Quote Aggregator Service Implementation

Date: January 18, 2026 Status: ✅ Core Implementation Complete Base Architecture: 30-QUOTE-SERVICE-ARCHITECTURE.md v3.0 + 30.1-QUOTE-SERVICE-ARCHITECTURE-REVIEW.md v3.1

Implementation Summary

The quote-aggregator-service has been implemented following the v3.1 architecture enhancements. This service is the client-facing API that combines quotes from Local Quote Service and External Quote Service with confidence scoring.

Completed Components

1. Upstream gRPC Client (internal/quote-aggregator-service/client/)

File: upstream_client.go

• Connects to both local (50052) and external (50053) quote services
• Uses StreamBatchQuotes for persistent streaming connections
• Implements health tracking and statistics collection
• gRPC keepalive configuration for connection stability
• Thread-safe statistics with atomic operations

Key Features:

• Parallel streaming from both upstream services
• Automatic reconnection with exponential backoff
• Connection health monitoring
• Latency and error tracking

2. Quote Aggregator (internal/quote-aggregator-service/aggregator/)

File: aggregator.go

• Real-time merging of local and external quote streams
• In-memory quote tables with pairID-based deduplication
• Route hash calculation for duplicate detection
• Best quote selection with confidence weighting

Key Features:

• Confidence-weighted quote comparison
• Price difference tracking and logging
• Statistics for local-only, external-only, and both-sources quotes
• Decision recommendation: Execute, Verify, Cautious, Skip

3. gRPC Server (internal/quote-aggregator-service/server/)

File: server.go

Implements QuoteAggregatorServiceServer interface:

• StreamAggregatedQuotes - Server-streaming RPC for continuous updates
• GetAggregatedQuote - Unary RPC for single quote with 150ms timeout
• GetConfidenceBreakdown - Detailed confidence factor analysis
• Health - Comprehensive health check with upstream service status

Key Features:

• Active stream counting
• Request statistics (total, local-only, full)
• Average confidence tracking
• Upstream service health reporting

4. NATS Event Publisher (internal/quote-aggregator-service/publisher/)

File: publisher.go

• Publishes SwapRouteEvent to market.swap_route.optimal
• FlatBuffers serialization for efficient event encoding
• JetStream async publishing for non-blocking operation
• Statistics tracking (published, errors)

Key Features:

• SwapRouteEvent generation from aggregated quotes
• Route hop conversion to FlatBuffers format
• Estimated profit calculation (local vs external)
• Flush support for graceful shutdown

5. Confidence Scoring Integration

Integrates with existing pkg/confidence package:

• 5-factor algorithm: Pool Age (30%), Route (20%), Oracle (30%), Provider (10%), Slippage (10%)
• Separate confidence calculation for local and external quotes
• Configurable default provider uptime
• Decision threshold mapping to recommendations

6. Main Application (cmd/quote-aggregator-service/main.go)

Complete wiring of all components:

• Command-line flags and environment variable configuration
• Dependency injection pattern
• HTTP server with Gin framework (health, stats, metrics)
• gRPC server with keepalive
• Graceful shutdown with timeout
• Observability integration (OpenTelemetry)

API Endpoints

gRPC (Port 50051)

service QuoteAggregatorService {
  // Stream aggregated quotes with confidence scores
  rpc StreamAggregatedQuotes(BatchQuoteRequest) returns (stream AggregatedQuote);

  // Get single aggregated quote
  rpc GetAggregatedQuote(QuoteRequest) returns (AggregatedQuote);

  // Get detailed confidence breakdown
  rpc GetConfidenceBreakdown(ConfidenceRequest) returns (ConfidenceResponse);

  // Health check
  rpc Health(HealthRequest) returns (AggregatorHealthResponse);
}

HTTP (Port 8080)

Configuration

Command-Line Flags

quote-aggregator-service \
  -http-port 8080 \
  -grpc-port 50051 \
  -local-quote-addr localhost:50052 \
  -external-quote-addr localhost:50053 \
  -nats nats://localhost:4222 \
  -local-timeout 10ms \
  -external-timeout 100ms \
  -enable-confidence-scoring true

Environment Variables

Architecture Flow

┌─────────────────────────────────────────────────────────────────────┐
│                     Quote Aggregator Service                        │
│                          (Port 50051)                               │
├─────────────────────────────────────────────────────────────────────┤
│                                                                     │
│  ┌──────────────────┐         ┌──────────────────┐                 │
│  │  UpstreamClient  │         │    Aggregator    │                 │
│  │                  │         │                  │                 │
│  │  StreamLocal()───┼────────►│  localQuotes     │                 │
│  │  StreamExternal()┼────────►│  externalQuotes  │                 │
│  │                  │         │                  │                 │
│  │  Health tracking │         │  buildAggregated │                 │
│  │  Statistics      │         │  selectBestQuote │                 │
│  └────────┬─────────┘         └────────┬─────────┘                 │
│           │                            │                            │
│           │                            ▼                            │
│           │                   ┌──────────────────┐                 │
│           │                   │  Confidence Calc │                 │
│           │                   │                  │                 │
│           │                   │  5-factor score  │                 │
│           │                   └────────┬─────────┘                 │
│           │                            │                            │
│           ▼                            ▼                            │
│  ┌──────────────────┐         ┌──────────────────┐                 │
│  │ Local Quote Svc  │         │   gRPC Server    │                 │
│  │   (50052)        │         │                  │                 │
│  ├──────────────────┤         │  Stream/Unary    │                 │
│  │ External Quote   │         │  Health/Stats    │                 │
│  │   (50053)        │         └────────┬─────────┘                 │
│  └──────────────────┘                  │                            │
│                                        ▼                            │
│                               ┌──────────────────┐                 │
│                               │  EventPublisher  │                 │
│                               │                  │                 │
│                               │  SwapRouteEvent  │───► NATS        │
│                               │  (FlatBuffers)   │    JetStream    │
│                               └──────────────────┘                 │
│                                                                     │
└─────────────────────────────────────────────────────────────────────┘

Next Steps

Phase 1: Integration Testing

• Test with running local-quote-service
• Test with running external-quote-service
• Verify NATS event publishing
• Test gRPC streaming with ts-scanner-service

Phase 2: Shared Memory Writer

• Implement dual shared memory writer (quotes-local.mmap, quotes-external.mmap)
• Ring buffer with hybrid change detection
• Rust scanner integration

Phase 3: Production Hardening

• Add circuit breaker for upstream services
• Implement retry with exponential backoff
• Add rate limiting for downstream clients
• Comprehensive metrics and alerting

Files Created/Modified

Compilation Status

$ go build ./cmd/quote-aggregator-service/...
# Success - no errors

$ go build ./internal/quote-aggregator-service/...
# Success - no errors

Related Documents

• 30-QUOTE-SERVICE-ARCHITECTURE.md - Base architecture (v3.0)
• 30.1-QUOTE-SERVICE-ARCHITECTURE-REVIEW.md - v3.1 enhancements
• 30.2-SHARED-MEMORY-HYBRID-CHANGE-DETECTION.md - Shared memory design
• proto/quote_aggregator.proto - Proto definitions