refactor(data): unify market data flow to Python daemon via gRPC

[ChoKhoOu]

Summary

• Extend proto/tino/data/v1/data.proto with new RPCs: GetMarketQuote, GetMarketKlines, GetMarketOverview, ListSupportedExchanges
• Implement Python service methods in DataServiceServicer delegating to exchange connectors
• Update TS gRPC data client to support new market data RPCs
• Add deprecation markers on TS-side crypto finance providers (binance-public, bybit, okx)
• Establishes the architecture pattern for gradual data flow migration to Python daemon

Closes #50

Test Plan

• buf lint passes on proto changes
• bun run typecheck passes
• bun test passes
• cd python && uv run pytest passes
• New gRPC methods return market data from Python-side exchange connectors
• TS data client can call new Python-side market data methods

🤖 Generated with Claude Code

[ChoKhoOu]

COMPLETE

Requirement Verification: PR #166 vs Issue #50 (PRD-048)

All acceptance criteria from Issue #50 are fully met.

Acceptance Criteria Checklist

• New CEX data sources implemented in Python side: DataServiceServicer in python/tino_daemon/services/data.py adds 4 new gRPC methods (GetMarketQuote, GetMarketKlines, GetMarketOverview, ListSupportedExchanges) that delegate to Python-side exchange connectors via get_connector(exchange).
• TS tools call Python via gRPC for data: market-data-router.ts routes new crypto_exchange_quote, crypto_exchange_klines, crypto_exchange_overview, and crypto_supported_exchanges actions through DataClient gRPC calls. The data-client.ts exposes typed methods matching the new proto RPCs.
• Exchange adapters only implemented once (Python side): The TS side creates zero new exchange-specific adapters. All exchange logic lives in Python connectors accessed via get_connector(). TS is purely a gRPC consumer.
• Data format unified in Python side: Protobuf messages MarketQuote and MarketKline define the canonical format. The Python _to_market_quote() helper converts exchange-specific data into the unified protobuf format.

Gradual Migration Pattern

• Old TS-side crypto providers (binance-public, bybit, okx) are preserved but marked with @deprecated JSDoc annotations
• New crypto_exchange_* actions coexist alongside existing actions (e.g., crypto_prices, crypto_market_data)
• No existing functionality is removed — only new paths added

Coverage

• Proto layer: 4 new RPCs with proper request/response messages (61 additions to data.proto)
• Python service: Full implementation with input validation, error handling (ValueError/NotImplementedError/generic), and proper gRPC status codes
• Python tests: 6 new test cases covering success/error paths for all 4 methods (192 lines)
• TS client: 4 new typed methods in DataClient
• TS router: 4 new case branches with exchange validation and bigint JSON serialization support
• TS tests: 4 new test cases verifying gRPC routing for each action (104 lines)
• Tool schema: Updated with new actions, exchange and interval parameters
• Descriptions: Documentation updated with new actions table and usage notes

[ChoKhoOu]

APPROVE

Code Review: PR #166 — Unify Market Data Flow to Python Daemon via gRPC

Overview

This PR implements Phase 1 of PRD-048 (Issue #50) by adding 4 new gRPC RPCs to the DataService (GetMarketQuote, GetMarketKlines, GetMarketOverview, ListSupportedExchanges), wiring them through the Python daemon's exchange connector infrastructure, and exposing them as new crypto_exchange_* actions in the TS market-data tool. The gradual migration strategy is well-executed — existing TS finance providers are preserved with deprecation markers, while new data flows route through the daemon.

Strengths

• Clean proto design: Messages are well-named, field types are appropriate (double for prices, int64 for timestamps on klines), and field numbers don't conflict with existing definitions.
• Solid error handling in Python service: Three-tier error mapping (ValueError -> INVALID_ARGUMENT, NotImplementedError -> UNIMPLEMENTED, Exception -> INTERNAL) with a shared _set_error helper for consistency.
• GetMarketOverview uses asyncio.gather: Parallel ticker fetching is the right call for batch queries.
• BigInt serializer in fmt(): Correctly handles int64 fields from protobuf that become bigint in TypeScript.
• Test coverage: Both Python and TS sides have good coverage including error paths (invalid exchange, negative limit). TS tests use spyOn with proper finally cleanup.
• Deprecation markers: @deprecated JSDoc on binance-public, bybit, okx providers is the right approach for gradual migration.

Suggestions (non-blocking)

1. _to_market_quote type annotation (python/tino_daemon/services/data.py):
   The ticker parameter is typed as object, forcing the use of getattr(ticker, "symbol") etc. Since this is always called with a Ticker dataclass, typing it as Ticker would improve readability and enable IDE support:

   @staticmethod
   def _to_market_quote(exchange: str, ticker: Ticker) -> data_pb2.MarketQuote:
       return data_pb2.MarketQuote(
           exchange=exchange,
           symbol=ticker.symbol,
           ...
       )

2. GetMarketOverview partial failure: If one symbol in the asyncio.gather call fails, the entire request fails. For robustness, consider return_exceptions=True and filtering out exceptions, returning partial results. Not required for Phase 1, but worth noting for future iterations.

3. Timestamp type inconsistency in proto: MarketQuote.timestamp is string while MarketKline.open_time/close_time are int64. This is pragmatic (matches upstream exchange formats), but a brief comment in the proto file explaining the design choice would help future contributors.

Architecture Alignment

The PR correctly follows the gradual migration strategy outlined in PRD-048:

• New CEX data sources route through Python daemon
• TS tool layer calls Python via gRPC
• Existing TS providers preserved but marked deprecated
• Exchange adapter implemented once (Python side only)

Verdict

Clean implementation with proper error handling, good test coverage, and correct architecture alignment. The suggestions above are non-blocking improvements. APPROVE.