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Publish Microstructure code and documentation package
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from __future__ import annotations
from pathlib import Path
import pyarrow.parquet as pq
import pytest
from microstructure.data.schemas import get_schema
from microstructure.data.storage import (
StorageError,
write_partitioned_parquet,
write_source_manifest,
)
from microstructure.data.synthetic import generate_synthetic_market
from microstructure.provenance import read_json, sha256_file
def test_partitioned_parquet_is_streamed_content_addressed_and_manifested(
tmp_path: Path,
) -> None:
start_ns = 1_704_153_600_000_000_000
data = generate_synthetic_market(
symbols=("BTCUSDT", "ETHUSDT"),
events_per_symbol=7,
start_ts_ns=start_ns,
seed=11,
)
result = write_partitioned_parquet(
data.trades.to_batches(max_chunksize=4),
root=tmp_path,
dataset="trades",
schema_name="trades",
source="synthetic_v1",
requested_start_ns=start_ns,
requested_end_ns=start_ns + 1_000_000_000,
max_rows_per_file=3,
downloaded_at_utc="2026-08-07T12:00:00Z",
)
assert result.rows == 14
assert result.artifacts
assert result.manifest_path.is_file()
assert result.manifest_sha256 == sha256_file(result.manifest_path)
assert {item.symbol for item in result.artifacts} == {"BTCUSDT", "ETHUSDT"}
for artifact in result.artifacts:
assert artifact.data_path.is_file()
assert artifact.rows <= 3
assert "symbol-" + artifact.symbol in str(artifact.data_path)
assert artifact.data_sha256 == sha256_file(artifact.data_path)
assert pq.read_schema(artifact.data_path).equals(get_schema("trades"), check_metadata=True)
manifest = read_json(artifact.manifest_path)
assert manifest["source"] == "synthetic_v1"
assert manifest["downloaded_at_utc"] == "2026-08-07T12:00:00Z"
assert manifest["schema_version"] == "1.0.0"
assert manifest["checksum"]["value"] == artifact.data_sha256
assert manifest["requested_range_ns"]["start"] == start_ns
assert manifest["write_ordinal"] == artifact.write_ordinal
assert manifest["observed_range_ns"] == {
"start": artifact.observed_start_ns,
"end_inclusive": artifact.observed_end_inclusive_ns,
}
dataset_manifest = read_json(result.manifest_path)
assert [item["write_ordinal"] for item in dataset_manifest["artifacts"]] == list(
range(len(result.artifacts))
)
def test_same_normalized_content_reuses_immutable_parquet(tmp_path: Path) -> None:
data = generate_synthetic_market(
symbols=("BTCUSDT",),
events_per_symbol=3,
start_ts_ns=1_704_153_600_000_000_000,
seed=99,
)
kwargs = {
"root": tmp_path,
"dataset": "trades",
"schema_name": "trades",
"source": "synthetic_v1",
"downloaded_at_utc": "2026-08-07T12:00:00Z",
}
first = write_partitioned_parquet([data.trades], **kwargs)
second = write_partitioned_parquet([data.trades], **kwargs)
assert [item.data_path for item in first.artifacts] == [
item.data_path for item in second.artifacts
]
assert first.manifest_path == second.manifest_path
assert len(list(tmp_path.rglob("*.parquet"))) == 1
assert not list(tmp_path.rglob("*.tmp"))
def test_raw_source_manifest_contains_required_lineage_and_checksum(tmp_path: Path) -> None:
raw = tmp_path / "page.json"
raw.write_bytes(b'[{"a":1}]')
manifest_path, manifest_sha = write_source_manifest(
raw,
source="binance_spot_public_api",
source_uri="https://data-api.binance.vision/api/v3/aggTrades?symbol=BTCUSDT",
downloaded_at_utc="2026-08-07T12:00:00Z",
requested_start_ns=100,
requested_end_ns=200,
response_headers={"ETag": "abc", "X-MBX-USED-WEIGHT-1M": "4"},
)
manifest = read_json(manifest_path)
assert manifest_sha == sha256_file(manifest_path)
assert manifest["artifact_kind"] == "raw_source"
assert manifest["checksum"]["value"] == sha256_file(raw)
assert manifest["requested_range_ns"] == {"start": 100, "end_exclusive": 200}
assert manifest["response_headers"]["ETag"] == "abc"
def test_partition_writer_rejects_oversized_input_before_materializing_it(
tmp_path: Path,
) -> None:
data = generate_synthetic_market(
symbols=("BTCUSDT",),
events_per_symbol=3,
start_ts_ns=1_704_153_600_000_000_000,
seed=101,
)
with pytest.raises(StorageError, match="above the bounded-memory limit 2"):
write_partitioned_parquet(
iter((data.trades,)),
root=tmp_path,
dataset="trades",
schema_name="trades",
source="synthetic_v1",
max_input_batch_rows=2,
)
assert not list(tmp_path.rglob("*.parquet"))
assert not list(tmp_path.rglob("*.manifest-*.json"))