toki
c23fea2342
실거래 주문이 브로커에 도달하기 전에 kill switch와 계정별 주문 한도를 검증해야 한다. API, CLI, client parser surface와 완료된 review archive를 함께 정리한다.
305 lines
12 KiB
Go
305 lines
12 KiB
Go
package workerclient
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import (
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"context"
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"errors"
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"fmt"
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"net"
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"net/url"
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"strconv"
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"sync"
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"time"
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"google.golang.org/protobuf/proto"
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altv1 "git.toki-labs.com/toki/alt/packages/contracts/gen/go/alt/v1"
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apiContracts "git.toki-labs.com/toki/alt/services/api/internal/contracts"
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protoSocket "git.toki-labs.com/toki/proto-socket/go"
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)
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var (
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ErrUnavailable = errors.New("worker is not available")
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ErrTimeout = errors.New("worker request timeout")
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)
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type WorkerClient interface {
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Connect(ctx context.Context) error
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Close() error
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IsConnected() bool
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Hello(ctx context.Context, req *altv1.HelloRequest) (*altv1.HelloResponse, error)
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// Backtest command/query surface. The API forwards client requests onto the
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// worker unchanged, so each method mirrors a contract request/response pair.
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StartBacktest(ctx context.Context, req *altv1.StartBacktestRequest) (*altv1.StartBacktestResponse, error)
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GetBacktestRun(ctx context.Context, req *altv1.GetBacktestRunRequest) (*altv1.GetBacktestRunResponse, error)
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ListBacktestRuns(ctx context.Context, req *altv1.ListBacktestRunsRequest) (*altv1.ListBacktestRunsResponse, error)
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GetBacktestRunDetail(ctx context.Context, req *altv1.GetBacktestRunDetailRequest) (*altv1.GetBacktestRunDetailResponse, error)
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GetBacktestResult(ctx context.Context, req *altv1.GetBacktestResultRequest) (*altv1.GetBacktestResultResponse, error)
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CompareBacktestRuns(ctx context.Context, req *altv1.CompareBacktestRunsRequest) (*altv1.CompareBacktestRunsResponse, error)
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// Paper trading command/query surface. The API forwards client requests onto
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// the worker unchanged; paper execution and state stay worker-owned.
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StartPaperTrading(ctx context.Context, req *altv1.StartPaperTradingRequest) (*altv1.StartPaperTradingResponse, error)
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GetPaperTradingState(ctx context.Context, req *altv1.GetPaperTradingStateRequest) (*altv1.GetPaperTradingStateResponse, error)
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// Paper order lifecycle surface. Submit/cancel/fill stay worker-owned; the API
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// only validates request shape and forwards.
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SubmitPaperOrder(ctx context.Context, req *altv1.SubmitPaperOrderRequest) (*altv1.SubmitPaperOrderResponse, error)
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CancelPaperOrder(ctx context.Context, req *altv1.CancelPaperOrderRequest) (*altv1.CancelPaperOrderResponse, error)
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FillPaperOrder(ctx context.Context, req *altv1.FillPaperOrderRequest) (*altv1.FillPaperOrderResponse, error)
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// Market query surface. The API validates request shape and forwards market
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// reads to the worker-owned storage boundary.
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ListInstruments(ctx context.Context, req *altv1.ListInstrumentsRequest) (*altv1.ListInstrumentsResponse, error)
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ListBars(ctx context.Context, req *altv1.ListBarsRequest) (*altv1.ListBarsResponse, error)
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// Market import command surface. Import execution runs inside the worker; the
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// API only validates shape and forwards the command.
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ImportDailyBars(ctx context.Context, req *altv1.ImportDailyBarsRequest) (*altv1.ImportDailyBarsResponse, error)
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// Live trading surface: broker capability probe. The API forwards client
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// requests onto the worker unchanged; live execution stays worker-owned.
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GetLiveBrokerCapabilities(ctx context.Context, req *altv1.GetLiveBrokerCapabilitiesRequest) (*altv1.GetLiveBrokerCapabilitiesResponse, error)
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// Live order lifecycle surface. Submit/cancel/get stay worker-owned; the API
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// only validates request shape and forwards.
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SubmitLiveOrder(ctx context.Context, req *altv1.SubmitLiveOrderRequest) (*altv1.SubmitLiveOrderResponse, error)
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CancelLiveOrder(ctx context.Context, req *altv1.CancelLiveOrderRequest) (*altv1.CancelLiveOrderResponse, error)
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GetLiveOrder(ctx context.Context, req *altv1.GetLiveOrderRequest) (*altv1.GetLiveOrderResponse, error)
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// Live risk/kill switch surface. Policy query and kill switch get/set stay
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// worker-owned; the API only validates and forwards.
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GetLiveRiskPolicy(ctx context.Context, req *altv1.GetLiveRiskPolicyRequest) (*altv1.GetLiveRiskPolicyResponse, error)
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GetLiveKillSwitch(ctx context.Context, req *altv1.GetLiveKillSwitchRequest) (*altv1.GetLiveKillSwitchResponse, error)
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SetLiveKillSwitch(ctx context.Context, req *altv1.SetLiveKillSwitchRequest) (*altv1.SetLiveKillSwitchResponse, error)
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}
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type socketClient struct {
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socketURL string
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mu sync.RWMutex
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wsClient *protoSocket.WsClient
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}
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func New(socketURL string) WorkerClient {
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return &socketClient{
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socketURL: socketURL,
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}
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}
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func (c *socketClient) IsConnected() bool {
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c.mu.RLock()
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defer c.mu.RUnlock()
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return c.wsClient != nil && c.wsClient.IsAlive()
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}
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func (c *socketClient) Connect(ctx context.Context) error {
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c.mu.Lock()
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defer c.mu.Unlock()
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if c.wsClient != nil && c.wsClient.IsAlive() {
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return nil
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}
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u, err := url.Parse(c.socketURL)
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if err != nil {
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return fmt.Errorf("invalid worker socket URL %q: %w", c.socketURL, err)
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}
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host, portStr, err := net.SplitHostPort(u.Host)
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if err != nil {
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host = u.Host
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if u.Scheme == "wss" {
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portStr = "443"
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} else {
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portStr = "80"
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}
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}
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port, err := strconv.Atoi(portStr)
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if err != nil {
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return fmt.Errorf("invalid worker port %q: %w", portStr, err)
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}
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path := u.Path
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if path == "" {
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path = "/"
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}
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var wsClient *protoSocket.WsClient
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if u.Scheme == "wss" {
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wsClient, err = protoSocket.DialWssWithHeartbeat(ctx, host, port, path, nil, 30, 10, apiContracts.ParserMap())
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} else {
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wsClient, err = protoSocket.DialWsWithHeartbeat(ctx, host, port, path, 30, 10, apiContracts.ParserMap())
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}
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if err != nil {
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return fmt.Errorf("%w: %v", ErrUnavailable, err)
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}
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c.wsClient = wsClient
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return nil
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}
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func (c *socketClient) Close() error {
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c.mu.Lock()
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defer c.mu.Unlock()
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if c.wsClient != nil {
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err := c.wsClient.Close()
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c.wsClient = nil
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return err
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}
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return nil
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}
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func (c *socketClient) Hello(ctx context.Context, req *altv1.HelloRequest) (*altv1.HelloResponse, error) {
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return sendTyped[*altv1.HelloRequest, *altv1.HelloResponse](c, ctx, req)
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}
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func (c *socketClient) StartBacktest(ctx context.Context, req *altv1.StartBacktestRequest) (*altv1.StartBacktestResponse, error) {
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return sendTyped[*altv1.StartBacktestRequest, *altv1.StartBacktestResponse](c, ctx, req)
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}
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func (c *socketClient) GetBacktestRun(ctx context.Context, req *altv1.GetBacktestRunRequest) (*altv1.GetBacktestRunResponse, error) {
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return sendTyped[*altv1.GetBacktestRunRequest, *altv1.GetBacktestRunResponse](c, ctx, req)
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}
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func (c *socketClient) ListBacktestRuns(ctx context.Context, req *altv1.ListBacktestRunsRequest) (*altv1.ListBacktestRunsResponse, error) {
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return sendTyped[*altv1.ListBacktestRunsRequest, *altv1.ListBacktestRunsResponse](c, ctx, req)
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}
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func (c *socketClient) GetBacktestRunDetail(ctx context.Context, req *altv1.GetBacktestRunDetailRequest) (*altv1.GetBacktestRunDetailResponse, error) {
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return sendTyped[*altv1.GetBacktestRunDetailRequest, *altv1.GetBacktestRunDetailResponse](c, ctx, req)
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}
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func (c *socketClient) GetBacktestResult(ctx context.Context, req *altv1.GetBacktestResultRequest) (*altv1.GetBacktestResultResponse, error) {
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return sendTyped[*altv1.GetBacktestResultRequest, *altv1.GetBacktestResultResponse](c, ctx, req)
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}
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func (c *socketClient) CompareBacktestRuns(ctx context.Context, req *altv1.CompareBacktestRunsRequest) (*altv1.CompareBacktestRunsResponse, error) {
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return sendTyped[*altv1.CompareBacktestRunsRequest, *altv1.CompareBacktestRunsResponse](c, ctx, req)
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}
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func (c *socketClient) StartPaperTrading(ctx context.Context, req *altv1.StartPaperTradingRequest) (*altv1.StartPaperTradingResponse, error) {
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return sendTyped[*altv1.StartPaperTradingRequest, *altv1.StartPaperTradingResponse](c, ctx, req)
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}
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func (c *socketClient) GetPaperTradingState(ctx context.Context, req *altv1.GetPaperTradingStateRequest) (*altv1.GetPaperTradingStateResponse, error) {
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return sendTyped[*altv1.GetPaperTradingStateRequest, *altv1.GetPaperTradingStateResponse](c, ctx, req)
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}
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func (c *socketClient) SubmitPaperOrder(ctx context.Context, req *altv1.SubmitPaperOrderRequest) (*altv1.SubmitPaperOrderResponse, error) {
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return sendTyped[*altv1.SubmitPaperOrderRequest, *altv1.SubmitPaperOrderResponse](c, ctx, req)
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}
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func (c *socketClient) CancelPaperOrder(ctx context.Context, req *altv1.CancelPaperOrderRequest) (*altv1.CancelPaperOrderResponse, error) {
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return sendTyped[*altv1.CancelPaperOrderRequest, *altv1.CancelPaperOrderResponse](c, ctx, req)
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}
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func (c *socketClient) FillPaperOrder(ctx context.Context, req *altv1.FillPaperOrderRequest) (*altv1.FillPaperOrderResponse, error) {
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return sendTyped[*altv1.FillPaperOrderRequest, *altv1.FillPaperOrderResponse](c, ctx, req)
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}
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func (c *socketClient) ListInstruments(ctx context.Context, req *altv1.ListInstrumentsRequest) (*altv1.ListInstrumentsResponse, error) {
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return sendTyped[*altv1.ListInstrumentsRequest, *altv1.ListInstrumentsResponse](c, ctx, req)
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}
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func (c *socketClient) ListBars(ctx context.Context, req *altv1.ListBarsRequest) (*altv1.ListBarsResponse, error) {
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return sendTyped[*altv1.ListBarsRequest, *altv1.ListBarsResponse](c, ctx, req)
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}
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func (c *socketClient) ImportDailyBars(ctx context.Context, req *altv1.ImportDailyBarsRequest) (*altv1.ImportDailyBarsResponse, error) {
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return sendTyped[*altv1.ImportDailyBarsRequest, *altv1.ImportDailyBarsResponse](c, ctx, req)
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}
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func (c *socketClient) GetLiveBrokerCapabilities(ctx context.Context, req *altv1.GetLiveBrokerCapabilitiesRequest) (*altv1.GetLiveBrokerCapabilitiesResponse, error) {
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return sendTyped[*altv1.GetLiveBrokerCapabilitiesRequest, *altv1.GetLiveBrokerCapabilitiesResponse](c, ctx, req)
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}
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func (c *socketClient) SubmitLiveOrder(ctx context.Context, req *altv1.SubmitLiveOrderRequest) (*altv1.SubmitLiveOrderResponse, error) {
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return sendTyped[*altv1.SubmitLiveOrderRequest, *altv1.SubmitLiveOrderResponse](c, ctx, req)
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}
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func (c *socketClient) CancelLiveOrder(ctx context.Context, req *altv1.CancelLiveOrderRequest) (*altv1.CancelLiveOrderResponse, error) {
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return sendTyped[*altv1.CancelLiveOrderRequest, *altv1.CancelLiveOrderResponse](c, ctx, req)
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}
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func (c *socketClient) GetLiveOrder(ctx context.Context, req *altv1.GetLiveOrderRequest) (*altv1.GetLiveOrderResponse, error) {
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return sendTyped[*altv1.GetLiveOrderRequest, *altv1.GetLiveOrderResponse](c, ctx, req)
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}
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func (c *socketClient) GetLiveRiskPolicy(ctx context.Context, req *altv1.GetLiveRiskPolicyRequest) (*altv1.GetLiveRiskPolicyResponse, error) {
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return sendTyped[*altv1.GetLiveRiskPolicyRequest, *altv1.GetLiveRiskPolicyResponse](c, ctx, req)
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}
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func (c *socketClient) GetLiveKillSwitch(ctx context.Context, req *altv1.GetLiveKillSwitchRequest) (*altv1.GetLiveKillSwitchResponse, error) {
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return sendTyped[*altv1.GetLiveKillSwitchRequest, *altv1.GetLiveKillSwitchResponse](c, ctx, req)
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}
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func (c *socketClient) SetLiveKillSwitch(ctx context.Context, req *altv1.SetLiveKillSwitchRequest) (*altv1.SetLiveKillSwitchResponse, error) {
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return sendTyped[*altv1.SetLiveKillSwitchRequest, *altv1.SetLiveKillSwitchResponse](c, ctx, req)
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}
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// sendTyped is the shared request path for every worker call. It centralises
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// context-cancellation, deadline-derived timeouts, and the unavailable/timeout
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// error mapping so each new request method stays a one-line forwarder and the
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// behaviour cannot drift between them.
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func sendTyped[Req proto.Message, Res proto.Message](c *socketClient, ctx context.Context, req Req) (Res, error) {
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var zero Res
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if err := ctx.Err(); err != nil {
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return zero, mapContextError(err)
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}
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c.mu.RLock()
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client := c.wsClient
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c.mu.RUnlock()
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if client == nil || !client.IsAlive() {
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return zero, ErrUnavailable
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}
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timeout := 5 * time.Second
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if dl, ok := ctx.Deadline(); ok {
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timeout = time.Until(dl)
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if timeout <= 0 {
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return zero, fmt.Errorf("%w: deadline already exceeded", ErrTimeout)
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}
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}
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type result struct {
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res Res
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err error
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}
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ch := make(chan result, 1)
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go func() {
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res, err := protoSocket.SendRequestTyped[Req, Res](&client.Communicator, req, timeout)
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ch <- result{res: res, err: err}
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}()
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select {
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case <-ctx.Done():
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return zero, mapContextError(ctx.Err())
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case r := <-ch:
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if r.err != nil {
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if errors.Is(r.err, protoSocket.ErrNotConnected) {
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return zero, ErrUnavailable
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}
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return zero, fmt.Errorf("%w: %v", ErrTimeout, r.err)
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}
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return r.res, nil
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}
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}
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// mapContextError normalises context errors into the worker client's error
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// vocabulary: cancellation propagates as-is, deadlines surface as ErrTimeout.
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func mapContextError(err error) error {
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if errors.Is(err, context.Canceled) {
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return err
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}
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if errors.Is(err, context.DeadlineExceeded) {
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return fmt.Errorf("%w: %v", ErrTimeout, err)
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}
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return err
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}
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