feat(serializer): add aot serializer

2026-05-21 09:11:51 +00:00
parent 6f417ba514
commit f327e64a6a
30 changed files with 6720 additions and 0 deletions
@@ -0,0 +1,118 @@
+import { defineSchema, register, s } from '../../plugin/index.ts';
+import type { Codec } from '../../plugin/index.ts';
+
+export const TickerSchema = defineSchema('BenchTicker', (s) => ({
+  symbol: s.str,
+  last: s.f64,
+  bid: s.f64,
+  ask: s.f64,
+  volume: s.f64,
+}));
+
+export const OrderSchema = defineSchema('BenchOrder', (s) => ({
+  id: s.u53,
+  account: s.u53,
+  symbol: s.str,
+  side: s.enum(['buy', 'sell'] as const),
+  type: s.enum(['limit', 'market', 'stop', 'stop_limit'] as const),
+  price: s.f64,
+  qty: s.f64,
+  filledQty: s.f64,
+  ts: s.u53,
+  flags: s.bitset(['ioc', 'post_only', 'reduce_only'] as const),
+}));
+
+export const LevelSchema = defineSchema('BenchLevel', (s) => ({
+  p: s.f64,
+  q: s.f64,
+}));
+
+export const BookSchema = defineSchema('BenchBook', (s) => ({
+  symbol: s.str,
+  ts: s.u53,
+  bids: s.array(LevelSchema),
+  asks: s.array(LevelSchema),
+}));
+
+export interface Ticker {
+  symbol: string;
+  last: number;
+  bid: number;
+  ask: number;
+  volume: number;
+}
+
+export interface Order {
+  id: number;
+  account: number;
+  symbol: string;
+  side: 'buy' | 'sell';
+  type: 'limit' | 'market' | 'stop' | 'stop_limit';
+  price: number;
+  qty: number;
+  filledQty: number;
+  ts: number;
+  flags: { ioc: boolean; post_only: boolean; reduce_only: boolean };
+}
+
+export interface Level {
+  p: number;
+  q: number;
+}
+
+export interface Book {
+  symbol: string;
+  ts: number;
+  bids: Level[];
+  asks: Level[];
+}
+
+export function buildTicker(): Ticker {
+  return {
+    symbol: 'BTC-USD',
+    last: 67891.23,
+    bid: 67890.5,
+    ask: 67892.0,
+    volume: 1234567.89,
+  };
+}
+
+export function buildOrder(): Order {
+  return {
+    id: 9876543210,
+    account: 12345678,
+    symbol: 'BTC-USD',
+    side: 'buy',
+    type: 'limit',
+    price: 67500.5,
+    qty: 0.125,
+    filledQty: 0,
+    ts: 1716100000123,
+    flags: { ioc: false, post_only: true, reduce_only: false },
+  };
+}
+
+export function buildBook(depth: number): Book {
+  const bids: Level[] = new Array(depth);
+  const asks: Level[] = new Array(depth);
+  for (let i = 0; i < depth; i++) {
+    bids[i] = { p: 67890 - i * 0.5, q: 0.1 + (i % 100) * 0.01 };
+    asks[i] = { p: 67891 + i * 0.5, q: 0.1 + (i % 100) * 0.01 };
+  }
+  return { symbol: 'BTC-USD', ts: 1716100000123, bids, asks };
+}
+
+export interface Codecs {
+  ticker: Codec<Ticker>;
+  order: Codec<Order>;
+  level: Codec<Level>;
+  book: Codec<Book>;
+}
+
+export function registerAll(): Codecs {
+  const ticker = register<Ticker>(TickerSchema);
+  const order = register<Order>(OrderSchema);
+  const level = register<Level>(LevelSchema);
+  const book = register<Book>(BookSchema);
+  return { ticker, order, level, book };
+}