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Add defaults for outgoing types

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Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
This commit is contained in:
Nick Karaolidis
2024-02-22 11:31:28 +00:00
parent 4665891316
commit 0b9c6ca122
5 changed files with 125 additions and 75 deletions
Download Patch File Download Diff File Expand all files Collapse all files

9
src/init.rs
View File

@@ -1,7 +1,7 @@
use crate::{
config::{Config, ALPACA_MODE},
database,
types::alpaca::{self, shared::Sort},
types::alpaca,
};
use log::{info, warn};
use std::{collections::HashMap, sync::Arc};
@@ -50,13 +50,8 @@ pub async fn rehydrate_orders(config: &Arc<Config>) {
&config.alpaca_rate_limiter,
&alpaca::api::outgoing::order::Order {
status: Some(alpaca::api::outgoing::order::Status::All),
limit: Some(500),
after: Some(after),
until: None,
direction: Some(Sort::Asc),
nested: Some(true),
symbols: None,
side: None,
..Default::default()
},
None,
)

30
src/threads/data/backfill.rs
View File

@@ -6,10 +6,7 @@ use crate::{
},
database,
types::{
alpaca::{
self,
shared::{Sort, Source},
},
alpaca::{self, shared::Source},
news::Prediction,
Backfill, Bar, Class, News,
},
@@ -176,19 +173,13 @@ fn us_equity_query_constructor(
fetch_to: OffsetDateTime,
next_page_token: Option<String>,
) -> alpaca::api::outgoing::bar::Bar {
alpaca::api::outgoing::bar::Bar::UsEquity {
alpaca::api::outgoing::bar::Bar::UsEquity(alpaca::api::outgoing::bar::UsEquity {
symbols: vec![symbol],
timeframe: ONE_MINUTE,
start: Some(fetch_from),
end: Some(fetch_to),
limit: Some(10000),
adjustment: Some(alpaca::api::outgoing::bar::Adjustment::All),
asof: None,
feed: Some(*ALPACA_SOURCE),
currency: None,
page_token: next_page_token,
sort: Some(Sort::Asc),
}
..Default::default()
})
}
fn crypto_query_constructor(
@@ -197,15 +188,13 @@ fn crypto_query_constructor(
fetch_to: OffsetDateTime,
next_page_token: Option<String>,
) -> alpaca::api::outgoing::bar::Bar {
alpaca::api::outgoing::bar::Bar::Crypto {
alpaca::api::outgoing::bar::Bar::Crypto(alpaca::api::outgoing::bar::Crypto {
symbols: vec![symbol],
timeframe: ONE_MINUTE,
start: Some(fetch_from),
end: Some(fetch_to),
limit: Some(10000),
page_token: next_page_token,
sort: Some(Sort::Asc),
}
..Default::default()
})
}
#[async_trait]
@@ -335,11 +324,8 @@ impl Handler for NewsHandler {
symbols: vec![symbol.clone()],
start: Some(fetch_from),
end: Some(fetch_to),
limit: Some(50),
include_content: Some(true),
exclude_contentless: Some(false),
page_token: next_page_token.clone(),
sort: Some(Sort::Asc),
..Default::default()
},
None,
)

131
src/types/alpaca/api/outgoing/bar.rs
View File

@@ -1,6 +1,7 @@
use crate::{
config::ALPACA_SOURCE,
types::alpaca::shared::{Sort, Source},
utils::ser,
utils::{ser, ONE_MINUTE},
};
use serde::Serialize;
use std::time::Duration;
@@ -16,52 +17,90 @@ pub enum Adjustment {
All,
}
#[derive(Serialize)]
pub struct UsEquity {
#[serde(serialize_with = "ser::join_symbols")]
pub symbols: Vec<String>,
#[serde(serialize_with = "ser::timeframe")]
pub timeframe: Duration,
#[serde(skip_serializing_if = "Option::is_none")]
#[serde(with = "time::serde::rfc3339::option")]
pub start: Option<OffsetDateTime>,
#[serde(skip_serializing_if = "Option::is_none")]
#[serde(with = "time::serde::rfc3339::option")]
pub end: Option<OffsetDateTime>,
#[serde(skip_serializing_if = "Option::is_none")]
pub limit: Option<i64>,
#[serde(skip_serializing_if = "Option::is_none")]
pub adjustment: Option<Adjustment>,
#[serde(skip_serializing_if = "Option::is_none")]
#[serde(with = "time::serde::rfc3339::option")]
pub asof: Option<OffsetDateTime>,
#[serde(skip_serializing_if = "Option::is_none")]
pub feed: Option<Source>,
#[serde(skip_serializing_if = "Option::is_none")]
pub currency: Option<String>,
#[serde(skip_serializing_if = "Option::is_none")]
pub page_token: Option<String>,
#[serde(skip_serializing_if = "Option::is_none")]
pub sort: Option<Sort>,
}
impl Default for UsEquity {
fn default() -> Self {
Self {
symbols: vec![],
timeframe: ONE_MINUTE,
start: None,
end: None,
limit: Some(10000),
adjustment: Some(Adjustment::All),
asof: None,
feed: Some(*ALPACA_SOURCE),
currency: None,
page_token: None,
sort: Some(Sort::Asc),
}
}
}
#[derive(Serialize)]
pub struct Crypto {
#[serde(serialize_with = "ser::join_symbols")]
pub symbols: Vec<String>,
#[serde(serialize_with = "ser::timeframe")]
pub timeframe: Duration,
#[serde(skip_serializing_if = "Option::is_none")]
#[serde(with = "time::serde::rfc3339::option")]
pub start: Option<OffsetDateTime>,
#[serde(skip_serializing_if = "Option::is_none")]
#[serde(with = "time::serde::rfc3339::option")]
pub end: Option<OffsetDateTime>,
#[serde(skip_serializing_if = "Option::is_none")]
pub limit: Option<i64>,
#[serde(skip_serializing_if = "Option::is_none")]
pub page_token: Option<String>,
#[serde(skip_serializing_if = "Option::is_none")]
pub sort: Option<Sort>,
}
impl Default for Crypto {
fn default() -> Self {
Self {
symbols: vec![],
timeframe: ONE_MINUTE,
start: None,
end: None,
limit: Some(10000),
page_token: None,
sort: Some(Sort::Asc),
}
}
}
#[derive(Serialize)]
#[serde(untagged)]
pub enum Bar {
UsEquity {
#[serde(serialize_with = "ser::join_symbols")]
symbols: Vec<String>,
#[serde(serialize_with = "ser::timeframe")]
timeframe: Duration,
#[serde(skip_serializing_if = "Option::is_none")]
#[serde(with = "time::serde::rfc3339::option")]
start: Option<OffsetDateTime>,
#[serde(skip_serializing_if = "Option::is_none")]
#[serde(with = "time::serde::rfc3339::option")]
end: Option<OffsetDateTime>,
#[serde(skip_serializing_if = "Option::is_none")]
limit: Option<i64>,
#[serde(skip_serializing_if = "Option::is_none")]
adjustment: Option<Adjustment>,
#[serde(skip_serializing_if = "Option::is_none")]
#[serde(with = "time::serde::rfc3339::option")]
asof: Option<OffsetDateTime>,
#[serde(skip_serializing_if = "Option::is_none")]
feed: Option<Source>,
#[serde(skip_serializing_if = "Option::is_none")]
currency: Option<String>,
#[serde(skip_serializing_if = "Option::is_none")]
page_token: Option<String>,
#[serde(skip_serializing_if = "Option::is_none")]
sort: Option<Sort>,
},
Crypto {
#[serde(serialize_with = "ser::join_symbols")]
symbols: Vec<String>,
#[serde(serialize_with = "ser::timeframe")]
timeframe: Duration,
#[serde(skip_serializing_if = "Option::is_none")]
#[serde(with = "time::serde::rfc3339::option")]
start: Option<OffsetDateTime>,
#[serde(skip_serializing_if = "Option::is_none")]
#[serde(with = "time::serde::rfc3339::option")]
end: Option<OffsetDateTime>,
#[serde(skip_serializing_if = "Option::is_none")]
limit: Option<i64>,
#[serde(skip_serializing_if = "Option::is_none")]
page_token: Option<String>,
#[serde(skip_serializing_if = "Option::is_none")]
sort: Option<Sort>,
},
UsEquity(UsEquity),
Crypto(Crypto),
}

15
src/types/alpaca/api/outgoing/news.rs
View File

@@ -23,3 +23,18 @@ pub struct News {
#[serde(skip_serializing_if = "Option::is_none")]
pub sort: Option<Sort>,
}
impl Default for News {
fn default() -> Self {
Self {
symbols: vec![],
start: None,
end: None,
limit: Some(50),
include_content: Some(true),
exclude_contentless: Some(false),
page_token: None,
sort: Some(Sort::Asc),
}
}
}

15
src/types/alpaca/api/outgoing/order.rs
View File

@@ -36,3 +36,18 @@ pub struct Order {
#[serde(skip_serializing_if = "Option::is_none")]
pub side: Option<Side>,
}
impl Default for Order {
fn default() -> Self {
Self {
status: Some(Status::All),
limit: Some(500),
after: None,
until: None,
direction: Some(Sort::Asc),
nested: Some(true),
symbols: None,
side: None,
}
}
}