service backend
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This commit is contained in:
Stephan D
2025-11-07 18:35:26 +01:00
parent 20e8f9acc4
commit 62a6631b9a
537 changed files with 48453 additions and 0 deletions

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package appversion
import (
"github.com/tech/sendico/pkg/version"
vf "github.com/tech/sendico/pkg/version/factory"
)
// Build information. Populated at build-time.
var (
Version string
Revision string
Branch string
BuildUser string
BuildDate string
)
func Create() version.Printer {
vi := version.Info{
Program: "MeetX Connectica FX Oracle Service",
Revision: Revision,
Branch: Branch,
BuildUser: BuildUser,
BuildDate: BuildDate,
Version: Version,
}
return vf.Create(&vi)
}

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package serverimp
import (
"context"
"os"
"time"
"github.com/tech/sendico/fx/oracle/internal/service/oracle"
"github.com/tech/sendico/fx/storage"
mongostorage "github.com/tech/sendico/fx/storage/mongo"
"github.com/tech/sendico/pkg/api/routers"
"github.com/tech/sendico/pkg/db"
msg "github.com/tech/sendico/pkg/messaging"
"github.com/tech/sendico/pkg/mlogger"
"github.com/tech/sendico/pkg/server/grpcapp"
"go.uber.org/zap"
"gopkg.in/yaml.v3"
)
type Imp struct {
logger mlogger.Logger
file string
debug bool
config *grpcapp.Config
app *grpcapp.App[storage.Repository]
}
func Create(logger mlogger.Logger, file string, debug bool) (*Imp, error) {
return &Imp{
logger: logger.Named("server"),
file: file,
debug: debug,
}, nil
}
func (i *Imp) Shutdown() {
if i.app == nil {
return
}
timeout := 15 * time.Second
if i.config != nil && i.config.Runtime != nil {
timeout = i.config.Runtime.ShutdownTimeout()
}
ctx, cancel := context.WithTimeout(context.Background(), timeout)
i.app.Shutdown(ctx)
cancel()
}
func (i *Imp) Start() error {
cfg, err := i.loadConfig()
if err != nil {
return err
}
i.config = cfg
repoFactory := func(logger mlogger.Logger, conn *db.MongoConnection) (storage.Repository, error) {
return mongostorage.New(logger, conn)
}
serviceFactory := func(logger mlogger.Logger, repo storage.Repository, producer msg.Producer) (grpcapp.Service, error) {
return oracle.NewService(logger, repo, producer), nil
}
app, err := grpcapp.NewApp(i.logger, "fx_oracle", cfg, i.debug, repoFactory, serviceFactory)
if err != nil {
return err
}
i.app = app
return i.app.Start()
}
func (i *Imp) loadConfig() (*grpcapp.Config, error) {
data, err := os.ReadFile(i.file)
if err != nil {
i.logger.Error("Could not read configuration file", zap.String("config_file", i.file), zap.Error(err))
return nil, err
}
cfg := &grpcapp.Config{}
if err := yaml.Unmarshal(data, cfg); err != nil {
i.logger.Error("Failed to parse configuration", zap.Error(err))
return nil, err
}
if cfg.Runtime == nil {
cfg.Runtime = &grpcapp.RuntimeConfig{ShutdownTimeoutSeconds: 15}
}
if cfg.GRPC == nil {
cfg.GRPC = &routers.GRPCConfig{
Network: "tcp",
Address: ":50051",
EnableReflection: true,
EnableHealth: true,
}
}
return cfg, nil
}

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package server
import (
serverimp "github.com/tech/sendico/fx/oracle/internal/server/internal"
"github.com/tech/sendico/pkg/mlogger"
"github.com/tech/sendico/pkg/server"
)
func Create(logger mlogger.Logger, file string, debug bool) (server.Application, error) {
return serverimp.Create(logger, file, debug)
}

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package oracle
import (
"math/big"
"strings"
"time"
"github.com/google/uuid"
"github.com/tech/sendico/fx/storage/model"
"github.com/tech/sendico/pkg/merrors"
fxv1 "github.com/tech/sendico/pkg/proto/common/fx/v1"
moneyv1 "github.com/tech/sendico/pkg/proto/common/money/v1"
tracev1 "github.com/tech/sendico/pkg/proto/common/trace/v1"
oraclev1 "github.com/tech/sendico/pkg/proto/oracle/v1"
"go.mongodb.org/mongo-driver/bson/primitive"
)
type quoteComputation struct {
pair *model.Pair
rate *model.RateSnapshot
sideProto fxv1.Side
sideModel model.QuoteSide
price *big.Rat
baseInput *big.Rat
quoteInput *big.Rat
amountType model.QuoteAmountType
baseRounded *big.Rat
quoteRounded *big.Rat
priceRounded *big.Rat
baseScale uint32
quoteScale uint32
priceScale uint32
provider string
}
func newQuoteComputation(pair *model.Pair, rate *model.RateSnapshot, side fxv1.Side, provider string) (*quoteComputation, error) {
if pair == nil || rate == nil {
return nil, merrors.InvalidArgument("oracle: missing pair or rate")
}
sideModel := protoSideToModel(side)
if sideModel == "" {
return nil, merrors.InvalidArgument("oracle: unsupported side")
}
price, err := priceFromRate(rate, side)
if err != nil {
return nil, err
}
if strings.TrimSpace(provider) == "" {
provider = rate.Provider
}
return &quoteComputation{
pair: pair,
rate: rate,
sideProto: side,
sideModel: sideModel,
price: price,
baseScale: pair.BaseMeta.Decimals,
quoteScale: pair.QuoteMeta.Decimals,
priceScale: pair.QuoteMeta.Decimals,
provider: provider,
}, nil
}
func (qc *quoteComputation) withBaseInput(m *moneyv1.Money) error {
if m == nil {
return merrors.InvalidArgument("oracle: base amount missing")
}
if !strings.EqualFold(m.GetCurrency(), qc.pair.Pair.Base) {
return merrors.InvalidArgument("oracle: base amount currency mismatch")
}
val, err := ratFromString(m.GetAmount())
if err != nil {
return err
}
qc.baseInput = val
qc.amountType = model.QuoteAmountTypeBase
return nil
}
func (qc *quoteComputation) withQuoteInput(m *moneyv1.Money) error {
if m == nil {
return merrors.InvalidArgument("oracle: quote amount missing")
}
if !strings.EqualFold(m.GetCurrency(), qc.pair.Pair.Quote) {
return merrors.InvalidArgument("oracle: quote amount currency mismatch")
}
val, err := ratFromString(m.GetAmount())
if err != nil {
return err
}
qc.quoteInput = val
qc.amountType = model.QuoteAmountTypeQuote
return nil
}
func (qc *quoteComputation) compute() error {
var baseRaw, quoteRaw *big.Rat
switch qc.amountType {
case model.QuoteAmountTypeBase:
baseRaw = qc.baseInput
quoteRaw = mulRat(qc.baseInput, qc.price)
case model.QuoteAmountTypeQuote:
quoteRaw = qc.quoteInput
base, err := divRat(qc.quoteInput, qc.price)
if err != nil {
return err
}
baseRaw = base
default:
return merrors.InvalidArgument("oracle: amount type not set")
}
var err error
qc.baseRounded, err = roundRatToScale(baseRaw, qc.baseScale, qc.pair.BaseMeta.Rounding)
if err != nil {
return err
}
qc.quoteRounded, err = roundRatToScale(quoteRaw, qc.quoteScale, qc.pair.QuoteMeta.Rounding)
if err != nil {
return err
}
qc.priceRounded, err = roundRatToScale(qc.price, qc.priceScale, qc.pair.QuoteMeta.Rounding)
if err != nil {
return err
}
return nil
}
func (qc *quoteComputation) buildModelQuote(firm bool, expiryMillis int64, req *oraclev1.GetQuoteRequest) (*model.Quote, error) {
if qc.baseRounded == nil || qc.quoteRounded == nil || qc.priceRounded == nil {
return nil, merrors.Internal("oracle: computation not executed")
}
quote := &model.Quote{
QuoteRef: uuid.NewString(),
Firm: firm,
Status: model.QuoteStatusIssued,
Pair: qc.pair.Pair,
Side: qc.sideModel,
Price: formatRat(qc.priceRounded, qc.priceScale),
BaseAmount: model.Money{
Currency: qc.pair.Pair.Base,
Amount: formatRat(qc.baseRounded, qc.baseScale),
},
QuoteAmount: model.Money{
Currency: qc.pair.Pair.Quote,
Amount: formatRat(qc.quoteRounded, qc.quoteScale),
},
AmountType: qc.amountType,
RateRef: qc.rate.RateRef,
Provider: qc.provider,
PreferredProvider: req.GetPreferredProvider(),
RequestedTTLMs: req.GetTtlMs(),
MaxAgeToleranceMs: int64(req.GetMaxAgeMs()),
Meta: buildQuoteMeta(req.GetMeta()),
}
if firm {
quote.ExpiresAtUnixMs = expiryMillis
expiry := time.UnixMilli(expiryMillis)
quote.ExpiresAt = &expiry
}
return quote, nil
}
func buildQuoteMeta(meta *oraclev1.RequestMeta) *model.QuoteMeta {
if meta == nil {
return nil
}
trace := meta.GetTrace()
qm := &model.QuoteMeta{
RequestRef: deriveRequestRef(meta, trace),
TenantRef: meta.GetTenantRef(),
TraceRef: deriveTraceRef(meta, trace),
IdempotencyKey: deriveIdempotencyKey(meta, trace),
}
if org := strings.TrimSpace(meta.GetOrganizationRef()); org != "" {
if objID, err := primitive.ObjectIDFromHex(org); err == nil {
qm.SetOrganizationRef(objID)
}
}
return qm
}
func protoSideToModel(side fxv1.Side) model.QuoteSide {
switch side {
case fxv1.Side_BUY_BASE_SELL_QUOTE:
return model.QuoteSideBuyBaseSellQuote
case fxv1.Side_SELL_BASE_BUY_QUOTE:
return model.QuoteSideSellBaseBuyQuote
default:
return ""
}
}
func computeExpiry(now time.Time, ttlMs int64) (int64, error) {
if ttlMs <= 0 {
return 0, merrors.InvalidArgument("oracle: ttl must be positive")
}
return now.Add(time.Duration(ttlMs) * time.Millisecond).UnixMilli(), nil
}
func deriveRequestRef(meta *oraclev1.RequestMeta, trace *tracev1.TraceContext) string {
if trace != nil && trace.GetRequestRef() != "" {
return trace.GetRequestRef()
}
return meta.GetRequestRef()
}
func deriveTraceRef(meta *oraclev1.RequestMeta, trace *tracev1.TraceContext) string {
if trace != nil && trace.GetTraceRef() != "" {
return trace.GetTraceRef()
}
return meta.GetTraceRef()
}
func deriveIdempotencyKey(meta *oraclev1.RequestMeta, trace *tracev1.TraceContext) string {
if trace != nil && trace.GetIdempotencyKey() != "" {
return trace.GetIdempotencyKey()
}
return meta.GetIdempotencyKey()
}

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package oracle
import (
"context"
"fmt"
"math/big"
"strings"
"time"
"github.com/tech/sendico/fx/storage/model"
"github.com/tech/sendico/pkg/merrors"
)
type priceSet struct {
bid *big.Rat
ask *big.Rat
mid *big.Rat
}
func (s *Service) computeCrossRate(ctx context.Context, pair *model.Pair, provider string) (*model.RateSnapshot, error) {
if pair == nil || pair.Cross == nil || !pair.Cross.Enabled {
return nil, merrors.ErrNoData
}
baseSnap, err := s.fetchCrossLegSnapshot(ctx, pair.Cross.BaseLeg, provider)
if err != nil {
return nil, err
}
quoteSnap, err := s.fetchCrossLegSnapshot(ctx, pair.Cross.QuoteLeg, provider)
if err != nil {
return nil, err
}
basePrices, err := buildPriceSet(baseSnap)
if err != nil {
return nil, err
}
quotePrices, err := buildPriceSet(quoteSnap)
if err != nil {
return nil, err
}
if pair.Cross.BaseLeg.Invert {
basePrices, err = invertPriceSet(basePrices)
if err != nil {
return nil, err
}
}
if pair.Cross.QuoteLeg.Invert {
quotePrices, err = invertPriceSet(quotePrices)
if err != nil {
return nil, err
}
}
result := multiplyPriceSets(basePrices, quotePrices)
if result.ask.Cmp(result.bid) < 0 {
result.ask, result.bid = result.bid, result.ask
}
spread := calcSpreadBps(result)
asOfMs := minNonZero(baseSnap.AsOfUnixMs, quoteSnap.AsOfUnixMs)
if asOfMs == 0 {
asOfMs = time.Now().UnixMilli()
}
asOf := time.UnixMilli(asOfMs)
rateRef := fmt.Sprintf("cross|%s/%s|%s|%s+%s", pair.Pair.Base, pair.Pair.Quote, provider, baseSnap.RateRef, quoteSnap.RateRef)
return &model.RateSnapshot{
RateRef: rateRef,
Pair: pair.Pair,
Provider: provider,
Mid: formatPrice(result.mid),
Bid: formatPrice(result.bid),
Ask: formatPrice(result.ask),
SpreadBps: formatPrice(spread),
AsOfUnixMs: asOfMs,
AsOf: &asOf,
Source: "cross_rate",
ProviderRef: rateRef,
}, nil
}
func (s *Service) fetchCrossLegSnapshot(ctx context.Context, leg model.CrossRateLeg, fallbackProvider string) (*model.RateSnapshot, error) {
provider := fallbackProvider
if strings.TrimSpace(leg.Provider) != "" {
provider = leg.Provider
}
if provider == "" {
return nil, merrors.InvalidArgument("oracle: cross leg provider missing")
}
return s.storage.Rates().LatestSnapshot(ctx, leg.Pair, provider)
}
func buildPriceSet(rate *model.RateSnapshot) (priceSet, error) {
if rate == nil {
return priceSet{}, merrors.InvalidArgument("oracle: cross rate requires underlying snapshot")
}
ask, err := parsePrice(rate.Ask)
if err != nil {
return priceSet{}, err
}
bid, err := parsePrice(rate.Bid)
if err != nil {
return priceSet{}, err
}
mid, err := parsePrice(rate.Mid)
if err != nil {
return priceSet{}, err
}
if ask == nil && bid == nil {
if mid == nil {
return priceSet{}, merrors.InvalidArgument("oracle: cross rate snapshot missing price data")
}
ask = new(big.Rat).Set(mid)
bid = new(big.Rat).Set(mid)
}
if ask == nil && mid != nil {
ask = new(big.Rat).Set(mid)
}
if bid == nil && mid != nil {
bid = new(big.Rat).Set(mid)
}
if ask == nil || bid == nil {
return priceSet{}, merrors.InvalidArgument("oracle: cross rate snapshot missing bid/ask data")
}
ps := priceSet{
bid: new(big.Rat).Set(bid),
ask: new(big.Rat).Set(ask),
mid: averageOrMid(bid, ask, mid),
}
if ps.ask.Cmp(ps.bid) < 0 {
ps.ask, ps.bid = ps.bid, ps.ask
}
return ps, nil
}
func parsePrice(value string) (*big.Rat, error) {
if strings.TrimSpace(value) == "" {
return nil, nil
}
return ratFromString(value)
}
func averageOrMid(bid, ask, mid *big.Rat) *big.Rat {
if mid != nil {
return new(big.Rat).Set(mid)
}
sum := new(big.Rat).Add(bid, ask)
return sum.Quo(sum, big.NewRat(2, 1))
}
func invertPriceSet(ps priceSet) (priceSet, error) {
if ps.ask.Sign() == 0 || ps.bid.Sign() == 0 {
return priceSet{}, merrors.InvalidArgument("oracle: cannot invert zero price")
}
one := big.NewRat(1, 1)
invBid := new(big.Rat).Quo(one, ps.ask)
invAsk := new(big.Rat).Quo(one, ps.bid)
var invMid *big.Rat
if ps.mid != nil && ps.mid.Sign() != 0 {
invMid = new(big.Rat).Quo(one, ps.mid)
} else {
invMid = averageOrMid(invBid, invAsk, nil)
}
result := priceSet{
bid: invBid,
ask: invAsk,
mid: invMid,
}
if result.ask.Cmp(result.bid) < 0 {
result.ask, result.bid = result.bid, result.ask
}
return result, nil
}
func multiplyPriceSets(a, b priceSet) priceSet {
result := priceSet{
bid: mulRat(a.bid, b.bid),
ask: mulRat(a.ask, b.ask),
}
result.mid = averageOrMid(result.bid, result.ask, nil)
return result
}
func calcSpreadBps(ps priceSet) *big.Rat {
if ps.mid == nil || ps.mid.Sign() == 0 {
return nil
}
spread := new(big.Rat).Sub(ps.ask, ps.bid)
if spread.Sign() < 0 {
spread.Neg(spread)
}
spread.Quo(spread, ps.mid)
spread.Mul(spread, big.NewRat(10000, 1))
return spread
}
func minNonZero(values ...int64) int64 {
var result int64
for _, v := range values {
if v <= 0 {
continue
}
if result == 0 || v < result {
result = v
}
}
return result
}
func formatPrice(r *big.Rat) string {
if r == nil {
return ""
}
return r.FloatString(8)
}

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package oracle
import (
"math/big"
"strings"
"time"
"github.com/tech/sendico/fx/storage/model"
"github.com/tech/sendico/pkg/decimal"
"github.com/tech/sendico/pkg/merrors"
fxv1 "github.com/tech/sendico/pkg/proto/common/fx/v1"
)
// Convenience aliases to pkg/decimal for backward compatibility
var (
ratFromString = decimal.RatFromString
mulRat = decimal.MulRat
divRat = decimal.DivRat
formatRat = decimal.FormatRat
)
// roundRatToScale wraps pkg/decimal.RoundRatToScale with model RoundingMode conversion
func roundRatToScale(value *big.Rat, scale uint32, mode model.RoundingMode) (*big.Rat, error) {
return decimal.RoundRatToScale(value, scale, convertRoundingMode(mode))
}
// convertRoundingMode converts fx/storage model.RoundingMode to pkg/decimal.RoundingMode
func convertRoundingMode(mode model.RoundingMode) decimal.RoundingMode {
switch mode {
case model.RoundingModeHalfEven:
return decimal.RoundingModeHalfEven
case model.RoundingModeHalfUp:
return decimal.RoundingModeHalfUp
case model.RoundingModeDown:
return decimal.RoundingModeDown
case model.RoundingModeUnspecified:
return decimal.RoundingModeUnspecified
default:
return decimal.RoundingModeHalfEven
}
}
func priceFromRate(rate *model.RateSnapshot, side fxv1.Side) (*big.Rat, error) {
var priceStr string
switch side {
case fxv1.Side_BUY_BASE_SELL_QUOTE:
priceStr = rate.Ask
case fxv1.Side_SELL_BASE_BUY_QUOTE:
priceStr = rate.Bid
default:
priceStr = ""
}
if strings.TrimSpace(priceStr) == "" {
priceStr = rate.Mid
}
if strings.TrimSpace(priceStr) == "" {
return nil, merrors.InvalidArgument("oracle: rate snapshot missing price")
}
return ratFromString(priceStr)
}
func timeFromUnixMilli(ms int64) time.Time {
return time.Unix(0, ms*int64(time.Millisecond))
}

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package oracle
import (
"strings"
"sync"
"time"
"github.com/prometheus/client_golang/prometheus"
"github.com/prometheus/client_golang/prometheus/promauto"
"google.golang.org/grpc/codes"
"google.golang.org/grpc/status"
)
var (
metricsOnce sync.Once
rpcRequestsTotal *prometheus.CounterVec
rpcLatency *prometheus.HistogramVec
)
func initMetrics() {
metricsOnce.Do(func() {
rpcRequestsTotal = promauto.NewCounterVec(
prometheus.CounterOpts{
Namespace: "fx",
Subsystem: "oracle",
Name: "requests_total",
Help: "Total number of FX oracle RPC calls handled.",
},
[]string{"method", "result"},
)
rpcLatency = promauto.NewHistogramVec(
prometheus.HistogramOpts{
Namespace: "fx",
Subsystem: "oracle",
Name: "request_latency_seconds",
Help: "Latency of FX oracle RPC calls.",
Buckets: prometheus.DefBuckets,
},
[]string{"method", "result"},
)
})
}
func observeRPC(start time.Time, method string, err error) {
result := labelFromError(err)
rpcRequestsTotal.WithLabelValues(method, result).Inc()
rpcLatency.WithLabelValues(method, result).Observe(time.Since(start).Seconds())
}
func labelFromError(err error) string {
if err == nil {
return strings.ToLower(codes.OK.String())
}
st, ok := status.FromError(err)
if !ok {
return "error"
}
code := st.Code()
if code == codes.OK {
return strings.ToLower(code.String())
}
return strings.ToLower(code.String())
}

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package oracle
import (
"context"
"errors"
"strings"
"time"
"github.com/tech/sendico/fx/storage"
"github.com/tech/sendico/fx/storage/model"
"github.com/tech/sendico/pkg/api/routers"
"github.com/tech/sendico/pkg/api/routers/gsresponse"
"github.com/tech/sendico/pkg/merrors"
pmessaging "github.com/tech/sendico/pkg/messaging"
"github.com/tech/sendico/pkg/mlogger"
"github.com/tech/sendico/pkg/mservice"
fxv1 "github.com/tech/sendico/pkg/proto/common/fx/v1"
oraclev1 "github.com/tech/sendico/pkg/proto/oracle/v1"
"go.uber.org/zap"
"google.golang.org/grpc"
)
type serviceError string
func (e serviceError) Error() string {
return string(e)
}
var (
errSideRequired = serviceError("oracle: side is required")
errAmountsMutuallyExclusive = serviceError("oracle: exactly one amount must be provided")
errAmountRequired = serviceError("oracle: amount is required")
errQuoteRefRequired = serviceError("oracle: quote_ref is required")
errEmptyRequest = serviceError("oracle: request payload is empty")
errLedgerTxnRefRequired = serviceError("oracle: ledger_txn_ref is required")
)
type Service struct {
logger mlogger.Logger
storage storage.Repository
producer pmessaging.Producer
oraclev1.UnimplementedOracleServer
}
func NewService(logger mlogger.Logger, repo storage.Repository, prod pmessaging.Producer) *Service {
initMetrics()
return &Service{
logger: logger.Named("oracle"),
storage: repo,
producer: prod,
}
}
func (s *Service) Register(router routers.GRPC) error {
return router.Register(func(reg grpc.ServiceRegistrar) {
oraclev1.RegisterOracleServer(reg, s)
})
}
func (s *Service) GetQuote(ctx context.Context, req *oraclev1.GetQuoteRequest) (*oraclev1.GetQuoteResponse, error) {
start := time.Now()
responder := s.getQuoteResponder(ctx, req)
resp, err := responder(ctx)
observeRPC(start, "GetQuote", err)
return resp, err
}
func (s *Service) ValidateQuote(ctx context.Context, req *oraclev1.ValidateQuoteRequest) (*oraclev1.ValidateQuoteResponse, error) {
start := time.Now()
responder := s.validateQuoteResponder(ctx, req)
resp, err := responder(ctx)
observeRPC(start, "ValidateQuote", err)
return resp, err
}
func (s *Service) ConsumeQuote(ctx context.Context, req *oraclev1.ConsumeQuoteRequest) (*oraclev1.ConsumeQuoteResponse, error) {
start := time.Now()
responder := s.consumeQuoteResponder(ctx, req)
resp, err := responder(ctx)
observeRPC(start, "ConsumeQuote", err)
return resp, err
}
func (s *Service) LatestRate(ctx context.Context, req *oraclev1.LatestRateRequest) (*oraclev1.LatestRateResponse, error) {
start := time.Now()
responder := s.latestRateResponder(ctx, req)
resp, err := responder(ctx)
observeRPC(start, "LatestRate", err)
return resp, err
}
func (s *Service) ListPairs(ctx context.Context, req *oraclev1.ListPairsRequest) (*oraclev1.ListPairsResponse, error) {
start := time.Now()
responder := s.listPairsResponder(ctx, req)
resp, err := responder(ctx)
observeRPC(start, "ListPairs", err)
return resp, err
}
func (s *Service) getQuoteResponder(ctx context.Context, req *oraclev1.GetQuoteRequest) gsresponse.Responder[oraclev1.GetQuoteResponse] {
if req == nil {
req = &oraclev1.GetQuoteRequest{}
}
s.logger.Debug("Handling GetQuote", zap.String("pair", req.GetPair().GetBase()+"/"+req.GetPair().GetQuote()), zap.Bool("firm", req.GetFirm()))
if req.GetSide() == fxv1.Side_SIDE_UNSPECIFIED {
return gsresponse.InvalidArgument[oraclev1.GetQuoteResponse](s.logger, mservice.FXOracle, errSideRequired)
}
if req.GetBaseAmount() != nil && req.GetQuoteAmount() != nil {
return gsresponse.InvalidArgument[oraclev1.GetQuoteResponse](s.logger, mservice.FXOracle, errAmountsMutuallyExclusive)
}
if req.GetBaseAmount() == nil && req.GetQuoteAmount() == nil {
return gsresponse.InvalidArgument[oraclev1.GetQuoteResponse](s.logger, mservice.FXOracle, errAmountRequired)
}
if err := s.pingStorage(ctx); err != nil {
s.logger.Warn("Storage unavailable during GetQuote", zap.Error(err))
return gsresponse.Unavailable[oraclev1.GetQuoteResponse](s.logger, mservice.FXOracle, err)
}
pairMsg := req.GetPair()
if pairMsg == nil || strings.TrimSpace(pairMsg.GetBase()) == "" || strings.TrimSpace(pairMsg.GetQuote()) == "" {
return gsresponse.InvalidArgument[oraclev1.GetQuoteResponse](s.logger, mservice.FXOracle, errEmptyRequest)
}
pairKey := model.CurrencyPair{Base: strings.ToUpper(pairMsg.GetBase()), Quote: strings.ToUpper(pairMsg.GetQuote())}
pair, err := s.storage.Pairs().Get(ctx, pairKey)
if err != nil {
switch {
case errors.Is(err, merrors.ErrNoData):
return gsresponse.InvalidArgument[oraclev1.GetQuoteResponse](s.logger, mservice.FXOracle, merrors.InvalidArgument("pair_not_supported"))
default:
return gsresponse.Internal[oraclev1.GetQuoteResponse](s.logger, mservice.FXOracle, err)
}
}
provider := req.GetPreferredProvider()
if provider == "" {
provider = pair.DefaultProvider
}
if provider == "" && len(pair.Providers) > 0 {
provider = pair.Providers[0]
}
rate, err := s.getLatestRate(ctx, pair, provider)
if err != nil {
switch {
case errors.Is(err, merrors.ErrNoData):
return gsresponse.FailedPrecondition[oraclev1.GetQuoteResponse](s.logger, mservice.FXOracle, "rate_not_found", err)
default:
return gsresponse.Internal[oraclev1.GetQuoteResponse](s.logger, mservice.FXOracle, err)
}
}
now := time.Now()
if maxAge := req.GetMaxAgeMs(); maxAge > 0 {
age := now.UnixMilli() - rate.AsOfUnixMs
if age > int64(maxAge) {
s.logger.Warn("Rate snapshot stale", zap.Int64("age_ms", age), zap.Int32("max_age_ms", req.GetMaxAgeMs()), zap.String("pair", pairKey.Base+"/"+pairKey.Quote), zap.String("provider", provider))
return gsresponse.FailedPrecondition[oraclev1.GetQuoteResponse](s.logger, mservice.FXOracle, "stale_rate", merrors.InvalidArgument("rate older than allowed window"))
}
}
comp, err := newQuoteComputation(pair, rate, req.GetSide(), provider)
if err != nil {
return gsresponse.InvalidArgument[oraclev1.GetQuoteResponse](s.logger, mservice.FXOracle, err)
}
if req.GetBaseAmount() != nil {
if err := comp.withBaseInput(req.GetBaseAmount()); err != nil {
return gsresponse.InvalidArgument[oraclev1.GetQuoteResponse](s.logger, mservice.FXOracle, err)
}
} else if req.GetQuoteAmount() != nil {
if err := comp.withQuoteInput(req.GetQuoteAmount()); err != nil {
return gsresponse.InvalidArgument[oraclev1.GetQuoteResponse](s.logger, mservice.FXOracle, err)
}
}
if err := comp.compute(); err != nil {
return gsresponse.Internal[oraclev1.GetQuoteResponse](s.logger, mservice.FXOracle, err)
}
expiresAt := int64(0)
if req.GetFirm() {
expiry, err := computeExpiry(now, req.GetTtlMs())
if err != nil {
return gsresponse.InvalidArgument[oraclev1.GetQuoteResponse](s.logger, mservice.FXOracle, err)
}
expiresAt = expiry
}
quoteModel, err := comp.buildModelQuote(req.GetFirm(), expiresAt, req)
if err != nil {
return gsresponse.Internal[oraclev1.GetQuoteResponse](s.logger, mservice.FXOracle, err)
}
if req.GetFirm() {
if err := s.storage.Quotes().Issue(ctx, quoteModel); err != nil {
switch {
case errors.Is(err, merrors.ErrDataConflict):
return gsresponse.Conflict[oraclev1.GetQuoteResponse](s.logger, mservice.FXOracle, err)
default:
return gsresponse.Internal[oraclev1.GetQuoteResponse](s.logger, mservice.FXOracle, err)
}
}
s.logger.Info("Firm quote stored", zap.String("quote_ref", quoteModel.QuoteRef), zap.String("pair", pairKey.Base+"/"+pairKey.Quote), zap.String("provider", quoteModel.Provider), zap.Int64("expires_at_ms", quoteModel.ExpiresAtUnixMs))
}
resp := &oraclev1.GetQuoteResponse{
Meta: buildResponseMeta(req.GetMeta()),
Quote: quoteModelToProto(quoteModel),
}
return gsresponse.Success(resp)
}
func (s *Service) validateQuoteResponder(ctx context.Context, req *oraclev1.ValidateQuoteRequest) gsresponse.Responder[oraclev1.ValidateQuoteResponse] {
if req == nil {
req = &oraclev1.ValidateQuoteRequest{}
}
s.logger.Debug("Handling ValidateQuote", zap.String("quote_ref", req.GetQuoteRef()))
if req.GetQuoteRef() == "" {
return gsresponse.InvalidArgument[oraclev1.ValidateQuoteResponse](s.logger, mservice.FXOracle, errQuoteRefRequired)
}
if err := s.pingStorage(ctx); err != nil {
s.logger.Warn("Storage unavailable during ValidateQuote", zap.Error(err))
return gsresponse.Unavailable[oraclev1.ValidateQuoteResponse](s.logger, mservice.FXOracle, err)
}
quote, err := s.storage.Quotes().GetByRef(ctx, req.GetQuoteRef())
if err != nil {
switch {
case errors.Is(err, merrors.ErrNoData):
resp := &oraclev1.ValidateQuoteResponse{
Meta: buildResponseMeta(req.GetMeta()),
Quote: nil,
Valid: false,
Reason: "not_found",
}
return gsresponse.Success(resp)
default:
return gsresponse.Internal[oraclev1.ValidateQuoteResponse](s.logger, mservice.FXOracle, err)
}
}
now := time.Now()
valid := true
reason := ""
if quote.IsExpired(now) {
valid = false
reason = "expired"
} else if quote.Status == model.QuoteStatusConsumed {
valid = false
reason = "consumed"
}
resp := &oraclev1.ValidateQuoteResponse{
Meta: buildResponseMeta(req.GetMeta()),
Quote: quoteModelToProto(quote),
Valid: valid,
Reason: reason,
}
return gsresponse.Success(resp)
}
func (s *Service) consumeQuoteResponder(ctx context.Context, req *oraclev1.ConsumeQuoteRequest) gsresponse.Responder[oraclev1.ConsumeQuoteResponse] {
if req == nil {
req = &oraclev1.ConsumeQuoteRequest{}
}
s.logger.Debug("Handling ConsumeQuote", zap.String("quote_ref", req.GetQuoteRef()), zap.String("ledger_txn_ref", req.GetLedgerTxnRef()))
if req.GetQuoteRef() == "" {
return gsresponse.InvalidArgument[oraclev1.ConsumeQuoteResponse](s.logger, mservice.FXOracle, errQuoteRefRequired)
}
if req.GetLedgerTxnRef() == "" {
return gsresponse.InvalidArgument[oraclev1.ConsumeQuoteResponse](s.logger, mservice.FXOracle, errLedgerTxnRefRequired)
}
if err := s.pingStorage(ctx); err != nil {
s.logger.Warn("Storage unavailable during ConsumeQuote", zap.Error(err))
return gsresponse.Unavailable[oraclev1.ConsumeQuoteResponse](s.logger, mservice.FXOracle, err)
}
_, err := s.storage.Quotes().Consume(ctx, req.GetQuoteRef(), req.GetLedgerTxnRef(), time.Now())
if err != nil {
switch {
case errors.Is(err, storage.ErrQuoteExpired):
return gsresponse.FailedPrecondition[oraclev1.ConsumeQuoteResponse](s.logger, mservice.FXOracle, "expired", err)
case errors.Is(err, storage.ErrQuoteConsumed):
return gsresponse.FailedPrecondition[oraclev1.ConsumeQuoteResponse](s.logger, mservice.FXOracle, "consumed", err)
case errors.Is(err, storage.ErrQuoteNotFirm):
return gsresponse.FailedPrecondition[oraclev1.ConsumeQuoteResponse](s.logger, mservice.FXOracle, "not_firm", err)
case errors.Is(err, merrors.ErrNoData):
return gsresponse.NotFound[oraclev1.ConsumeQuoteResponse](s.logger, mservice.FXOracle, err)
default:
return gsresponse.Internal[oraclev1.ConsumeQuoteResponse](s.logger, mservice.FXOracle, err)
}
}
resp := &oraclev1.ConsumeQuoteResponse{
Meta: buildResponseMeta(req.GetMeta()),
Consumed: true,
Reason: "consumed",
}
s.logger.Debug("Quote consumed", zap.String("quote_ref", req.GetQuoteRef()), zap.String("ledger_txn_ref", req.GetLedgerTxnRef()))
return gsresponse.Success(resp)
}
func (s *Service) latestRateResponder(ctx context.Context, req *oraclev1.LatestRateRequest) gsresponse.Responder[oraclev1.LatestRateResponse] {
if req == nil {
req = &oraclev1.LatestRateRequest{}
}
s.logger.Debug("Handling LatestRate", zap.String("pair", req.GetPair().GetBase()+"/"+req.GetPair().GetQuote()))
if err := s.pingStorage(ctx); err != nil {
s.logger.Warn("Storage unavailable during LatestRate", zap.Error(err))
return gsresponse.Unavailable[oraclev1.LatestRateResponse](s.logger, mservice.FXOracle, err)
}
pairMsg := req.GetPair()
if pairMsg == nil || strings.TrimSpace(pairMsg.GetBase()) == "" || strings.TrimSpace(pairMsg.GetQuote()) == "" {
return gsresponse.InvalidArgument[oraclev1.LatestRateResponse](s.logger, mservice.FXOracle, errEmptyRequest)
}
pair := model.CurrencyPair{Base: strings.ToUpper(pairMsg.GetBase()), Quote: strings.ToUpper(pairMsg.GetQuote())}
pairMeta, err := s.storage.Pairs().Get(ctx, pair)
if err != nil {
switch {
case errors.Is(err, merrors.ErrNoData):
return gsresponse.NotFound[oraclev1.LatestRateResponse](s.logger, mservice.FXOracle, err)
default:
return gsresponse.Internal[oraclev1.LatestRateResponse](s.logger, mservice.FXOracle, err)
}
}
provider := req.GetProvider()
if provider == "" {
provider = pairMeta.DefaultProvider
}
if provider == "" && len(pairMeta.Providers) > 0 {
provider = pairMeta.Providers[0]
}
rate, err := s.getLatestRate(ctx, pairMeta, provider)
if err != nil {
switch {
case errors.Is(err, merrors.ErrNoData):
return gsresponse.NotFound[oraclev1.LatestRateResponse](s.logger, mservice.FXOracle, err)
default:
return gsresponse.Internal[oraclev1.LatestRateResponse](s.logger, mservice.FXOracle, err)
}
}
resp := &oraclev1.LatestRateResponse{
Meta: buildResponseMeta(req.GetMeta()),
Rate: rateModelToProto(rate),
}
return gsresponse.Success(resp)
}
func (s *Service) listPairsResponder(ctx context.Context, req *oraclev1.ListPairsRequest) gsresponse.Responder[oraclev1.ListPairsResponse] {
if req == nil {
req = &oraclev1.ListPairsRequest{}
}
s.logger.Debug("Handling ListPairs")
if err := s.pingStorage(ctx); err != nil {
s.logger.Warn("Storage unavailable during ListPairs", zap.Error(err))
return gsresponse.Unavailable[oraclev1.ListPairsResponse](s.logger, mservice.FXOracle, err)
}
pairs, err := s.storage.Pairs().ListEnabled(ctx)
if err != nil {
return gsresponse.Internal[oraclev1.ListPairsResponse](s.logger, mservice.FXOracle, err)
}
result := make([]*oraclev1.PairMeta, 0, len(pairs))
for _, pair := range pairs {
result = append(result, pairModelToProto(pair))
}
resp := &oraclev1.ListPairsResponse{
Meta: buildResponseMeta(req.GetMeta()),
Pairs: result,
}
s.logger.Debug("ListPairs returning metadata", zap.Int("pairs", len(resp.GetPairs())))
return gsresponse.Success(resp)
}
func (s *Service) pingStorage(ctx context.Context) error {
if s.storage == nil {
return nil
}
return s.storage.Ping(ctx)
}
func (s *Service) getLatestRate(ctx context.Context, pair *model.Pair, provider string) (*model.RateSnapshot, error) {
rate, err := s.storage.Rates().LatestSnapshot(ctx, pair.Pair, provider)
if err == nil {
return rate, nil
}
if !errors.Is(err, merrors.ErrNoData) {
return nil, err
}
crossRate, crossErr := s.computeCrossRate(ctx, pair, provider)
if crossErr != nil {
if errors.Is(crossErr, merrors.ErrNoData) {
return nil, err
}
return nil, crossErr
}
s.logger.Debug("Derived cross rate", zap.String("pair", pair.Pair.Base+"/"+pair.Pair.Quote), zap.String("provider", provider))
return crossRate, nil
}
var _ oraclev1.OracleServer = (*Service)(nil)

View File

@@ -0,0 +1,467 @@
package oracle
import (
"context"
"strings"
"testing"
"time"
"github.com/tech/sendico/fx/storage"
"github.com/tech/sendico/fx/storage/model"
"github.com/tech/sendico/pkg/merrors"
fxv1 "github.com/tech/sendico/pkg/proto/common/fx/v1"
moneyv1 "github.com/tech/sendico/pkg/proto/common/money/v1"
tracev1 "github.com/tech/sendico/pkg/proto/common/trace/v1"
oraclev1 "github.com/tech/sendico/pkg/proto/oracle/v1"
"go.uber.org/zap"
)
type repositoryStub struct {
rates storage.RatesStore
quotes storage.QuotesStore
pairs storage.PairStore
currencies storage.CurrencyStore
pingErr error
}
func (r *repositoryStub) Ping(ctx context.Context) error { return r.pingErr }
func (r *repositoryStub) Rates() storage.RatesStore { return r.rates }
func (r *repositoryStub) Quotes() storage.QuotesStore { return r.quotes }
func (r *repositoryStub) Pairs() storage.PairStore { return r.pairs }
func (r *repositoryStub) Currencies() storage.CurrencyStore {
return r.currencies
}
type ratesStoreStub struct {
latestFn func(ctx context.Context, pair model.CurrencyPair, provider string) (*model.RateSnapshot, error)
}
func (r *ratesStoreStub) UpsertSnapshot(ctx context.Context, snapshot *model.RateSnapshot) error {
return nil
}
func (r *ratesStoreStub) LatestSnapshot(ctx context.Context, pair model.CurrencyPair, provider string) (*model.RateSnapshot, error) {
if r.latestFn != nil {
return r.latestFn(ctx, pair, provider)
}
return nil, merrors.ErrNoData
}
type quotesStoreStub struct {
issueFn func(ctx context.Context, quote *model.Quote) error
getFn func(ctx context.Context, ref string) (*model.Quote, error)
consumeFn func(ctx context.Context, ref, ledger string, when time.Time) (*model.Quote, error)
}
func (q *quotesStoreStub) Issue(ctx context.Context, quote *model.Quote) error {
if q.issueFn != nil {
return q.issueFn(ctx, quote)
}
return nil
}
func (q *quotesStoreStub) GetByRef(ctx context.Context, ref string) (*model.Quote, error) {
if q.getFn != nil {
return q.getFn(ctx, ref)
}
return nil, merrors.ErrNoData
}
func (q *quotesStoreStub) Consume(ctx context.Context, ref, ledger string, when time.Time) (*model.Quote, error) {
if q.consumeFn != nil {
return q.consumeFn(ctx, ref, ledger, when)
}
return nil, nil
}
func (q *quotesStoreStub) ExpireIssuedBefore(ctx context.Context, cutoff time.Time) (int, error) {
return 0, nil
}
type pairStoreStub struct {
getFn func(ctx context.Context, pair model.CurrencyPair) (*model.Pair, error)
listFn func(ctx context.Context) ([]*model.Pair, error)
}
func (p *pairStoreStub) ListEnabled(ctx context.Context) ([]*model.Pair, error) {
if p.listFn != nil {
return p.listFn(ctx)
}
return nil, nil
}
func (p *pairStoreStub) Get(ctx context.Context, pair model.CurrencyPair) (*model.Pair, error) {
if p.getFn != nil {
return p.getFn(ctx, pair)
}
return nil, merrors.ErrNoData
}
func (p *pairStoreStub) Upsert(ctx context.Context, pair *model.Pair) error { return nil }
type currencyStoreStub struct{}
func (currencyStoreStub) Get(ctx context.Context, code string) (*model.Currency, error) {
return nil, merrors.ErrNoData
}
func (currencyStoreStub) List(ctx context.Context, codes ...string) ([]*model.Currency, error) {
return nil, nil
}
func (currencyStoreStub) Upsert(ctx context.Context, currency *model.Currency) error { return nil }
func TestServiceGetQuoteFirm(t *testing.T) {
repo := &repositoryStub{}
repo.pairs = &pairStoreStub{
getFn: func(ctx context.Context, pair model.CurrencyPair) (*model.Pair, error) {
return &model.Pair{
Pair: pair,
BaseMeta: model.CurrencySettings{Code: pair.Base, Decimals: 2, Rounding: model.RoundingModeHalfEven},
QuoteMeta: model.CurrencySettings{Code: pair.Quote, Decimals: 2, Rounding: model.RoundingModeHalfEven},
}, nil
},
}
repo.rates = &ratesStoreStub{
latestFn: func(ctx context.Context, pair model.CurrencyPair, provider string) (*model.RateSnapshot, error) {
return &model.RateSnapshot{
Pair: pair,
Provider: provider,
Ask: "1.10",
Bid: "1.08",
RateRef: "rate#1",
AsOfUnixMs: time.Now().UnixMilli(),
}, nil
},
}
savedQuote := &model.Quote{}
repo.quotes = &quotesStoreStub{
issueFn: func(ctx context.Context, quote *model.Quote) error {
*savedQuote = *quote
return nil
},
}
repo.currencies = currencyStoreStub{}
svc := NewService(zap.NewNop(), repo, nil)
req := &oraclev1.GetQuoteRequest{
Meta: &oraclev1.RequestMeta{
TenantRef: "tenant",
Trace: &tracev1.TraceContext{RequestRef: "req"},
},
Pair: &fxv1.CurrencyPair{Base: "USD", Quote: "EUR"},
Side: fxv1.Side_BUY_BASE_SELL_QUOTE,
AmountInput: &oraclev1.GetQuoteRequest_BaseAmount{BaseAmount: &moneyv1.Money{
Currency: "USD",
Amount: "100",
}},
Firm: true,
TtlMs: 60000,
}
resp, err := svc.GetQuote(context.Background(), req)
if err != nil {
t.Fatalf("unexpected error: %v", err)
}
if resp.GetQuote().GetFirm() != true {
t.Fatalf("expected firm quote")
}
if resp.GetQuote().GetQuoteAmount().GetAmount() != "110.00" {
t.Fatalf("unexpected quote amount: %s", resp.GetQuote().GetQuoteAmount().GetAmount())
}
if savedQuote.QuoteRef == "" {
t.Fatalf("expected quote persisted")
}
}
func TestServiceGetQuoteRateNotFound(t *testing.T) {
repo := &repositoryStub{
pairs: &pairStoreStub{
getFn: func(ctx context.Context, pair model.CurrencyPair) (*model.Pair, error) {
return &model.Pair{
Pair: pair,
BaseMeta: model.CurrencySettings{Code: pair.Base, Decimals: 2, Rounding: model.RoundingModeHalfEven},
QuoteMeta: model.CurrencySettings{Code: pair.Quote, Decimals: 2, Rounding: model.RoundingModeHalfEven},
}, nil
},
},
rates: &ratesStoreStub{latestFn: func(context.Context, model.CurrencyPair, string) (*model.RateSnapshot, error) {
return nil, merrors.ErrNoData
}},
}
svc := NewService(zap.NewNop(), repo, nil)
_, err := svc.GetQuote(context.Background(), &oraclev1.GetQuoteRequest{
Pair: &fxv1.CurrencyPair{Base: "USD", Quote: "EUR"},
Side: fxv1.Side_BUY_BASE_SELL_QUOTE,
AmountInput: &oraclev1.GetQuoteRequest_BaseAmount{BaseAmount: &moneyv1.Money{Currency: "USD", Amount: "1"}},
})
if err == nil {
t.Fatalf("expected error")
}
}
func TestServiceGetQuoteCrossRate(t *testing.T) {
repo := &repositoryStub{}
targetPair := model.CurrencyPair{Base: "EUR", Quote: "RUB"}
baseLegPair := model.CurrencyPair{Base: "USDT", Quote: "EUR"}
quoteLegPair := model.CurrencyPair{Base: "USDT", Quote: "RUB"}
repo.pairs = &pairStoreStub{
getFn: func(ctx context.Context, pair model.CurrencyPair) (*model.Pair, error) {
if pair != targetPair {
t.Fatalf("unexpected pair lookup: %v", pair)
}
return &model.Pair{
Pair: pair,
BaseMeta: model.CurrencySettings{Code: pair.Base, Decimals: 2, Rounding: model.RoundingModeHalfEven},
QuoteMeta: model.CurrencySettings{Code: pair.Quote, Decimals: 2, Rounding: model.RoundingModeHalfEven},
DefaultProvider: "CROSSPROV",
Cross: &model.CrossRateConfig{
Enabled: true,
BaseLeg: model.CrossRateLeg{
Pair: baseLegPair,
Invert: true,
},
QuoteLeg: model.CrossRateLeg{
Pair: quoteLegPair,
},
},
}, nil
},
}
repo.rates = &ratesStoreStub{
latestFn: func(ctx context.Context, pair model.CurrencyPair, provider string) (*model.RateSnapshot, error) {
switch pair {
case targetPair:
return nil, merrors.ErrNoData
case baseLegPair:
return &model.RateSnapshot{
Pair: pair,
Provider: provider,
Ask: "0.90",
Bid: "0.90",
Mid: "0.90",
RateRef: "base-leg",
AsOfUnixMs: 1_000,
}, nil
case quoteLegPair:
return &model.RateSnapshot{
Pair: pair,
Provider: provider,
Ask: "90",
Bid: "90",
Mid: "90",
RateRef: "quote-leg",
AsOfUnixMs: 2_000,
}, nil
default:
return nil, merrors.ErrNoData
}
},
}
repo.quotes = &quotesStoreStub{}
repo.currencies = currencyStoreStub{}
svc := NewService(zap.NewNop(), repo, nil)
req := &oraclev1.GetQuoteRequest{
Pair: &fxv1.CurrencyPair{Base: "EUR", Quote: "RUB"},
Side: fxv1.Side_BUY_BASE_SELL_QUOTE,
AmountInput: &oraclev1.GetQuoteRequest_BaseAmount{BaseAmount: &moneyv1.Money{Currency: "EUR", Amount: "1"}},
}
resp, err := svc.GetQuote(context.Background(), req)
if err != nil {
t.Fatalf("unexpected error: %v", err)
}
if resp.GetQuote().GetPrice().GetValue() != "100.00" {
t.Fatalf("unexpected cross price: %s", resp.GetQuote().GetPrice().GetValue())
}
if resp.GetQuote().GetQuoteAmount().GetAmount() != "100.00" {
t.Fatalf("unexpected cross quote amount: %s", resp.GetQuote().GetQuoteAmount().GetAmount())
}
if !strings.HasPrefix(resp.GetQuote().GetRateRef(), "cross|") {
t.Fatalf("expected cross rate ref, got %s", resp.GetQuote().GetRateRef())
}
if resp.GetQuote().GetProvider() != "CROSSPROV" {
t.Fatalf("unexpected provider: %s", resp.GetQuote().GetProvider())
}
}
func TestServiceLatestRateCross(t *testing.T) {
repo := &repositoryStub{}
targetPair := model.CurrencyPair{Base: "EUR", Quote: "RUB"}
baseLegPair := model.CurrencyPair{Base: "USDT", Quote: "EUR"}
quoteLegPair := model.CurrencyPair{Base: "USDT", Quote: "RUB"}
repo.pairs = &pairStoreStub{
getFn: func(ctx context.Context, pair model.CurrencyPair) (*model.Pair, error) {
if pair != targetPair {
t.Fatalf("unexpected pair lookup: %v", pair)
}
return &model.Pair{
Pair: pair,
BaseMeta: model.CurrencySettings{Code: pair.Base, Decimals: 2, Rounding: model.RoundingModeHalfEven},
QuoteMeta: model.CurrencySettings{Code: pair.Quote, Decimals: 2, Rounding: model.RoundingModeHalfEven},
DefaultProvider: "CROSSPROV",
Cross: &model.CrossRateConfig{
Enabled: true,
BaseLeg: model.CrossRateLeg{
Pair: baseLegPair,
Invert: true,
},
QuoteLeg: model.CrossRateLeg{
Pair: quoteLegPair,
},
},
}, nil
},
}
repo.rates = &ratesStoreStub{
latestFn: func(ctx context.Context, pair model.CurrencyPair, provider string) (*model.RateSnapshot, error) {
switch pair {
case targetPair:
return nil, merrors.ErrNoData
case baseLegPair:
return &model.RateSnapshot{
Pair: pair,
Provider: provider,
Ask: "0.90",
Bid: "0.90",
Mid: "0.90",
RateRef: "base-leg",
AsOfUnixMs: 1_000,
}, nil
case quoteLegPair:
return &model.RateSnapshot{
Pair: pair,
Provider: provider,
Ask: "90",
Bid: "90",
Mid: "90",
RateRef: "quote-leg",
AsOfUnixMs: 2_000,
}, nil
default:
return nil, merrors.ErrNoData
}
},
}
repo.quotes = &quotesStoreStub{}
repo.currencies = currencyStoreStub{}
svc := NewService(zap.NewNop(), repo, nil)
resp, err := svc.LatestRate(context.Background(), &oraclev1.LatestRateRequest{
Pair: &fxv1.CurrencyPair{Base: "EUR", Quote: "RUB"},
})
if err != nil {
t.Fatalf("unexpected error: %v", err)
}
if resp.GetRate().GetMid().GetValue() != "100.00000000" {
t.Fatalf("unexpected mid price: %s", resp.GetRate().GetMid().GetValue())
}
if resp.GetRate().GetProvider() != "CROSSPROV" {
t.Fatalf("unexpected provider: %s", resp.GetRate().GetProvider())
}
if !strings.HasPrefix(resp.GetRate().GetRateRef(), "cross|") {
t.Fatalf("expected cross rate ref, got %s", resp.GetRate().GetRateRef())
}
}
func TestServiceValidateQuote(t *testing.T) {
now := time.Now().Add(time.Minute)
repo := &repositoryStub{
quotes: &quotesStoreStub{
getFn: func(context.Context, string) (*model.Quote, error) {
return &model.Quote{
QuoteRef: "q1",
Pair: model.CurrencyPair{Base: "USD", Quote: "EUR"},
Side: model.QuoteSideBuyBaseSellQuote,
Price: "1.10",
BaseAmount: model.Money{Currency: "USD", Amount: "100"},
QuoteAmount: model.Money{Currency: "EUR", Amount: "110"},
ExpiresAtUnixMs: now.UnixMilli(),
Status: model.QuoteStatusIssued,
}, nil
},
},
}
svc := NewService(zap.NewNop(), repo, nil)
resp, err := svc.ValidateQuote(context.Background(), &oraclev1.ValidateQuoteRequest{QuoteRef: "q1"})
if err != nil {
t.Fatalf("unexpected error: %v", err)
}
if !resp.GetValid() {
t.Fatalf("expected quote valid")
}
}
func TestServiceConsumeQuoteExpired(t *testing.T) {
repo := &repositoryStub{
quotes: &quotesStoreStub{
consumeFn: func(context.Context, string, string, time.Time) (*model.Quote, error) {
return nil, storage.ErrQuoteExpired
},
},
}
svc := NewService(zap.NewNop(), repo, nil)
_, err := svc.ConsumeQuote(context.Background(), &oraclev1.ConsumeQuoteRequest{QuoteRef: "q1", LedgerTxnRef: "ledger"})
if err == nil {
t.Fatalf("expected error")
}
}
func TestServiceLatestRateSuccess(t *testing.T) {
repo := &repositoryStub{
rates: &ratesStoreStub{latestFn: func(_ context.Context, pair model.CurrencyPair, provider string) (*model.RateSnapshot, error) {
if pair != (model.CurrencyPair{Base: "USD", Quote: "EUR"}) {
t.Fatalf("unexpected pair: %v", pair)
}
if provider != "DEFAULT" {
t.Fatalf("unexpected provider: %s", provider)
}
return &model.RateSnapshot{Pair: pair, RateRef: "rate", Provider: provider}, nil
}},
pairs: &pairStoreStub{
getFn: func(ctx context.Context, pair model.CurrencyPair) (*model.Pair, error) {
return &model.Pair{
Pair: pair,
BaseMeta: model.CurrencySettings{Code: pair.Base, Decimals: 2, Rounding: model.RoundingModeHalfEven},
QuoteMeta: model.CurrencySettings{Code: pair.Quote, Decimals: 2, Rounding: model.RoundingModeHalfEven},
DefaultProvider: "DEFAULT",
}, nil
},
},
}
svc := NewService(zap.NewNop(), repo, nil)
resp, err := svc.LatestRate(context.Background(), &oraclev1.LatestRateRequest{Pair: &fxv1.CurrencyPair{Base: "USD", Quote: "EUR"}})
if err != nil {
t.Fatalf("unexpected error: %v", err)
}
if resp.GetRate().GetRateRef() != "rate" {
t.Fatalf("unexpected rate ref")
}
}
func TestServiceListPairs(t *testing.T) {
repo := &repositoryStub{
pairs: &pairStoreStub{listFn: func(context.Context) ([]*model.Pair, error) {
return []*model.Pair{{Pair: model.CurrencyPair{Base: "USD", Quote: "EUR"}}}, nil
}},
}
svc := NewService(zap.NewNop(), repo, nil)
resp, err := svc.ListPairs(context.Background(), &oraclev1.ListPairsRequest{})
if err != nil {
t.Fatalf("unexpected error: %v", err)
}
if len(resp.GetPairs()) != 1 {
t.Fatalf("expected one pair")
}
}

View File

@@ -0,0 +1,126 @@
package oracle
import (
"strings"
"github.com/tech/sendico/fx/storage/model"
fxv1 "github.com/tech/sendico/pkg/proto/common/fx/v1"
moneyv1 "github.com/tech/sendico/pkg/proto/common/money/v1"
tracev1 "github.com/tech/sendico/pkg/proto/common/trace/v1"
oraclev1 "github.com/tech/sendico/pkg/proto/oracle/v1"
)
func buildResponseMeta(meta *oraclev1.RequestMeta) *oraclev1.ResponseMeta {
resp := &oraclev1.ResponseMeta{}
if meta == nil {
return resp
}
resp.RequestRef = meta.GetRequestRef()
resp.TraceRef = meta.GetTraceRef()
trace := meta.GetTrace()
if trace == nil {
trace = &tracev1.TraceContext{
RequestRef: meta.GetRequestRef(),
IdempotencyKey: meta.GetIdempotencyKey(),
TraceRef: meta.GetTraceRef(),
}
}
resp.Trace = trace
return resp
}
func quoteModelToProto(q *model.Quote) *oraclev1.Quote {
if q == nil {
return nil
}
return &oraclev1.Quote{
QuoteRef: q.QuoteRef,
Pair: &fxv1.CurrencyPair{Base: q.Pair.Base, Quote: q.Pair.Quote},
Side: sideModelToProto(q.Side),
Price: decimalStringToProto(q.Price),
BaseAmount: moneyModelToProto(&q.BaseAmount),
QuoteAmount: moneyModelToProto(&q.QuoteAmount),
ExpiresAtUnixMs: q.ExpiresAtUnixMs,
Provider: q.Provider,
RateRef: q.RateRef,
Firm: q.Firm,
}
}
func moneyModelToProto(m *model.Money) *moneyv1.Money {
if m == nil {
return nil
}
return &moneyv1.Money{Currency: m.Currency, Amount: m.Amount}
}
func sideModelToProto(side model.QuoteSide) fxv1.Side {
switch side {
case model.QuoteSideBuyBaseSellQuote:
return fxv1.Side_BUY_BASE_SELL_QUOTE
case model.QuoteSideSellBaseBuyQuote:
return fxv1.Side_SELL_BASE_BUY_QUOTE
default:
return fxv1.Side_SIDE_UNSPECIFIED
}
}
func rateModelToProto(rate *model.RateSnapshot) *oraclev1.RateSnapshot {
if rate == nil {
return nil
}
return &oraclev1.RateSnapshot{
Pair: &fxv1.CurrencyPair{Base: rate.Pair.Base, Quote: rate.Pair.Quote},
Mid: decimalStringToProto(rate.Mid),
Bid: decimalStringToProto(rate.Bid),
Ask: decimalStringToProto(rate.Ask),
AsofUnixMs: rate.AsOfUnixMs,
Provider: rate.Provider,
RateRef: rate.RateRef,
SpreadBps: decimalStringToProto(rate.SpreadBps),
}
}
func pairModelToProto(pair *model.Pair) *oraclev1.PairMeta {
if pair == nil {
return nil
}
return &oraclev1.PairMeta{
Pair: &fxv1.CurrencyPair{Base: pair.Pair.Base, Quote: pair.Pair.Quote},
BaseMeta: currencySettingsToProto(&pair.BaseMeta),
QuoteMeta: currencySettingsToProto(&pair.QuoteMeta),
}
}
func currencySettingsToProto(c *model.CurrencySettings) *moneyv1.CurrencyMeta {
if c == nil {
return nil
}
return &moneyv1.CurrencyMeta{
Code: c.Code,
Decimals: c.Decimals,
Rounding: roundingModeToProto(c.Rounding),
}
}
func roundingModeToProto(mode model.RoundingMode) moneyv1.RoundingMode {
switch mode {
case model.RoundingModeHalfUp:
return moneyv1.RoundingMode_ROUND_HALF_UP
case model.RoundingModeDown:
return moneyv1.RoundingMode_ROUND_DOWN
case model.RoundingModeHalfEven, model.RoundingModeUnspecified:
return moneyv1.RoundingMode_ROUND_HALF_EVEN
default:
return moneyv1.RoundingMode_ROUNDING_MODE_UNSPECIFIED
}
}
func decimalStringToProto(value string) *moneyv1.Decimal {
if strings.TrimSpace(value) == "" {
return nil
}
return &moneyv1.Decimal{Value: value}
}