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dzentra_bot/app/src/bootstrap/trade_stream_runtime.py

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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
),
)