실거래 주문이 브로커에 도달하기 전에 kill switch와 계정별 주문 한도를 검증해야 한다. API, CLI, client parser surface와 완료된 review archive를 함께 정리한다.
99 lines
5.1 KiB
Go
99 lines
5.1 KiB
Go
package operator
|
|
|
|
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 CLI API client must
|
|
// decode. It mirrors the API/worker parser maps (services/api/internal/contracts
|
|
// and services/worker/internal/contracts) because Go's internal boundary keeps
|
|
// apps/cli from importing those packages. Keeping a single factory list here, as
|
|
// the runtime rails do, ensures a contract message cannot be registered through
|
|
// one runner path and missed in another.
|
|
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{} },
|
|
// 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{} },
|
|
}
|
|
}
|
|
|
|
// ParserMap returns a fresh ParserMap populated with all ALT messages the CLI
|
|
// runner can send or receive over the proto-socket API rail.
|
|
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
|
|
}
|
|
}
|