toki
47109b4e42
- Add monthly bars aggregation in worker (services/worker/internal/marketdata/aggregation/) - Support monthly timeframe in operator runner and output - Add monthly aggregation test data and test cases - Update contracts (proto, Dart, Go) for monthly timeframe support - Sync parser_map, socket handlers, and worker client across services - Add code review and plan logs for multi-timeframe coverage milestones
112 lines
5.9 KiB
Go
112 lines
5.9 KiB
Go
package contracts
|
|
|
|
import (
|
|
"google.golang.org/protobuf/proto"
|
|
|
|
altv1 "git.toki-labs.com/toki/alt/packages/contracts/gen/go/alt/v1"
|
|
protoSocket "git.toki-labs.com/toki/proto-socket/go"
|
|
)
|
|
|
|
// messageFactories lists every ALT protobuf message the API parser map must
|
|
// decode. A single factory list keeps request/response pairs together so a new
|
|
// contract message cannot be registered through one code path and missed in
|
|
// another, which is the drift this milestone's contract check guards against.
|
|
func messageFactories() []func() proto.Message {
|
|
return []func() proto.Message{
|
|
func() proto.Message { return &altv1.HelloRequest{} },
|
|
func() proto.Message { return &altv1.HelloResponse{} },
|
|
// market read surface: instruments and bars
|
|
func() proto.Message { return &altv1.ListInstrumentsRequest{} },
|
|
func() proto.Message { return &altv1.ListInstrumentsResponse{} },
|
|
func() proto.Message { return &altv1.ListBarsRequest{} },
|
|
func() proto.Message { return &altv1.ListBarsResponse{} },
|
|
// market import command: daily bars
|
|
func() proto.Message { return &altv1.ImportDailyBarsRequest{} },
|
|
func() proto.Message { return &altv1.ImportDailyBarsResponse{} },
|
|
// market aggregation command: monthly bars
|
|
func() proto.Message { return &altv1.AggregateMonthlyBarsRequest{} },
|
|
func() proto.Message { return &altv1.AggregateMonthlyBarsResponse{} },
|
|
func() proto.Message { return &altv1.MonthlyProvenance{} },
|
|
// backtest surface: start / list / detail / result / compare
|
|
func() proto.Message { return &altv1.StartBacktestRequest{} },
|
|
func() proto.Message { return &altv1.StartBacktestResponse{} },
|
|
func() proto.Message { return &altv1.GetBacktestRunRequest{} },
|
|
func() proto.Message { return &altv1.GetBacktestRunResponse{} },
|
|
func() proto.Message { return &altv1.GetBacktestResultRequest{} },
|
|
func() proto.Message { return &altv1.GetBacktestResultResponse{} },
|
|
func() proto.Message { return &altv1.BacktestResult{} },
|
|
func() proto.Message { return &altv1.ListBacktestRunsRequest{} },
|
|
func() proto.Message { return &altv1.ListBacktestRunsResponse{} },
|
|
func() proto.Message { return &altv1.GetBacktestRunDetailRequest{} },
|
|
func() proto.Message { return &altv1.GetBacktestRunDetailResponse{} },
|
|
func() proto.Message { return &altv1.CompareBacktestRunsRequest{} },
|
|
func() proto.Message { return &altv1.CompareBacktestRunsResponse{} },
|
|
// paper trading surface: start / state
|
|
func() proto.Message { return &altv1.StartPaperTradingRequest{} },
|
|
func() proto.Message { return &altv1.StartPaperTradingResponse{} },
|
|
func() proto.Message { return &altv1.GetPaperTradingStateRequest{} },
|
|
func() proto.Message { return &altv1.GetPaperTradingStateResponse{} },
|
|
func() proto.Message { return &altv1.PaperTradingState{} },
|
|
// paper order lifecycle surface: submit / cancel / fill
|
|
func() proto.Message { return &altv1.SubmitPaperOrderRequest{} },
|
|
func() proto.Message { return &altv1.SubmitPaperOrderResponse{} },
|
|
func() proto.Message { return &altv1.CancelPaperOrderRequest{} },
|
|
func() proto.Message { return &altv1.CancelPaperOrderResponse{} },
|
|
func() proto.Message { return &altv1.FillPaperOrderRequest{} },
|
|
func() proto.Message { return &altv1.FillPaperOrderResponse{} },
|
|
// live trading surface: broker capability probe
|
|
func() proto.Message { return &altv1.GetLiveBrokerCapabilitiesRequest{} },
|
|
func() proto.Message { return &altv1.GetLiveBrokerCapabilitiesResponse{} },
|
|
func() proto.Message { return &altv1.LiveBrokerCapability{} },
|
|
// live order lifecycle surface: submit / cancel / get
|
|
func() proto.Message { return &altv1.SubmitLiveOrderRequest{} },
|
|
func() proto.Message { return &altv1.SubmitLiveOrderResponse{} },
|
|
func() proto.Message { return &altv1.CancelLiveOrderRequest{} },
|
|
func() proto.Message { return &altv1.CancelLiveOrderResponse{} },
|
|
func() proto.Message { return &altv1.GetLiveOrderRequest{} },
|
|
func() proto.Message { return &altv1.GetLiveOrderResponse{} },
|
|
// live risk/kill switch surface: policy query, kill switch query/set
|
|
func() proto.Message { return &altv1.GetLiveRiskPolicyRequest{} },
|
|
func() proto.Message { return &altv1.GetLiveRiskPolicyResponse{} },
|
|
func() proto.Message { return &altv1.LiveRiskPolicy{} },
|
|
func() proto.Message { return &altv1.GetLiveKillSwitchRequest{} },
|
|
func() proto.Message { return &altv1.GetLiveKillSwitchResponse{} },
|
|
func() proto.Message { return &altv1.SetLiveKillSwitchRequest{} },
|
|
func() proto.Message { return &altv1.SetLiveKillSwitchResponse{} },
|
|
func() proto.Message { return &altv1.LiveKillSwitchState{} },
|
|
// live risk decision: included in SubmitLiveOrderResponse when risk blocked
|
|
func() proto.Message { return &altv1.LiveRiskDecision{} },
|
|
// live account sync surface: sync from broker / get last snapshot
|
|
func() proto.Message { return &altv1.SyncLiveAccountRequest{} },
|
|
func() proto.Message { return &altv1.SyncLiveAccountResponse{} },
|
|
func() proto.Message { return &altv1.GetLiveAccountSnapshotRequest{} },
|
|
func() proto.Message { return &altv1.GetLiveAccountSnapshotResponse{} },
|
|
func() proto.Message { return &altv1.LiveAccountSnapshot{} },
|
|
func() proto.Message { return &altv1.LiveCashBalance{} },
|
|
func() proto.Message { return &altv1.LivePositionSnapshot{} },
|
|
// live audit trail surface: list audit events
|
|
func() proto.Message { return &altv1.ListLiveAuditEventsRequest{} },
|
|
func() proto.Message { return &altv1.ListLiveAuditEventsResponse{} },
|
|
func() proto.Message { return &altv1.LiveAuditEvent{} },
|
|
}
|
|
}
|
|
|
|
// ParserMap returns a fresh ParserMap populated with all ALT API messages.
|
|
func ParserMap() protoSocket.ParserMap {
|
|
factories := messageFactories()
|
|
pm := make(protoSocket.ParserMap, len(factories))
|
|
for _, factory := range factories {
|
|
pm[protoSocket.TypeNameOf(factory())] = parserFor(factory)
|
|
}
|
|
return pm
|
|
}
|
|
|
|
func parserFor(factory func() proto.Message) func([]byte) (proto.Message, error) {
|
|
return func(data []byte) (proto.Message, error) {
|
|
msg := factory()
|
|
if err := proto.Unmarshal(data, msg); err != nil {
|
|
return nil, err
|
|
}
|
|
return msg, nil
|
|
}
|
|
}
|