""" Field validation functions for common data types. This module provides standalone validation functions for individual fields like prices, sizes, timestamps, etc. """ import re from datetime import datetime, timezone from decimal import Decimal, InvalidOperation from typing import Union, List, Dict, Any, Set, Pattern from .result import ValidationResult # Common validation patterns NUMERIC_PATTERN: Pattern = re.compile(r'^-?\d*\.?\d+$') TRADE_ID_PATTERN: Pattern = re.compile(r'^[a-zA-Z0-9_-]+$') # Common validation constants MIN_PRICE: Decimal = Decimal('0.00000001') # 1 satoshi equivalent MAX_PRICE: Decimal = Decimal('10000000') # 10 million MIN_SIZE: Decimal = Decimal('0.00000001') # Minimum trade size MAX_SIZE: Decimal = Decimal('1000000000') # 1 billion max size MIN_TIMESTAMP: int = 1000000000000 # 2001-09-09 MAX_TIMESTAMP: int = 9999999999999 # 2286-11-20 VALID_TRADE_SIDES: Set[str] = {'buy', 'sell'} def validate_price(price: Union[str, int, float, Decimal]) -> ValidationResult: """ Validate price value with common rules. Args: price: Price value to validate Returns: ValidationResult with sanitized decimal price """ errors = [] warnings = [] sanitized_data = None try: # Convert to Decimal for precise validation if isinstance(price, str) and price.strip() == "": errors.append("Empty price string") return ValidationResult(False, errors, warnings) decimal_price = Decimal(str(price)) sanitized_data = decimal_price # Check for negative prices if decimal_price <= 0: errors.append(f"Price must be positive, got {decimal_price}") # Check price bounds if decimal_price < MIN_PRICE: warnings.append(f"Price {decimal_price} below minimum {MIN_PRICE}") elif decimal_price > MAX_PRICE: warnings.append(f"Price {decimal_price} above maximum {MAX_PRICE}") # Check for excessive decimal places (warn only) if decimal_price.as_tuple().exponent < -12: warnings.append(f"Price has excessive decimal precision: {decimal_price}") except (InvalidOperation, ValueError, TypeError) as e: errors.append(f"Invalid price value: {price} - {str(e)}") return ValidationResult(len(errors) == 0, errors, warnings, sanitized_data) def validate_size(size: Union[str, int, float, Decimal]) -> ValidationResult: """ Validate size/quantity value with common rules. Args: size: Size value to validate Returns: ValidationResult with sanitized decimal size """ errors = [] warnings = [] sanitized_data = None try: # Convert to Decimal for precise validation if isinstance(size, str) and size.strip() == "": errors.append("Empty size string") return ValidationResult(False, errors, warnings) decimal_size = Decimal(str(size)) sanitized_data = decimal_size # Check for negative or zero sizes if decimal_size <= 0: errors.append(f"Size must be positive, got {decimal_size}") # Check size bounds if decimal_size < MIN_SIZE: warnings.append(f"Size {decimal_size} below minimum {MIN_SIZE}") elif decimal_size > MAX_SIZE: warnings.append(f"Size {decimal_size} above maximum {MAX_SIZE}") except (InvalidOperation, ValueError, TypeError) as e: errors.append(f"Invalid size value: {size} - {str(e)}") return ValidationResult(len(errors) == 0, errors, warnings, sanitized_data) def validate_volume(volume: Union[str, int, float, Decimal]) -> ValidationResult: """ Validate volume value with common rules. Args: volume: Volume value to validate Returns: ValidationResult """ errors = [] warnings = [] try: decimal_volume = Decimal(str(volume)) # Volume can be zero (no trades in period) if decimal_volume < 0: errors.append(f"Volume cannot be negative, got {decimal_volume}") except (InvalidOperation, ValueError, TypeError) as e: errors.append(f"Invalid volume value: {volume} - {str(e)}") return ValidationResult(len(errors) == 0, errors, warnings) def validate_trade_side(side: str) -> ValidationResult: """ Validate trade side with common rules. Args: side: Trade side string Returns: ValidationResult """ errors = [] warnings = [] if not isinstance(side, str): errors.append(f"Trade side must be string, got {type(side)}") return ValidationResult(False, errors, warnings) normalized_side = side.lower() if normalized_side not in VALID_TRADE_SIDES: errors.append(f"Invalid trade side: {side}. Must be 'buy' or 'sell'") return ValidationResult(len(errors) == 0, errors, warnings) def validate_timestamp(timestamp: Union[str, int], is_milliseconds: bool = True) -> ValidationResult: """ Validate timestamp value with common rules. Args: timestamp: Timestamp value to validate is_milliseconds: True if timestamp is in milliseconds, False for seconds Returns: ValidationResult """ errors = [] warnings = [] try: # Convert to int if isinstance(timestamp, str): if not timestamp.isdigit(): errors.append(f"Invalid timestamp format: {timestamp}") return ValidationResult(False, errors, warnings) timestamp_int = int(timestamp) elif isinstance(timestamp, int): timestamp_int = timestamp else: errors.append(f"Timestamp must be string or int, got {type(timestamp)}") return ValidationResult(False, errors, warnings) # Convert to milliseconds if needed if not is_milliseconds: timestamp_int = timestamp_int * 1000 # Check timestamp bounds if timestamp_int < MIN_TIMESTAMP: errors.append(f"Timestamp {timestamp_int} too old") elif timestamp_int > MAX_TIMESTAMP: errors.append(f"Timestamp {timestamp_int} too far in future") # Check if timestamp is reasonable (within last year to next year) current_time_ms = int(datetime.now(timezone.utc).timestamp() * 1000) one_year_ms = 365 * 24 * 60 * 60 * 1000 if timestamp_int < (current_time_ms - one_year_ms): warnings.append(f"Timestamp {timestamp_int} is older than 1 year") elif timestamp_int > (current_time_ms + one_year_ms): warnings.append(f"Timestamp {timestamp_int} is more than 1 year in future") except (ValueError, TypeError) as e: errors.append(f"Invalid timestamp: {timestamp} - {str(e)}") return ValidationResult(len(errors) == 0, errors, warnings) def validate_trade_id(trade_id: Union[str, int]) -> ValidationResult: """ Validate trade ID with flexible rules. Args: trade_id: Trade ID to validate Returns: ValidationResult """ errors = [] warnings = [] if isinstance(trade_id, int): trade_id = str(trade_id) if not isinstance(trade_id, str): errors.append(f"Trade ID must be string or int, got {type(trade_id)}") return ValidationResult(False, errors, warnings) if not trade_id.strip(): errors.append("Trade ID cannot be empty") return ValidationResult(False, errors, warnings) # Flexible validation - allow alphanumeric, underscore, hyphen if not TRADE_ID_PATTERN.match(trade_id): warnings.append(f"Trade ID has unusual format: {trade_id}") return ValidationResult(len(errors) == 0, errors, warnings) def validate_symbol_match(symbol: str, expected_symbol: str = None) -> ValidationResult: """ Validate symbol matches expected value. Args: symbol: Symbol to validate expected_symbol: Expected symbol value Returns: ValidationResult """ errors = [] warnings = [] if not isinstance(symbol, str): errors.append(f"Symbol must be string, got {type(symbol)}") return ValidationResult(False, errors, warnings) if expected_symbol and symbol != expected_symbol: warnings.append(f"Symbol mismatch: expected {expected_symbol}, got {symbol}") return ValidationResult(len(errors) == 0, errors, warnings) def validate_required_fields(data: Dict[str, Any], required_fields: List[str]) -> List[str]: """ Validate that all required fields are present in data. Args: data: Data dictionary to check required_fields: List of required field names Returns: List of missing field names """ missing_fields = [] for field in required_fields: if field not in data or data[field] is None: missing_fields.append(field) return missing_fields def is_valid_decimal(value: Any) -> bool: """Check if value can be converted to a valid decimal.""" try: Decimal(str(value)) return True except (InvalidOperation, ValueError, TypeError): return False