toki
c23fea2342
실거래 주문이 브로커에 도달하기 전에 kill switch와 계정별 주문 한도를 검증해야 한다. API, CLI, client parser surface와 완료된 review archive를 함께 정리한다.
91 lines
4.5 KiB
Go
91 lines
4.5 KiB
Go
package contracts
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import (
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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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protoSocket "git.toki-labs.com/toki/proto-socket/go"
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)
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func messageFactories() []func() proto.Message {
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return []func() proto.Message{
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func() proto.Message { return &altv1.HelloRequest{} },
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func() proto.Message { return &altv1.HelloResponse{} },
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// market read surface: instruments and bars
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func() proto.Message { return &altv1.ListInstrumentsRequest{} },
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func() proto.Message { return &altv1.ListInstrumentsResponse{} },
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func() proto.Message { return &altv1.ListBarsRequest{} },
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func() proto.Message { return &altv1.ListBarsResponse{} },
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// market import command: daily bars
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func() proto.Message { return &altv1.ImportDailyBarsRequest{} },
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func() proto.Message { return &altv1.ImportDailyBarsResponse{} },
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// backtest surface: start / list / detail / result / compare
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func() proto.Message { return &altv1.StartBacktestRequest{} },
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func() proto.Message { return &altv1.StartBacktestResponse{} },
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func() proto.Message { return &altv1.GetBacktestRunRequest{} },
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func() proto.Message { return &altv1.GetBacktestRunResponse{} },
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func() proto.Message { return &altv1.GetBacktestResultRequest{} },
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func() proto.Message { return &altv1.GetBacktestResultResponse{} },
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func() proto.Message { return &altv1.BacktestResult{} },
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func() proto.Message { return &altv1.ListBacktestRunsRequest{} },
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func() proto.Message { return &altv1.ListBacktestRunsResponse{} },
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func() proto.Message { return &altv1.GetBacktestRunDetailRequest{} },
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func() proto.Message { return &altv1.GetBacktestRunDetailResponse{} },
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func() proto.Message { return &altv1.CompareBacktestRunsRequest{} },
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func() proto.Message { return &altv1.CompareBacktestRunsResponse{} },
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// paper trading surface: start / state
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func() proto.Message { return &altv1.StartPaperTradingRequest{} },
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func() proto.Message { return &altv1.StartPaperTradingResponse{} },
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func() proto.Message { return &altv1.GetPaperTradingStateRequest{} },
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func() proto.Message { return &altv1.GetPaperTradingStateResponse{} },
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func() proto.Message { return &altv1.PaperTradingState{} },
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// paper order lifecycle surface: submit / cancel / fill
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func() proto.Message { return &altv1.SubmitPaperOrderRequest{} },
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func() proto.Message { return &altv1.SubmitPaperOrderResponse{} },
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func() proto.Message { return &altv1.CancelPaperOrderRequest{} },
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func() proto.Message { return &altv1.CancelPaperOrderResponse{} },
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func() proto.Message { return &altv1.FillPaperOrderRequest{} },
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func() proto.Message { return &altv1.FillPaperOrderResponse{} },
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// live trading surface: broker capability probe
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func() proto.Message { return &altv1.GetLiveBrokerCapabilitiesRequest{} },
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func() proto.Message { return &altv1.GetLiveBrokerCapabilitiesResponse{} },
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func() proto.Message { return &altv1.LiveBrokerCapability{} },
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// live order lifecycle surface: submit / cancel / get
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func() proto.Message { return &altv1.SubmitLiveOrderRequest{} },
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func() proto.Message { return &altv1.SubmitLiveOrderResponse{} },
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func() proto.Message { return &altv1.CancelLiveOrderRequest{} },
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func() proto.Message { return &altv1.CancelLiveOrderResponse{} },
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func() proto.Message { return &altv1.GetLiveOrderRequest{} },
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func() proto.Message { return &altv1.GetLiveOrderResponse{} },
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// live risk/kill switch surface: policy query, kill switch query/set
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func() proto.Message { return &altv1.GetLiveRiskPolicyRequest{} },
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func() proto.Message { return &altv1.GetLiveRiskPolicyResponse{} },
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func() proto.Message { return &altv1.LiveRiskPolicy{} },
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func() proto.Message { return &altv1.GetLiveKillSwitchRequest{} },
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func() proto.Message { return &altv1.GetLiveKillSwitchResponse{} },
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func() proto.Message { return &altv1.SetLiveKillSwitchRequest{} },
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func() proto.Message { return &altv1.SetLiveKillSwitchResponse{} },
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func() proto.Message { return &altv1.LiveKillSwitchState{} },
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// live risk decision: included in SubmitLiveOrderResponse when risk blocked
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func() proto.Message { return &altv1.LiveRiskDecision{} },
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}
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}
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func ParserMap() protoSocket.ParserMap {
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factories := messageFactories()
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pm := make(protoSocket.ParserMap, len(factories))
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for _, factory := range factories {
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pm[protoSocket.TypeNameOf(factory())] = parserFor(factory)
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}
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return pm
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}
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func parserFor(factory func() proto.Message) func([]byte) (proto.Message, error) {
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return func(data []byte) (proto.Message, error) {
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msg := factory()
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if err := proto.Unmarshal(data, msg); err != nil {
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return nil, err
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}
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return msg, nil
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}
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}
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