Remove apca dependency
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
This commit is contained in:
@@ -17,8 +17,7 @@
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"kind": {
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"Enum": [
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"us_equity",
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"crypto",
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"unknown"
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"crypto"
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]
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}
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}
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@@ -39,7 +38,7 @@
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"NYSE",
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"NYSEARCA",
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"OTC",
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"unknown"
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"CRYPTO"
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]
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}
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}
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@@ -17,8 +17,7 @@
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"kind": {
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"Enum": [
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"us_equity",
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"crypto",
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"unknown"
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"crypto"
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]
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}
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}
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@@ -39,7 +38,7 @@
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"NYSE",
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"NYSEARCA",
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"OTC",
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"unknown"
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"CRYPTO"
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]
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}
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}
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@@ -17,8 +17,7 @@
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"kind": {
|
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"Enum": [
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"us_equity",
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"crypto",
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"unknown"
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"crypto"
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]
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}
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}
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@@ -39,7 +38,7 @@
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"NYSE",
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"NYSEARCA",
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"OTC",
|
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"unknown"
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"CRYPTO"
|
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]
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}
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}
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@@ -17,8 +17,7 @@
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"kind": {
|
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"Enum": [
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"us_equity",
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"crypto",
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"unknown"
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"crypto"
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]
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}
|
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}
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@@ -39,7 +38,7 @@
|
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"NYSE",
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"NYSEARCA",
|
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"OTC",
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"unknown"
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"CRYPTO"
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]
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}
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}
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@@ -65,8 +64,7 @@
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"kind": {
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"Enum": [
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"us_equity",
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"crypto",
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"unknown"
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"crypto"
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]
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}
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}
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@@ -83,7 +81,7 @@
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"NYSE",
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"NYSEARCA",
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"OTC",
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"unknown"
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"CRYPTO"
|
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]
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}
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}
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@@ -1,6 +1,6 @@
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{
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"db_name": "PostgreSQL",
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"query": "INSERT INTO bars (timestamp, asset_symbol, open, high, low, close, volume)\n SELECT * FROM UNNEST($1::timestamptz[], $2::text[], $3::float8[], $4::float8[], $5::float8[], $6::float8[], $7::float8[])\n RETURNING timestamp, asset_symbol, open, high, low, close, volume",
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"query": "INSERT INTO bars (timestamp, asset_symbol, open, high, low, close, volume, num_trades, volume_weighted)\n SELECT * FROM UNNEST($1::timestamptz[], $2::text[], $3::float8[], $4::float8[], $5::float8[], $6::float8[], $7::float8[], $8::int8[], $9::float8[])\n RETURNING timestamp, asset_symbol, open, high, low, close, volume, num_trades, volume_weighted",
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"describe": {
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"columns": [
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{
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@@ -37,6 +37,16 @@
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"ordinal": 6,
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"name": "volume",
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"type_info": "Float8"
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},
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{
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"ordinal": 7,
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"name": "num_trades",
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"type_info": "Int8"
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},
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{
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"ordinal": 8,
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"name": "volume_weighted",
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"type_info": "Float8"
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}
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],
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"parameters": {
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@@ -47,6 +57,8 @@
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"Float8Array",
|
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"Float8Array",
|
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"Float8Array",
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"Float8Array",
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"Int8Array",
|
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"Float8Array"
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]
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},
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@@ -57,8 +69,10 @@
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false,
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false,
|
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false,
|
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false,
|
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false,
|
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false
|
||||
]
|
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},
|
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"hash": "e1dcfdc44f4d322c33d10828124d864b5b1087c2d07f385a309a7b0fcb4c9c6d"
|
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"hash": "b940befc2fbef48069c41f18485a2b6b3e523ee3106af735235701a5a151a29f"
|
||||
}
|
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@@ -17,8 +17,7 @@
|
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"kind": {
|
||||
"Enum": [
|
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"us_equity",
|
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"crypto",
|
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"unknown"
|
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"crypto"
|
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]
|
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}
|
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}
|
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@@ -39,7 +38,7 @@
|
||||
"NYSE",
|
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"NYSEARCA",
|
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"OTC",
|
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"unknown"
|
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"CRYPTO"
|
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]
|
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}
|
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}
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@@ -1,6 +1,6 @@
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{
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"db_name": "PostgreSQL",
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"query": "SELECT symbol, class as \"class: Class\", exchange as \"exchange: Exchange\", trading, date_added FROM assets WHERE class = 'crypto'",
|
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"query": "SELECT symbol, class as \"class: Class\", exchange as \"exchange: Exchange\", trading, date_added FROM assets WHERE class = $1::CLASS",
|
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"describe": {
|
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"columns": [
|
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{
|
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@@ -17,8 +17,7 @@
|
||||
"kind": {
|
||||
"Enum": [
|
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"us_equity",
|
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"crypto",
|
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"unknown"
|
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"crypto"
|
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]
|
||||
}
|
||||
}
|
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@@ -39,7 +38,7 @@
|
||||
"NYSE",
|
||||
"NYSEARCA",
|
||||
"OTC",
|
||||
"unknown"
|
||||
"CRYPTO"
|
||||
]
|
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}
|
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}
|
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@@ -57,7 +56,19 @@
|
||||
}
|
||||
],
|
||||
"parameters": {
|
||||
"Left": []
|
||||
"Left": [
|
||||
{
|
||||
"Custom": {
|
||||
"name": "class",
|
||||
"kind": {
|
||||
"Enum": [
|
||||
"us_equity",
|
||||
"crypto"
|
||||
]
|
||||
}
|
||||
}
|
||||
}
|
||||
]
|
||||
},
|
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"nullable": [
|
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false,
|
||||
@@ -67,5 +78,5 @@
|
||||
false
|
||||
]
|
||||
},
|
||||
"hash": "826f5f5b55cd00d274bb38e5d5c2fff68b4bf970c1508ce7038004d6404d7f4e"
|
||||
"hash": "d1e9b79a4bb2651b4dde42770576a2776f5881039c8f17c04747770a5bf97214"
|
||||
}
|
||||
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"db_name": "PostgreSQL",
|
||||
"query": "INSERT INTO bars (timestamp, asset_symbol, open, high, low, close, volume) VALUES ($1, $2, $3, $4, $5, $6, $7)\n RETURNING timestamp, asset_symbol, open, high, low, close, volume",
|
||||
"query": "INSERT INTO bars (timestamp, asset_symbol, open, high, low, close, volume, num_trades, volume_weighted) VALUES ($1, $2, $3, $4, $5, $6, $7, $8, $9)\n ON CONFLICT (timestamp, asset_symbol) DO UPDATE SET open = $3, high = $4, low = $5, close = $6, volume = $7, num_trades = $8, volume_weighted = $9\n RETURNING timestamp, asset_symbol, open, high, low, close, volume, num_trades, volume_weighted",
|
||||
"describe": {
|
||||
"columns": [
|
||||
{
|
||||
@@ -37,6 +37,16 @@
|
||||
"ordinal": 6,
|
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"name": "volume",
|
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"type_info": "Float8"
|
||||
},
|
||||
{
|
||||
"ordinal": 7,
|
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"name": "num_trades",
|
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"type_info": "Int8"
|
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},
|
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{
|
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"ordinal": 8,
|
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"name": "volume_weighted",
|
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"type_info": "Float8"
|
||||
}
|
||||
],
|
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"parameters": {
|
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@@ -47,6 +57,8 @@
|
||||
"Float8",
|
||||
"Float8",
|
||||
"Float8",
|
||||
"Float8",
|
||||
"Int8",
|
||||
"Float8"
|
||||
]
|
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},
|
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@@ -57,8 +69,10 @@
|
||||
false,
|
||||
false,
|
||||
false,
|
||||
false,
|
||||
false,
|
||||
false
|
||||
]
|
||||
},
|
||||
"hash": "e963b6055e28dec14f5e8f82738481327371c97175939a58de8cf54f72fa57ad"
|
||||
"hash": "ece42c3a72569b95f1b0d77faffe71bf99e5d92a7ee1e5c13090706afde9147c"
|
||||
}
|
||||
@@ -1,71 +0,0 @@
|
||||
{
|
||||
"db_name": "PostgreSQL",
|
||||
"query": "SELECT symbol, class as \"class: Class\", exchange as \"exchange: Exchange\", trading, date_added FROM assets WHERE class = 'us_equity'",
|
||||
"describe": {
|
||||
"columns": [
|
||||
{
|
||||
"ordinal": 0,
|
||||
"name": "symbol",
|
||||
"type_info": "Text"
|
||||
},
|
||||
{
|
||||
"ordinal": 1,
|
||||
"name": "class: Class",
|
||||
"type_info": {
|
||||
"Custom": {
|
||||
"name": "class",
|
||||
"kind": {
|
||||
"Enum": [
|
||||
"us_equity",
|
||||
"crypto",
|
||||
"unknown"
|
||||
]
|
||||
}
|
||||
}
|
||||
}
|
||||
},
|
||||
{
|
||||
"ordinal": 2,
|
||||
"name": "exchange: Exchange",
|
||||
"type_info": {
|
||||
"Custom": {
|
||||
"name": "exchange",
|
||||
"kind": {
|
||||
"Enum": [
|
||||
"AMEX",
|
||||
"ARCA",
|
||||
"BATS",
|
||||
"NASDAQ",
|
||||
"NYSE",
|
||||
"NYSEARCA",
|
||||
"OTC",
|
||||
"unknown"
|
||||
]
|
||||
}
|
||||
}
|
||||
}
|
||||
},
|
||||
{
|
||||
"ordinal": 3,
|
||||
"name": "trading",
|
||||
"type_info": "Bool"
|
||||
},
|
||||
{
|
||||
"ordinal": 4,
|
||||
"name": "date_added",
|
||||
"type_info": "Timestamptz"
|
||||
}
|
||||
],
|
||||
"parameters": {
|
||||
"Left": []
|
||||
},
|
||||
"nullable": [
|
||||
false,
|
||||
false,
|
||||
false,
|
||||
false,
|
||||
false
|
||||
]
|
||||
},
|
||||
"hash": "f00346add91af120daa4930f3c92b0d96742546d15943c85c594187139516d0b"
|
||||
}
|
||||
314
backend/Cargo.lock
generated
314
backend/Cargo.lock
generated
@@ -56,54 +56,12 @@ version = "1.0.75"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "a4668cab20f66d8d020e1fbc0ebe47217433c1b6c8f2040faf858554e394ace6"
|
||||
|
||||
[[package]]
|
||||
name = "apca"
|
||||
version = "0.27.2"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "bed93cbc521cf474aafc4ae672130d86662117f29d4f74eed7d9a8851502256c"
|
||||
dependencies = [
|
||||
"async-compression",
|
||||
"async-trait",
|
||||
"chrono",
|
||||
"futures",
|
||||
"http",
|
||||
"http-endpoint",
|
||||
"hyper",
|
||||
"hyper-tls",
|
||||
"num-decimal",
|
||||
"serde",
|
||||
"serde_json",
|
||||
"serde_urlencoded",
|
||||
"serde_variant",
|
||||
"thiserror",
|
||||
"tokio",
|
||||
"tokio-tungstenite",
|
||||
"tracing",
|
||||
"tracing-futures",
|
||||
"url",
|
||||
"uuid",
|
||||
"websocket-util",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "arc-swap"
|
||||
version = "1.6.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "bddcadddf5e9015d310179a59bb28c4d4b9920ad0f11e8e14dbadf654890c9a6"
|
||||
|
||||
[[package]]
|
||||
name = "async-compression"
|
||||
version = "0.4.2"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "d495b6dc0184693324491a5ac05f559acc97bf937ab31d7a1c33dd0016be6d2b"
|
||||
dependencies = [
|
||||
"flate2",
|
||||
"futures-core",
|
||||
"futures-io",
|
||||
"memchr",
|
||||
"pin-project-lite",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "async-trait"
|
||||
version = "0.1.73"
|
||||
@@ -183,21 +141,19 @@ dependencies = [
|
||||
name = "backend"
|
||||
version = "0.1.0"
|
||||
dependencies = [
|
||||
"apca",
|
||||
"async-trait",
|
||||
"axum",
|
||||
"deadpool",
|
||||
"dotenv",
|
||||
"futures",
|
||||
"futures-util",
|
||||
"http",
|
||||
"log",
|
||||
"log4rs",
|
||||
"reqwest",
|
||||
"serde",
|
||||
"serde_json",
|
||||
"sqlx",
|
||||
"time 0.3.28",
|
||||
"tokio",
|
||||
"websocket-util",
|
||||
"tokio-tungstenite",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
@@ -215,12 +171,6 @@ dependencies = [
|
||||
"rustc-demangle",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "base64"
|
||||
version = "0.13.1"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "9e1b586273c5702936fe7b7d6896644d8be71e6314cfe09d3167c95f712589e8"
|
||||
|
||||
[[package]]
|
||||
name = "base64"
|
||||
version = "0.21.3"
|
||||
@@ -300,7 +250,6 @@ dependencies = [
|
||||
"iana-time-zone",
|
||||
"js-sys",
|
||||
"num-traits",
|
||||
"serde",
|
||||
"time 0.1.45",
|
||||
"wasm-bindgen",
|
||||
"windows-targets",
|
||||
@@ -352,15 +301,6 @@ version = "2.2.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "9cace84e55f07e7301bae1c519df89cdad8cc3cd868413d3fdbdeca9ff3db484"
|
||||
|
||||
[[package]]
|
||||
name = "crc32fast"
|
||||
version = "1.3.2"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "b540bd8bc810d3885c6ea91e2018302f68baba2129ab3e88f32389ee9370880d"
|
||||
dependencies = [
|
||||
"cfg-if",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "crossbeam-queue"
|
||||
version = "0.3.8"
|
||||
@@ -391,26 +331,10 @@ dependencies = [
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "deadpool"
|
||||
version = "0.9.5"
|
||||
name = "data-encoding"
|
||||
version = "2.4.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "421fe0f90f2ab22016f32a9881be5134fdd71c65298917084b0c7477cbc3856e"
|
||||
dependencies = [
|
||||
"async-trait",
|
||||
"deadpool-runtime",
|
||||
"num_cpus",
|
||||
"retain_mut",
|
||||
"tokio",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "deadpool-runtime"
|
||||
version = "0.1.2"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "eaa37046cc0f6c3cc6090fbdbf73ef0b8ef4cfcc37f6befc0020f63e8cf121e1"
|
||||
dependencies = [
|
||||
"tokio",
|
||||
]
|
||||
checksum = "c2e66c9d817f1720209181c316d28635c050fa304f9c79e47a520882661b7308"
|
||||
|
||||
[[package]]
|
||||
name = "der"
|
||||
@@ -482,6 +406,15 @@ dependencies = [
|
||||
"serde",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "encoding_rs"
|
||||
version = "0.8.33"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "7268b386296a025e474d5140678f75d6de9493ae55a5d709eeb9dd08149945e1"
|
||||
dependencies = [
|
||||
"cfg-if",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "equivalent"
|
||||
version = "1.0.1"
|
||||
@@ -532,16 +465,6 @@ version = "2.0.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "6999dc1837253364c2ebb0704ba97994bd874e8f195d665c50b7548f6ea92764"
|
||||
|
||||
[[package]]
|
||||
name = "flate2"
|
||||
version = "1.0.27"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "c6c98ee8095e9d1dcbf2fcc6d95acccb90d1c81db1e44725c6a984b1dbdfb010"
|
||||
dependencies = [
|
||||
"crc32fast",
|
||||
"miniz_oxide",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "flume"
|
||||
version = "0.10.14"
|
||||
@@ -584,21 +507,6 @@ dependencies = [
|
||||
"percent-encoding",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "futures"
|
||||
version = "0.3.28"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "23342abe12aba583913b2e62f22225ff9c950774065e4bfb61a19cd9770fec40"
|
||||
dependencies = [
|
||||
"futures-channel",
|
||||
"futures-core",
|
||||
"futures-executor",
|
||||
"futures-io",
|
||||
"futures-sink",
|
||||
"futures-task",
|
||||
"futures-util",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "futures-channel"
|
||||
version = "0.3.28"
|
||||
@@ -672,7 +580,6 @@ version = "0.3.28"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "26b01e40b772d54cf6c6d721c1d1abd0647a0106a12ecaa1c186273392a69533"
|
||||
dependencies = [
|
||||
"futures-channel",
|
||||
"futures-core",
|
||||
"futures-io",
|
||||
"futures-macro",
|
||||
@@ -711,6 +618,25 @@ version = "0.28.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "6fb8d784f27acf97159b40fc4db5ecd8aa23b9ad5ef69cdd136d3bc80665f0c0"
|
||||
|
||||
[[package]]
|
||||
name = "h2"
|
||||
version = "0.3.21"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "91fc23aa11be92976ef4729127f1a74adf36d8436f7816b185d18df956790833"
|
||||
dependencies = [
|
||||
"bytes",
|
||||
"fnv",
|
||||
"futures-core",
|
||||
"futures-sink",
|
||||
"futures-util",
|
||||
"http",
|
||||
"indexmap 1.9.3",
|
||||
"slab",
|
||||
"tokio",
|
||||
"tokio-util",
|
||||
"tracing",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "hashbrown"
|
||||
version = "0.12.3"
|
||||
@@ -806,15 +732,6 @@ dependencies = [
|
||||
"pin-project-lite",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "http-endpoint"
|
||||
version = "0.5.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "5224352a86c0e121f1bf26d1c2f87a344d1978ba4bb94798c831c89f0d427a26"
|
||||
dependencies = [
|
||||
"http",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "httparse"
|
||||
version = "1.8.0"
|
||||
@@ -843,6 +760,7 @@ dependencies = [
|
||||
"futures-channel",
|
||||
"futures-core",
|
||||
"futures-util",
|
||||
"h2",
|
||||
"http",
|
||||
"http-body",
|
||||
"httparse",
|
||||
@@ -922,6 +840,12 @@ dependencies = [
|
||||
"hashbrown 0.14.0",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "ipnet"
|
||||
version = "2.8.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "28b29a3cd74f0f4598934efe3aeba42bae0eb4680554128851ebbecb02af14e6"
|
||||
|
||||
[[package]]
|
||||
name = "itertools"
|
||||
version = "0.10.5"
|
||||
@@ -1122,17 +1046,6 @@ dependencies = [
|
||||
"minimal-lexical",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "num-bigint"
|
||||
version = "0.4.4"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "608e7659b5c3d7cba262d894801b9ec9d00de989e8a82bd4bef91d08da45cdc0"
|
||||
dependencies = [
|
||||
"autocfg",
|
||||
"num-integer",
|
||||
"num-traits",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "num-bigint-dig"
|
||||
version = "0.8.4"
|
||||
@@ -1150,18 +1063,6 @@ dependencies = [
|
||||
"zeroize",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "num-decimal"
|
||||
version = "0.2.5"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "8783636b20810a87540f59d19858498a987d7fcdc6555e62f2c99d6ca8a84b61"
|
||||
dependencies = [
|
||||
"num-bigint",
|
||||
"num-rational",
|
||||
"num-traits",
|
||||
"serde",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "num-integer"
|
||||
version = "0.1.45"
|
||||
@@ -1183,18 +1084,6 @@ dependencies = [
|
||||
"num-traits",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "num-rational"
|
||||
version = "0.4.1"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "0638a1c9d0a3c0914158145bc76cff373a75a627e6ecbfb71cbe6f453a5a19b0"
|
||||
dependencies = [
|
||||
"autocfg",
|
||||
"num-bigint",
|
||||
"num-integer",
|
||||
"num-traits",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "num-traits"
|
||||
version = "0.2.16"
|
||||
@@ -1459,10 +1348,41 @@ dependencies = [
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "retain_mut"
|
||||
version = "0.1.9"
|
||||
name = "reqwest"
|
||||
version = "0.11.20"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "4389f1d5789befaf6029ebd9f7dac4af7f7e3d61b69d4f30e2ac02b57e7712b0"
|
||||
checksum = "3e9ad3fe7488d7e34558a2033d45a0c90b72d97b4f80705666fea71472e2e6a1"
|
||||
dependencies = [
|
||||
"base64",
|
||||
"bytes",
|
||||
"encoding_rs",
|
||||
"futures-core",
|
||||
"futures-util",
|
||||
"h2",
|
||||
"http",
|
||||
"http-body",
|
||||
"hyper",
|
||||
"hyper-tls",
|
||||
"ipnet",
|
||||
"js-sys",
|
||||
"log",
|
||||
"mime",
|
||||
"native-tls",
|
||||
"once_cell",
|
||||
"percent-encoding",
|
||||
"pin-project-lite",
|
||||
"serde",
|
||||
"serde_json",
|
||||
"serde_urlencoded",
|
||||
"tokio",
|
||||
"tokio-native-tls",
|
||||
"tower-service",
|
||||
"url",
|
||||
"wasm-bindgen",
|
||||
"wasm-bindgen-futures",
|
||||
"web-sys",
|
||||
"winreg",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "rsa"
|
||||
@@ -1618,15 +1538,6 @@ dependencies = [
|
||||
"serde",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "serde_variant"
|
||||
version = "0.1.2"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "47a8ec0b2fd0506290348d9699c0e3eb2e3e8c0498b5a9a6158b3bd4d6970076"
|
||||
dependencies = [
|
||||
"serde",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "serde_yaml"
|
||||
version = "0.8.26"
|
||||
@@ -1843,7 +1754,7 @@ source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "8ca69bf415b93b60b80dc8fda3cb4ef52b2336614d8da2de5456cc942a110482"
|
||||
dependencies = [
|
||||
"atoi",
|
||||
"base64 0.21.3",
|
||||
"base64",
|
||||
"bitflags 2.4.0",
|
||||
"byteorder",
|
||||
"bytes",
|
||||
@@ -1887,7 +1798,7 @@ source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "a0db2df1b8731c3651e204629dd55e52adbae0462fa1bdcbed56a2302c18181e"
|
||||
dependencies = [
|
||||
"atoi",
|
||||
"base64 0.21.3",
|
||||
"base64",
|
||||
"bitflags 2.4.0",
|
||||
"byteorder",
|
||||
"crc",
|
||||
@@ -2138,9 +2049,9 @@ dependencies = [
|
||||
|
||||
[[package]]
|
||||
name = "tokio-tungstenite"
|
||||
version = "0.18.0"
|
||||
version = "0.20.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "54319c93411147bced34cb5609a80e0a8e44c5999c93903a81cd866630ec0bfd"
|
||||
checksum = "2b2dbec703c26b00d74844519606ef15d09a7d6857860f84ad223dec002ddea2"
|
||||
dependencies = [
|
||||
"futures-util",
|
||||
"log",
|
||||
@@ -2150,6 +2061,20 @@ dependencies = [
|
||||
"tungstenite",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "tokio-util"
|
||||
version = "0.7.8"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "806fe8c2c87eccc8b3267cbae29ed3ab2d0bd37fca70ab622e46aaa9375ddb7d"
|
||||
dependencies = [
|
||||
"bytes",
|
||||
"futures-core",
|
||||
"futures-sink",
|
||||
"pin-project-lite",
|
||||
"tokio",
|
||||
"tracing",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "tower"
|
||||
version = "0.4.13"
|
||||
@@ -2211,16 +2136,6 @@ dependencies = [
|
||||
"once_cell",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "tracing-futures"
|
||||
version = "0.2.5"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "97d095ae15e245a057c8e8451bab9b3ee1e1f68e9ba2b4fbc18d0ac5237835f2"
|
||||
dependencies = [
|
||||
"pin-project",
|
||||
"tracing",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "try-lock"
|
||||
version = "0.2.4"
|
||||
@@ -2229,13 +2144,13 @@ checksum = "3528ecfd12c466c6f163363caf2d02a71161dd5e1cc6ae7b34207ea2d42d81ed"
|
||||
|
||||
[[package]]
|
||||
name = "tungstenite"
|
||||
version = "0.18.0"
|
||||
version = "0.20.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "30ee6ab729cd4cf0fd55218530c4522ed30b7b6081752839b68fcec8d0960788"
|
||||
checksum = "e862a1c4128df0112ab625f55cd5c934bcb4312ba80b39ae4b4835a3fd58e649"
|
||||
dependencies = [
|
||||
"base64 0.13.1",
|
||||
"byteorder",
|
||||
"bytes",
|
||||
"data-encoding",
|
||||
"http",
|
||||
"httparse",
|
||||
"log",
|
||||
@@ -2326,9 +2241,6 @@ name = "uuid"
|
||||
version = "1.4.1"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "79daa5ed5740825c40b389c5e50312b9c86df53fccd33f281df655642b43869d"
|
||||
dependencies = [
|
||||
"serde",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "vcpkg"
|
||||
@@ -2388,6 +2300,18 @@ dependencies = [
|
||||
"wasm-bindgen-shared",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "wasm-bindgen-futures"
|
||||
version = "0.4.37"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "c02dbc21516f9f1f04f187958890d7e6026df8d16540b7ad9492bc34a67cea03"
|
||||
dependencies = [
|
||||
"cfg-if",
|
||||
"js-sys",
|
||||
"wasm-bindgen",
|
||||
"web-sys",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "wasm-bindgen-macro"
|
||||
version = "0.2.87"
|
||||
@@ -2418,15 +2342,13 @@ source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "ca6ad05a4870b2bf5fe995117d3728437bd27d7cd5f06f13c17443ef369775a1"
|
||||
|
||||
[[package]]
|
||||
name = "websocket-util"
|
||||
version = "0.11.2"
|
||||
name = "web-sys"
|
||||
version = "0.3.64"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "7ad8d6da9976a197513a4bf34c12b21095cba617dce356cd9e9616ccc5afe0d9"
|
||||
checksum = "9b85cbef8c220a6abc02aefd892dfc0fc23afb1c6a426316ec33253a3877249b"
|
||||
dependencies = [
|
||||
"futures",
|
||||
"tokio",
|
||||
"tokio-tungstenite",
|
||||
"tracing",
|
||||
"js-sys",
|
||||
"wasm-bindgen",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
@@ -2532,6 +2454,16 @@ version = "0.48.5"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "ed94fce61571a4006852b7389a063ab983c02eb1bb37b47f8272ce92d06d9538"
|
||||
|
||||
[[package]]
|
||||
name = "winreg"
|
||||
version = "0.50.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "524e57b2c537c0f9b1e69f1965311ec12182b4122e45035b1508cd24d2adadb1"
|
||||
dependencies = [
|
||||
"cfg-if",
|
||||
"windows-sys",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "yaml-rust"
|
||||
version = "0.4.5"
|
||||
|
||||
@@ -12,7 +12,6 @@ codegen-units = 1
|
||||
# See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html
|
||||
|
||||
[dependencies]
|
||||
apca = "0.27.2"
|
||||
axum = "0.6.20"
|
||||
dotenv = "0.15.0"
|
||||
sqlx = { version = "0.7.1", features = [
|
||||
@@ -25,9 +24,6 @@ tokio = { version = "1.32.0", features = [
|
||||
"macros",
|
||||
"rt-multi-thread",
|
||||
] }
|
||||
deadpool = { version = "0.9.5", features = [
|
||||
"rt_tokio_1",
|
||||
] }
|
||||
serde = "1.0.188"
|
||||
log = "0.4.20"
|
||||
serde_json = "1.0.105"
|
||||
@@ -35,7 +31,7 @@ log4rs = "1.2.0"
|
||||
time = { version = "0.3.27", features = [
|
||||
"serde",
|
||||
] }
|
||||
futures = "0.3.28"
|
||||
websocket-util = "0.11.2"
|
||||
futures-util = "0.3.28"
|
||||
async-trait = "0.1.73"
|
||||
reqwest = { version = "0.11.20", features = ["json", "serde_json"] }
|
||||
tokio-tungstenite = { version = "0.20.0", features = ["tokio-native-tls", "native-tls"] }
|
||||
http = "0.2.9"
|
||||
|
||||
30
backend/src/config.rs
Normal file
30
backend/src/config.rs
Normal file
@@ -0,0 +1,30 @@
|
||||
use reqwest::Client;
|
||||
use sqlx::{postgres::PgPoolOptions, PgPool};
|
||||
use std::{env, sync::Arc};
|
||||
|
||||
pub struct AppConfig {
|
||||
pub alpaca_api_key: String,
|
||||
pub alpaca_api_secret: String,
|
||||
pub postgres_pool: PgPool,
|
||||
pub reqwest_client: Client,
|
||||
}
|
||||
|
||||
const NUM_CLIENTS: usize = 10;
|
||||
|
||||
impl AppConfig {
|
||||
pub async fn from_env() -> Result<Self, Box<dyn std::error::Error>> {
|
||||
Ok(AppConfig {
|
||||
alpaca_api_key: env::var("APCA_API_KEY_ID").unwrap(),
|
||||
alpaca_api_secret: env::var("APCA_API_SECRET_KEY").unwrap(),
|
||||
postgres_pool: PgPoolOptions::new()
|
||||
.max_connections(NUM_CLIENTS as u32)
|
||||
.connect(&env::var("DATABASE_URL")?)
|
||||
.await?,
|
||||
reqwest_client: Client::new(),
|
||||
})
|
||||
}
|
||||
|
||||
pub async fn arc_from_env() -> Result<Arc<Self>, Box<dyn std::error::Error>> {
|
||||
Ok(Arc::new(AppConfig::from_env().await?))
|
||||
}
|
||||
}
|
||||
168
backend/src/data/live.rs
Normal file
168
backend/src/data/live.rs
Normal file
@@ -0,0 +1,168 @@
|
||||
use crate::{
|
||||
config::AppConfig,
|
||||
database::{assets::get_assets_with_class, bars::add_bar},
|
||||
types::{
|
||||
websocket::{
|
||||
AuthMessage, IncomingMessage, OutgoingMessage, SubscribeMessage, SuccessMessage,
|
||||
SuccessMessageType,
|
||||
},
|
||||
AssetBroadcastMessage, Bar, Class,
|
||||
},
|
||||
};
|
||||
use core::panic;
|
||||
use futures_util::{
|
||||
stream::{SplitSink, SplitStream},
|
||||
SinkExt, StreamExt,
|
||||
};
|
||||
use log::{debug, error, info, warn};
|
||||
use serde_json::{from_str, to_string};
|
||||
use std::{error::Error, sync::Arc, time::Duration};
|
||||
use tokio::{
|
||||
net::TcpStream,
|
||||
spawn,
|
||||
sync::{broadcast::Receiver, RwLock},
|
||||
time::timeout,
|
||||
};
|
||||
use tokio_tungstenite::{connect_async, tungstenite::Message, MaybeTlsStream, WebSocketStream};
|
||||
|
||||
const ALPACA_STOCK_WEBSOCKET_URL: &str = "wss://stream.data.alpaca.markets/v2/iex";
|
||||
const ALPACA_CRYPTO_WEBSOCKET_URL: &str = "wss://stream.data.alpaca.markets/v1beta3/crypto/us";
|
||||
const TIMEOUT_DURATION: Duration = Duration::from_millis(100);
|
||||
|
||||
pub async fn run_data_live(
|
||||
class: Class,
|
||||
app_config: Arc<AppConfig>,
|
||||
asset_broadcast_receiver: Receiver<AssetBroadcastMessage>,
|
||||
) -> Result<(), Box<dyn Error + Send + Sync>> {
|
||||
let websocket_url = match class {
|
||||
Class::UsEquity => ALPACA_STOCK_WEBSOCKET_URL,
|
||||
Class::Crypto => ALPACA_CRYPTO_WEBSOCKET_URL,
|
||||
};
|
||||
|
||||
let (stream, _) = connect_async(websocket_url).await?;
|
||||
let (mut sink, mut stream) = stream.split();
|
||||
|
||||
match stream.next().await {
|
||||
Some(Ok(Message::Text(data)))
|
||||
if from_str::<Vec<IncomingMessage>>(&data)?.get(0)
|
||||
== Some(&IncomingMessage::Success(SuccessMessage {
|
||||
msg: SuccessMessageType::Connected,
|
||||
})) => {}
|
||||
_ => panic!(),
|
||||
}
|
||||
|
||||
sink.send(Message::Text(to_string(&OutgoingMessage::Auth(
|
||||
AuthMessage::new(
|
||||
app_config.alpaca_api_key.clone(),
|
||||
app_config.alpaca_api_secret.clone(),
|
||||
),
|
||||
))?))
|
||||
.await?;
|
||||
|
||||
match stream.next().await {
|
||||
Some(Ok(Message::Text(data)))
|
||||
if from_str::<Vec<IncomingMessage>>(&data)?.get(0)
|
||||
== Some(&IncomingMessage::Success(SuccessMessage {
|
||||
msg: SuccessMessageType::Authenticated,
|
||||
})) => {}
|
||||
_ => panic!(),
|
||||
}
|
||||
|
||||
let symbols = get_assets_with_class(&app_config.postgres_pool, class.clone())
|
||||
.await?
|
||||
.into_iter()
|
||||
.map(|asset| asset.symbol)
|
||||
.collect::<Vec<String>>();
|
||||
|
||||
if !symbols.is_empty() {
|
||||
sink.send(Message::Text(to_string(&OutgoingMessage::Subscribe(
|
||||
SubscribeMessage::from_vec(symbols),
|
||||
))?))
|
||||
.await?;
|
||||
}
|
||||
|
||||
let sink = Arc::new(RwLock::new(sink));
|
||||
let stream = Arc::new(RwLock::new(stream));
|
||||
|
||||
info!("Running live data thread for {:?}.", class);
|
||||
|
||||
spawn(broadcast_handler(
|
||||
class,
|
||||
asset_broadcast_receiver,
|
||||
sink.clone(),
|
||||
));
|
||||
|
||||
websocket_handler(app_config, sink, stream).await?;
|
||||
|
||||
unreachable!()
|
||||
}
|
||||
|
||||
pub async fn websocket_handler(
|
||||
app_config: Arc<AppConfig>,
|
||||
sink: Arc<RwLock<SplitSink<WebSocketStream<MaybeTlsStream<TcpStream>>, Message>>>,
|
||||
stream: Arc<RwLock<SplitStream<WebSocketStream<MaybeTlsStream<TcpStream>>>>>,
|
||||
) -> Result<(), Box<dyn Error + Send + Sync>> {
|
||||
loop {
|
||||
let mut stream = stream.write().await;
|
||||
|
||||
match timeout(TIMEOUT_DURATION, stream.next()).await {
|
||||
Ok(Some(Ok(Message::Text(data)))) => match from_str::<Vec<IncomingMessage>>(&data) {
|
||||
Ok(parsed_data) => {
|
||||
for message in parsed_data {
|
||||
match message {
|
||||
IncomingMessage::Subscription(subscription_message) => {
|
||||
info!("Current subscriptions: {:?}", subscription_message.bars);
|
||||
}
|
||||
IncomingMessage::Bars(bar_message)
|
||||
| IncomingMessage::UpdatedBars(bar_message) => {
|
||||
debug!("Incoming bar: {:?}", bar_message);
|
||||
add_bar(&app_config.postgres_pool, Bar::from(bar_message)).await?;
|
||||
}
|
||||
message => {
|
||||
warn!("Unhandled incoming message: {:?}", message);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
Err(e) => {
|
||||
warn!("Unparsed incoming message: {:?}: {}", data, e);
|
||||
}
|
||||
},
|
||||
Ok(Some(Ok(Message::Ping(_)))) => {
|
||||
sink.write().await.send(Message::Pong(vec![])).await?
|
||||
}
|
||||
Ok(unknown) => {
|
||||
error!("Unknown incoming message: {:?}", unknown);
|
||||
}
|
||||
Err(_) => {}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
pub async fn broadcast_handler(
|
||||
class: Class,
|
||||
mut asset_broadcast_receiver: Receiver<AssetBroadcastMessage>,
|
||||
sink: Arc<RwLock<SplitSink<WebSocketStream<MaybeTlsStream<TcpStream>>, Message>>>,
|
||||
) -> Result<(), Box<dyn Error + Send + Sync>> {
|
||||
loop {
|
||||
match asset_broadcast_receiver.recv().await? {
|
||||
AssetBroadcastMessage::Added(asset) if asset.class == class => {
|
||||
sink.write()
|
||||
.await
|
||||
.send(Message::Text(serde_json::to_string(
|
||||
&OutgoingMessage::Subscribe(SubscribeMessage::new(asset.symbol)),
|
||||
)?))
|
||||
.await?;
|
||||
}
|
||||
AssetBroadcastMessage::Deleted(asset) if asset.class == class => {
|
||||
sink.write()
|
||||
.await
|
||||
.send(Message::Text(serde_json::to_string(
|
||||
&OutgoingMessage::Unsubscribe(SubscribeMessage::new(asset.symbol)),
|
||||
)?))
|
||||
.await?;
|
||||
}
|
||||
_ => {}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,57 +0,0 @@
|
||||
use super::{AssetMPSC, StockStreamSubscription};
|
||||
use crate::{
|
||||
database::assets::get_assets_crypto,
|
||||
pool::{alpaca::create_alpaca_client_from_env, postgres::PostgresPool},
|
||||
};
|
||||
use apca::data::v2::stream::{
|
||||
drive, Bar, CustomUrl, MarketData, Quote, RealtimeData, SymbolList, Symbols, Trade, IEX,
|
||||
};
|
||||
use futures_util::FutureExt;
|
||||
use std::{error::Error, sync::Arc};
|
||||
use tokio::sync::{mpsc, Mutex};
|
||||
|
||||
#[derive(Default)]
|
||||
pub struct CryptoUrl;
|
||||
|
||||
impl ToString for CryptoUrl {
|
||||
fn to_string(&self) -> String {
|
||||
"wss://stream.data.alpaca.markets/v1beta3/crypto/us".into()
|
||||
}
|
||||
}
|
||||
|
||||
pub type Crypto = CustomUrl<CryptoUrl>;
|
||||
|
||||
pub async fn init_stream_subscription_mpsc(
|
||||
postgres_pool: &PostgresPool,
|
||||
) -> Result<(Arc<Mutex<StockStreamSubscription<IEX>>>, AssetMPSC), Box<dyn Error + Send + Sync>> {
|
||||
let client = create_alpaca_client_from_env().await?;
|
||||
|
||||
let (mut stream, mut subscription) = client
|
||||
.subscribe::<RealtimeData<Crypto, Bar, Quote, Trade>>()
|
||||
.await?;
|
||||
|
||||
let symbols = get_assets_crypto(postgres_pool)
|
||||
.await?
|
||||
.iter()
|
||||
.map(|asset| asset.symbol.clone())
|
||||
.collect::<Vec<String>>();
|
||||
|
||||
if !symbols.is_empty() {
|
||||
let data = MarketData {
|
||||
bars: Symbols::List(SymbolList::from(symbols)),
|
||||
..Default::default()
|
||||
};
|
||||
|
||||
drive(subscription.subscribe(&data).boxed(), &mut stream)
|
||||
.await
|
||||
.unwrap()
|
||||
.unwrap()
|
||||
.unwrap();
|
||||
}
|
||||
|
||||
let stream_subscription_mutex = Arc::new(Mutex::new((stream, subscription)));
|
||||
let (sender, receiver) = mpsc::channel(50);
|
||||
let asset_mpcs = AssetMPSC { sender, receiver };
|
||||
|
||||
Ok((stream_subscription_mutex, asset_mpcs))
|
||||
}
|
||||
@@ -1,133 +0,0 @@
|
||||
pub mod crypto;
|
||||
pub mod stocks;
|
||||
|
||||
use crate::{database::bars::add_bar, pool::postgres::PostgresPool, types::Asset};
|
||||
use apca::{
|
||||
data::v2::stream::{drive, Data, MarketData, RealtimeData, Source, SymbolList, Symbols},
|
||||
Subscribable,
|
||||
};
|
||||
use futures_util::{FutureExt, StreamExt};
|
||||
use log::{debug, error, info, warn};
|
||||
use std::{any::type_name, error::Error, sync::Arc, time::Duration};
|
||||
use time::OffsetDateTime;
|
||||
use tokio::{
|
||||
spawn,
|
||||
sync::{
|
||||
mpsc::{Receiver, Sender},
|
||||
Mutex,
|
||||
},
|
||||
time::timeout,
|
||||
};
|
||||
|
||||
pub enum AssetMPSCMessage {
|
||||
Added(Asset),
|
||||
Removed(Asset),
|
||||
}
|
||||
|
||||
pub struct AssetMPSC {
|
||||
pub sender: Sender<AssetMPSCMessage>,
|
||||
pub receiver: Receiver<AssetMPSCMessage>,
|
||||
}
|
||||
|
||||
pub type StockStreamSubscription<S> = (
|
||||
<RealtimeData<S> as Subscribable>::Stream,
|
||||
<RealtimeData<S> as Subscribable>::Subscription,
|
||||
);
|
||||
|
||||
pub const TIMEOUT_DURATION: Duration = Duration::from_millis(100);
|
||||
|
||||
pub async fn run_data_live<S>(
|
||||
postgres_pool: PostgresPool,
|
||||
stream_subscription_mutex: Arc<Mutex<StockStreamSubscription<S>>>,
|
||||
asset_mpsc_receiver: Receiver<AssetMPSCMessage>,
|
||||
) -> Result<(), Box<dyn Error + Send + Sync>>
|
||||
where
|
||||
S: Source + 'static,
|
||||
{
|
||||
info!("Running live data thread for {}.", type_name::<S>());
|
||||
|
||||
spawn(mpsc_handler::<S>(
|
||||
stream_subscription_mutex.clone(),
|
||||
asset_mpsc_receiver,
|
||||
));
|
||||
|
||||
loop {
|
||||
let (stream, _) = &mut *stream_subscription_mutex.lock().await;
|
||||
match timeout(TIMEOUT_DURATION, stream.next()).await {
|
||||
Ok(Some(Ok(Ok(Data::Bar(bar))))) => {
|
||||
let bar = add_bar(
|
||||
&postgres_pool,
|
||||
crate::types::Bar {
|
||||
timestamp: match OffsetDateTime::from_unix_timestamp(
|
||||
bar.timestamp.timestamp(),
|
||||
) {
|
||||
Ok(timestamp) => timestamp,
|
||||
Err(_) => {
|
||||
warn!(
|
||||
"Failed to parse timestamp for {}: {}.",
|
||||
bar.symbol, bar.timestamp
|
||||
);
|
||||
continue;
|
||||
}
|
||||
},
|
||||
asset_symbol: bar.symbol,
|
||||
open: bar.open_price.to_f64().unwrap_or_default(),
|
||||
high: bar.high_price.to_f64().unwrap_or_default(),
|
||||
low: bar.low_price.to_f64().unwrap_or_default(),
|
||||
close: bar.close_price.to_f64().unwrap_or_default(),
|
||||
volume: bar.volume.to_f64().unwrap_or_default(),
|
||||
},
|
||||
)
|
||||
.await?;
|
||||
debug!(
|
||||
"Saved timestamp for {}: {}.",
|
||||
bar.asset_symbol, bar.timestamp
|
||||
);
|
||||
}
|
||||
Ok(Some(Ok(Ok(_)))) | Ok(Some(Ok(Err(_)))) | Err(_) => continue,
|
||||
_ => panic!(),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
pub async fn mpsc_handler<S: Source>(
|
||||
stream_subscription_mutex: Arc<Mutex<StockStreamSubscription<S>>>,
|
||||
mut asset_mpsc_receiver: Receiver<AssetMPSCMessage>,
|
||||
) -> Result<(), Box<dyn Error + Send + Sync>> {
|
||||
while let Some(message) = asset_mpsc_receiver.recv().await {
|
||||
let (stream, subscription) = &mut *stream_subscription_mutex.lock().await;
|
||||
|
||||
match message {
|
||||
AssetMPSCMessage::Added(asset) => {
|
||||
let data = MarketData {
|
||||
bars: Symbols::List(SymbolList::from(vec![asset.symbol.clone()])),
|
||||
..Default::default()
|
||||
};
|
||||
|
||||
match drive(subscription.subscribe(&data).boxed(), stream).await {
|
||||
Ok(_) => info!("Successfully subscribed to {}", asset.symbol),
|
||||
Err(e) => {
|
||||
error!("Failed to subscribe to {}: {:?}", asset.symbol, e);
|
||||
continue;
|
||||
}
|
||||
}
|
||||
}
|
||||
AssetMPSCMessage::Removed(asset) => {
|
||||
let data = MarketData {
|
||||
bars: Symbols::List(SymbolList::from(vec![asset.symbol.clone()])),
|
||||
..Default::default()
|
||||
};
|
||||
|
||||
match drive(subscription.unsubscribe(&data).boxed(), stream).await {
|
||||
Ok(_) => info!("Successfully unsubscribed from {}", asset.symbol),
|
||||
Err(e) => {
|
||||
error!("Failed to unsubscribe from {}: {:?}", asset.symbol, e);
|
||||
continue;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
Ok(())
|
||||
}
|
||||
@@ -1,46 +0,0 @@
|
||||
use super::{AssetMPSC, StockStreamSubscription};
|
||||
use crate::{
|
||||
database::assets::get_assets_stocks,
|
||||
pool::{alpaca::create_alpaca_client_from_env, postgres::PostgresPool},
|
||||
};
|
||||
use apca::data::v2::stream::{
|
||||
drive, Bar, MarketData, Quote, RealtimeData, SymbolList, Symbols, Trade, IEX,
|
||||
};
|
||||
use futures_util::FutureExt;
|
||||
use std::{error::Error, sync::Arc};
|
||||
use tokio::sync::{mpsc, Mutex};
|
||||
|
||||
pub async fn init_stream_subscription_mpsc(
|
||||
postgres_pool: &PostgresPool,
|
||||
) -> Result<(Arc<Mutex<StockStreamSubscription<IEX>>>, AssetMPSC), Box<dyn Error + Send + Sync>> {
|
||||
let client = create_alpaca_client_from_env().await?;
|
||||
|
||||
let (mut stream, mut subscription) = client
|
||||
.subscribe::<RealtimeData<IEX, Bar, Quote, Trade>>()
|
||||
.await?;
|
||||
|
||||
let symbols = get_assets_stocks(postgres_pool)
|
||||
.await?
|
||||
.iter()
|
||||
.map(|asset| asset.symbol.clone())
|
||||
.collect::<Vec<String>>();
|
||||
|
||||
if !symbols.is_empty() {
|
||||
let data = MarketData {
|
||||
bars: Symbols::List(SymbolList::from(symbols)),
|
||||
..Default::default()
|
||||
};
|
||||
|
||||
drive(subscription.subscribe(&data).boxed(), &mut stream)
|
||||
.await
|
||||
.unwrap()
|
||||
.unwrap()
|
||||
.unwrap();
|
||||
}
|
||||
|
||||
let stream_subscription_mutex = Arc::new(Mutex::new((stream, subscription)));
|
||||
let (sender, receiver) = mpsc::channel(50);
|
||||
let asset_mpcs = AssetMPSC { sender, receiver };
|
||||
|
||||
Ok((stream_subscription_mutex, asset_mpcs))
|
||||
}
|
||||
@@ -1,12 +1,9 @@
|
||||
use crate::{
|
||||
pool::postgres::PostgresPool,
|
||||
types::{Asset, Class, Exchange},
|
||||
};
|
||||
use sqlx::query_as;
|
||||
use crate::types::{Asset, Class, Exchange};
|
||||
use sqlx::{query_as, PgPool};
|
||||
use std::error::Error;
|
||||
|
||||
pub async fn get_assets(
|
||||
postgres_pool: &PostgresPool,
|
||||
postgres_pool: &PgPool,
|
||||
) -> Result<Vec<Asset>, Box<dyn Error + Send + Sync>> {
|
||||
query_as!(
|
||||
Asset,
|
||||
@@ -17,24 +14,13 @@ pub async fn get_assets(
|
||||
.map_err(|e| e.into())
|
||||
}
|
||||
|
||||
pub async fn get_assets_stocks(
|
||||
postgres_pool: &PostgresPool,
|
||||
pub async fn get_assets_with_class(
|
||||
postgres_pool: &PgPool,
|
||||
class: Class,
|
||||
) -> Result<Vec<Asset>, Box<dyn Error + Send + Sync>> {
|
||||
query_as!(
|
||||
Asset,
|
||||
r#"SELECT symbol, class as "class: Class", exchange as "exchange: Exchange", trading, date_added FROM assets WHERE class = 'us_equity'"#
|
||||
)
|
||||
.fetch_all(postgres_pool)
|
||||
.await
|
||||
.map_err(|e| e.into())
|
||||
}
|
||||
|
||||
pub async fn get_assets_crypto(
|
||||
postgres_pool: &PostgresPool,
|
||||
) -> Result<Vec<Asset>, Box<dyn Error + Send + Sync>> {
|
||||
query_as!(
|
||||
Asset,
|
||||
r#"SELECT symbol, class as "class: Class", exchange as "exchange: Exchange", trading, date_added FROM assets WHERE class = 'crypto'"#
|
||||
r#"SELECT symbol, class as "class: Class", exchange as "exchange: Exchange", trading, date_added FROM assets WHERE class = $1::CLASS"#, class as Class
|
||||
)
|
||||
.fetch_all(postgres_pool)
|
||||
.await
|
||||
@@ -42,7 +28,7 @@ pub async fn get_assets_crypto(
|
||||
}
|
||||
|
||||
pub async fn get_asset(
|
||||
postgres_pool: &PostgresPool,
|
||||
postgres_pool: &PgPool,
|
||||
symbol: &str,
|
||||
) -> Result<Option<Asset>, Box<dyn Error + Send + Sync>> {
|
||||
query_as!(
|
||||
@@ -55,7 +41,7 @@ pub async fn get_asset(
|
||||
}
|
||||
|
||||
pub async fn add_asset(
|
||||
postgres_pool: &PostgresPool,
|
||||
postgres_pool: &PgPool,
|
||||
asset: Asset,
|
||||
) -> Result<Asset, Box<dyn Error + Send + Sync>> {
|
||||
query_as!(
|
||||
@@ -70,7 +56,7 @@ pub async fn add_asset(
|
||||
}
|
||||
|
||||
pub async fn update_asset_trading(
|
||||
postgres_pool: &PostgresPool,
|
||||
postgres_pool: &PgPool,
|
||||
symbol: &str,
|
||||
trading: bool,
|
||||
) -> Result<Option<Asset>, Box<dyn Error + Send + Sync>> {
|
||||
@@ -86,7 +72,7 @@ pub async fn update_asset_trading(
|
||||
}
|
||||
|
||||
pub async fn delete_asset(
|
||||
postgres_pool: &PostgresPool,
|
||||
postgres_pool: &PgPool,
|
||||
symbol: &str,
|
||||
) -> Result<Option<Asset>, Box<dyn Error + Send + Sync>> {
|
||||
Ok(query_as!(
|
||||
|
||||
@@ -8,9 +8,10 @@ pub async fn add_bar(
|
||||
) -> Result<Bar, Box<dyn Error + Send + Sync>> {
|
||||
query_as!(
|
||||
Bar,
|
||||
r#"INSERT INTO bars (timestamp, asset_symbol, open, high, low, close, volume) VALUES ($1, $2, $3, $4, $5, $6, $7)
|
||||
RETURNING timestamp, asset_symbol, open, high, low, close, volume"#,
|
||||
bar.timestamp, bar.asset_symbol, bar.open, bar.high, bar.low, bar.close, bar.volume
|
||||
r#"INSERT INTO bars (timestamp, asset_symbol, open, high, low, close, volume, num_trades, volume_weighted) VALUES ($1, $2, $3, $4, $5, $6, $7, $8, $9)
|
||||
ON CONFLICT (timestamp, asset_symbol) DO UPDATE SET open = $3, high = $4, low = $5, close = $6, volume = $7, num_trades = $8, volume_weighted = $9
|
||||
RETURNING timestamp, asset_symbol, open, high, low, close, volume, num_trades, volume_weighted"#,
|
||||
bar.timestamp, bar.asset_symbol, bar.open, bar.high, bar.low, bar.close, bar.volume, bar.num_trades, bar.volume_weighted
|
||||
)
|
||||
.fetch_one(postgres_pool)
|
||||
.await
|
||||
@@ -29,6 +30,8 @@ pub async fn add_bars(
|
||||
let mut lows = Vec::with_capacity(bars.len());
|
||||
let mut closes = Vec::with_capacity(bars.len());
|
||||
let mut volumes = Vec::with_capacity(bars.len());
|
||||
let mut num_trades = Vec::with_capacity(bars.len());
|
||||
let mut volumes_weighted = Vec::with_capacity(bars.len());
|
||||
|
||||
for bar in bars {
|
||||
timestamps.push(bar.timestamp);
|
||||
@@ -38,14 +41,16 @@ pub async fn add_bars(
|
||||
lows.push(bar.low);
|
||||
closes.push(bar.close);
|
||||
volumes.push(bar.volume);
|
||||
num_trades.push(bar.num_trades);
|
||||
volumes_weighted.push(bar.volume_weighted);
|
||||
}
|
||||
|
||||
query_as!(
|
||||
Bar,
|
||||
r#"INSERT INTO bars (timestamp, asset_symbol, open, high, low, close, volume)
|
||||
SELECT * FROM UNNEST($1::timestamptz[], $2::text[], $3::float8[], $4::float8[], $5::float8[], $6::float8[], $7::float8[])
|
||||
RETURNING timestamp, asset_symbol, open, high, low, close, volume"#,
|
||||
×tamps, &asset_symbols, &opens, &highs, &lows, &closes, &volumes
|
||||
r#"INSERT INTO bars (timestamp, asset_symbol, open, high, low, close, volume, num_trades, volume_weighted)
|
||||
SELECT * FROM UNNEST($1::timestamptz[], $2::text[], $3::float8[], $4::float8[], $5::float8[], $6::float8[], $7::float8[], $8::int8[], $9::float8[])
|
||||
RETURNING timestamp, asset_symbol, open, high, low, close, volume, num_trades, volume_weighted"#,
|
||||
×tamps, &asset_symbols, &opens, &highs, &lows, &closes, &volumes, &num_trades, &volumes_weighted
|
||||
)
|
||||
.fetch_all(postgres_pool)
|
||||
.await
|
||||
|
||||
@@ -1,61 +1,43 @@
|
||||
mod config;
|
||||
mod data;
|
||||
mod database;
|
||||
mod pool;
|
||||
mod routes;
|
||||
mod types;
|
||||
|
||||
use apca::data::v2::stream::IEX;
|
||||
use data::live::{
|
||||
crypto::{self, Crypto},
|
||||
run_data_live, stocks,
|
||||
};
|
||||
use config::AppConfig;
|
||||
use data::live::run_data_live;
|
||||
use dotenv::dotenv;
|
||||
use pool::{alpaca::create_alpaca_pool_from_env, postgres::create_postgres_pool_from_env};
|
||||
use routes::run_api;
|
||||
use std::{error::Error, sync::Arc};
|
||||
use tokio::spawn;
|
||||
|
||||
const NUM_CLIENTS: usize = 10;
|
||||
use std::error::Error;
|
||||
use tokio::{spawn, sync::broadcast};
|
||||
use types::{AssetBroadcastMessage, Class};
|
||||
|
||||
#[tokio::main]
|
||||
async fn main() -> Result<(), Box<dyn Error + Send + Sync>> {
|
||||
dotenv().ok();
|
||||
log4rs::init_file("log4rs.yaml", Default::default()).unwrap();
|
||||
let app_config = AppConfig::arc_from_env().await.unwrap();
|
||||
|
||||
let mut threads = Vec::new();
|
||||
|
||||
let postgres_pool = create_postgres_pool_from_env(NUM_CLIENTS).await?;
|
||||
let alpaca_pool = create_alpaca_pool_from_env(NUM_CLIENTS).await?;
|
||||
let (asset_broadcast_sender, _) = broadcast::channel::<AssetBroadcastMessage>(100);
|
||||
|
||||
// Stock Live Data
|
||||
let (stock_live_stream_subscription_mutex, stock_live_mpsc) =
|
||||
stocks::init_stream_subscription_mpsc(&postgres_pool).await?;
|
||||
let stock_live_mpsc_sender_arc = Arc::new(stock_live_mpsc.sender);
|
||||
|
||||
threads.push(spawn(run_data_live::<IEX>(
|
||||
postgres_pool.clone(),
|
||||
stock_live_stream_subscription_mutex.clone(),
|
||||
stock_live_mpsc.receiver,
|
||||
threads.push(spawn(run_data_live(
|
||||
Class::UsEquity,
|
||||
app_config.clone(),
|
||||
asset_broadcast_sender.subscribe(),
|
||||
)));
|
||||
|
||||
// Crypto Live Data
|
||||
let (crypto_stream_subscription_mutex, crypto_live_mpsc) =
|
||||
crypto::init_stream_subscription_mpsc(&postgres_pool).await?;
|
||||
let crypto_live_mpsc_sender_arc = Arc::new(crypto_live_mpsc.sender);
|
||||
|
||||
threads.push(spawn(run_data_live::<Crypto>(
|
||||
postgres_pool.clone(),
|
||||
crypto_stream_subscription_mutex.clone(),
|
||||
crypto_live_mpsc.receiver,
|
||||
threads.push(spawn(run_data_live(
|
||||
Class::Crypto,
|
||||
app_config.clone(),
|
||||
asset_broadcast_sender.subscribe(),
|
||||
)));
|
||||
|
||||
// REST API
|
||||
threads.push(spawn(run_api(
|
||||
postgres_pool.clone(),
|
||||
alpaca_pool.clone(),
|
||||
stock_live_mpsc_sender_arc.clone(),
|
||||
crypto_live_mpsc_sender_arc.clone(),
|
||||
)));
|
||||
threads.push(spawn(run_api(app_config.clone(), asset_broadcast_sender)));
|
||||
|
||||
for thread in threads {
|
||||
let _ = thread.await?;
|
||||
|
||||
@@ -1,98 +0,0 @@
|
||||
use apca::{ApiInfo, Client};
|
||||
use async_trait::async_trait;
|
||||
use deadpool::managed::{BuildError, Manager, Pool, RecycleResult};
|
||||
use std::{env, error::Error};
|
||||
|
||||
pub struct AlpacaManager {
|
||||
apca_api_base_url: String,
|
||||
apca_api_key_id: String,
|
||||
apca_api_secret_key: String,
|
||||
}
|
||||
|
||||
impl AlpacaManager {
|
||||
pub fn new(
|
||||
apca_api_base_url: String,
|
||||
apca_api_key_id: String,
|
||||
apca_api_secret_key: String,
|
||||
) -> Self {
|
||||
Self {
|
||||
apca_api_base_url,
|
||||
apca_api_key_id,
|
||||
apca_api_secret_key,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
pub type AlpacaPool = Pool<AlpacaManager>;
|
||||
|
||||
#[async_trait]
|
||||
impl Manager for AlpacaManager {
|
||||
type Type = Client;
|
||||
type Error = Box<dyn Error + Send + Sync>;
|
||||
|
||||
async fn create(&self) -> Result<Self::Type, Self::Error> {
|
||||
let client = Client::new(ApiInfo::from_parts(
|
||||
&self.apca_api_base_url,
|
||||
&self.apca_api_key_id,
|
||||
&self.apca_api_secret_key,
|
||||
)?);
|
||||
Ok(client)
|
||||
}
|
||||
|
||||
async fn recycle(&self, _: &mut Self::Type) -> RecycleResult<Self::Error> {
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
|
||||
pub async fn create_alpaca_client(
|
||||
apca_api_base_url: &str,
|
||||
apca_api_key_id: &str,
|
||||
apca_api_secret_key: &str,
|
||||
) -> Result<Client, Box<dyn Error + Send + Sync>> {
|
||||
Ok(Client::new(ApiInfo::from_parts(
|
||||
apca_api_base_url,
|
||||
apca_api_key_id,
|
||||
apca_api_secret_key,
|
||||
)?))
|
||||
}
|
||||
|
||||
pub async fn create_alpaca_client_from_env() -> Result<Client, Box<dyn Error + Send + Sync>> {
|
||||
create_alpaca_client(
|
||||
&env::var("APCA_API_BASE_URL")?,
|
||||
&env::var("APCA_API_KEY_ID")?,
|
||||
&env::var("APCA_API_SECRET_KEY")?,
|
||||
)
|
||||
.await
|
||||
}
|
||||
|
||||
pub async fn create_alpaca_pool(
|
||||
apca_api_base_url: &str,
|
||||
apca_api_key_id: &str,
|
||||
apca_api_secret_key: &str,
|
||||
num_clients: usize,
|
||||
) -> Result<AlpacaPool, Box<dyn Error + Send + Sync>> {
|
||||
let manager = AlpacaManager::new(
|
||||
apca_api_base_url.to_owned(),
|
||||
apca_api_key_id.to_owned(),
|
||||
apca_api_secret_key.to_owned(),
|
||||
);
|
||||
Pool::builder(manager)
|
||||
.max_size(num_clients)
|
||||
.build()
|
||||
.map_err(|e| match e {
|
||||
BuildError::Backend(e) => e,
|
||||
BuildError::NoRuntimeSpecified(_) => unreachable!(),
|
||||
})
|
||||
}
|
||||
|
||||
pub async fn create_alpaca_pool_from_env(
|
||||
num_clients: usize,
|
||||
) -> Result<AlpacaPool, Box<dyn Error + Send + Sync>> {
|
||||
create_alpaca_pool(
|
||||
&env::var("APCA_API_BASE_URL")?,
|
||||
&env::var("APCA_API_KEY_ID")?,
|
||||
&env::var("APCA_API_SECRET_KEY")?,
|
||||
num_clients,
|
||||
)
|
||||
.await
|
||||
}
|
||||
@@ -1,2 +0,0 @@
|
||||
pub mod alpaca;
|
||||
pub mod postgres;
|
||||
@@ -1,21 +0,0 @@
|
||||
use sqlx::{postgres::PgPoolOptions, PgPool};
|
||||
use std::{env, error::Error};
|
||||
|
||||
pub type PostgresPool = PgPool;
|
||||
|
||||
pub async fn create_postgres_pool(
|
||||
database_url: &str,
|
||||
num_clients: usize,
|
||||
) -> Result<PostgresPool, Box<dyn Error + Send + Sync>> {
|
||||
PgPoolOptions::new()
|
||||
.max_connections(num_clients as u32)
|
||||
.connect(database_url)
|
||||
.await
|
||||
.map_err(|e| e.into())
|
||||
}
|
||||
|
||||
pub async fn create_postgres_pool_from_env(
|
||||
num_clients: usize,
|
||||
) -> Result<PostgresPool, Box<dyn Error + Send + Sync>> {
|
||||
create_postgres_pool(&env::var("DATABASE_URL")?, num_clients).await
|
||||
}
|
||||
@@ -1,22 +1,22 @@
|
||||
use crate::data::live::AssetMPSCMessage;
|
||||
use std::sync::Arc;
|
||||
|
||||
use crate::config::AppConfig;
|
||||
use crate::database;
|
||||
use crate::database::assets::update_asset_trading;
|
||||
use crate::pool::alpaca::AlpacaPool;
|
||||
use crate::pool::postgres::PostgresPool;
|
||||
use crate::types::{Asset, Class, Exchange};
|
||||
use apca::api::v2::asset::{self, Symbol};
|
||||
use apca::RequestError;
|
||||
use crate::types::api;
|
||||
use crate::types::{Asset, AssetBroadcastMessage, Status};
|
||||
use axum::{extract::Path, http::StatusCode, Extension, Json};
|
||||
use http::Method;
|
||||
use log::info;
|
||||
use serde::Deserialize;
|
||||
use sqlx::types::time::OffsetDateTime;
|
||||
use std::sync::Arc;
|
||||
use tokio::sync::mpsc::Sender;
|
||||
use tokio::sync::broadcast::Sender;
|
||||
|
||||
const ALPACA_API_URL: &str = "https://api.alpaca.markets/v2";
|
||||
|
||||
pub async fn get_assets(
|
||||
Extension(postgres_pool): Extension<PostgresPool>,
|
||||
Extension(app_config): Extension<Arc<AppConfig>>,
|
||||
) -> Result<(StatusCode, Json<Vec<Asset>>), StatusCode> {
|
||||
let assets = database::assets::get_assets(&postgres_pool)
|
||||
let assets = database::assets::get_assets(&app_config.postgres_pool)
|
||||
.await
|
||||
.map_err(|_| StatusCode::INTERNAL_SERVER_ERROR)?;
|
||||
|
||||
@@ -24,10 +24,10 @@ pub async fn get_assets(
|
||||
}
|
||||
|
||||
pub async fn get_asset(
|
||||
Extension(postgres_pool): Extension<PostgresPool>,
|
||||
Extension(app_config): Extension<Arc<AppConfig>>,
|
||||
Path(symbol): Path<String>,
|
||||
) -> Result<(StatusCode, Json<Asset>), StatusCode> {
|
||||
let asset = database::assets::get_asset(&postgres_pool, &symbol)
|
||||
let asset = database::assets::get_asset(&app_config.postgres_pool, &symbol)
|
||||
.await
|
||||
.map_err(|_| StatusCode::INTERNAL_SERVER_ERROR)?;
|
||||
|
||||
@@ -37,7 +37,6 @@ pub async fn get_asset(
|
||||
}
|
||||
}
|
||||
|
||||
#[allow(dead_code)]
|
||||
#[derive(Deserialize)]
|
||||
pub struct AddAssetRequest {
|
||||
symbol: String,
|
||||
@@ -45,13 +44,11 @@ pub struct AddAssetRequest {
|
||||
}
|
||||
|
||||
pub async fn add_asset(
|
||||
Extension(postgres_pool): Extension<PostgresPool>,
|
||||
Extension(alpaca_pool): Extension<AlpacaPool>,
|
||||
Extension(stock_live_mpsc_sender): Extension<Arc<Sender<AssetMPSCMessage>>>,
|
||||
Extension(crypto_live_mpsc_sender): Extension<Arc<Sender<AssetMPSCMessage>>>,
|
||||
Extension(app_config): Extension<Arc<AppConfig>>,
|
||||
Extension(asset_broadcast_sender): Extension<Sender<AssetBroadcastMessage>>,
|
||||
Json(request): Json<AddAssetRequest>,
|
||||
) -> Result<(StatusCode, Json<Asset>), StatusCode> {
|
||||
if database::assets::get_asset(&postgres_pool, &request.symbol)
|
||||
if database::assets::get_asset(&app_config.postgres_pool, &request.symbol)
|
||||
.await
|
||||
.map_err(|_| StatusCode::INTERNAL_SERVER_ERROR)?
|
||||
.is_some()
|
||||
@@ -59,44 +56,40 @@ pub async fn add_asset(
|
||||
return Err(StatusCode::CONFLICT);
|
||||
}
|
||||
|
||||
let asset = alpaca_pool
|
||||
.get()
|
||||
let asset = app_config
|
||||
.reqwest_client
|
||||
.request(
|
||||
Method::GET,
|
||||
&format!("{}/assets/{}", ALPACA_API_URL, request.symbol),
|
||||
)
|
||||
.header("APCA-API-KEY-ID", &app_config.alpaca_api_key)
|
||||
.header("APCA-API-SECRET-KEY", &app_config.alpaca_api_secret)
|
||||
.send()
|
||||
.await
|
||||
.map_err(|_| StatusCode::INTERNAL_SERVER_ERROR)?
|
||||
.issue::<asset::Get>(&Symbol::Sym(request.symbol))
|
||||
.await
|
||||
.map_err(|e| match e {
|
||||
RequestError::Endpoint(_) => StatusCode::NOT_FOUND,
|
||||
.map_err(|e| match e.status() {
|
||||
Some(StatusCode::NOT_FOUND) => StatusCode::NOT_FOUND,
|
||||
Some(StatusCode::FORBIDDEN) => panic!(),
|
||||
_ => StatusCode::INTERNAL_SERVER_ERROR,
|
||||
})?;
|
||||
|
||||
let asset = Asset {
|
||||
symbol: asset.symbol,
|
||||
class: Class::from(asset.class) as Class,
|
||||
exchange: Exchange::from(asset.exchange) as Exchange,
|
||||
trading: request.trading.unwrap_or(false),
|
||||
date_added: OffsetDateTime::now_utc(),
|
||||
};
|
||||
let asset = asset.json::<api::Asset>().await.unwrap();
|
||||
|
||||
let asset = database::assets::add_asset(&postgres_pool, asset)
|
||||
if asset.status != Status::Active || !asset.tradable || !asset.fractionable {
|
||||
return Err(StatusCode::FORBIDDEN);
|
||||
}
|
||||
|
||||
let mut asset = Asset::from(asset);
|
||||
if let Some(trading) = request.trading {
|
||||
asset.trading = trading;
|
||||
}
|
||||
|
||||
let asset = database::assets::add_asset(&app_config.postgres_pool, asset)
|
||||
.await
|
||||
.map_err(|_| StatusCode::INTERNAL_SERVER_ERROR)?;
|
||||
|
||||
match asset.class {
|
||||
Class(asset::Class::UsEquity) => {
|
||||
stock_live_mpsc_sender
|
||||
.send(AssetMPSCMessage::Added(asset.clone()))
|
||||
.await
|
||||
.map_err(|_| StatusCode::INTERNAL_SERVER_ERROR)?;
|
||||
}
|
||||
Class(asset::Class::Crypto) => {
|
||||
crypto_live_mpsc_sender
|
||||
.send(AssetMPSCMessage::Added(asset.clone()))
|
||||
.await
|
||||
.map_err(|_| StatusCode::INTERNAL_SERVER_ERROR)?;
|
||||
}
|
||||
_ => {}
|
||||
}
|
||||
asset_broadcast_sender
|
||||
.send(AssetBroadcastMessage::Added(asset.clone()))
|
||||
.map_err(|_| StatusCode::INTERNAL_SERVER_ERROR)?;
|
||||
|
||||
info!("Added asset {}.", asset.symbol);
|
||||
Ok((StatusCode::CREATED, Json(asset)))
|
||||
@@ -109,16 +102,21 @@ pub struct UpdateAssetRequest {
|
||||
}
|
||||
|
||||
pub async fn update_asset(
|
||||
Extension(postgres_pool): Extension<PostgresPool>,
|
||||
Extension(app_config): Extension<Arc<AppConfig>>,
|
||||
Extension(asset_broadcast_sender): Extension<Sender<AssetBroadcastMessage>>,
|
||||
Path(symbol): Path<String>,
|
||||
Json(request): Json<UpdateAssetRequest>,
|
||||
) -> Result<(StatusCode, Json<Asset>), StatusCode> {
|
||||
let asset = update_asset_trading(&postgres_pool, &symbol, request.trading)
|
||||
let asset = update_asset_trading(&app_config.postgres_pool, &symbol, request.trading)
|
||||
.await
|
||||
.map_err(|_| StatusCode::INTERNAL_SERVER_ERROR)?;
|
||||
|
||||
match asset {
|
||||
Some(asset) => {
|
||||
asset_broadcast_sender
|
||||
.send(AssetBroadcastMessage::Updated(asset.clone()))
|
||||
.map_err(|_| StatusCode::INTERNAL_SERVER_ERROR)?;
|
||||
|
||||
info!("Updated asset {}.", symbol);
|
||||
Ok((StatusCode::OK, Json(asset)))
|
||||
}
|
||||
@@ -127,32 +125,19 @@ pub async fn update_asset(
|
||||
}
|
||||
|
||||
pub async fn delete_asset(
|
||||
Extension(postgres_pool): Extension<PostgresPool>,
|
||||
Extension(stock_live_mpsc_sender): Extension<Arc<Sender<AssetMPSCMessage>>>,
|
||||
Extension(crypto_live_mpsc_sender): Extension<Arc<Sender<AssetMPSCMessage>>>,
|
||||
Extension(app_config): Extension<Arc<AppConfig>>,
|
||||
Extension(asset_broadcast_sender): Extension<Sender<AssetBroadcastMessage>>,
|
||||
Path(symbol): Path<String>,
|
||||
) -> Result<StatusCode, StatusCode> {
|
||||
let asset = database::assets::delete_asset(&postgres_pool, &symbol)
|
||||
let asset = database::assets::delete_asset(&app_config.postgres_pool, &symbol)
|
||||
.await
|
||||
.map_err(|_| StatusCode::INTERNAL_SERVER_ERROR)?;
|
||||
|
||||
match asset {
|
||||
Some(asset) => {
|
||||
match asset.class {
|
||||
Class(asset::Class::UsEquity) => {
|
||||
stock_live_mpsc_sender
|
||||
.send(AssetMPSCMessage::Removed(asset.clone()))
|
||||
.await
|
||||
.map_err(|_| StatusCode::INTERNAL_SERVER_ERROR)?;
|
||||
}
|
||||
Class(asset::Class::Crypto) => {
|
||||
crypto_live_mpsc_sender
|
||||
.send(AssetMPSCMessage::Removed(asset.clone()))
|
||||
.await
|
||||
.map_err(|_| StatusCode::INTERNAL_SERVER_ERROR)?;
|
||||
}
|
||||
_ => {}
|
||||
}
|
||||
asset_broadcast_sender
|
||||
.send(AssetBroadcastMessage::Deleted(asset.clone()))
|
||||
.map_err(|_| StatusCode::INTERNAL_SERVER_ERROR)?;
|
||||
|
||||
info!("Deleted asset {}.", symbol);
|
||||
Ok(StatusCode::NO_CONTENT)
|
||||
|
||||
@@ -1,22 +1,17 @@
|
||||
use crate::{
|
||||
data::live::AssetMPSCMessage,
|
||||
pool::{alpaca::AlpacaPool, postgres::PostgresPool},
|
||||
};
|
||||
use crate::{config::AppConfig, types::AssetBroadcastMessage};
|
||||
use axum::{
|
||||
routing::{delete, get, post},
|
||||
Extension, Router, Server,
|
||||
};
|
||||
use log::info;
|
||||
use std::{net::SocketAddr, sync::Arc};
|
||||
use tokio::sync::mpsc::Sender;
|
||||
use tokio::sync::broadcast::Sender;
|
||||
|
||||
pub mod assets;
|
||||
|
||||
pub async fn run_api(
|
||||
postgres_pool: PostgresPool,
|
||||
alpaca_pool: AlpacaPool,
|
||||
stock_live_mpsc_sender: Arc<Sender<AssetMPSCMessage>>,
|
||||
crypto_live_mpsc_sender: Arc<Sender<AssetMPSCMessage>>,
|
||||
app_config: Arc<AppConfig>,
|
||||
asset_broadcast_sender: Sender<AssetBroadcastMessage>,
|
||||
) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
|
||||
let app = Router::new()
|
||||
.route("/assets", get(assets::get_assets))
|
||||
@@ -24,10 +19,8 @@ pub async fn run_api(
|
||||
.route("/assets", post(assets::add_asset))
|
||||
.route("/assets/:symbol", post(assets::update_asset))
|
||||
.route("/assets/:symbol", delete(assets::delete_asset))
|
||||
.layer(Extension(postgres_pool))
|
||||
.layer(Extension(alpaca_pool))
|
||||
.layer(Extension(stock_live_mpsc_sender))
|
||||
.layer(Extension(crypto_live_mpsc_sender));
|
||||
.layer(Extension(app_config))
|
||||
.layer(Extension(asset_broadcast_sender));
|
||||
|
||||
let addr = SocketAddr::from(([0, 0, 0, 0], 7878));
|
||||
info!("Listening on {}...", addr);
|
||||
|
||||
@@ -1,88 +0,0 @@
|
||||
use serde::{Deserialize, Serialize};
|
||||
use sqlx::{error::BoxDynError, Decode, Encode, FromRow, Postgres, Type};
|
||||
use std::ops::Deref;
|
||||
use time::OffsetDateTime;
|
||||
|
||||
macro_rules! impl_apca_sqlx_traits {
|
||||
($outer_type:ident, $inner_type:path, $fallback:expr) => {
|
||||
#[derive(Clone, Debug, Copy, PartialEq, Serialize, Deserialize)]
|
||||
pub struct $outer_type(pub $inner_type);
|
||||
|
||||
impl Deref for $outer_type {
|
||||
type Target = $inner_type;
|
||||
|
||||
fn deref(&self) -> &Self::Target {
|
||||
&self.0
|
||||
}
|
||||
}
|
||||
|
||||
impl From<$inner_type> for $outer_type {
|
||||
fn from(inner: $inner_type) -> Self {
|
||||
$outer_type(inner)
|
||||
}
|
||||
}
|
||||
|
||||
impl From<String> for $outer_type {
|
||||
fn from(s: String) -> Self {
|
||||
s.parse().unwrap_or($fallback).into()
|
||||
}
|
||||
}
|
||||
|
||||
impl Decode<'_, Postgres> for $outer_type {
|
||||
fn decode(
|
||||
value: <Postgres as sqlx::database::HasValueRef<'_>>::ValueRef,
|
||||
) -> Result<Self, BoxDynError> {
|
||||
Ok($outer_type::from(<String as Decode<Postgres>>::decode(
|
||||
value,
|
||||
)?))
|
||||
}
|
||||
}
|
||||
|
||||
impl Encode<'_, Postgres> for $outer_type {
|
||||
fn encode_by_ref(
|
||||
&self,
|
||||
buf: &mut <Postgres as sqlx::database::HasArguments<'_>>::ArgumentBuffer,
|
||||
) -> sqlx::encode::IsNull {
|
||||
<String as Encode<Postgres>>::encode_by_ref(&self.0.as_ref().into(), buf)
|
||||
}
|
||||
}
|
||||
|
||||
impl Type<Postgres> for $outer_type {
|
||||
fn type_info() -> <Postgres as sqlx::Database>::TypeInfo {
|
||||
<String as Type<Postgres>>::type_info()
|
||||
}
|
||||
}
|
||||
};
|
||||
}
|
||||
|
||||
impl_apca_sqlx_traits!(
|
||||
Class,
|
||||
apca::api::v2::asset::Class,
|
||||
apca::api::v2::asset::Class::Unknown
|
||||
);
|
||||
|
||||
impl_apca_sqlx_traits!(
|
||||
Exchange,
|
||||
apca::api::v2::asset::Exchange,
|
||||
apca::api::v2::asset::Exchange::Unknown
|
||||
);
|
||||
|
||||
#[derive(Clone, Debug, PartialEq, FromRow, Serialize, Deserialize)]
|
||||
pub struct Asset {
|
||||
pub symbol: String,
|
||||
pub class: Class,
|
||||
pub exchange: Exchange,
|
||||
pub trading: bool,
|
||||
pub date_added: OffsetDateTime,
|
||||
}
|
||||
|
||||
#[derive(Clone, Debug, PartialEq, FromRow, Serialize, Deserialize)]
|
||||
pub struct Bar {
|
||||
pub timestamp: OffsetDateTime,
|
||||
pub asset_symbol: String,
|
||||
pub open: f64,
|
||||
pub high: f64,
|
||||
pub low: f64,
|
||||
pub close: f64,
|
||||
pub volume: f64,
|
||||
}
|
||||
19
backend/src/types/api/asset.rs
Normal file
19
backend/src/types/api/asset.rs
Normal file
@@ -0,0 +1,19 @@
|
||||
use crate::types::{Class, Exchange, Status};
|
||||
use serde::Deserialize;
|
||||
|
||||
#[derive(Deserialize)]
|
||||
pub struct Asset {
|
||||
pub id: String,
|
||||
pub class: Class,
|
||||
pub exchange: Exchange,
|
||||
pub symbol: String,
|
||||
pub name: String,
|
||||
pub status: Status,
|
||||
pub tradable: bool,
|
||||
pub marginable: bool,
|
||||
pub shortable: bool,
|
||||
pub easy_to_borrow: bool,
|
||||
pub fractionable: bool,
|
||||
pub maintenance_margin_requirement: Option<f32>,
|
||||
pub attributes: Option<Vec<String>>,
|
||||
}
|
||||
3
backend/src/types/api/mod.rs
Normal file
3
backend/src/types/api/mod.rs
Normal file
@@ -0,0 +1,3 @@
|
||||
pub mod asset;
|
||||
|
||||
pub use asset::*;
|
||||
33
backend/src/types/asset.rs
Normal file
33
backend/src/types/asset.rs
Normal file
@@ -0,0 +1,33 @@
|
||||
use super::{api, class::Class, exchange::Exchange};
|
||||
use serde::{Deserialize, Serialize};
|
||||
use sqlx::FromRow;
|
||||
use time::OffsetDateTime;
|
||||
|
||||
#[derive(Clone, Debug, PartialEq, FromRow, Serialize, Deserialize)]
|
||||
pub struct Asset {
|
||||
pub symbol: String,
|
||||
pub class: Class,
|
||||
pub exchange: Exchange,
|
||||
pub trading: bool,
|
||||
pub date_added: OffsetDateTime,
|
||||
}
|
||||
|
||||
impl From<api::Asset> for Asset {
|
||||
fn from(asset: api::Asset) -> Self {
|
||||
Self {
|
||||
symbol: asset.symbol,
|
||||
class: asset.class,
|
||||
exchange: asset.exchange,
|
||||
trading: asset.tradable,
|
||||
date_added: OffsetDateTime::now_utc(),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[derive(Clone, Debug, PartialEq, Serialize, Deserialize)]
|
||||
pub enum AssetBroadcastMessage {
|
||||
Added(Asset),
|
||||
Updated(Asset),
|
||||
Deleted(Asset),
|
||||
Reset(Asset),
|
||||
}
|
||||
33
backend/src/types/bar.rs
Normal file
33
backend/src/types/bar.rs
Normal file
@@ -0,0 +1,33 @@
|
||||
use super::websocket::BarMessage;
|
||||
use serde::{Deserialize, Serialize};
|
||||
use sqlx::FromRow;
|
||||
use time::OffsetDateTime;
|
||||
|
||||
#[derive(Clone, Debug, PartialEq, FromRow, Serialize, Deserialize)]
|
||||
pub struct Bar {
|
||||
pub timestamp: OffsetDateTime,
|
||||
pub asset_symbol: String,
|
||||
pub open: f64,
|
||||
pub high: f64,
|
||||
pub low: f64,
|
||||
pub close: f64,
|
||||
pub volume: f64,
|
||||
pub num_trades: i64,
|
||||
pub volume_weighted: f64,
|
||||
}
|
||||
|
||||
impl From<BarMessage> for Bar {
|
||||
fn from(bar_message: BarMessage) -> Self {
|
||||
Self {
|
||||
timestamp: bar_message.timestamp,
|
||||
asset_symbol: bar_message.symbol,
|
||||
open: bar_message.open,
|
||||
high: bar_message.high,
|
||||
low: bar_message.low,
|
||||
close: bar_message.close,
|
||||
volume: bar_message.volume,
|
||||
num_trades: bar_message.num_trades,
|
||||
volume_weighted: bar_message.volume_weighted,
|
||||
}
|
||||
}
|
||||
}
|
||||
12
backend/src/types/class.rs
Normal file
12
backend/src/types/class.rs
Normal file
@@ -0,0 +1,12 @@
|
||||
use serde::{Deserialize, Serialize};
|
||||
use sqlx::Type;
|
||||
|
||||
#[derive(Clone, Debug, PartialEq, Serialize, Deserialize, Type)]
|
||||
pub enum Class {
|
||||
#[sqlx(rename = "us_equity")]
|
||||
#[serde(rename = "us_equity")]
|
||||
UsEquity,
|
||||
#[sqlx(rename = "crypto")]
|
||||
#[serde(rename = "crypto")]
|
||||
Crypto,
|
||||
}
|
||||
30
backend/src/types/exchange.rs
Normal file
30
backend/src/types/exchange.rs
Normal file
@@ -0,0 +1,30 @@
|
||||
use serde::{Deserialize, Serialize};
|
||||
use sqlx::Type;
|
||||
|
||||
#[derive(Clone, Debug, PartialEq, Serialize, Deserialize, Type)]
|
||||
pub enum Exchange {
|
||||
#[sqlx(rename = "AMEX")]
|
||||
#[serde(rename = "AMEX")]
|
||||
Amex,
|
||||
#[sqlx(rename = "ARCA")]
|
||||
#[serde(rename = "ARCA")]
|
||||
Arca,
|
||||
#[sqlx(rename = "BATS")]
|
||||
#[serde(rename = "BATS")]
|
||||
Bats,
|
||||
#[sqlx(rename = "NYSE")]
|
||||
#[serde(rename = "NYSE")]
|
||||
Nyse,
|
||||
#[sqlx(rename = "NASDAQ")]
|
||||
#[serde(rename = "NASDAQ")]
|
||||
Nasdaq,
|
||||
#[sqlx(rename = "NYSEARCA")]
|
||||
#[serde(rename = "NYSEARCA")]
|
||||
Nysearca,
|
||||
#[sqlx(rename = "OTC")]
|
||||
#[serde(rename = "OTC")]
|
||||
Otc,
|
||||
#[sqlx(rename = "CRYPTO")]
|
||||
#[serde(rename = "CRYPTO")]
|
||||
Crypto,
|
||||
}
|
||||
13
backend/src/types/mod.rs
Normal file
13
backend/src/types/mod.rs
Normal file
@@ -0,0 +1,13 @@
|
||||
pub mod api;
|
||||
pub mod asset;
|
||||
pub mod bar;
|
||||
pub mod class;
|
||||
pub mod exchange;
|
||||
pub mod status;
|
||||
pub mod websocket;
|
||||
|
||||
pub use asset::*;
|
||||
pub use bar::*;
|
||||
pub use class::*;
|
||||
pub use exchange::*;
|
||||
pub use status::*;
|
||||
12
backend/src/types/status.rs
Normal file
12
backend/src/types/status.rs
Normal file
@@ -0,0 +1,12 @@
|
||||
use serde::{Deserialize, Serialize};
|
||||
use sqlx::Type;
|
||||
|
||||
#[derive(Clone, Debug, PartialEq, Serialize, Deserialize, Type)]
|
||||
pub enum Status {
|
||||
#[sqlx(rename = "active")]
|
||||
#[serde(rename = "active")]
|
||||
Active,
|
||||
#[sqlx(rename = "inactive")]
|
||||
#[serde(rename = "inactive")]
|
||||
Inactive,
|
||||
}
|
||||
63
backend/src/types/websocket/incoming.rs
Normal file
63
backend/src/types/websocket/incoming.rs
Normal file
@@ -0,0 +1,63 @@
|
||||
use serde::Deserialize;
|
||||
use time::OffsetDateTime;
|
||||
|
||||
#[derive(Debug, Deserialize, PartialEq)]
|
||||
#[serde(tag = "T")]
|
||||
pub enum IncomingMessage {
|
||||
#[serde(rename = "success")]
|
||||
Success(SuccessMessage),
|
||||
#[serde(rename = "subscription")]
|
||||
Subscription(SubscriptionMessage),
|
||||
#[serde(rename = "b")]
|
||||
Bars(BarMessage),
|
||||
#[serde(rename = "u")]
|
||||
UpdatedBars(BarMessage),
|
||||
}
|
||||
|
||||
#[derive(Debug, PartialEq, Deserialize)]
|
||||
pub enum SuccessMessageType {
|
||||
#[serde(rename = "connected")]
|
||||
Connected,
|
||||
#[serde(rename = "authenticated")]
|
||||
Authenticated,
|
||||
}
|
||||
|
||||
#[derive(Debug, PartialEq, Deserialize)]
|
||||
pub struct SuccessMessage {
|
||||
pub msg: SuccessMessageType,
|
||||
}
|
||||
|
||||
#[derive(Debug, PartialEq, Deserialize)]
|
||||
pub struct SubscriptionMessage {
|
||||
pub trades: Vec<String>,
|
||||
pub quotes: Vec<String>,
|
||||
pub orderbooks: Vec<String>,
|
||||
pub bars: Vec<String>,
|
||||
#[serde(rename = "updatedBars")]
|
||||
pub updated_bars: Vec<String>,
|
||||
#[serde(rename = "dailyBars")]
|
||||
pub daily_bars: Vec<String>,
|
||||
}
|
||||
|
||||
#[derive(Debug, PartialEq, Deserialize)]
|
||||
pub struct BarMessage {
|
||||
#[serde(rename = "t")]
|
||||
#[serde(with = "time::serde::rfc3339")]
|
||||
pub timestamp: OffsetDateTime,
|
||||
#[serde(rename = "S")]
|
||||
pub symbol: String,
|
||||
#[serde(rename = "o")]
|
||||
pub open: f64,
|
||||
#[serde(rename = "h")]
|
||||
pub high: f64,
|
||||
#[serde(rename = "l")]
|
||||
pub low: f64,
|
||||
#[serde(rename = "c")]
|
||||
pub close: f64,
|
||||
#[serde(rename = "v")]
|
||||
pub volume: f64,
|
||||
#[serde(rename = "n")]
|
||||
pub num_trades: i64,
|
||||
#[serde(rename = "vw")]
|
||||
pub volume_weighted: f64,
|
||||
}
|
||||
5
backend/src/types/websocket/mod.rs
Normal file
5
backend/src/types/websocket/mod.rs
Normal file
@@ -0,0 +1,5 @@
|
||||
pub mod incoming;
|
||||
pub mod outgoing;
|
||||
|
||||
pub use incoming::*;
|
||||
pub use outgoing::*;
|
||||
47
backend/src/types/websocket/outgoing.rs
Normal file
47
backend/src/types/websocket/outgoing.rs
Normal file
@@ -0,0 +1,47 @@
|
||||
use serde::Serialize;
|
||||
|
||||
#[derive(Debug, Serialize)]
|
||||
#[serde(tag = "action")]
|
||||
pub enum OutgoingMessage {
|
||||
#[serde(rename = "auth")]
|
||||
Auth(AuthMessage),
|
||||
#[serde(rename = "subscribe")]
|
||||
Subscribe(SubscribeMessage),
|
||||
#[serde(rename = "unsubscribe")]
|
||||
Unsubscribe(SubscribeMessage),
|
||||
}
|
||||
|
||||
#[derive(Debug, Serialize)]
|
||||
pub struct AuthMessage {
|
||||
key: String,
|
||||
secret: String,
|
||||
}
|
||||
|
||||
impl AuthMessage {
|
||||
pub fn new(key: String, secret: String) -> Self {
|
||||
Self { key, secret }
|
||||
}
|
||||
}
|
||||
|
||||
#[derive(Debug, Serialize)]
|
||||
pub struct SubscribeMessage {
|
||||
bars: Vec<String>,
|
||||
#[serde(rename = "updatedBars")]
|
||||
updated_bars: Vec<String>,
|
||||
}
|
||||
|
||||
impl SubscribeMessage {
|
||||
pub fn new(symbol: String) -> Self {
|
||||
Self {
|
||||
bars: vec![symbol.clone()],
|
||||
updated_bars: vec![symbol],
|
||||
}
|
||||
}
|
||||
|
||||
pub fn from_vec(symbols: Vec<String>) -> Self {
|
||||
Self {
|
||||
bars: symbols.clone(),
|
||||
updated_bars: symbols,
|
||||
}
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user