alt/services/worker/internal/socket/market.go
toki ec938475e0 chore: socket rail implementation and task archival
- Add backtest and market socket handlers for API and Worker
- Add proto definitions for backtest and market services
- Update client socket integration and tests
- Generate protobuf code for Go and Dart
- Archive completed agent tasks under agent-task/archive/2026/05/
2026-05-30 22:57:18 +09:00

152 lines
5 KiB
Go

package socket
import (
"context"
"errors"
"time"
protoSocket "git.toki-labs.com/toki/proto-socket/go"
altv1 "git.toki-labs.com/toki/alt/packages/contracts/gen/go/alt/v1"
"git.toki-labs.com/toki/alt/packages/domain/market"
"git.toki-labs.com/toki/alt/services/worker/internal/storage"
)
const (
marketErrorInvalidRequest = "invalid_request"
marketErrorUnavailable = "unavailable"
marketErrorNotFound = "not_found"
marketErrorTimeout = "timeout"
marketErrorInternal = "internal"
)
func marketHandlers(deps Deps) []sessionHandler {
return []sessionHandler{
{
requestType: protoSocket.TypeNameOf(&altv1.ListInstrumentsRequest{}),
register: func(client *protoSocket.WsClient) {
protoSocket.AddRequestListenerTyped[*altv1.ListInstrumentsRequest, *altv1.ListInstrumentsResponse](
&client.Communicator,
func(req *altv1.ListInstrumentsRequest) (*altv1.ListInstrumentsResponse, error) {
return handleListInstruments(deps, req)
},
)
},
},
{
requestType: protoSocket.TypeNameOf(&altv1.ListBarsRequest{}),
register: func(client *protoSocket.WsClient) {
protoSocket.AddRequestListenerTyped[*altv1.ListBarsRequest, *altv1.ListBarsResponse](
&client.Communicator,
func(req *altv1.ListBarsRequest) (*altv1.ListBarsResponse, error) {
return handleListBars(deps, req)
},
)
},
},
}
}
func handleListInstruments(deps Deps, req *altv1.ListInstrumentsRequest) (*altv1.ListInstrumentsResponse, error) {
marketFilter, hasMarketFilter, err := marketFilterFromProto(req.GetMarket())
if err != nil {
return &altv1.ListInstrumentsResponse{Error: marketInvalidRequest(err.Error())}, nil
}
if deps.Instruments == nil {
return &altv1.ListInstrumentsResponse{Error: marketUnavailableError("instrument store is not available")}, nil
}
ctx, cancel := context.WithTimeout(context.Background(), handlerTimeout)
defer cancel()
insts, err := deps.Instruments.ListInstruments(ctx)
if err != nil {
return &altv1.ListInstrumentsResponse{Error: marketBackendErrorInfo(err)}, nil
}
filtered := filterInstruments(insts, marketFilter, hasMarketFilter, req.GetProvider())
return &altv1.ListInstrumentsResponse{Instruments: instrumentsToProto(filtered)}, nil
}
func handleListBars(deps Deps, req *altv1.ListBarsRequest) (*altv1.ListBarsResponse, error) {
if req.GetInstrumentId() == "" {
return &altv1.ListBarsResponse{Error: marketInvalidRequest("instrument_id is required")}, nil
}
timeframe, err := timeframeFromProto(req.GetTimeframe())
if err != nil {
return &altv1.ListBarsResponse{Error: marketInvalidRequest(err.Error())}, nil
}
if req.GetFromUnixMs() == 0 {
return &altv1.ListBarsResponse{Error: marketInvalidRequest("from_unix_ms is required")}, nil
}
if req.GetToUnixMs() == 0 {
return &altv1.ListBarsResponse{Error: marketInvalidRequest("to_unix_ms is required")}, nil
}
if req.GetFromUnixMs() > req.GetToUnixMs() {
return &altv1.ListBarsResponse{Error: marketInvalidRequest("from_unix_ms cannot be after to_unix_ms")}, nil
}
if deps.Bars == nil {
return &altv1.ListBarsResponse{Error: marketUnavailableError("bar store is not available")}, nil
}
ctx, cancel := context.WithTimeout(context.Background(), handlerTimeout)
defer cancel()
from := time.UnixMilli(req.GetFromUnixMs()).UTC()
to := time.UnixMilli(req.GetToUnixMs()).UTC()
bars, err := deps.Bars.GetBars(ctx, market.InstrumentID(req.GetInstrumentId()), timeframe, from, to)
if err != nil {
return &altv1.ListBarsResponse{Error: marketBackendErrorInfo(err)}, nil
}
return &altv1.ListBarsResponse{Bars: barsToProto(bars)}, nil
}
func marketFilterFromProto(m altv1.Market) (market.Market, bool, error) {
switch m {
case altv1.Market_MARKET_UNSPECIFIED:
return "", false, nil
case altv1.Market_MARKET_KR, altv1.Market_MARKET_US:
converted, err := marketFromProto(m)
return converted, true, err
default:
return "", false, errors.New("market filter is unsupported")
}
}
func filterInstruments(insts []market.Instrument, marketFilter market.Market, hasMarketFilter bool, provider string) []market.Instrument {
if !hasMarketFilter && provider == "" {
return insts
}
out := make([]market.Instrument, 0, len(insts))
for _, inst := range insts {
if hasMarketFilter && inst.Market != marketFilter {
continue
}
if provider != "" && inst.ProviderSymbols[provider] == "" {
continue
}
out = append(out, inst)
}
return out
}
func marketInvalidRequest(reason string) *altv1.ErrorInfo {
return errorInfo(marketErrorInvalidRequest, "invalid market request: "+reason)
}
func marketUnavailableError(message string) *altv1.ErrorInfo {
return errorInfo(marketErrorUnavailable, message)
}
func marketBackendErrorInfo(err error) *altv1.ErrorInfo {
if err == nil {
return nil
}
switch {
case errors.Is(err, storage.ErrInstrumentNotFound):
return errorInfo(marketErrorNotFound, err.Error())
case errors.Is(err, context.DeadlineExceeded):
return errorInfo(marketErrorTimeout, err.Error())
default:
return errorInfo(marketErrorInternal, err.Error())
}
}