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neq quotation definition + priced_at field

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This commit is contained in:
Stephan D
2026-02-13 15:35:17 +01:00
parent da1636014b
commit 52c4c046c9
85 changed files with 1180 additions and 162 deletions
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2
api/fx/ingestor/go.mod
View File

@@ -48,6 +48,6 @@ require (
golang.org/x/sys v0.41.0 // indirect
golang.org/x/text v0.34.0 // indirect
google.golang.org/genproto/googleapis/rpc v0.0.0-20260209200024-4cfbd4190f57 // indirect
google.golang.org/grpc v1.79.0 // indirect
google.golang.org/grpc v1.79.1 // indirect
google.golang.org/protobuf v1.36.11 // indirect
)

4
api/fx/ingestor/go.sum
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@@ -210,8 +210,8 @@ gonum.org/v1/gonum v0.16.0 h1:5+ul4Swaf3ESvrOnidPp4GZbzf0mxVQpDCYUQE7OJfk=
gonum.org/v1/gonum v0.16.0/go.mod h1:fef3am4MQ93R2HHpKnLk4/Tbh/s0+wqD5nfa6Pnwy4E=
google.golang.org/genproto/googleapis/rpc v0.0.0-20260209200024-4cfbd4190f57 h1:mWPCjDEyshlQYzBpMNHaEof6UX1PmHcaUODUywQ0uac=
google.golang.org/genproto/googleapis/rpc v0.0.0-20260209200024-4cfbd4190f57/go.mod h1:j9x/tPzZkyxcgEFkiKEEGxfvyumM01BEtsW8xzOahRQ=
google.golang.org/grpc v1.79.0 h1:6/+EFlxsMyoSbHbBoEDx94n/Ycx/bi0IhJ5Qh7b7LaA=
google.golang.org/grpc v1.79.0/go.mod h1:KmT0Kjez+0dde/v2j9vzwoAScgEPx/Bw1CYChhHLrHQ=
google.golang.org/grpc v1.79.1 h1:zGhSi45ODB9/p3VAawt9a+O/MULLl9dpizzNNpq7flY=
google.golang.org/grpc v1.79.1/go.mod h1:KmT0Kjez+0dde/v2j9vzwoAScgEPx/Bw1CYChhHLrHQ=
google.golang.org/protobuf v1.36.11 h1:fV6ZwhNocDyBLK0dj+fg8ektcVegBBuEolpbTQyBNVE=
google.golang.org/protobuf v1.36.11/go.mod h1:HTf+CrKn2C3g5S8VImy6tdcUvCska2kB7j23XfzDpco=
gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0=

6
api/fx/oracle/client/client.go
View File

@@ -68,6 +68,7 @@ type Quote struct {
BaseAmount *moneyv1.Money
QuoteAmount *moneyv1.Money
ExpiresAt time.Time
PricedAt time.Time
Provider string
RateRef string
Firm bool
@@ -237,6 +238,10 @@ func fromProtoQuote(quote *oraclev1.Quote) *Quote {
if quote == nil {
return nil
}
pricedAt := time.Time{}
if ts := quote.GetPricedAt(); ts != nil {
pricedAt = ts.AsTime()
}
return &Quote{
QuoteRef: quote.GetQuoteRef(),
Pair: quote.Pair,
@@ -245,6 +250,7 @@ func fromProtoQuote(quote *oraclev1.Quote) *Quote {
BaseAmount: quote.BaseAmount,
QuoteAmount: quote.QuoteAmount,
ExpiresAt: time.UnixMilli(quote.GetExpiresAtUnixMs()),
PricedAt: pricedAt,
Provider: quote.GetProvider(),
RateRef: quote.GetRateRef(),
Firm: quote.GetFirm(),

6
api/fx/oracle/client/client_test.go
View File

@@ -9,6 +9,7 @@ import (
moneyv1 "github.com/tech/sendico/pkg/proto/common/money/v1"
oraclev1 "github.com/tech/sendico/pkg/proto/oracle/v1"
"google.golang.org/grpc"
"google.golang.org/protobuf/types/known/timestamppb"
)
type stubOracle struct {
@@ -75,6 +76,7 @@ func TestLatestRate(t *testing.T) {
func TestGetQuote(t *testing.T) {
expiresAt := time.Date(2024, 2, 2, 12, 0, 0, 0, time.UTC)
pricedAt := time.Date(2024, 2, 2, 11, 59, 0, 0, time.UTC)
stub := &stubOracle{
quoteResp: &oraclev1.GetQuoteResponse{
Quote: &oraclev1.Quote{
@@ -85,6 +87,7 @@ func TestGetQuote(t *testing.T) {
BaseAmount: &moneyv1.Money{Amount: "100.00", Currency: "GBP"},
QuoteAmount: &moneyv1.Money{Amount: "125.00", Currency: "USD"},
ExpiresAtUnixMs: expiresAt.UnixMilli(),
PricedAt: timestamppb.New(pricedAt),
Provider: "Test",
RateRef: "test-ref",
Firm: true,
@@ -113,4 +116,7 @@ func TestGetQuote(t *testing.T) {
if resp.QuoteRef != "quote-123" || resp.Price != "1.2500" || !resp.ExpiresAt.Equal(expiresAt) {
t.Fatalf("unexpected quote response: %+v", resp)
}
if !resp.PricedAt.Equal(pricedAt) {
t.Fatalf("expected priced_at %s, got %s", pricedAt, resp.PricedAt)
}
}

2
api/fx/oracle/go.mod
View File

@@ -13,7 +13,7 @@ require (
github.com/tech/sendico/pkg v0.1.0
go.mongodb.org/mongo-driver/v2 v2.5.0
go.uber.org/zap v1.27.1
google.golang.org/grpc v1.79.0
google.golang.org/grpc v1.79.1
google.golang.org/protobuf v1.36.11
gopkg.in/yaml.v3 v3.0.1
)

4
api/fx/oracle/go.sum
View File

@@ -210,8 +210,8 @@ gonum.org/v1/gonum v0.16.0 h1:5+ul4Swaf3ESvrOnidPp4GZbzf0mxVQpDCYUQE7OJfk=
gonum.org/v1/gonum v0.16.0/go.mod h1:fef3am4MQ93R2HHpKnLk4/Tbh/s0+wqD5nfa6Pnwy4E=
google.golang.org/genproto/googleapis/rpc v0.0.0-20260209200024-4cfbd4190f57 h1:mWPCjDEyshlQYzBpMNHaEof6UX1PmHcaUODUywQ0uac=
google.golang.org/genproto/googleapis/rpc v0.0.0-20260209200024-4cfbd4190f57/go.mod h1:j9x/tPzZkyxcgEFkiKEEGxfvyumM01BEtsW8xzOahRQ=
google.golang.org/grpc v1.79.0 h1:6/+EFlxsMyoSbHbBoEDx94n/Ycx/bi0IhJ5Qh7b7LaA=
google.golang.org/grpc v1.79.0/go.mod h1:KmT0Kjez+0dde/v2j9vzwoAScgEPx/Bw1CYChhHLrHQ=
google.golang.org/grpc v1.79.1 h1:zGhSi45ODB9/p3VAawt9a+O/MULLl9dpizzNNpq7flY=
google.golang.org/grpc v1.79.1/go.mod h1:KmT0Kjez+0dde/v2j9vzwoAScgEPx/Bw1CYChhHLrHQ=
google.golang.org/protobuf v1.36.11 h1:fV6ZwhNocDyBLK0dj+fg8ektcVegBBuEolpbTQyBNVE=
google.golang.org/protobuf v1.36.11/go.mod h1:HTf+CrKn2C3g5S8VImy6tdcUvCska2kB7j23XfzDpco=
gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0=

5
api/fx/oracle/internal/service/oracle/calculator.go
View File

@@ -130,6 +130,10 @@ func (qc *quoteComputation) buildModelQuote(firm bool, expiryMillis int64, req *
if qc.baseRounded == nil || qc.quoteRounded == nil || qc.priceRounded == nil {
return nil, merrors.Internal("oracle: computation not executed")
}
pricedAtUnixMs := qc.rate.AsOfUnixMs
if pricedAtUnixMs <= 0 {
pricedAtUnixMs = time.Now().UnixMilli()
}
quote := &model.Quote{
QuoteRef: uuid.NewString(),
@@ -147,6 +151,7 @@ func (qc *quoteComputation) buildModelQuote(firm bool, expiryMillis int64, req *
Amount: formatRat(qc.quoteRounded, qc.quoteScale),
},
AmountType: qc.amountType,
PricedAtUnixMs: pricedAtUnixMs,
RateRef: qc.rate.RateRef,
Provider: qc.provider,
PreferredProvider: req.GetPreferredProvider(),

9
api/fx/oracle/internal/service/oracle/service_test.go
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@@ -111,6 +111,7 @@ func (currencyStoreStub) List(ctx context.Context, codes ...string) ([]*model.Cu
func (currencyStoreStub) Upsert(ctx context.Context, currency *model.Currency) error { return nil }
func TestServiceGetQuoteFirm(t *testing.T) {
pricedAt := time.Date(2024, 1, 2, 3, 4, 5, 0, time.UTC)
repo := &repositoryStub{}
repo.pairs = &pairStoreStub{
getFn: func(ctx context.Context, pair model.CurrencyPair) (*model.Pair, error) {
@@ -129,7 +130,7 @@ func TestServiceGetQuoteFirm(t *testing.T) {
Ask: "1.10",
Bid: "1.08",
RateRef: "rate#1",
AsOfUnixMs: time.Now().UnixMilli(),
AsOfUnixMs: pricedAt.UnixMilli(),
}, nil
},
}
@@ -169,9 +170,15 @@ func TestServiceGetQuoteFirm(t *testing.T) {
if resp.GetQuote().GetQuoteAmount().GetAmount() != "110.00" {
t.Fatalf("unexpected quote amount: %s", resp.GetQuote().GetQuoteAmount().GetAmount())
}
if got := resp.GetQuote().GetPricedAt(); got == nil || !got.AsTime().Equal(pricedAt) {
t.Fatalf("expected priced_at %s, got %v", pricedAt, got)
}
if savedQuote.QuoteRef == "" {
t.Fatalf("expected quote persisted")
}
if savedQuote.PricedAtUnixMs != pricedAt.UnixMilli() {
t.Fatalf("expected stored pricedAtUnixMs %d, got %d", pricedAt.UnixMilli(), savedQuote.PricedAtUnixMs)
}
}
func TestServiceGetQuoteRateNotFound(t *testing.T) {

13
api/fx/oracle/internal/service/oracle/transform.go
View File

@@ -2,12 +2,14 @@ package oracle
import (
"strings"
"time"
"github.com/tech/sendico/fx/storage/model"
paymenttypes "github.com/tech/sendico/pkg/payments/types"
fxv1 "github.com/tech/sendico/pkg/proto/common/fx/v1"
moneyv1 "github.com/tech/sendico/pkg/proto/common/money/v1"
oraclev1 "github.com/tech/sendico/pkg/proto/oracle/v1"
"google.golang.org/protobuf/types/known/timestamppb"
)
func buildResponseMeta(meta *oraclev1.RequestMeta) *oraclev1.ResponseMeta {
@@ -36,6 +38,7 @@ func quoteModelToProto(q *model.Quote) *oraclev1.Quote {
BaseAmount: moneyModelToProto(&q.BaseAmount),
QuoteAmount: moneyModelToProto(&q.QuoteAmount),
ExpiresAtUnixMs: q.ExpiresAtUnixMs,
PricedAt: timestampFromUnixMillis(q.PricedAtUnixMs, q.CreatedAt),
Provider: q.Provider,
RateRef: q.RateRef,
Firm: q.Firm,
@@ -117,3 +120,13 @@ func decimalStringToProto(value string) *moneyv1.Decimal {
}
return &moneyv1.Decimal{Value: value}
}
func timestampFromUnixMillis(ms int64, fallback time.Time) *timestamppb.Timestamp {
if ms > 0 {
return timestamppb.New(time.UnixMilli(ms).UTC())
}
if !fallback.IsZero() {
return timestamppb.New(fallback.UTC())
}
return nil
}

1
api/fx/storage/model/quote.go
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@@ -21,6 +21,7 @@ type Quote struct {
QuoteAmount paymenttypes.Money `bson:"quoteAmount" json:"quoteAmount"`
AmountType QuoteAmountType `bson:"amountType" json:"amountType"`
ExpiresAtUnixMs int64 `bson:"expiresAtUnixMs" json:"expiresAtUnixMs"`
PricedAtUnixMs int64 `bson:"pricedAtUnixMs,omitempty" json:"pricedAtUnixMs,omitempty"`
ExpiresAt *time.Time `bson:"expiresAt,omitempty" json:"expiresAt,omitempty"`
RateRef string `bson:"rateRef" json:"rateRef"`
Provider string `bson:"provider" json:"provider"`

3
api/fx/storage/mongo/store/quotes.go
View File

@@ -95,6 +95,9 @@ func (q *quotesStore) Issue(ctx context.Context, quote *model.Quote) error {
expiry := time.UnixMilli(quote.ExpiresAtUnixMs)
quote.ExpiresAt = &expiry
}
if quote.PricedAtUnixMs <= 0 {
quote.PricedAtUnixMs = time.Now().UnixMilli()
}
quote.Status = model.QuoteStatusIssued
quote.ConsumedByLedgerTxnRef = ""

3
api/fx/storage/mongo/store/quotes_test.go
View File

@@ -32,6 +32,9 @@ func TestQuotesStoreIssue(t *testing.T) {
if inserted == nil || inserted.Status != model.QuoteStatusIssued {
t.Fatalf("expected issued quote to be inserted")
}
if inserted.PricedAtUnixMs <= 0 {
t.Fatalf("expected pricedAtUnixMs to be populated")
}
}
func TestQuotesStoreIssueSetsExpiryDate(t *testing.T) {