- 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
116 lines
6.2 KiB
Dart
116 lines
6.2 KiB
Dart
import 'package:protobuf/protobuf.dart';
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import 'package:alt_client/src/generated/alt/v1/common.pb.dart';
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import 'package:alt_client/src/generated/alt/v1/market.pb.dart';
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import 'package:alt_client/src/generated/alt/v1/backtest.pb.dart';
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import 'package:alt_client/src/generated/alt/v1/paper_trading.pb.dart';
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import 'package:alt_client/src/generated/alt/v1/live_trading.pb.dart';
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/// Returns the map of ALT Protobuf message qualified names to their respective parser functions.
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Map<String, GeneratedMessage Function(List<int>)> altParserMap() {
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return {
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HelloRequest.getDefault().info_.qualifiedMessageName:
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HelloRequest.fromBuffer,
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HelloResponse.getDefault().info_.qualifiedMessageName:
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HelloResponse.fromBuffer,
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ListInstrumentsRequest.getDefault().info_.qualifiedMessageName:
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ListInstrumentsRequest.fromBuffer,
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ListInstrumentsResponse.getDefault().info_.qualifiedMessageName:
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ListInstrumentsResponse.fromBuffer,
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ListBarsRequest.getDefault().info_.qualifiedMessageName:
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ListBarsRequest.fromBuffer,
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ListBarsResponse.getDefault().info_.qualifiedMessageName:
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ListBarsResponse.fromBuffer,
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AggregateMonthlyBarsRequest.getDefault().info_.qualifiedMessageName:
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AggregateMonthlyBarsRequest.fromBuffer,
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AggregateMonthlyBarsResponse.getDefault().info_.qualifiedMessageName:
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AggregateMonthlyBarsResponse.fromBuffer,
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MonthlyProvenance.getDefault().info_.qualifiedMessageName:
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MonthlyProvenance.fromBuffer,
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StartBacktestRequest.getDefault().info_.qualifiedMessageName:
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StartBacktestRequest.fromBuffer,
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StartBacktestResponse.getDefault().info_.qualifiedMessageName:
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StartBacktestResponse.fromBuffer,
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GetBacktestRunRequest.getDefault().info_.qualifiedMessageName:
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GetBacktestRunRequest.fromBuffer,
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GetBacktestRunResponse.getDefault().info_.qualifiedMessageName:
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GetBacktestRunResponse.fromBuffer,
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GetBacktestResultRequest.getDefault().info_.qualifiedMessageName:
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GetBacktestResultRequest.fromBuffer,
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GetBacktestResultResponse.getDefault().info_.qualifiedMessageName:
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GetBacktestResultResponse.fromBuffer,
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BacktestResult.getDefault().info_.qualifiedMessageName:
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BacktestResult.fromBuffer,
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ListBacktestRunsRequest.getDefault().info_.qualifiedMessageName:
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ListBacktestRunsRequest.fromBuffer,
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ListBacktestRunsResponse.getDefault().info_.qualifiedMessageName:
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ListBacktestRunsResponse.fromBuffer,
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GetBacktestRunDetailRequest.getDefault().info_.qualifiedMessageName:
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GetBacktestRunDetailRequest.fromBuffer,
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GetBacktestRunDetailResponse.getDefault().info_.qualifiedMessageName:
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GetBacktestRunDetailResponse.fromBuffer,
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CompareBacktestRunsRequest.getDefault().info_.qualifiedMessageName:
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CompareBacktestRunsRequest.fromBuffer,
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CompareBacktestRunsResponse.getDefault().info_.qualifiedMessageName:
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CompareBacktestRunsResponse.fromBuffer,
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StartPaperTradingRequest.getDefault().info_.qualifiedMessageName:
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StartPaperTradingRequest.fromBuffer,
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StartPaperTradingResponse.getDefault().info_.qualifiedMessageName:
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StartPaperTradingResponse.fromBuffer,
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GetPaperTradingStateRequest.getDefault().info_.qualifiedMessageName:
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GetPaperTradingStateRequest.fromBuffer,
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GetPaperTradingStateResponse.getDefault().info_.qualifiedMessageName:
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GetPaperTradingStateResponse.fromBuffer,
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PaperTradingState.getDefault().info_.qualifiedMessageName:
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PaperTradingState.fromBuffer,
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GetLiveBrokerCapabilitiesRequest.getDefault().info_.qualifiedMessageName:
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GetLiveBrokerCapabilitiesRequest.fromBuffer,
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GetLiveBrokerCapabilitiesResponse.getDefault().info_.qualifiedMessageName:
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GetLiveBrokerCapabilitiesResponse.fromBuffer,
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LiveBrokerCapability.getDefault().info_.qualifiedMessageName:
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LiveBrokerCapability.fromBuffer,
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SubmitLiveOrderRequest.getDefault().info_.qualifiedMessageName:
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SubmitLiveOrderRequest.fromBuffer,
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SubmitLiveOrderResponse.getDefault().info_.qualifiedMessageName:
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SubmitLiveOrderResponse.fromBuffer,
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CancelLiveOrderRequest.getDefault().info_.qualifiedMessageName:
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CancelLiveOrderRequest.fromBuffer,
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CancelLiveOrderResponse.getDefault().info_.qualifiedMessageName:
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CancelLiveOrderResponse.fromBuffer,
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GetLiveOrderRequest.getDefault().info_.qualifiedMessageName:
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GetLiveOrderRequest.fromBuffer,
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GetLiveOrderResponse.getDefault().info_.qualifiedMessageName:
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GetLiveOrderResponse.fromBuffer,
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GetLiveRiskPolicyRequest.getDefault().info_.qualifiedMessageName:
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GetLiveRiskPolicyRequest.fromBuffer,
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GetLiveRiskPolicyResponse.getDefault().info_.qualifiedMessageName:
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GetLiveRiskPolicyResponse.fromBuffer,
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LiveRiskPolicy.getDefault().info_.qualifiedMessageName:
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LiveRiskPolicy.fromBuffer,
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GetLiveKillSwitchRequest.getDefault().info_.qualifiedMessageName:
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GetLiveKillSwitchRequest.fromBuffer,
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GetLiveKillSwitchResponse.getDefault().info_.qualifiedMessageName:
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GetLiveKillSwitchResponse.fromBuffer,
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SetLiveKillSwitchRequest.getDefault().info_.qualifiedMessageName:
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SetLiveKillSwitchRequest.fromBuffer,
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SetLiveKillSwitchResponse.getDefault().info_.qualifiedMessageName:
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SetLiveKillSwitchResponse.fromBuffer,
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LiveKillSwitchState.getDefault().info_.qualifiedMessageName:
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LiveKillSwitchState.fromBuffer,
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LiveRiskDecision.getDefault().info_.qualifiedMessageName:
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LiveRiskDecision.fromBuffer,
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SyncLiveAccountRequest.getDefault().info_.qualifiedMessageName:
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SyncLiveAccountRequest.fromBuffer,
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SyncLiveAccountResponse.getDefault().info_.qualifiedMessageName:
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SyncLiveAccountResponse.fromBuffer,
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GetLiveAccountSnapshotRequest.getDefault().info_.qualifiedMessageName:
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GetLiveAccountSnapshotRequest.fromBuffer,
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GetLiveAccountSnapshotResponse.getDefault().info_.qualifiedMessageName:
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GetLiveAccountSnapshotResponse.fromBuffer,
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LiveAccountSnapshot.getDefault().info_.qualifiedMessageName:
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LiveAccountSnapshot.fromBuffer,
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LiveCashBalance.getDefault().info_.qualifiedMessageName:
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LiveCashBalance.fromBuffer,
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LivePositionSnapshot.getDefault().info_.qualifiedMessageName:
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LivePositionSnapshot.fromBuffer,
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};
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}
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