Runtime.
-    """
-
-    __slots__ = ()
-
-    def handle(
-        self,
-        document: object,
-        *,
-        expected_correlation_id: str,
-    ) -> None:
-        """Проверить ACK текущей Trade Stream подписки."""
-        if not isinstance(document, dict):
-            raise WebSocketMessageRoutingError(
-                "Control message Dzengi WebSocket должен быть объектом."
-            )
-
-        correlation_id = document.get("correlationId")
-
-        if correlation_id != expected_correlation_id:
-            raise WebSocketMessageRoutingError(
-                "Получен control message с неизвестным correlationId."
-            )
-
-        status = document.get("status")
-
-        if not isinstance(status, str) or not status.strip():
-            raise WebSocketMessageRoutingError(
-                "Control message Dzengi WebSocket должен содержать "
-                "непустой строковый status."
-            )
-
-        if status != _SUCCESS_STATUS:
-            raise WebSocketControlMessageError(
-                "Dzengi отклонил Trade Stream subscription ACK."
-            )
-
-        if (
-            document.get("destination")
-            != _TRADE_SUBSCRIPTION_DESTINATION
-        ):
-            raise WebSocketMessageRoutingError(
-                "Получен успешный control message с неизвестным "
-                "destination."
-            )

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

@@ -1,82 +0,0 @@
-from __future__ import annotations
-
-from src.market_data.acquisition.exceptions import (
-    WebSocketMessageRoutingError,
-)
-from src.market_data.acquisition.runtime.websocket_inbound_message import (
-    WebSocketInboundMessageKind,
-)
-
-
-_DZENGI_MARKET_DESTINATIONS = frozenset(
-    {
-        "internal.trade",
-        "ohlc.event",
-    }
-)
-
-
-class DzengiWebSocketInboundMessageClassifier:
-    """
-    Классификатор декодированных входящих сообщений Dzengi.
-
-    Market markers имеют приоритет над correlationId, чтобы market
-    document с дополнительными transport metadata не был ошибочно
-    принят за control response.
-    """
-
-    __slots__ = ()
-
-    def classify(
-        self,
-        document: object,
-    ) -> WebSocketInboundMessageKind:
-        """Разделить market documents и ответы на Runtime-команды."""
-        if not isinstance(document, dict):
-            raise WebSocketMessageRoutingError(
-                "Сообщение Dzengi WebSocket должно быть объектом."
-            )
-
-        destination = document.get("destination")
-
-        if (
-            (
-                isinstance(destination, str)
-                and destination in _DZENGI_MARKET_DESTINATIONS
-            )
-            or "Payload" in document
-        ):
-            return WebSocketInboundMessageKind.MARKET
-
-        if "correlationId" in document:
-            self._validate_correlation_id(
-                document["correlationId"],
-            )
-            return WebSocketInboundMessageKind.CONTROL
-
-        raise WebSocketMessageRoutingError(
-            "Не удалось определить категорию сообщения "
-            "Dzengi WebSocket."
-        )
-
-    @staticmethod
-    def _validate_correlation_id(
-        correlation_id: object,
-    ) -> None:
-        if (
-            isinstance(correlation_id, bool)
-            or not isinstance(correlation_id, (str, int))
-        ):
-            raise WebSocketMessageRoutingError(
-                "correlationId сообщения Dzengi WebSocket должен "
-                "быть строкой или целым числом."
-            )
-
-        if (
-            isinstance(correlation_id, str)
-            and not correlation_id.strip()
-        ):
-            raise WebSocketMessageRoutingError(
-                "correlationId сообщения Dzengi WebSocket "
-                "не должен быть пустым."
-            )

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

@@ -1,36 +0,0 @@
-# src/market_data/acquisition/adapters/dzengi/websocket_trade_adapter.py
-
-from __future__ import annotations
-
-from src.market_data.acquisition.adapters.dzengi.mapper import (
-    map_dzengi_websocket_trade_to_trade,
-)
-from src.market_data.acquisition.adapters.dzengi.parser import (
-    parse_dzengi_websocket_trade,
-)
-from src.market_data.acquisition.models.trade import Trade
-from src.market_data.acquisition.validation.schema import (
-    ValidatedWebSocketTradeDocument,
-)
-from src.market_data.acquisition.validation.values import (
-    validate_dzengi_websocket_trade_values,
-)
-
-
-def adapt_websocket_trade_document(
-    document: ValidatedWebSocketTradeDocument,
-) -> Trade:
-    """
-    Преобразовать структурно проверенный документ Dzengi WebSocket Trade
-    в каноническую immutable-модель Trade.
-
-    Функция последовательно выполняет parsing, value validation
-    и mapping. Schema validation должна быть выполнена вызывающим слоем.
-    Исключения отдельных этапов не перехватываются и не оборачиваются.
-    """
-
-    event = parse_dzengi_websocket_trade(document)
-
-    validate_dzengi_websocket_trade_values(event)
-
-    return map_dzengi_websocket_trade_to_trade(event)

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

@@ -1,445 +0,0 @@
-from __future__ import annotations
-
-import asyncio
-import math
-from collections.abc import Awaitable, Callable, Mapping
-from typing import Protocol, cast
-from urllib.parse import urlsplit, urlunsplit
-
-from websockets.asyncio.client import connect as websocket_connect
-from websockets.protocol import State
-from websockets.typing import Subprotocol
-
-from src.market_data.acquisition.exceptions import (
-    WebSocketTransportError,
-    WebSocketTransportNotConnectedError,
-)
-
-
-class _WebSocketConnectionProtocol(Protocol):
-    """
-    Минимальный контракт соединения.
-    """
-
-    @property
-    def state(self) -> State:
-        """Вернуть состояние WebSocket-соединения."""
-        ...
-
-    async def close(
-        self,
-        code: int = 1000,
-        reason: str = "",
-    ) -> None:
-        """Закрыть WebSocket-соединение."""
-        ...
-
-    async def send(
-        self,
-        message: str | bytes,
-    ) -> None:
-        """Отправить одно сообщение."""
-        ...
-
-    async def recv(self) -> str | bytes:
-        """Получить одно сообщение."""
-        ...
-
-    async def ping(self) -> Awaitable[float]:
-        """Отправить Ping и вернуть ожидание соответствующего Pong."""
-        ...
-
-
-WebSocketConnector = Callable[
-    ...,
-    Awaitable[_WebSocketConnectionProtocol],
-]
-
-
-def build_dzengi_websocket_url(
-    raw_url: str,
-) -> str:
-    """
-    Нормализовать Dzengi HTTP/WebSocket URL до endpoint ``/connect``.
-    """
-    if not isinstance(raw_url, str):
-        raise TypeError("raw_url must be a string")
-
-    normalized_url = raw_url.strip()
-
-    if not normalized_url:
-        raise ValueError("raw_url must not be empty")
-
-    parsed = urlsplit(normalized_url)
-
-    scheme = {
-        "http": "ws",
-        "https": "wss",
-        "ws": "ws",
-        "wss": "wss",
-    }.get(parsed.scheme.lower())
-
-    if scheme is None or not parsed.netloc:
-        raise ValueError(
-            "raw_url must be an absolute HTTP or WebSocket URL"
-        )
-
-    if parsed.fragment:
-        raise ValueError("raw_url must not contain a fragment")
-
-    path = parsed.path.rstrip("/")
-
-    if not path.endswith("/connect"):
-        path = f"{path}/connect"
-
-    return urlunsplit(
-        (
-            scheme,
-            parsed.netloc,
-            path,
-            parsed.query,
-            "",
-        )
-    )
-
-
-class DzengiWebSocketTransport:
-    """
-    Низкоуровневый WebSocket-транспорт Dzengi.
-
-    Transport управляет только соединением и непрозрачными
-    ``str``/``bytes`` сообщениями. JSON parsing, subscription routing,
-    recovery и lifecycle находятся за пределами этого компонента.
-    """
-
-    __slots__ = (
-        "_url",
-        "_headers",
-        "_open_timeout",
-        "_ping_interval",
-        "_ping_timeout",
-        "_probe_timeout",
-        "_close_timeout",
-        "_connector",
-        "_connection",
-        "_lifecycle_lock",
-    )
-
-    def __init__(
-        self,
-        *,
-        url: str,
-        headers: Mapping[str, str] | None = None,
-        open_timeout: float | None = 10.0,
-        ping_interval: float | None = 20.0,
-        ping_timeout: float | None = 20.0,
-        probe_timeout: float | None = None,
-        close_timeout: float | None = 10.0,
-        connector: WebSocketConnector | None = None,
-    ) -> None:
-        self._url = build_dzengi_websocket_url(url)
-        self._headers = self._validate_headers(headers)
-        self._open_timeout = self._validate_timeout(
-            "open_timeout",
-            open_timeout,
-        )
-        self._ping_interval = self._validate_timeout(
-            "ping_interval",
-            ping_interval,
-        )
-        self._ping_timeout = self._validate_timeout(
-            "ping_timeout",
-            ping_timeout,
-        )
-        self._probe_timeout = self._validate_probe_timeout(
-            (
-                probe_timeout
-                if probe_timeout is not None
-                else (
-                    ping_timeout
-                    if ping_timeout is not None
-                    else 20.0
-                )
-            ),
-        )
-        self._close_timeout = self._validate_timeout(
-            "close_timeout",
-            close_timeout,
-        )
-        self._connector = (
-            connector
-            if connector is not None
-            else cast(
-                WebSocketConnector,
-                websocket_connect,
-            )
-        )
-        self._connection: _WebSocketConnectionProtocol | None = None
-        self._lifecycle_lock = asyncio.Lock()
-
-    @property
-    def url(self) -> str:
-        """Вернуть нормализованный WebSocket URL."""
-        return self._url
-
-    @property
-    def is_connected(self) -> bool:
-        """Показывает, открыто ли соединение."""
-        connection = self._connection
-
-        return (
-            connection is not None
-            and connection.state is State.OPEN
-        )
-
-    async def connect(self) -> None:
-        """
-        Идемпотентно открыть WebSocket-соединение Dzengi.
-        """
-        async with self._lifecycle_lock:
-            if self.is_connected:
-                return
-
-            self._connection = None
-
-            try:
-                connection = await self._connector(
-                    self._url,
-                    additional_headers=(
-                        self._headers
-                        if self._headers
-                        else None
-                    ),
-                    subprotocols=(
-                        Subprotocol("json"),
-                    ),
-                    open_timeout=self._open_timeout,
-                    ping_interval=self._ping_interval,
-                    ping_timeout=self._ping_timeout,
-                    close_timeout=self._close_timeout,
-                )
-            except Exception as error:
-                raise WebSocketTransportError(
-                    "Не удалось открыть Dzengi WebSocket connection: "
-                    f"{error}"
-                ) from error
-
-            self._connection = connection
-
-            if self.is_connected:
-                return
-
-            self._connection = None
-
-            try:
-                await connection.close()
-            except Exception:
-                pass
-
-            raise WebSocketTransportError(
-                "Dzengi WebSocket connection не перешло "
-                "в состояние OPEN."
-            )
-
-    async def disconnect(self) -> None:
-        """
-        Идемпотентно закрыть WebSocket-соединение.
-        """
-        async with self._lifecycle_lock:
-            connection = self._connection
-            self._connection = None
-
-            if connection is None:
-                return
-
-            try:
-                await connection.close()
-            except Exception as error:
-                raise WebSocketTransportError(
-                    "Не удалось закрыть Dzengi WebSocket connection: "
-                    f"{error}"
-                ) from error
-
-    async def send(
-        self,
-        message: str | bytes,
-    ) -> None:
-        """Отправить непрозрачное транспортное сообщение."""
-        if not isinstance(message, (str, bytes)):
-            raise TypeError("message must be str or bytes")
-
-        connection = self._require_connection()
-
-        try:
-            await connection.send(message)
-        except Exception as error:
-            self._discard_closed_connection(connection)
-
-            raise WebSocketTransportError(
-                "Не удалось отправить Dzengi WebSocket message: "
-                f"{error}"
-            ) from error
-
-    async def receive(self) -> str | bytes:
-        """Получить непрозрачное транспортное сообщение."""
-        connection = self._require_connection()
-
-        try:
-            return await connection.recv()
-        except Exception as error:
-            self._discard_closed_connection(connection)
-
-            raise WebSocketTransportError(
-                "Не удалось получить Dzengi WebSocket message: "
-                f"{error}"
-            ) from error
-
-    async def probe(self) -> bool:
-        """
-        Подтвердить liveness текущего connection через Ping/Pong.
-
-        Закрытое соединение и отсутствие Pong являются штатным
-        отрицательным результатом. Cancellation не перехватывается.
-        """
-        connection = self._connection
-
-        if (
-            connection is None
-            or connection.state is not State.OPEN
-        ):
-            self._connection = None
-            return False
-
-        try:
-            pong_waiter = await connection.ping()
-
-            await asyncio.wait_for(
-                asyncio.shield(
-                    pong_waiter,
-                ),
-                timeout=self._probe_timeout,
-            )
-        except asyncio.TimeoutError:
-            return False
-        except asyncio.CancelledError:
-            raise
-        except Exception as error:
-            self._discard_closed_connection(connection)
-
-            if connection.state is not State.OPEN:
-                return False
-
-            raise WebSocketTransportError(
-                "Не удалось проверить Dzengi WebSocket liveness: "
-                f"{error}"
-            ) from error
-
-        return (
-            self._connection is connection
-            and connection.state is State.OPEN
-        )
-
-    def _require_connection(
-        self,
-    ) -> _WebSocketConnectionProtocol:
-        """
-        Вернуть открытое соединение.
-        """
-        connection = self._connection
-
-        if (
-            connection is None
-            or connection.state is not State.OPEN
-        ):
-            self._connection = None
-
-            raise WebSocketTransportNotConnectedError(
-                "Dzengi WebSocket transport is not connected."
-            )
-
-        return connection
-
-    def _discard_closed_connection(
-        self,
-        connection: _WebSocketConnectionProtocol,
-    ) -> None:
-        """
-        Удалить ссылку на закрытое соединение.
-        """
-        if (
-            self._connection is connection
-            and connection.state is not State.OPEN
-        ):
-            self._connection = None
-
-    @staticmethod
-    def _validate_headers(
-        headers: Mapping[str, str] | None,
-    ) -> dict[str, str]:
-        if headers is None:
-            return {}
-
-        if not isinstance(headers, Mapping):
-            raise TypeError("headers must be a mapping")
-
-        normalized_headers: dict[str, str] = {}
-
-        for name, value in headers.items():
-            if not isinstance(name, str) or not name.strip():
-                raise ValueError(
-                    "header names must be non-empty strings"
-                )
-
-            if not isinstance(value, str):
-                raise TypeError("header values must be strings")
-
-            normalized_headers[name] = value
-
-        return normalized_headers
-
-    @staticmethod
-    def _validate_timeout(
-        name: str,
-        value: float | None,
-    ) -> float | None:
-        if value is None:
-            return None
-
-        if (
-            isinstance(value, bool)
-            or not isinstance(value, (int, float))
-        ):
-            raise TypeError(
-                f"{name} must be an integer, float, or None"
-            )
-
-        if value <= 0:
-            raise ValueError(
-                f"{name} must be positive"
-            )
-
-        return float(value)
-
-    @staticmethod
-    def _validate_probe_timeout(
-        value: float,
-    ) -> float:
-        if (
-            isinstance(value, bool)
-            or not isinstance(value, (int, float))
-        ):
-            raise TypeError(
-                "probe_timeout must be an integer or float"
-            )
-
-        normalized_value = float(value)
-
-        if (
-            not math.isfinite(normalized_value)
-            or normalized_value <= 0
-        ):
-            raise ValueError(
-                "probe_timeout must be positive and finite"
-            )
-
-        return normalized_value

app/src/market_data/acquisition/checkpoint/__init__.py

@@ -1,11 +0,0 @@
-"""Восстановление persistent Trade Stream checkpoint."""
-
-from src.market_data.acquisition.checkpoint.trade_stream_state_hydrator import (
-    TradeStreamStateHydrator,
-    TradeStreamStateHydratorProtocol,
-)
-
-__all__ = (
-    "TradeStreamStateHydrator",
-    "TradeStreamStateHydratorProtocol",
-)

app/src/market_data/acquisition/checkpoint/trade_stream_state_hydrator.py

@@ -1,327 +0,0 @@
-from __future__ import annotations
-
-from typing import Protocol, runtime_checkable
-
-from src.market_data.acquisition.consistency.trade_stream_exceptions import (
-    TradeConsistencyError,
-    TradeOrderingError,
-)
-from src.market_data.acquisition.consistency.trade_stream_state import (
-    DEFAULT_DEDUPLICATION_WINDOW_SIZE,
-    TradeStreamState,
-)
-from src.market_data.acquisition.consistency.trade_stream_state_store_exceptions import (
-    TradeStreamStateStoreInitializationError,
-)
-from src.market_data.acquisition.consistency.trade_stream_state_store_protocol import (
-    TradeStreamStateStoreProtocol,
-)
-from src.market_data.acquisition.models.trade import Trade
-from src.market_data.acquisition.symbols import normalize_symbol
-from src.market_data.storage.contracts import (
-    PersistentTradeCheckpoint,
-    TradeCheckpointStorageProtocol,
-)
-from src.market_data.storage.exceptions import (
-    MarketDataCheckpointIntegrityError,
-)
-
-
-@runtime_checkable
-class TradeStreamStateHydratorProtocol(Protocol):
-    """Контракт восстановления Consistency state до запуска Runtime."""
-
-    def hydrate(
-        self,
-        *,
-        symbols: tuple[str, ...],
-    ) -> tuple[TradeStreamState, ...]:
-        """Восстановить и атомарно опубликовать состояния symbols."""
-        ...
-
-
-class TradeStreamStateHydrator:
-    """Восстанавливает TradeStreamState из persistent checkpoint."""
-
-    __slots__ = (
-        "_checkpoint_storage",
-        "_state_store",
-        "_venue",
-        "_deduplication_window_size",
-    )
-
-    def __init__(
-        self,
-        *,
-        checkpoint_storage: TradeCheckpointStorageProtocol,
-        state_store: TradeStreamStateStoreProtocol,
-        venue: str,
-        deduplication_window_size: int = (
-            DEFAULT_DEDUPLICATION_WINDOW_SIZE
-        ),
-    ) -> None:
-        if not isinstance(
-            checkpoint_storage,
-            TradeCheckpointStorageProtocol,
-        ):
-            raise TypeError(
-                "checkpoint_storage must implement "
-                "TradeCheckpointStorageProtocol"
-            )
-
-        if not isinstance(state_store, TradeStreamStateStoreProtocol):
-            raise TypeError(
-                "state_store must implement TradeStreamStateStoreProtocol"
-            )
-
-        if not isinstance(venue, str):
-            raise TypeError("venue must be a string")
-
-        normalized_venue = venue.strip().lower()
-
-        if not normalized_venue:
-            raise ValueError("venue must not be empty")
-
-        if (
-            isinstance(deduplication_window_size, bool)
-            or not isinstance(deduplication_window_size, int)
-        ):
-            raise TypeError(
-                "deduplication_window_size must be an integer"
-            )
-
-        if deduplication_window_size <= 0:
-            raise ValueError(
-                "deduplication_window_size must be positive"
-            )
-
-        self._checkpoint_storage = checkpoint_storage
-        self._state_store = state_store
-        self._venue = normalized_venue
-        self._deduplication_window_size = deduplication_window_size
-
-    def hydrate(
-        self,
-        *,
-        symbols: tuple[str, ...],
-    ) -> tuple[TradeStreamState, ...]:
-        normalized_symbols = self._normalize_symbols(symbols)
-
-        if not self._state_store.is_empty():
-            raise TradeStreamStateStoreInitializationError(
-                "Trade Stream State Store уже содержит состояния."
-            )
-
-        states = tuple(
-            self._prepare_state(symbol)
-            for symbol in normalized_symbols
-        )
-        self._state_store.initialize(states)
-        return states
-
-    def _prepare_state(
-        self,
-        symbol: str,
-    ) -> TradeStreamState:
-        checkpoint = self._checkpoint_storage.load_checkpoint(
-            venue=self._venue,
-            symbol=symbol,
-        )
-
-        if checkpoint is not None:
-            return self._state_from_checkpoint(
-                symbol=symbol,
-                checkpoint=checkpoint,
-            )
-
-        latest_tail = self._checkpoint_storage.load_latest_trade_tail(
-            venue=self._venue,
-            symbol=symbol,
-            limit=self._deduplication_window_size,
-        )
-
-        if not isinstance(latest_tail, tuple):
-            raise MarketDataCheckpointIntegrityError(
-                "Checkpoint storage returned non-tuple latest Trade tail."
-            )
-
-        if not latest_tail:
-            concurrent_checkpoint = (
-                self._checkpoint_storage.load_checkpoint(
-                    venue=self._venue,
-                    symbol=symbol,
-                )
-            )
-
-            if concurrent_checkpoint is not None:
-                return self._state_from_checkpoint(
-                    symbol=symbol,
-                    checkpoint=concurrent_checkpoint,
-                )
-
-            return TradeStreamState.from_history(
-                symbol=symbol,
-                trades=(),
-                deduplication_window_size=(
-                    self._deduplication_window_size
-                ),
-            )
-
-        candidate_state = self._state_from_tail(
-            symbol=symbol,
-            trades=latest_tail,
-        )
-        candidate = candidate_state.last_trade
-
-        if candidate is None:
-            raise MarketDataCheckpointIntegrityError(
-                "Latest Trade tail unexpectedly produced empty state."
-            )
-
-        adopted = (
-            self._checkpoint_storage.adopt_existing_trade_as_checkpoint(
-                venue=self._venue,
-                trade=candidate,
-            )
-        )
-        self._validate_checkpoint(
-            checkpoint=adopted,
-            symbol=symbol,
-            expected_trade=candidate,
-        )
-        return self._state_from_checkpoint(
-            symbol=symbol,
-            checkpoint=adopted,
-        )
-
-    def _state_from_checkpoint(
-        self,
-        *,
-        symbol: str,
-        checkpoint: PersistentTradeCheckpoint,
-    ) -> TradeStreamState:
-        self._validate_checkpoint(
-            checkpoint=checkpoint,
-            symbol=symbol,
-            expected_trade=None,
-        )
-        tail = self._checkpoint_storage.load_checkpoint_tail(
-            venue=self._venue,
-            checkpoint=checkpoint,
-            limit=self._deduplication_window_size,
-        )
-        state = self._state_from_tail(
-            symbol=symbol,
-            trades=tail,
-        )
-
-        if state.last_trade is None or not self._same_market_trade(
-            state.last_trade,
-            checkpoint.trade,
-        ):
-            raise MarketDataCheckpointIntegrityError(
-                "Hydrated tail does not end at persistent checkpoint."
-            )
-
-        return state
-
-    def _state_from_tail(
-        self,
-        *,
-        symbol: str,
-        trades: object,
-    ) -> TradeStreamState:
-        if not isinstance(trades, tuple):
-            raise MarketDataCheckpointIntegrityError(
-                "Checkpoint storage returned non-tuple Trade tail."
-            )
-
-        try:
-            return TradeStreamState.from_history(
-                symbol=symbol,
-                trades=trades,
-                deduplication_window_size=(
-                    self._deduplication_window_size
-                ),
-            )
-        except (
-            TypeError,
-            ValueError,
-            TradeConsistencyError,
-            TradeOrderingError,
-        ) as error:
-            raise MarketDataCheckpointIntegrityError(
-                "Persistent Trade tail cannot hydrate Consistency state."
-            ) from error
-
-    def _validate_checkpoint(
-        self,
-        *,
-        checkpoint: object,
-        symbol: str,
-        expected_trade: Trade | None,
-    ) -> None:
-        if not isinstance(checkpoint, PersistentTradeCheckpoint):
-            raise MarketDataCheckpointIntegrityError(
-                "Checkpoint storage returned invalid checkpoint."
-            )
-
-        if checkpoint.venue.strip().lower() != self._venue:
-            raise MarketDataCheckpointIntegrityError(
-                "Persistent checkpoint venue does not match hydrator."
-            )
-
-        if checkpoint.trade.symbol.strip().upper() != symbol:
-            raise MarketDataCheckpointIntegrityError(
-                "Persistent checkpoint symbol does not match request."
-            )
-
-        if expected_trade is not None and not self._same_market_trade(
-            checkpoint.trade,
-            expected_trade,
-        ):
-            raise MarketDataCheckpointIntegrityError(
-                "Adopted checkpoint does not match candidate Trade."
-            )
-
-    @staticmethod
-    def _same_market_trade(
-        first: Trade,
-        second: Trade,
-    ) -> bool:
-        return (
-            first.symbol == second.symbol
-            and first.trade_id == second.trade_id
-            and first.executed_at == second.executed_at
-            and first.price == second.price
-            and first.quantity == second.quantity
-            and first.aggressor_side is second.aggressor_side
-        )
-
-    @staticmethod
-    def _normalize_symbols(
-        symbols: tuple[str, ...],
-    ) -> tuple[str, ...]:
-        if not isinstance(symbols, tuple):
-            raise TypeError("symbols must be a tuple")
-
-        if not symbols:
-            raise ValueError("symbols must not be empty")
-
-        normalized: list[str] = []
-
-        for symbol in symbols:
-            if not isinstance(symbol, str):
-                raise TypeError("symbols must contain only strings")
-
-            value = normalize_symbol(symbol)
-
-            if not value:
-                raise ValueError("symbols must not contain empty values")
-
-            if value in normalized:
-                raise ValueError("symbols must not contain duplicates")
-
-            normalized.append(value)
-
-        return tuple(normalized)

app/src/market_data/acquisition/consistency/__init__.py

@@ -1 +0,0 @@
-# app/src/market_data/acquisition/consistency/__init__.py

app/src/market_data/acquisition/consistency/trade_observation_sink_protocol.py

@@ -1,26 +0,0 @@
-from __future__ import annotations
-
-from typing import Protocol, runtime_checkable
-
-from src.market_data.acquisition.models.trade import Trade
-
-
-@runtime_checkable
-class TradeObservationSinkProtocol(Protocol):
-    """Надёжный приёмник одного наблюдения канонической сделки."""
-
-    def persist_accepted(
-        self,
-        trade: Trade,
-        *,
-        expected_trade: Trade | None,
-    ) -> None:
-        """Сохранить новую Trade и атомарно продвинуть checkpoint."""
-        ...
-
-    def persist_duplicate(
-        self,
-        trade: Trade,
-    ) -> None:
-        """Сохранить provenance дубликата без продвижения checkpoint."""
-        ...

app/src/market_data/acquisition/consistency/trade_stream_consistency_controller.py

@@ -1,85 +0,0 @@
-# app/src/market_data/acquisition/consistency/trade_stream_consistency_controller.py
-
-from __future__ import annotations
-
-from src.market_data.acquisition.consistency.trade_observation_sink_protocol import (
-    TradeObservationSinkProtocol,
-)
-from src.market_data.acquisition.consistency.trade_stream_protocol import (
-    TradeStreamConsistencyProtocol,
-)
-from src.market_data.acquisition.consistency.trade_stream_state import (
-    TradeStreamState,
-)
-from src.market_data.acquisition.consistency.trade_stream_state_store_protocol import (
-    TradeStreamStateStoreProtocol,
-)
-from src.market_data.acquisition.models.trade import Trade
-
-
-class TradeStreamConsistencyController(
-    TradeStreamConsistencyProtocol,
-):
-    """
-    Контроллер проверки согласованности Canonical Trade Stream.
-
-    Для каждого торгового инструмента используется
-    специализированное хранилище состояний
-    Trade Stream Consistency.
-    """
-
-    def __init__(
-        self,
-        state_store: TradeStreamStateStoreProtocol,
-        *,
-        trade_observation_sink: TradeObservationSinkProtocol | None = None,
-    ) -> None:
-        if (
-            trade_observation_sink is not None
-            and not isinstance(
-                trade_observation_sink,
-                TradeObservationSinkProtocol,
-            )
-        ):
-            raise TypeError(
-                "trade_observation_sink must implement "
-                "TradeObservationSinkProtocol"
-            )
-
-        self._state_store = state_store
-        self._trade_observation_sink = trade_observation_sink
-
-    def accept(
-        self,
-        trade: Trade,
-    ) -> Trade | None:
-        state = self._get_state(trade.symbol)
-
-        sink = self._trade_observation_sink
-
-        return state.accept(
-            trade,
-            before_checkpoint=(
-                sink.persist_accepted
-                if sink is not None
-                else None
-            ),
-            on_duplicate=(
-                sink.persist_duplicate
-                if sink is not None
-                else None
-            ),
-        )
-
-    def _get_state(
-        self,
-        symbol: str,
-    ) -> TradeStreamState:
-        """
-        Возвращает состояние проверки Trade Stream
-        для указанного торгового инструмента.
-
-        При первом обращении состояние автоматически
-        создаётся специализированным хранилищем.
-        """
-        return self._state_store.get_or_create(symbol)

app/src/market_data/acquisition/consistency/trade_stream_exceptions.py

@@ -1,17 +0,0 @@
-# app/src/market_data/acquisition/consistency/trade_stream_exceptions.py
-
-from __future__ import annotations
-
-from src.market_data.acquisition.exceptions import (
-    MarketDataAcquisitionError,
-)
-
-
-# Нарушение монотонности Canonical Trade Stream.
-class TradeOrderingError(MarketDataAcquisitionError):
-    pass
-
-
-# Обнаружен конфликтующий дубликат сделки.
-class TradeConsistencyError(MarketDataAcquisitionError):
-    pass

app/src/market_data/acquisition/consistency/trade_stream_protocol.py

@@ -1,29 +0,0 @@
-# app/src/market_data/acquisition/consistency/trade_stream_protocol.py
-
-from __future__ import annotations
-
-from typing import Protocol, runtime_checkable
-
-from src.market_data.acquisition.models.trade import Trade
-
-
-# Контракт проверки согласованности Canonical Trade Stream.
-@runtime_checkable
-class TradeStreamConsistencyProtocol(Protocol):
-    def accept(
-        self,
-        trade: Trade,
-    ) -> Trade | None:
-        """
-        Проверить согласованность поступившей сделки.
-
-        Возвращает исходную модель Trade, если сделка принята.
-
-        Возвращает None, если обнаружен полный дубликат.
-
-        Генерирует TradeOrderingError при нарушении порядка.
-
-        Генерирует TradeConsistencyError при обнаружении
-        конфликтующего дубликата.
-        """
-        ...

app/src/market_data/acquisition/consistency/trade_stream_state.py

@@ -1,237 +0,0 @@
-# app/src/market_data/acquisition/consistency/trade_stream_state.py
-
-from __future__ import annotations
-
-from collections import deque
-from collections.abc import Callable
-from dataclasses import dataclass, field
-from typing import Protocol, Self
-
-from src.market_data.acquisition.consistency.trade_stream_exceptions import (
-    TradeConsistencyError,
-    TradeOrderingError,
-)
-from src.market_data.acquisition.models.trade import Trade
-from src.market_data.acquisition.trade_id_sequence import (
-    is_trade_id_newer,
-    validate_signed_trade_id,
-)
-
-DEFAULT_DEDUPLICATION_WINDOW_SIZE = 10_000
-TradeDuplicateCallback = Callable[[Trade], None]
-
-
-class TradeCheckpointCallback(Protocol):
-    """Callback атомарной записи перед in-memory checkpoint."""
-
-    def __call__(
-        self,
-        trade: Trade,
-        *,
-        expected_trade: Trade | None,
-    ) -> None:
-        ...
-
-
-@dataclass(slots=True)
-class TradeStreamState:
-    """
-    Состояние проверки согласованности Canonical Trade Stream
-    для одного торгового инструмента.
-    """
-
-    symbol: str
-    deduplication_window_size: int = DEFAULT_DEDUPLICATION_WINDOW_SIZE
-
-    last_trade_id: int | None = None
-    last_trade: Trade | None = None
-
-    _trade_window: deque[int] = field(init=False, repr=False)
-    _trades: dict[int, Trade] = field(init=False, repr=False)
-
-    def __post_init__(self) -> None:
-        if not self.symbol:
-            raise ValueError("symbol must not be empty")
-
-        if self.deduplication_window_size <= 0:
-            raise ValueError(
-                "deduplication_window_size must be positive"
-            )
-
-        self._trade_window = deque(
-            maxlen=self.deduplication_window_size,
-        )
-        self._trades = {}
-
-    @classmethod
-    def from_history(
-        cls,
-        *,
-        symbol: str,
-        trades: tuple[Trade, ...],
-        deduplication_window_size: int = (
-            DEFAULT_DEDUPLICATION_WINDOW_SIZE
-        ),
-    ) -> Self:
-        """Строго восстановить временное состояние из durable tail."""
-        if not isinstance(trades, tuple):
-            raise TypeError("trades must be a tuple")
-
-        if len(trades) > deduplication_window_size:
-            raise ValueError(
-                "trades must fit deduplication_window_size"
-            )
-
-        state = cls(
-            symbol=symbol,
-            deduplication_window_size=deduplication_window_size,
-        )
-
-        for trade in trades:
-            if not isinstance(trade, Trade):
-                raise TypeError("trades must contain only Trade")
-
-            if state.accept(trade) is None:
-                raise TradeConsistencyError(
-                    "Hydration history contains a duplicate Trade."
-                )
-
-        return state
-
-    def accept(
-        self,
-        trade: Trade,
-        *,
-        before_checkpoint: TradeCheckpointCallback | None = None,
-        on_duplicate: TradeDuplicateCallback | None = None,
-    ) -> Trade | None:
-        """
-        Проверить сделку на согласованность.
-
-        Возвращает принятую сделку.
-
-        Возвращает None при полном дубликате.
-
-        Генерирует исключение при нарушении порядка
-        либо конфликтующем дубликате.
-        """
-
-        if before_checkpoint is not None and not callable(
-            before_checkpoint
-        ):
-            raise TypeError("before_checkpoint must be callable")
-
-        if on_duplicate is not None and not callable(on_duplicate):
-            raise TypeError("on_duplicate must be callable")
-
-        if trade.symbol != self.symbol:
-            raise ValueError(
-                f"Unexpected symbol: {trade.symbol!r}"
-            )
-
-        trade_id = trade.trade_id
-        validate_signed_trade_id(trade_id)
-
-        if self.last_trade_id is not None:
-            if not is_trade_id_newer(
-                trade_id,
-                self.last_trade_id,
-            ) and trade_id != self.last_trade_id:
-                previous = self._trades.get(trade_id)
-
-                if previous is None:
-                    raise TradeOrderingError()
-
-                if self._is_same_market_trade(
-                    previous,
-                    trade,
-                ):
-                    self._run_duplicate_observation(
-                        trade,
-                        callback=on_duplicate,
-                    )
-                    return None
-
-                raise TradeConsistencyError()
-
-        previous = self._trades.get(trade_id)
-
-        if previous is not None:
-            if self._is_same_market_trade(
-                previous,
-                trade,
-            ):
-                self._run_duplicate_observation(
-                    trade,
-                    callback=on_duplicate,
-                )
-                return None
-
-            raise TradeConsistencyError()
-
-        self._run_before_checkpoint(
-            trade,
-            expected_trade=self.last_trade,
-            callback=before_checkpoint,
-        )
-
-        self._append(trade)
-
-        self.last_trade_id = trade_id
-        self.last_trade = trade
-
-        return trade
-
-    @staticmethod
-    def _run_before_checkpoint(
-        trade: Trade,
-        *,
-        expected_trade: Trade | None,
-        callback: TradeCheckpointCallback | None,
-    ) -> None:
-        if callback is not None:
-            callback(
-                trade,
-                expected_trade=expected_trade,
-            )
-
-    @staticmethod
-    def _run_duplicate_observation(
-        trade: Trade,
-        *,
-        callback: TradeDuplicateCallback | None,
-    ) -> None:
-        if callback is not None:
-            callback(trade)
-
-    @staticmethod
-    def _is_same_market_trade(
-        first: Trade,
-        second: Trade,
-    ) -> bool:
-        """
-        Сравнить биржевой факт независимо от transport source.
-
-        Одна сделка закономерно приходит через WebSocket и повторяется
-        через REST recovery. Поле ``source`` описывает путь доставки и
-        поэтому не является частью identity биржевой сделки.
-        """
-        return (
-            first.symbol == second.symbol
-            and first.trade_id == second.trade_id
-            and first.price == second.price
-            and first.quantity == second.quantity
-            and first.executed_at == second.executed_at
-            and first.aggressor_side is second.aggressor_side
-        )
-
-    def _append(
-        self,
-        trade: Trade,
-    ) -> None:
-        if len(self._trade_window) == self.deduplication_window_size:
-            oldest_trade_id = self._trade_window[0]
-            self._trades.pop(oldest_trade_id, None)
-
-        self._trade_window.append(trade.trade_id)
-        self._trades[trade.trade_id] = trade

app/src/market_data/acquisition/consistency/trade_stream_state_store.py

@@ -1,168 +0,0 @@
-# app/src/market_data/acquisition/consistency/trade_stream_state_store.py
-
-from __future__ import annotations
-
-"""
-Хранилище состояний Trade Stream Consistency.
-
-Build 060.20.1 переносит владение инфраструктурным состоянием
-из общего Runtime Registry в специализированное хранилище
-подсистемы проверки согласованности потока сделок.
-
-Хранилище отвечает исключительно за жизненный цикл объектов
-TradeStreamState и не содержит логики проверки последовательности
-или восстановления потока сделок.
-"""
-
-from src.market_data.acquisition.consistency.trade_stream_state import (
-    TradeStreamState,
-)
-from src.market_data.acquisition.consistency.trade_stream_state_store_exceptions import (
-    TradeStreamStateNotFoundError,
-    TradeStreamStateStoreInitializationError,
-)
-from src.market_data.acquisition.consistency.trade_stream_state_store_protocol import (
-    TradeStreamStateStoreProtocol,
-)
-
-
-class TradeStreamStateStore(TradeStreamStateStoreProtocol):
-    """
-    Хранилище состояний Trade Stream.
-
-    Для каждого торгового инструмента существует
-    единственный экземпляр TradeStreamState.
-    """
-
-    def __init__(self) -> None:
-        """
-        Создаёт пустое хранилище состояний.
-        """
-        self._states: dict[str, TradeStreamState] = {}
-        self._initialized = False
-
-    def initialize(
-        self,
-        states: tuple[TradeStreamState, ...],
-    ) -> None:
-        """Однократно опубликовать полностью подготовленный набор."""
-        if not isinstance(states, tuple):
-            raise TypeError("states must be a tuple")
-
-        if self._initialized or self._states:
-            raise TradeStreamStateStoreInitializationError(
-                "Trade Stream State Store уже содержит состояния."
-            )
-
-        prepared: dict[str, TradeStreamState] = {}
-
-        for state in states:
-            if not isinstance(state, TradeStreamState):
-                raise TypeError(
-                    "states must contain only TradeStreamState"
-                )
-
-            if state.symbol in prepared:
-                raise TradeStreamStateStoreInitializationError(
-                    f"Состояние для символа {state.symbol!r} "
-                    "передано повторно."
-                )
-
-            prepared[state.symbol] = state
-
-        self._states.update(prepared)
-        self._initialized = True
-
-    def is_empty(self) -> bool:
-        """Проверить, что хранилище не содержит состояний."""
-        return not self._states and not self._initialized
-
-    def get_or_create(
-        self,
-        symbol: str,
-    ) -> TradeStreamState:
-        """
-        Возвращает существующее состояние либо создаёт новое.
-
-        Args:
-            symbol:
-                Идентификатор торгового инструмента.
-
-        Returns:
-            Экземпляр TradeStreamState.
-        """
-        state = self._states.get(symbol)
-
-        if state is None:
-            state = TradeStreamState(symbol=symbol)
-            self._states[symbol] = state
-
-        return state
-
-    def get(
-        self,
-        symbol: str,
-    ) -> TradeStreamState:
-        """
-        Возвращает существующее состояние.
-
-        Args:
-            symbol:
-                Идентификатор торгового инструмента.
-
-        Raises:
-            TradeStreamStateNotFoundError:
-                Если состояние отсутствует.
-        """
-        try:
-            return self._states[symbol]
-        except KeyError as error:
-            raise TradeStreamStateNotFoundError(
-                f"Состояние Trade Stream для символа {symbol!r} не найдено."
-            ) from error
-
-    def contains(
-        self,
-        symbol: str,
-    ) -> bool:
-        """
-        Проверяет наличие состояния.
-
-        Args:
-            symbol:
-                Идентификатор торгового инструмента.
-
-        Returns:
-            True, если состояние существует.
-        """
-        return symbol in self._states
-
-    def remove(
-        self,
-        symbol: str,
-    ) -> None:
-        """
-        Удаляет состояние.
-
-        Args:
-            symbol:
-                Идентификатор торгового инструмента.
-
-        Raises:
-            TradeStreamStateNotFoundError:
-                Если состояние отсутствует.
-        """
-        if symbol not in self._states:
-            raise TradeStreamStateNotFoundError(
-                f"Состояние Trade Stream для символа "
-                f"{symbol!r} не найдено."
-            )
-
-        del self._states[symbol]
-
-    def clear(self) -> None:
-        """
-        Полностью очищает хранилище состояний.
-        """
-        self._states.clear()
-        self._initialized = False

app/src/market_data/acquisition/consistency/trade_stream_state_store_exceptions.py

@@ -1,34 +0,0 @@
-# app/src/market_data/acquisition/consistency/trade_stream_state_store_exceptions.py
-
-from __future__ import annotations
-
-"""
-Исключения хранилища состояний Trade Stream Consistency.
-
-Build 060.20.1 вводит специализированное хранилище
-состояния проверки согласованности потока сделок.
-
-Исключения относятся исключительно к управлению
-TradeStreamState и не описывают ошибки проверки
-последовательности сделок.
-"""
-
-
-class TradeStreamStateStoreError(Exception):
-    """
-    Базовое исключение хранилища состояний Trade Stream.
-    """
-
-
-class TradeStreamStateNotFoundError(
-    TradeStreamStateStoreError,
-):
-    """
-    Состояние торгового инструмента отсутствует.
-    """
-
-
-class TradeStreamStateStoreInitializationError(
-    TradeStreamStateStoreError,
-):
-    """Хранилище состояний нельзя безопасно инициализировать."""

app/src/market_data/acquisition/consistency/trade_stream_state_store_protocol.py

@@ -1,118 +0,0 @@
-# app/src/market_data/acquisition/consistency/trade_stream_state_store_protocol.py
-
-from __future__ import annotations
-
-"""
-Протокол хранилища состояния Trade Stream Consistency.
-
-Build 060.20.1 заменяет универсальный Trade Runtime Registry
-специализированным типизированным хранилищем состояния
-Canonical Trade Stream.
-
-TradeStreamStateStoreProtocol определяет минимальный контракт
-доступа к состоянию проверки согласованности потока сделок.
-
-Протокол не описывает внутреннюю реализацию хранения
-и не содержит бизнес-логики Trade Stream Consistency.
-"""
-
-from typing import Protocol, runtime_checkable
-
-from src.market_data.acquisition.consistency.trade_stream_state import (
-    TradeStreamState,
-)
-
-
-@runtime_checkable
-class TradeStreamStateStoreProtocol(Protocol):
-    """
-    Протокол хранилища состояний Trade Stream Consistency.
-    """
-
-    def initialize(
-        self,
-        states: tuple[TradeStreamState, ...],
-    ) -> None:
-        """Однократно и атомарно опубликовать готовые состояния."""
-        ...
-
-    def is_empty(self) -> bool:
-        """Проверить, что ни одно состояние ещё не опубликовано."""
-        ...
-
-    def get_or_create(
-        self,
-        symbol: str,
-    ) -> TradeStreamState:
-        """
-        Возвращает существующее состояние торгового инструмента
-        либо создаёт новое состояние при первом обращении.
-
-        Args:
-            symbol:
-                Идентификатор торгового инструмента.
-
-        Returns:
-            Существующий либо созданный TradeStreamState.
-        """
-        ...
-
-    def get(
-        self,
-        symbol: str,
-    ) -> TradeStreamState:
-        """
-        Возвращает существующее состояние торгового инструмента.
-
-        Args:
-            symbol:
-                Идентификатор торгового инструмента.
-
-        Returns:
-            Зарегистрированный TradeStreamState.
-
-        Raises:
-            TradeStreamStateNotFoundError:
-                Если состояние торгового инструмента отсутствует.
-        """
-        ...
-
-    def contains(
-        self,
-        symbol: str,
-    ) -> bool:
-        """
-        Проверяет наличие состояния торгового инструмента.
-
-        Args:
-            symbol:
-                Идентификатор торгового инструмента.
-
-        Returns:
-            True, если состояние существует,
-            иначе False.
-        """
-        ...
-
-    def remove(
-        self,
-        symbol: str,
-    ) -> None:
-        """
-        Удаляет состояние торгового инструмента.
-
-        Args:
-            symbol:
-                Идентификатор торгового инструмента.
-
-        Raises:
-            TradeStreamStateNotFoundError:
-                Если состояние торгового инструмента отсутствует.
-        """
-        ...
-
-    def clear(self) -> None:
-        """
-        Полностью очищает хранилище состояний.
-        """
-        ...

app/src/market_data/acquisition/exceptions.py

@@ -1,197 +0,0 @@
-# app/src/market_data/acquisition/exceptions.py
-
-from __future__ import annotations
-
-
-# Базовая ошибка подсистемы получения рыночных данных.
-class MarketDataAcquisitionError(Exception):
-    pass
-
-
-# Ошибка получения Instrument Reference Data от внешнего источника.
-class InstrumentReferenceTransportError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка структуры документа Instrument Reference Data.
-class InstrumentReferenceSchemaError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка преобразования проверенного документа в raw-модели адаптера.
-class InstrumentReferenceParseError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка допустимости значений Instrument Reference Data.
-class InstrumentReferenceValueError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка преобразования raw-модели источника во внутреннюю модель Instrument.
-class InstrumentReferenceMappingError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка регистрации или получения Instrument Feed.
-class InstrumentFeedRegistryError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка получения Quotes Feed от внешнего источника.
-class QuoteTransportError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка структуры документа Quotes Feed.
-class QuoteSchemaError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка преобразования проверенного документа в raw-модель котировки.
-class QuoteParseError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка допустимости значений Quotes Feed.
-class QuoteValueError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка преобразования raw-модели источника во внутреннюю модель Quote.
-class QuoteMappingError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка регистрации или получения Quotes Feed.
-class QuoteFeedRegistryError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка получения Candles Feed от внешнего источника.
-class CandleTransportError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка структуры документа Candles Feed.
-class CandleSchemaError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка структуры события Candles Feed из WebSocket.
-class CandleWebSocketSchemaError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка преобразования проверенного WebSocket OHLC в raw-модель адаптера.
-class CandleWebSocketParseError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка допустимости значений WebSocket OHLC-события.
-class CandleWebSocketValueError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка преобразования WebSocket OHLC-события
-# во внутреннюю модель уведомления о закрытии свечи.
-class CandleWebSocketMappingError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка преобразования проверенного документа в raw-модели свечей.
-class CandleParseError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка допустимости значений Candles Feed.
-class CandleValueError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка преобразования raw-модели источника во внутреннюю модель Candle.
-class CandleMappingError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка регистрации или получения Candles Feed.
-class CandleFeedRegistryError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка получения Trades Feed от внешнего источника.
-class TradeTransportError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка структуры документа Trades Feed.
-class TradeSchemaError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка преобразования проверенного документа в raw-модели сделок.
-class TradeParseError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка проверки допустимости значений raw-моделей сделок.
-class TradeValueError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка преобразования raw-модели источника
-# во внутреннюю модель Trade.
-class TradeMappingError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка регистрации или получения Trades Feed.
-class TradeFeedRegistryError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка определения типа входящего WebSocket-сообщения
-# и выбора специализированного адаптера.
-class WebSocketMessageRoutingError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка декодирования сырого WebSocket-сообщения.
-class WebSocketMessageDecodeError(MarketDataAcquisitionError):
-    pass
-
-
-# Ошибка обработки control/ACK сообщения WebSocket-провайдера.
-class WebSocketControlMessageError(MarketDataAcquisitionError):
-    pass
-
-
-# Истекло время ожидания подтверждения стартовой WebSocket-подписки.
-class WebSocketSubscriptionAckTimeoutError(
-    MarketDataAcquisitionError,
-):
-    pass
-
-
-# Переполнен буфер market-сообщений до подтверждения подписки.
-class WebSocketStartupMarketBufferOverflowError(
-    MarketDataAcquisitionError,
-):
-    pass
-
-
-# Ошибка низкоуровневой WebSocket-инфраструктуры Acquisition Runtime.
-class WebSocketTransportError(MarketDataAcquisitionError):
-    pass
-
-
-# Попытка использовать WebSocket-транспорт без открытого соединения.
-class WebSocketTransportNotConnectedError(WebSocketTransportError):
-    pass
-
-
-# WebSocket-провайдер не поддерживает транспортную операцию unsubscribe.
-class WebSocketUnsubscribeNotSupportedError(
-    MarketDataAcquisitionError,
-):
-    pass

app/src/market_data/acquisition/feeds/candles_feed.py

@@ -1,53 +0,0 @@
-# app/src/market_data/acquisition/feeds/candles_feed.py
-
-from __future__ import annotations
-
-from src.market_data.acquisition.models.candle import Candle
-from src.market_data.acquisition.protocol import (
-    CandlesDocumentHandler,
-    CandlesDocumentSource,
-)
-
-
-class CandlesFeed:
-    """
-    Read-only Feed канонических рыночных свечей.
-
-    Feed координирует получение и обработку документа, но не выполняет
-    transport parsing, value validation, mapping или кэширование.
-    """
-
-    def __init__(
-        self,
-        *,
-        source: CandlesDocumentSource,
-        handler: CandlesDocumentHandler,
-    ) -> None:
-        self._source = source
-        self._handler = handler
-
-    def load_candles(
-        self,
-        symbol: str,
-        *,
-        interval: str,
-        limit: int,
-        price_type: str,
-    ) -> tuple[Candle, ...]:
-        """
-        Получить канонический immutable-набор свечей инструмента.
-        """
-
-        document = self._source.fetch_candles_document(
-            symbol,
-            interval=interval,
-            limit=limit,
-            price_type=price_type,
-        )
-
-        return self._handler.handle_candles_document(
-            document,
-            symbol=symbol,
-            interval=interval,
-            source=f"rest_klines:{price_type}",
-        )

app/src/market_data/acquisition/feeds/instrument_feed.py

@@ -1,33 +0,0 @@
-# app/src/market_data/acquisition/feeds/instrument_feed.py
-
-from __future__ import annotations
-
-from src.market_data.acquisition.models.instrument import Instrument
-from src.market_data.acquisition.protocol import (
-    InstrumentDocumentHandler,
-    InstrumentDocumentSource,
-)
-
-
-# Feed справочника инструментов: получает документ и передаёт его обработчику.
-class InstrumentFeed:
-    def __init__(
-        self,
-        *,
-        source: InstrumentDocumentSource,
-        handler: InstrumentDocumentHandler,
-    ) -> None:
-        self._source = source
-        self._handler = handler
-
-    def load_instruments(self) -> tuple[Instrument, ...]:
-        """
-        Получить документ от источника и преобразовать его в модели Instrument.
-
-        Feed не выполняет transport, parsing, validation, mapping,
-        кэширование или обработку ошибок самостоятельно.
-        """
-
-        document = self._source.fetch_instrument_document()
-
-        return self._handler.handle_instrument_document(document)

app/src/market_data/acquisition/feeds/quotes_feed.py

@@ -1,36 +0,0 @@
-# app/src/market_data/acquisition/feeds/quotes_feed.py
-
-from __future__ import annotations
-
-from src.market_data.acquisition.models.quote import Quote
-from src.market_data.acquisition.protocol import (
-    QuoteDocumentHandler,
-    QuoteDocumentSource,
-)
-
-
-# Feed текущих котировок: получает документ и передаёт его обработчику.
-class QuotesFeed:
-    def __init__(
-        self,
-        *,
-        source: QuoteDocumentSource,
-        handler: QuoteDocumentHandler,
-    ) -> None:
-        self._source = source
-        self._handler = handler
-
-    def load_quote(
-        self,
-        symbol: str,
-    ) -> Quote:
-        """
-        Получить документ котировки и преобразовать его в модель Quote.
-
-        Feed не выполняет transport, parsing, validation, mapping,
-        нормализацию symbol, retry, кэширование или обработку ошибок.
-        """
-
-        document = self._source.fetch_quote_document(symbol)
-
-        return self._handler.handle_quote_document(document)

app/src/market_data/acquisition/feeds/status_feed.py

@@ -1,2 +0,0 @@
-# app/src/market_data/acquisition/feeds/status_feed.py
-

app/src/market_data/acquisition/feeds/trades_feed.py

@@ -1,35 +0,0 @@
-# app/src/market_data/acquisition/feeds/trades_feed.py
-
-from __future__ import annotations
-
-from src.market_data.acquisition.models.trade import Trade
-from src.market_data.acquisition.protocol import (
-    TradeDocumentHandler,
-    TradeDocumentSource,
-)
-
-
-# Источник готовой внутренней модели Trade.
-class TradesFeed:
-    def __init__(
-        self,
-        source: TradeDocumentSource,
-        handler: TradeDocumentHandler,
-    ) -> None:
-        self._source = source
-        self._handler = handler
-
-    def load_trade(
-        self,
-        symbol: str,
-    ) -> Trade:
-        """
-        Получить последнюю сделку инструмента.
-
-        Feed получает сырой документ у источника и делегирует
-        его преобразование специализированному обработчику.
-        """
-
-        document = self._source.fetch_trade_document(symbol)
-
-        return self._handler.handle_trade_document(document)

app/src/market_data/acquisition/handlers/candles_handler.py

@@ -1,54 +0,0 @@
-# app/src/market_data/acquisition/handlers/candles_handler.py
-
-from __future__ import annotations
-
-from src.market_data.acquisition.adapters.dzengi.mapper import (
-    map_dzengi_klines_to_candles,
-)
-from src.market_data.acquisition.adapters.dzengi.parser import (
-    parse_candles,
-)
-from src.market_data.acquisition.models.candle import Candle
-from src.market_data.acquisition.validation.schema import (
-    validate_candles_schema,
-)
-from src.market_data.acquisition.validation.values import (
-    validate_candles_values,
-)
-
-
-# Обработчик документа Candles Feed формата Dzengi /api/v1/klines.
-class DzengiCandlesDocumentHandler:
-    def handle_candles_document(
-        self,
-        document: object,
-        *,
-        symbol: str,
-        interval: str,
-        source: str,
-    ) -> tuple[Candle, ...]:
-        """
-        Преобразовать сырой документ Dzengi в канонические модели Candle.
-
-        Порядок обработки:
-
-        schema validation
-            →
-        parsing
-            →
-        value validation
-            →
-        mapping
-        """
-
-        validated_document = validate_candles_schema(document)
-        response = parse_candles(validated_document)
-
-        validate_candles_values(response)
-
-        return map_dzengi_klines_to_candles(
-            response,
-            symbol=symbol,
-            interval=interval,
-            source=source,
-        )

app/src/market_data/acquisition/handlers/instrument_handler.py

@@ -1,32 +0,0 @@
-# app/src/market_data/acquisition/handlers/instrument_handler.py
-
-from __future__ import annotations
-
-from src.market_data.acquisition.adapters.dzengi.mapper import (
-    map_dzengi_exchange_info_to_instruments,
-)
-from src.market_data.acquisition.adapters.dzengi.parser import (
-    parse_exchange_info,
-)
-from src.market_data.acquisition.models.instrument import Instrument
-from src.market_data.acquisition.validation.schema import (
-    validate_exchange_info_schema,
-)
-from src.market_data.acquisition.validation.values import (
-    validate_exchange_info_values,
-)
-
-
-# Обработчик документа Instrument Reference Data формата Dzengi exchangeInfo.
-class DzengiInstrumentDocumentHandler:
-    def handle_instrument_document(
-        self,
-        document: object,
-    ) -> tuple[Instrument, ...]:
-        validated_document = validate_exchange_info_schema(document)
-
-        response = parse_exchange_info(validated_document)
-
-        validate_exchange_info_values(response)
-
-        return map_dzengi_exchange_info_to_instruments(response)

app/src/market_data/acquisition/handlers/quotes_handler.py

@@ -1,35 +0,0 @@
-# app/src/market_data/acquisition/handlers/quotes_handler.py
-
-from __future__ import annotations
-
-from datetime import datetime, timezone
-
-from src.market_data.acquisition.adapters.dzengi.mapper import (
-    map_dzengi_ticker_to_quote,
-)
-from src.market_data.acquisition.adapters.dzengi.parser import parse_quote
-from src.market_data.acquisition.models.quote import Quote
-from src.market_data.acquisition.validation.schema import (
-    validate_quote_schema,
-)
-from src.market_data.acquisition.validation.values import (
-    validate_quote_values,
-)
-
-
-# Обработчик документа Quotes Feed формата Dzengi ticker/24hr.
-class DzengiQuoteDocumentHandler:
-    def handle_quote_document(
-        self,
-        document: object,
-    ) -> Quote:
-        validated_document = validate_quote_schema(document)
-
-        response = parse_quote(validated_document)
-
-        validate_quote_values(response)
-
-        return map_dzengi_ticker_to_quote(
-            response,
-            received_at=datetime.now(timezone.utc),
-        )

app/src/market_data/acquisition/handlers/status_handler.py

@@ -1,2 +0,0 @@
-# app/src/market_data/acquisition/handlers/status_handler.py
-

app/src/market_data/acquisition/handlers/trades_handler.py

@@ -1,24 +0,0 @@
-# app/src/market_data/acquisition/handlers/trades_handler.py
-
-# app/src/market_data/acquisition/handlers/trades_handler.py
-
-from __future__ import annotations
-
-from src.market_data.acquisition.adapters.dzengi import (
-    adapt_websocket_trade_document,
-)
-from src.market_data.acquisition.models.trade import Trade
-from src.market_data.acquisition.validation.schema import (
-    validate_dzengi_websocket_trade_schema,
-)
-
-
-# Обработчик документа Trades Feed формата Dzengi WebSocket internal.trade.
-class DzengiTradeDocumentHandler:
-    def handle_trade_document(
-        self,
-        document: object,
-    ) -> Trade:
-        validated_document = validate_dzengi_websocket_trade_schema(document)
-
-        return adapt_websocket_trade_document(validated_document)

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

@@ -1 +0,0 @@
-# app/src/market_data/acquisition/models/__init__.py

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

@@ -1,24 +0,0 @@
-# app/src/market_data/acquisition/models/candle.py
-
-from __future__ import annotations
-
-from dataclasses import dataclass
-from datetime import datetime
-from decimal import Decimal
-
-
-# Каноническая неизменяемая модель одной рыночной свечи OHLCV.
-@dataclass(frozen=True, slots=True)
-class Candle:
-    symbol: str
-    interval: str
-
-    open_time: datetime
-
-    open_price: Decimal
-    high_price: Decimal
-    low_price: Decimal
-    close_price: Decimal
-    volume: Decimal
-
-    source: str