toki
ec938475e0
- 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/
71 lines
1.8 KiB
Go
71 lines
1.8 KiB
Go
package socket
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import (
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altv1 "git.toki-labs.com/toki/alt/packages/contracts/gen/go/alt/v1"
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"git.toki-labs.com/toki/alt/packages/domain/market"
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)
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func instrumentToProto(inst market.Instrument) *altv1.Instrument {
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return &altv1.Instrument{
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Id: string(inst.ID),
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Market: marketToProto(inst.Market),
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Venue: venueToProto(inst.Venue),
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Symbol: inst.Symbol,
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Name: inst.Name,
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Currency: currencyToProto(inst.Currency),
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ProviderSymbols: cloneProviderSymbols(inst.ProviderSymbols),
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}
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}
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func instrumentsToProto(insts []market.Instrument) []*altv1.Instrument {
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out := make([]*altv1.Instrument, len(insts))
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for i, inst := range insts {
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out[i] = instrumentToProto(inst)
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}
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return out
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}
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func barToProto(bar market.Bar) *altv1.Bar {
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return &altv1.Bar{
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InstrumentId: string(bar.InstrumentID),
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Timeframe: timeframeToProto(bar.Timeframe),
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TimestampUnixMs: timeToUnixMs(bar.Timestamp),
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Open: priceToProto(bar.Open),
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High: priceToProto(bar.High),
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Low: priceToProto(bar.Low),
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Close: priceToProto(bar.Close),
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Volume: quantityToProto(bar.Volume),
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}
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}
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func barsToProto(bars []market.Bar) []*altv1.Bar {
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out := make([]*altv1.Bar, len(bars))
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for i, bar := range bars {
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out[i] = barToProto(bar)
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}
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return out
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}
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func venueToProto(v market.Venue) altv1.Venue {
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switch v {
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case market.VenueKRX:
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return altv1.Venue_VENUE_KRX
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case market.VenueNASDAQ:
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return altv1.Venue_VENUE_NASDAQ
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case market.VenueNYSE:
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return altv1.Venue_VENUE_NYSE
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default:
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return altv1.Venue_VENUE_UNSPECIFIED
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}
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}
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func cloneProviderSymbols(symbols map[string]string) map[string]string {
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if len(symbols) == 0 {
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return nil
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}
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out := make(map[string]string, len(symbols))
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for k, v := range symbols {
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out[k] = v
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}
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return out
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}
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