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Improve alpaca request error handling

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Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
This commit is contained in:
Nick Karaolidis
2024-03-13 19:45:06 +00:00
parent f3f9c6336b
commit 1707d74cf7
10 changed files with 73 additions and 86 deletions
Download Patch File Download Diff File Expand all files Collapse all files

3
src/config.rs
View File

@@ -5,7 +5,6 @@ use reqwest::{
header::{HeaderMap, HeaderName, HeaderValue},
Client,
};
use std::{env, num::NonZeroU32, sync::Arc};
use tokio::sync::Semaphore;
@@ -67,7 +66,7 @@ impl Config {
.unwrap(),
alpaca_rate_limiter: RateLimiter::direct(Quota::per_minute(match *ALPACA_SOURCE {
Source::Iex => unsafe { NonZeroU32::new_unchecked(200) },
Source::Sip => unsafe { NonZeroU32::new_unchecked(10000) },
Source::Sip => unsafe { NonZeroU32::new_unchecked(10_000) },
Source::Otc => unimplemented!("OTC rate limit not implemented."),
})),
clickhouse_client: clickhouse::Client::default()

13
src/lib/alpaca/account.rs
View File

@@ -1,3 +1,4 @@
use super::{error_to_backoff, status_error_to_backoff};
use crate::types::alpaca::api::incoming::account::Account;
use backoff::{future::retry_notify, ExponentialBackoff};
use governor::DefaultDirectRateLimiter;
@@ -18,17 +19,13 @@ pub async fn get(
client
.get(&format!("https://{}.alpaca.markets/v2/account", api_base))
.send()
.await?
.await
.map_err(error_to_backoff)?
.error_for_status()
.map_err(|e| match e.status() {
Some(reqwest::StatusCode::BAD_REQUEST | reqwest::StatusCode::FORBIDDEN) => {
backoff::Error::Permanent(e)
}
_ => e.into(),
})?
.map_err(status_error_to_backoff)?
.json::<Account>()
.await
.map_err(backoff::Error::Permanent)
.map_err(error_to_backoff)
},
|e, duration: Duration| {
warn!(

29
src/lib/alpaca/assets.rs
View File

@@ -1,3 +1,4 @@
use super::{error_to_backoff, status_error_to_backoff};
use crate::types::alpaca::api::{
incoming::asset::{Asset, Class},
outgoing,
@@ -25,19 +26,13 @@ pub async fn get(
.get(&format!("https://{}.alpaca.markets/v2/assets", api_base))
.query(query)
.send()
.await?
.await
.map_err(error_to_backoff)?
.error_for_status()
.map_err(|e| match e.status() {
Some(
reqwest::StatusCode::BAD_REQUEST
| reqwest::StatusCode::FORBIDDEN
| reqwest::StatusCode::NOT_FOUND,
) => backoff::Error::Permanent(e),
_ => e.into(),
})?
.map_err(status_error_to_backoff)?
.json::<Vec<Asset>>()
.await
.map_err(backoff::Error::Permanent)
.map_err(error_to_backoff)
},
|e, duration: Duration| {
warn!(
@@ -67,19 +62,13 @@ pub async fn get_by_symbol(
api_base, symbol
))
.send()
.await?
.await
.map_err(error_to_backoff)?
.error_for_status()
.map_err(|e| match e.status() {
Some(
reqwest::StatusCode::BAD_REQUEST
| reqwest::StatusCode::FORBIDDEN
| reqwest::StatusCode::NOT_FOUND,
) => backoff::Error::Permanent(e),
_ => e.into(),
})?
.map_err(status_error_to_backoff)?
.json::<Asset>()
.await
.map_err(backoff::Error::Permanent)
.map_err(error_to_backoff)
},
|e, duration: Duration| {
warn!(

13
src/lib/alpaca/bars.rs
View File

@@ -1,3 +1,4 @@
use super::{error_to_backoff, status_error_to_backoff};
use crate::types::alpaca::api::{incoming::bar::Bar, outgoing};
use backoff::{future::retry_notify, ExponentialBackoff};
use governor::DefaultDirectRateLimiter;
@@ -29,17 +30,13 @@ pub async fn get(
.get(data_url)
.query(query)
.send()
.await?
.await
.map_err(error_to_backoff)?
.error_for_status()
.map_err(|e| match e.status() {
Some(reqwest::StatusCode::BAD_REQUEST | reqwest::StatusCode::FORBIDDEN) => {
backoff::Error::Permanent(e)
}
_ => e.into(),
})?
.map_err(status_error_to_backoff)?
.json::<Message>()
.await
.map_err(backoff::Error::Permanent)
.map_err(error_to_backoff)
},
|e, duration: Duration| {
warn!(

13
src/lib/alpaca/calendar.rs
View File

@@ -1,3 +1,4 @@
use super::{error_to_backoff, status_error_to_backoff};
use crate::types::alpaca::api::{incoming::calendar::Calendar, outgoing};
use backoff::{future::retry_notify, ExponentialBackoff};
use governor::DefaultDirectRateLimiter;
@@ -20,17 +21,13 @@ pub async fn get(
.get(&format!("https://{}.alpaca.markets/v2/calendar", api_base))
.query(query)
.send()
.await?
.await
.map_err(error_to_backoff)?
.error_for_status()
.map_err(|e| match e.status() {
Some(reqwest::StatusCode::BAD_REQUEST | reqwest::StatusCode::FORBIDDEN) => {
backoff::Error::Permanent(e)
}
_ => e.into(),
})?
.map_err(status_error_to_backoff)?
.json::<Vec<Calendar>>()
.await
.map_err(backoff::Error::Permanent)
.map_err(error_to_backoff)
},
|e, duration: Duration| {
warn!(

13
src/lib/alpaca/clock.rs
View File

@@ -1,3 +1,4 @@
use super::{error_to_backoff, status_error_to_backoff};
use crate::types::alpaca::api::incoming::clock::Clock;
use backoff::{future::retry_notify, ExponentialBackoff};
use governor::DefaultDirectRateLimiter;
@@ -18,17 +19,13 @@ pub async fn get(
client
.get(&format!("https://{}.alpaca.markets/v2/clock", api_base))
.send()
.await?
.await
.map_err(error_to_backoff)?
.error_for_status()
.map_err(|e| match e.status() {
Some(reqwest::StatusCode::BAD_REQUEST | reqwest::StatusCode::FORBIDDEN) => {
backoff::Error::Permanent(e)
}
_ => e.into(),
})?
.map_err(status_error_to_backoff)?
.json::<Clock>()
.await
.map_err(backoff::Error::Permanent)
.map_err(error_to_backoff)
},
|e, duration: Duration| {
warn!(

24
src/lib/alpaca/mod.rs
View File

@@ -6,3 +6,27 @@ pub mod clock;
pub mod news;
pub mod orders;
pub mod positions;
use reqwest::StatusCode;
pub fn status_error_to_backoff(err: reqwest::Error) -> backoff::Error<reqwest::Error> {
match err.status() {
Some(StatusCode::BAD_REQUEST | StatusCode::FORBIDDEN | StatusCode::NOT_FOUND) | None => {
backoff::Error::Permanent(err)
}
_ => err.into(),
}
}
pub fn error_to_backoff(err: reqwest::Error) -> backoff::Error<reqwest::Error> {
if err.is_status() {
return status_error_to_backoff(err);
}
if err.is_builder() || err.is_request() || err.is_redirect() || err.is_decode() || err.is_body()
{
return backoff::Error::Permanent(err);
}
err.into()
}

13
src/lib/alpaca/news.rs
View File

@@ -1,3 +1,4 @@
use super::{error_to_backoff, status_error_to_backoff};
use crate::types::alpaca::api::{incoming::news::News, outgoing, ALPACA_NEWS_DATA_API_URL};
use backoff::{future::retry_notify, ExponentialBackoff};
use governor::DefaultDirectRateLimiter;
@@ -28,17 +29,13 @@ pub async fn get(
.get(ALPACA_NEWS_DATA_API_URL)
.query(query)
.send()
.await?
.await
.map_err(error_to_backoff)?
.error_for_status()
.map_err(|e| match e.status() {
Some(reqwest::StatusCode::BAD_REQUEST | reqwest::StatusCode::FORBIDDEN) => {
backoff::Error::Permanent(e)
}
_ => e.into(),
})?
.map_err(status_error_to_backoff)?
.json::<Message>()
.await
.map_err(backoff::Error::Permanent)
.map_err(error_to_backoff)
},
|e, duration: Duration| {
warn!(

13
src/lib/alpaca/orders.rs
View File

@@ -1,3 +1,4 @@
use super::{error_to_backoff, status_error_to_backoff};
use crate::types::alpaca::{api::outgoing, shared::order};
use backoff::{future::retry_notify, ExponentialBackoff};
use governor::DefaultDirectRateLimiter;
@@ -22,17 +23,13 @@ pub async fn get(
.get(&format!("https://{}.alpaca.markets/v2/orders", api_base))
.query(query)
.send()
.await?
.await
.map_err(error_to_backoff)?
.error_for_status()
.map_err(|e| match e.status() {
Some(reqwest::StatusCode::BAD_REQUEST | reqwest::StatusCode::FORBIDDEN) => {
backoff::Error::Permanent(e)
}
_ => e.into(),
})?
.map_err(status_error_to_backoff)?
.json::<Vec<Order>>()
.await
.map_err(backoff::Error::Permanent)
.map_err(error_to_backoff)
},
|e, duration: Duration| {
warn!(

25
src/lib/alpaca/positions.rs
View File

@@ -1,3 +1,4 @@
use super::{error_to_backoff, status_error_to_backoff};
use crate::types::alpaca::api::incoming::position::Position;
use backoff::{future::retry_notify, ExponentialBackoff};
use governor::DefaultDirectRateLimiter;
@@ -18,17 +19,13 @@ pub async fn get(
client
.get(&format!("https://{}.alpaca.markets/v2/positions", api_base))
.send()
.await?
.await
.map_err(error_to_backoff)?
.error_for_status()
.map_err(|e| match e.status() {
Some(reqwest::StatusCode::BAD_REQUEST | reqwest::StatusCode::FORBIDDEN) => {
backoff::Error::Permanent(e)
}
_ => e.into(),
})?
.map_err(status_error_to_backoff)?
.json::<Vec<Position>>()
.await
.map_err(backoff::Error::Permanent)
.map_err(error_to_backoff)
},
|e, duration: Duration| {
warn!(
@@ -58,7 +55,8 @@ pub async fn get_by_symbol(
api_base, symbol
))
.send()
.await?;
.await
.map_err(error_to_backoff)?;
if response.status() == reqwest::StatusCode::NOT_FOUND {
return Ok(None);
@@ -66,15 +64,10 @@ pub async fn get_by_symbol(
response
.error_for_status()
.map_err(|e| match e.status() {
Some(reqwest::StatusCode::BAD_REQUEST | reqwest::StatusCode::FORBIDDEN) => {
backoff::Error::Permanent(e)
}
_ => e.into(),
})?
.map_err(status_error_to_backoff)?
.json::<Position>()
.await
.map_err(backoff::Error::Permanent)
.map_err(error_to_backoff)
.map(Some)
},
|e, duration: Duration| {