Improve error handling
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
This commit is contained in:
@@ -22,7 +22,7 @@ build:
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cache:
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cache:
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<<: *global_cache
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<<: *global_cache
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script:
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script:
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- cargo build
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- cargo +nightly build
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test:
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test:
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image: registry.karaolidis.com/karaolidis/qrust/rust
|
image: registry.karaolidis.com/karaolidis/qrust/rust
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@@ -30,7 +30,7 @@ test:
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cache:
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cache:
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<<: *global_cache
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<<: *global_cache
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script:
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script:
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- cargo test
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- cargo +nightly test
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|
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lint:
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lint:
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image: registry.karaolidis.com/karaolidis/qrust/rust
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image: registry.karaolidis.com/karaolidis/qrust/rust
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@@ -38,8 +38,8 @@ lint:
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cache:
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cache:
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<<: *global_cache
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<<: *global_cache
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script:
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script:
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- cargo fmt --all -- --check
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- cargo +nightly fmt --all -- --check
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- cargo clippy --all-targets --all-features
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- cargo +nightly clippy --all-targets --all-features
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depcheck:
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depcheck:
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image: registry.karaolidis.com/karaolidis/qrust/rust
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image: registry.karaolidis.com/karaolidis/qrust/rust
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@@ -47,7 +47,7 @@ depcheck:
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cache:
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cache:
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<<: *global_cache
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<<: *global_cache
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script:
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script:
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- cargo outdated
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- cargo +nightly outdated
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- cargo +nightly udeps
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- cargo +nightly udeps
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build-release:
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build-release:
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@@ -56,7 +56,7 @@ build-release:
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cache:
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cache:
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<<: *global_cache
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<<: *global_cache
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script:
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script:
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- cargo build --release
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- cargo +nightly build --release
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after_script:
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after_script:
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- echo "JOB_ID=$CI_JOB_ID" >> job.env
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- echo "JOB_ID=$CI_JOB_ID" >> job.env
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artifacts:
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artifacts:
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|
62
Cargo.lock
generated
62
Cargo.lock
generated
@@ -116,6 +116,20 @@ dependencies = [
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"tracing",
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"tracing",
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]
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]
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|
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|
[[package]]
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|
name = "backoff"
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|
version = "0.4.0"
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|
source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "b62ddb9cb1ec0a098ad4bbf9344d0713fa193ae1a80af55febcff2627b6a00c1"
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|
dependencies = [
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|
"futures-core",
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|
"getrandom",
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|
"instant",
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|
"pin-project-lite",
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|
"rand",
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|
"tokio",
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|
]
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|
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[[package]]
|
[[package]]
|
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name = "backtrace"
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name = "backtrace"
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version = "0.3.69"
|
version = "0.3.69"
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@@ -567,9 +581,9 @@ dependencies = [
|
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|
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[[package]]
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[[package]]
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name = "h2"
|
name = "h2"
|
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version = "0.3.23"
|
version = "0.3.24"
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source = "registry+https://github.com/rust-lang/crates.io-index"
|
source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "b553656127a00601c8ae5590fcfdc118e4083a7924b6cf4ffc1ea4b99dc429d7"
|
checksum = "bb2c4422095b67ee78da96fbb51a4cc413b3b25883c7717ff7ca1ab31022c9c9"
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dependencies = [
|
dependencies = [
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"bytes",
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"bytes",
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"fnv",
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"fnv",
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@@ -586,9 +600,9 @@ dependencies = [
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|
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[[package]]
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[[package]]
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name = "h2"
|
name = "h2"
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version = "0.4.1"
|
version = "0.4.2"
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source = "registry+https://github.com/rust-lang/crates.io-index"
|
source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "991910e35c615d8cab86b5ab04be67e6ad24d2bf5f4f11fdbbed26da999bbeab"
|
checksum = "31d030e59af851932b72ceebadf4a2b5986dba4c3b99dd2493f8273a0f151943"
|
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dependencies = [
|
dependencies = [
|
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"bytes",
|
"bytes",
|
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"fnv",
|
"fnv",
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@@ -626,9 +640,9 @@ dependencies = [
|
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|
|
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[[package]]
|
[[package]]
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name = "hermit-abi"
|
name = "hermit-abi"
|
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version = "0.3.3"
|
version = "0.3.4"
|
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source = "registry+https://github.com/rust-lang/crates.io-index"
|
source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "d77f7ec81a6d05a3abb01ab6eb7590f6083d08449fe5a1c8b1e620283546ccb7"
|
checksum = "5d3d0e0f38255e7fa3cf31335b3a56f05febd18025f4db5ef7a0cfb4f8da651f"
|
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|
|
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[[package]]
|
[[package]]
|
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name = "http"
|
name = "http"
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@@ -714,7 +728,7 @@ dependencies = [
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"futures-channel",
|
"futures-channel",
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"futures-core",
|
"futures-core",
|
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"futures-util",
|
"futures-util",
|
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"h2 0.3.23",
|
"h2 0.3.24",
|
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"http 0.2.11",
|
"http 0.2.11",
|
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"http-body 0.4.6",
|
"http-body 0.4.6",
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"httparse",
|
"httparse",
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@@ -737,7 +751,7 @@ dependencies = [
|
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"bytes",
|
"bytes",
|
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"futures-channel",
|
"futures-channel",
|
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"futures-util",
|
"futures-util",
|
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"h2 0.4.1",
|
"h2 0.4.2",
|
||||||
"http 1.0.0",
|
"http 1.0.0",
|
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"http-body 1.0.0",
|
"http-body 1.0.0",
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"httparse",
|
"httparse",
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@@ -831,6 +845,15 @@ dependencies = [
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"hashbrown 0.14.3",
|
"hashbrown 0.14.3",
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||||||
]
|
]
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|
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|
[[package]]
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|
name = "instant"
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|
version = "0.1.12"
|
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|
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||||
|
checksum = "7a5bbe824c507c5da5956355e86a746d82e0e1464f65d862cc5e71da70e94b2c"
|
||||||
|
dependencies = [
|
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|
"cfg-if",
|
||||||
|
]
|
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|
|
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[[package]]
|
[[package]]
|
||||||
name = "ipnet"
|
name = "ipnet"
|
||||||
version = "2.9.0"
|
version = "2.9.0"
|
||||||
@@ -1060,9 +1083,9 @@ checksum = "3fdb12b2476b595f9358c5161aa467c2438859caa136dec86c26fdd2efe17b92"
|
|||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
name = "openssl"
|
name = "openssl"
|
||||||
version = "0.10.62"
|
version = "0.10.63"
|
||||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||||
checksum = "8cde4d2d9200ad5909f8dac647e29482e07c3a35de8a13fce7c9c7747ad9f671"
|
checksum = "15c9d69dd87a29568d4d017cfe8ec518706046a05184e5aea92d0af890b803c8"
|
||||||
dependencies = [
|
dependencies = [
|
||||||
"bitflags 2.4.2",
|
"bitflags 2.4.2",
|
||||||
"cfg-if",
|
"cfg-if",
|
||||||
@@ -1092,9 +1115,9 @@ checksum = "ff011a302c396a5197692431fc1948019154afc178baf7d8e37367442a4601cf"
|
|||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
name = "openssl-sys"
|
name = "openssl-sys"
|
||||||
version = "0.9.98"
|
version = "0.9.99"
|
||||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||||
checksum = "c1665caf8ab2dc9aef43d1c0023bd904633a6a05cb30b0ad59bec2ae986e57a7"
|
checksum = "22e1bf214306098e4832460f797824c05d25aacdf896f64a985fb0fd992454ae"
|
||||||
dependencies = [
|
dependencies = [
|
||||||
"cc",
|
"cc",
|
||||||
"libc",
|
"libc",
|
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@@ -1204,6 +1227,7 @@ name = "qrust"
|
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version = "0.1.0"
|
version = "0.1.0"
|
||||||
dependencies = [
|
dependencies = [
|
||||||
"axum",
|
"axum",
|
||||||
|
"backoff",
|
||||||
"clickhouse",
|
"clickhouse",
|
||||||
"dotenv",
|
"dotenv",
|
||||||
"futures-util",
|
"futures-util",
|
||||||
@@ -1305,7 +1329,7 @@ dependencies = [
|
|||||||
"encoding_rs",
|
"encoding_rs",
|
||||||
"futures-core",
|
"futures-core",
|
||||||
"futures-util",
|
"futures-util",
|
||||||
"h2 0.3.23",
|
"h2 0.3.24",
|
||||||
"http 0.2.11",
|
"http 0.2.11",
|
||||||
"http-body 0.4.6",
|
"http-body 0.4.6",
|
||||||
"hyper 0.14.28",
|
"hyper 0.14.28",
|
||||||
@@ -1543,9 +1567,9 @@ dependencies = [
|
|||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
name = "smallvec"
|
name = "smallvec"
|
||||||
version = "1.12.0"
|
version = "1.13.1"
|
||||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||||
checksum = "2593d31f82ead8df961d8bd23a64c2ccf2eb5dd34b0a34bfb4dd54011c72009e"
|
checksum = "e6ecd384b10a64542d77071bd64bd7b231f4ed5940fba55e98c3de13824cf3d7"
|
||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
name = "socket2"
|
name = "socket2"
|
||||||
@@ -1856,9 +1880,9 @@ checksum = "42ff0bf0c66b8238c6f3b578df37d0b7848e55df8577b3f74f92a69acceeb825"
|
|||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
name = "unicode-bidi"
|
name = "unicode-bidi"
|
||||||
version = "0.3.14"
|
version = "0.3.15"
|
||||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||||
checksum = "6f2528f27a9eb2b21e69c95319b30bd0efd85d09c379741b0f78ea1d86be2416"
|
checksum = "08f95100a766bf4f8f28f90d77e0a5461bbdb219042e7679bebe79004fed8d75"
|
||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
name = "unicode-ident"
|
name = "unicode-ident"
|
||||||
@@ -1909,9 +1933,9 @@ checksum = "09cc8ee72d2a9becf2f2febe0205bbed8fc6615b7cb429ad062dc7b7ddd036a9"
|
|||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
name = "uuid"
|
name = "uuid"
|
||||||
version = "1.6.1"
|
version = "1.7.0"
|
||||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||||
checksum = "5e395fcf16a7a3d8127ec99782007af141946b4795001f876d54fb0d55978560"
|
checksum = "f00cc9702ca12d3c81455259621e676d0f7251cec66a21e98fe2e9a37db93b2a"
|
||||||
|
|
||||||
[[package]]
|
[[package]]
|
||||||
name = "vcpkg"
|
name = "vcpkg"
|
||||||
|
@@ -46,3 +46,4 @@ time = { version = "0.3.31", features = [
|
|||||||
"macros",
|
"macros",
|
||||||
"serde-well-known",
|
"serde-well-known",
|
||||||
] }
|
] }
|
||||||
|
backoff = { version = "0.4.0", features = ["tokio"] }
|
||||||
|
@@ -1,6 +1,8 @@
|
|||||||
appenders:
|
appenders:
|
||||||
stdout:
|
stdout:
|
||||||
kind: console
|
kind: console
|
||||||
|
encoder:
|
||||||
|
pattern: "{({d} {h({l})} {M}::{L}):65} - {m}{n}"
|
||||||
|
|
||||||
root:
|
root:
|
||||||
level: info
|
level: info
|
||||||
|
@@ -1,6 +1,9 @@
|
|||||||
use crate::types::alpaca::Source;
|
use crate::types::alpaca::Source;
|
||||||
use governor::{DefaultDirectRateLimiter, Quota, RateLimiter};
|
use governor::{DefaultDirectRateLimiter, Quota, RateLimiter};
|
||||||
use reqwest::{header::HeaderMap, Client};
|
use reqwest::{
|
||||||
|
header::{HeaderMap, HeaderName, HeaderValue},
|
||||||
|
Client,
|
||||||
|
};
|
||||||
use std::{env, num::NonZeroU32, sync::Arc};
|
use std::{env, num::NonZeroU32, sync::Arc};
|
||||||
|
|
||||||
pub const ALPACA_ASSET_API_URL: &str = "https://api.alpaca.markets/v2/assets";
|
pub const ALPACA_ASSET_API_URL: &str = "https://api.alpaca.markets/v2/assets";
|
||||||
@@ -36,20 +39,24 @@ impl Config {
|
|||||||
let clickhouse_db = env::var("CLICKHOUSE_DB").expect("CLICKHOUSE_DB must be set.");
|
let clickhouse_db = env::var("CLICKHOUSE_DB").expect("CLICKHOUSE_DB must be set.");
|
||||||
|
|
||||||
Self {
|
Self {
|
||||||
alpaca_api_key: alpaca_api_key.clone(),
|
|
||||||
alpaca_api_secret: alpaca_api_secret.clone(),
|
|
||||||
alpaca_client: Client::builder()
|
alpaca_client: Client::builder()
|
||||||
.default_headers({
|
.default_headers(HeaderMap::from_iter([
|
||||||
let mut headers = HeaderMap::new();
|
(
|
||||||
headers.insert("APCA-API-KEY-ID", alpaca_api_key.parse().unwrap());
|
HeaderName::from_static("apca-api-key-id"),
|
||||||
headers.insert("APCA-API-SECRET-KEY", alpaca_api_secret.parse().unwrap());
|
HeaderValue::from_str(&alpaca_api_key)
|
||||||
headers
|
.expect("Alpaca API key must not contain invalid characters."),
|
||||||
})
|
),
|
||||||
|
(
|
||||||
|
HeaderName::from_static("apca-api-secret-key"),
|
||||||
|
HeaderValue::from_str(&alpaca_api_secret)
|
||||||
|
.expect("Alpaca API secret must not contain invalid characters."),
|
||||||
|
),
|
||||||
|
]))
|
||||||
.build()
|
.build()
|
||||||
.unwrap(),
|
.unwrap(),
|
||||||
alpaca_rate_limit: RateLimiter::direct(Quota::per_minute(match alpaca_source {
|
alpaca_rate_limit: RateLimiter::direct(Quota::per_minute(match alpaca_source {
|
||||||
Source::Iex => NonZeroU32::new(180).unwrap(),
|
Source::Iex => unsafe { NonZeroU32::new_unchecked(200) },
|
||||||
Source::Sip => NonZeroU32::new(900).unwrap(),
|
Source::Sip => unsafe { NonZeroU32::new_unchecked(10000) },
|
||||||
})),
|
})),
|
||||||
alpaca_source,
|
alpaca_source,
|
||||||
clickhouse_client: clickhouse::Client::default()
|
clickhouse_client: clickhouse::Client::default()
|
||||||
@@ -57,6 +64,8 @@ impl Config {
|
|||||||
.with_user(clickhouse_user)
|
.with_user(clickhouse_user)
|
||||||
.with_password(clickhouse_password)
|
.with_password(clickhouse_password)
|
||||||
.with_database(clickhouse_db),
|
.with_database(clickhouse_db),
|
||||||
|
alpaca_api_key,
|
||||||
|
alpaca_api_secret,
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
@@ -1,7 +1,6 @@
|
|||||||
use crate::{
|
use crate::{
|
||||||
config::{
|
config::{
|
||||||
Config, ALPACA_CLOCK_API_URL, ALPACA_CRYPTO_DATA_URL, ALPACA_CRYPTO_WEBSOCKET_URL,
|
Config, ALPACA_CLOCK_API_URL, ALPACA_CRYPTO_WEBSOCKET_URL, ALPACA_STOCK_WEBSOCKET_URL,
|
||||||
ALPACA_STOCK_DATA_URL, ALPACA_STOCK_WEBSOCKET_URL,
|
|
||||||
},
|
},
|
||||||
data::authenticate_websocket,
|
data::authenticate_websocket,
|
||||||
database,
|
database,
|
||||||
@@ -12,7 +11,7 @@ use crate::{
|
|||||||
},
|
},
|
||||||
utils::{duration_until, last_minute, FIFTEEN_MINUTES, ONE_MINUTE},
|
utils::{duration_until, last_minute, FIFTEEN_MINUTES, ONE_MINUTE},
|
||||||
};
|
};
|
||||||
use core::panic;
|
use backoff::{future::retry, ExponentialBackoff};
|
||||||
use futures_util::{
|
use futures_util::{
|
||||||
stream::{SplitSink, SplitStream},
|
stream::{SplitSink, SplitStream},
|
||||||
SinkExt, StreamExt,
|
SinkExt, StreamExt,
|
||||||
@@ -29,7 +28,7 @@ use tokio::{
|
|||||||
spawn,
|
spawn,
|
||||||
sync::{
|
sync::{
|
||||||
broadcast::{Receiver, Sender},
|
broadcast::{Receiver, Sender},
|
||||||
RwLock,
|
Mutex, RwLock,
|
||||||
},
|
},
|
||||||
task::JoinHandle,
|
task::JoinHandle,
|
||||||
time::sleep,
|
time::sleep,
|
||||||
@@ -61,7 +60,7 @@ pub async fn run(
|
|||||||
let (stream, _) = connect_async(websocket_url).await.unwrap();
|
let (stream, _) = connect_async(websocket_url).await.unwrap();
|
||||||
let (mut sink, mut stream) = stream.split();
|
let (mut sink, mut stream) = stream.split();
|
||||||
authenticate_websocket(&app_config, &mut stream, &mut sink).await;
|
authenticate_websocket(&app_config, &mut stream, &mut sink).await;
|
||||||
let sink = Arc::new(RwLock::new(sink));
|
let sink = Arc::new(Mutex::new(sink));
|
||||||
|
|
||||||
let guard = Arc::new(RwLock::new(Guard {
|
let guard = Arc::new(RwLock::new(Guard {
|
||||||
symbols: HashSet::new(),
|
symbols: HashSet::new(),
|
||||||
@@ -106,17 +105,14 @@ pub async fn run(
|
|||||||
pub async fn broadcast_bus_handler(
|
pub async fn broadcast_bus_handler(
|
||||||
app_config: Arc<Config>,
|
app_config: Arc<Config>,
|
||||||
class: Class,
|
class: Class,
|
||||||
sink: Arc<RwLock<SplitSink<WebSocketStream<MaybeTlsStream<TcpStream>>, Message>>>,
|
sink: Arc<Mutex<SplitSink<WebSocketStream<MaybeTlsStream<TcpStream>>, Message>>>,
|
||||||
mut broadcast_bus_receiver: Receiver<BroadcastMessage>,
|
mut broadcast_bus_receiver: Receiver<BroadcastMessage>,
|
||||||
guard: Arc<RwLock<Guard>>,
|
guard: Arc<RwLock<Guard>>,
|
||||||
) {
|
) {
|
||||||
loop {
|
loop {
|
||||||
match broadcast_bus_receiver.recv().await.unwrap() {
|
match broadcast_bus_receiver.recv().await.unwrap() {
|
||||||
BroadcastMessage::Asset((action, assets)) => {
|
BroadcastMessage::Asset((action, mut assets)) => {
|
||||||
let assets = assets
|
assets.retain(|asset| asset.class == class);
|
||||||
.into_iter()
|
|
||||||
.filter(|asset| asset.class == class)
|
|
||||||
.collect::<Vec<_>>();
|
|
||||||
|
|
||||||
if assets.is_empty() {
|
if assets.is_empty() {
|
||||||
continue;
|
continue;
|
||||||
@@ -144,7 +140,7 @@ pub async fn broadcast_bus_handler(
|
|||||||
|
|
||||||
guard.symbols.extend(symbols.clone());
|
guard.symbols.extend(symbols.clone());
|
||||||
|
|
||||||
sink.write()
|
sink.lock()
|
||||||
.await
|
.await
|
||||||
.send(Message::Text(
|
.send(Message::Text(
|
||||||
to_string(&websocket::data::outgoing::Message::Subscribe(
|
to_string(&websocket::data::outgoing::Message::Subscribe(
|
||||||
@@ -172,14 +168,9 @@ pub async fn broadcast_bus_handler(
|
|||||||
.map(|asset| (asset.symbol.clone(), asset)),
|
.map(|asset| (asset.symbol.clone(), asset)),
|
||||||
);
|
);
|
||||||
|
|
||||||
guard.symbols = guard
|
guard.symbols.retain(|symbol| !symbols.contains(symbol));
|
||||||
.symbols
|
|
||||||
.clone()
|
|
||||||
.into_iter()
|
|
||||||
.filter(|symbol| !symbols.contains(symbol))
|
|
||||||
.collect::<HashSet<_, _>>();
|
|
||||||
|
|
||||||
sink.write()
|
sink.lock()
|
||||||
.await
|
.await
|
||||||
.send(Message::Text(
|
.send(Message::Text(
|
||||||
to_string(&websocket::data::outgoing::Message::Unsubscribe(
|
to_string(&websocket::data::outgoing::Message::Unsubscribe(
|
||||||
@@ -191,20 +182,15 @@ pub async fn broadcast_bus_handler(
|
|||||||
.unwrap();
|
.unwrap();
|
||||||
}
|
}
|
||||||
state::asset::BroadcastMessage::Backfill => {
|
state::asset::BroadcastMessage::Backfill => {
|
||||||
info!("Creating backfill jobs for {:?}.", symbols);
|
|
||||||
|
|
||||||
let guard_clone = guard.clone();
|
let guard_clone = guard.clone();
|
||||||
let mut guard = guard.write().await;
|
let mut guard = guard.write().await;
|
||||||
|
|
||||||
|
info!("Creating backfill jobs for {:?}.", symbols);
|
||||||
|
|
||||||
for asset in assets {
|
for asset in assets {
|
||||||
let mut handles = Vec::new();
|
|
||||||
if let Some(backfill_job) = guard.backfill_jobs.remove(&asset.symbol) {
|
if let Some(backfill_job) = guard.backfill_jobs.remove(&asset.symbol) {
|
||||||
backfill_job.abort();
|
backfill_job.abort();
|
||||||
handles.push(backfill_job);
|
backfill_job.await.unwrap_err();
|
||||||
}
|
|
||||||
|
|
||||||
for handle in handles {
|
|
||||||
handle.await.unwrap_err();
|
|
||||||
}
|
}
|
||||||
|
|
||||||
guard.backfill_jobs.insert(asset.symbol.clone(), {
|
guard.backfill_jobs.insert(asset.symbol.clone(), {
|
||||||
@@ -226,14 +212,9 @@ pub async fn broadcast_bus_handler(
|
|||||||
info!("Purging {:?}.", symbols);
|
info!("Purging {:?}.", symbols);
|
||||||
|
|
||||||
for asset in assets {
|
for asset in assets {
|
||||||
let mut handles = Vec::new();
|
|
||||||
if let Some(backfill_job) = guard.backfill_jobs.remove(&asset.symbol) {
|
if let Some(backfill_job) = guard.backfill_jobs.remove(&asset.symbol) {
|
||||||
backfill_job.abort();
|
backfill_job.abort();
|
||||||
handles.push(backfill_job);
|
backfill_job.await.unwrap_err();
|
||||||
}
|
|
||||||
|
|
||||||
for handle in handles {
|
|
||||||
handle.await.unwrap_err();
|
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -261,15 +242,19 @@ pub async fn clock_handler(
|
|||||||
broadcast_bus_sender: Sender<BroadcastMessage>,
|
broadcast_bus_sender: Sender<BroadcastMessage>,
|
||||||
) {
|
) {
|
||||||
loop {
|
loop {
|
||||||
|
let clock = retry(ExponentialBackoff::default(), || async {
|
||||||
app_config.alpaca_rate_limit.until_ready().await;
|
app_config.alpaca_rate_limit.until_ready().await;
|
||||||
let clock = app_config
|
app_config
|
||||||
.alpaca_client
|
.alpaca_client
|
||||||
.get(ALPACA_CLOCK_API_URL)
|
.get(ALPACA_CLOCK_API_URL)
|
||||||
.send()
|
.send()
|
||||||
.await
|
.await?
|
||||||
.unwrap()
|
.error_for_status()?
|
||||||
.json::<api::incoming::clock::Clock>()
|
.json::<api::incoming::clock::Clock>()
|
||||||
.await
|
.await
|
||||||
|
.map_err(backoff::Error::Permanent)
|
||||||
|
})
|
||||||
|
.await
|
||||||
.unwrap();
|
.unwrap();
|
||||||
|
|
||||||
let sleep_until = duration_until(if clock.is_open {
|
let sleep_until = duration_until(if clock.is_open {
|
||||||
@@ -299,7 +284,7 @@ pub async fn clock_handler(
|
|||||||
async fn websocket_handler(
|
async fn websocket_handler(
|
||||||
app_config: Arc<Config>,
|
app_config: Arc<Config>,
|
||||||
mut stream: SplitStream<WebSocketStream<MaybeTlsStream<TcpStream>>>,
|
mut stream: SplitStream<WebSocketStream<MaybeTlsStream<TcpStream>>>,
|
||||||
sink: Arc<RwLock<SplitSink<WebSocketStream<MaybeTlsStream<TcpStream>>, Message>>>,
|
sink: Arc<Mutex<SplitSink<WebSocketStream<MaybeTlsStream<TcpStream>>, Message>>>,
|
||||||
broadcast_bus_sender: Sender<BroadcastMessage>,
|
broadcast_bus_sender: Sender<BroadcastMessage>,
|
||||||
guard: Arc<RwLock<Guard>>,
|
guard: Arc<RwLock<Guard>>,
|
||||||
) {
|
) {
|
||||||
@@ -308,11 +293,11 @@ async fn websocket_handler(
|
|||||||
let sink = sink.clone();
|
let sink = sink.clone();
|
||||||
let broadcast_bus_sender = broadcast_bus_sender.clone();
|
let broadcast_bus_sender = broadcast_bus_sender.clone();
|
||||||
let guard = guard.clone();
|
let guard = guard.clone();
|
||||||
let message = stream.next().await;
|
let message = stream.next().await.expect("Websocket stream closed.");
|
||||||
|
|
||||||
spawn(async move {
|
spawn(async move {
|
||||||
match message {
|
match message {
|
||||||
Some(Ok(Message::Text(data))) => {
|
Ok(Message::Text(data)) => {
|
||||||
let parsed_data = from_str::<Vec<websocket::data::incoming::Message>>(&data);
|
let parsed_data = from_str::<Vec<websocket::data::incoming::Message>>(&data);
|
||||||
|
|
||||||
if let Ok(messages) = parsed_data {
|
if let Ok(messages) = parsed_data {
|
||||||
@@ -327,20 +312,16 @@ async fn websocket_handler(
|
|||||||
}
|
}
|
||||||
} else {
|
} else {
|
||||||
error!(
|
error!(
|
||||||
"Unparsed websocket::data::incoming message: {:?}: {}",
|
"Unparsed websocket message: {:?}: {}.",
|
||||||
data,
|
data,
|
||||||
parsed_data.err().unwrap()
|
parsed_data.unwrap_err()
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
Some(Ok(Message::Ping(_))) => sink
|
Ok(Message::Ping(_)) => {
|
||||||
.write()
|
sink.lock().await.send(Message::Pong(vec![])).await.unwrap();
|
||||||
.await
|
}
|
||||||
.send(Message::Pong(vec![]))
|
_ => error!("Unknown websocket message: {:?}.", message),
|
||||||
.await
|
|
||||||
.unwrap(),
|
|
||||||
Some(unknown) => error!("Unknown websocket::data::incoming message: {:?}", unknown),
|
|
||||||
_ => panic!(),
|
|
||||||
}
|
}
|
||||||
});
|
});
|
||||||
}
|
}
|
||||||
@@ -361,8 +342,7 @@ async fn websocket_handle_message(
|
|||||||
|
|
||||||
let newly_subscribed_assets = guard
|
let newly_subscribed_assets = guard
|
||||||
.pending_subscriptions
|
.pending_subscriptions
|
||||||
.drain()
|
.extract_if(|symbol, _| symbols.contains(symbol))
|
||||||
.filter(|(symbol, _)| symbols.contains(symbol))
|
|
||||||
.map(|(_, asset)| asset)
|
.map(|(_, asset)| asset)
|
||||||
.collect::<Vec<_>>();
|
.collect::<Vec<_>>();
|
||||||
|
|
||||||
@@ -385,8 +365,7 @@ async fn websocket_handle_message(
|
|||||||
|
|
||||||
let newly_unsubscribed_assets = guard
|
let newly_unsubscribed_assets = guard
|
||||||
.pending_unsubscriptions
|
.pending_unsubscriptions
|
||||||
.drain()
|
.extract_if(|symbol, _| !symbols.contains(symbol))
|
||||||
.filter(|(symbol, _)| !symbols.contains(symbol))
|
|
||||||
.map(|(_, asset)| asset)
|
.map(|(_, asset)| asset)
|
||||||
.collect::<Vec<_>>();
|
.collect::<Vec<_>>();
|
||||||
|
|
||||||
@@ -422,7 +401,7 @@ async fn websocket_handle_message(
|
|||||||
return;
|
return;
|
||||||
}
|
}
|
||||||
|
|
||||||
info!("Received bar for {}: {}", bar.symbol, bar.time);
|
info!("Received bar for {}: {}.", bar.symbol, bar.time);
|
||||||
database::bars::upsert(&app_config.clickhouse_client, &bar).await;
|
database::bars::upsert(&app_config.clickhouse_client, &bar).await;
|
||||||
}
|
}
|
||||||
websocket::data::incoming::Message::Success(_) => {}
|
websocket::data::incoming::Message::Success(_) => {}
|
||||||
@@ -462,27 +441,38 @@ pub async fn backfill(app_config: Arc<Config>, class: Class, asset: Asset) {
|
|||||||
let mut next_page_token = None;
|
let mut next_page_token = None;
|
||||||
|
|
||||||
loop {
|
loop {
|
||||||
|
let message = retry(ExponentialBackoff::default(), || async {
|
||||||
app_config.alpaca_rate_limit.until_ready().await;
|
app_config.alpaca_rate_limit.until_ready().await;
|
||||||
let message = app_config
|
app_config
|
||||||
.alpaca_client
|
.alpaca_client
|
||||||
.get(match class {
|
.get(class.get_data_url())
|
||||||
Class::UsEquity => ALPACA_STOCK_DATA_URL,
|
|
||||||
Class::Crypto => ALPACA_CRYPTO_DATA_URL,
|
|
||||||
})
|
|
||||||
.query(&api::outgoing::bar::Bar::new(
|
.query(&api::outgoing::bar::Bar::new(
|
||||||
vec![asset.symbol.clone()],
|
vec![asset.symbol.clone()],
|
||||||
ONE_MINUTE,
|
ONE_MINUTE,
|
||||||
fetch_from,
|
fetch_from,
|
||||||
fetch_until,
|
fetch_until,
|
||||||
10000,
|
10000,
|
||||||
next_page_token,
|
next_page_token.clone(),
|
||||||
))
|
))
|
||||||
.send()
|
.send()
|
||||||
.await
|
.await?
|
||||||
.unwrap()
|
.error_for_status()?
|
||||||
.json::<api::incoming::bar::Message>()
|
.json::<api::incoming::bar::Message>()
|
||||||
.await
|
.await
|
||||||
.unwrap();
|
.map_err(backoff::Error::Permanent)
|
||||||
|
})
|
||||||
|
.await;
|
||||||
|
|
||||||
|
let message = match message {
|
||||||
|
Ok(message) => message,
|
||||||
|
Err(e) => {
|
||||||
|
error!(
|
||||||
|
"Failed to backfill historical data for {}: {}.",
|
||||||
|
asset.symbol, e
|
||||||
|
);
|
||||||
|
return;
|
||||||
|
}
|
||||||
|
};
|
||||||
|
|
||||||
message.bars.into_iter().for_each(|(symbol, bar_vec)| {
|
message.bars.into_iter().for_each(|(symbol, bar_vec)| {
|
||||||
bar_vec.unwrap_or_default().into_iter().for_each(|bar| {
|
bar_vec.unwrap_or_default().into_iter().for_each(|bar| {
|
||||||
|
@@ -24,7 +24,7 @@ async fn authenticate_websocket(
|
|||||||
== Some(&websocket::data::incoming::Message::Success(
|
== Some(&websocket::data::incoming::Message::Success(
|
||||||
websocket::data::incoming::success::Message::Connected,
|
websocket::data::incoming::success::Message::Connected,
|
||||||
)) => {}
|
)) => {}
|
||||||
_ => panic!(),
|
_ => panic!("Failed to connect to Alpaca websocket."),
|
||||||
}
|
}
|
||||||
|
|
||||||
sink.send(Message::Text(
|
sink.send(Message::Text(
|
||||||
@@ -47,6 +47,6 @@ async fn authenticate_websocket(
|
|||||||
== Some(&websocket::data::incoming::Message::Success(
|
== Some(&websocket::data::incoming::Message::Success(
|
||||||
websocket::data::incoming::success::Message::Authenticated,
|
websocket::data::incoming::success::Message::Authenticated,
|
||||||
)) => {}
|
)) => {}
|
||||||
_ => panic!(),
|
_ => panic!("Failed to authenticate with Alpaca websocket."),
|
||||||
};
|
};
|
||||||
}
|
}
|
||||||
|
23
src/main.rs
23
src/main.rs
@@ -1,5 +1,6 @@
|
|||||||
#![warn(clippy::all, clippy::pedantic, clippy::nursery)]
|
#![warn(clippy::all, clippy::pedantic, clippy::nursery)]
|
||||||
#![allow(clippy::missing_docs_in_private_items)]
|
#![allow(clippy::missing_docs_in_private_items)]
|
||||||
|
#![feature(hash_extract_if)]
|
||||||
|
|
||||||
mod config;
|
mod config;
|
||||||
mod data;
|
mod data;
|
||||||
@@ -14,38 +15,30 @@ use config::Config;
|
|||||||
use dotenv::dotenv;
|
use dotenv::dotenv;
|
||||||
use log4rs::config::Deserializers;
|
use log4rs::config::Deserializers;
|
||||||
use state::BroadcastMessage;
|
use state::BroadcastMessage;
|
||||||
use std::error::Error;
|
|
||||||
use tokio::{spawn, sync::broadcast};
|
use tokio::{spawn, sync::broadcast};
|
||||||
use types::Class;
|
use types::Class;
|
||||||
|
|
||||||
#[tokio::main]
|
#[tokio::main]
|
||||||
async fn main() -> Result<(), Box<dyn Error>> {
|
async fn main() {
|
||||||
dotenv().ok();
|
dotenv().ok();
|
||||||
log4rs::init_file("log4rs.yaml", Deserializers::default())?;
|
log4rs::init_file("log4rs.yaml", Deserializers::default()).unwrap();
|
||||||
let app_config = Config::arc_from_env();
|
let app_config = Config::arc_from_env();
|
||||||
let mut threads = Vec::new();
|
|
||||||
|
|
||||||
cleanup(&app_config.clickhouse_client).await;
|
cleanup(&app_config.clickhouse_client).await;
|
||||||
|
|
||||||
let (broadcast_bus, _) = broadcast::channel::<BroadcastMessage>(100);
|
let (broadcast_bus, _) = broadcast::channel::<BroadcastMessage>(100);
|
||||||
|
|
||||||
threads.push(spawn(data::market::run(
|
spawn(data::market::run(
|
||||||
app_config.clone(),
|
app_config.clone(),
|
||||||
Class::UsEquity,
|
Class::UsEquity,
|
||||||
broadcast_bus.clone(),
|
broadcast_bus.clone(),
|
||||||
)));
|
));
|
||||||
|
|
||||||
threads.push(spawn(data::market::run(
|
spawn(data::market::run(
|
||||||
app_config.clone(),
|
app_config.clone(),
|
||||||
Class::Crypto,
|
Class::Crypto,
|
||||||
broadcast_bus.clone(),
|
broadcast_bus.clone(),
|
||||||
)));
|
));
|
||||||
|
|
||||||
threads.push(spawn(routes::run(app_config.clone(), broadcast_bus)));
|
routes::run(app_config, broadcast_bus).await;
|
||||||
|
|
||||||
for thread in threads {
|
|
||||||
thread.await?;
|
|
||||||
}
|
|
||||||
|
|
||||||
unreachable!()
|
|
||||||
}
|
}
|
||||||
|
@@ -8,6 +8,8 @@ use crate::{
|
|||||||
},
|
},
|
||||||
};
|
};
|
||||||
use axum::{extract::Path, Extension, Json};
|
use axum::{extract::Path, Extension, Json};
|
||||||
|
use backoff::{future::retry, ExponentialBackoff};
|
||||||
|
use core::panic;
|
||||||
use http::StatusCode;
|
use http::StatusCode;
|
||||||
use serde::Deserialize;
|
use serde::Deserialize;
|
||||||
use std::sync::Arc;
|
use std::sync::Arc;
|
||||||
@@ -47,27 +49,34 @@ pub async fn add(
|
|||||||
return Err(StatusCode::CONFLICT);
|
return Err(StatusCode::CONFLICT);
|
||||||
}
|
}
|
||||||
|
|
||||||
|
let asset = retry(ExponentialBackoff::default(), || async {
|
||||||
app_config.alpaca_rate_limit.until_ready().await;
|
app_config.alpaca_rate_limit.until_ready().await;
|
||||||
let asset = app_config
|
app_config
|
||||||
.alpaca_client
|
.alpaca_client
|
||||||
.get(&format!("{}/{}", ALPACA_ASSET_API_URL, request.symbol))
|
.get(&format!("{}/{}", ALPACA_ASSET_API_URL, request.symbol))
|
||||||
.send()
|
.send()
|
||||||
|
.await?
|
||||||
|
.error_for_status()
|
||||||
|
.map_err(|e| match e.status() {
|
||||||
|
Some(reqwest::StatusCode::NOT_FOUND) => backoff::Error::Permanent(e),
|
||||||
|
_ => e.into(),
|
||||||
|
})?
|
||||||
|
.json::<incoming::asset::Asset>()
|
||||||
.await
|
.await
|
||||||
.map_err(|e| {
|
.map_err(backoff::Error::Permanent)
|
||||||
if e.status() == Some(reqwest::StatusCode::NOT_FOUND) {
|
|
||||||
StatusCode::NOT_FOUND
|
|
||||||
} else {
|
|
||||||
panic!()
|
|
||||||
}
|
|
||||||
})
|
})
|
||||||
.unwrap();
|
.await
|
||||||
|
.map_err(|e| match e.status() {
|
||||||
|
Some(reqwest::StatusCode::NOT_FOUND) => StatusCode::NOT_FOUND,
|
||||||
|
_ => panic!("Unexpected error: {}.", e),
|
||||||
|
})?;
|
||||||
|
|
||||||
let asset = asset.json::<incoming::asset::Asset>().await.unwrap();
|
|
||||||
if asset.status != Status::Active || !asset.tradable || !asset.fractionable {
|
if asset.status != Status::Active || !asset.tradable || !asset.fractionable {
|
||||||
return Err(StatusCode::FORBIDDEN);
|
return Err(StatusCode::FORBIDDEN);
|
||||||
}
|
}
|
||||||
|
|
||||||
let asset = Asset::from(asset);
|
let asset = Asset::from(asset);
|
||||||
|
|
||||||
broadcast_bus_sender
|
broadcast_bus_sender
|
||||||
.send(BroadcastMessage::Asset((
|
.send(BroadcastMessage::Asset((
|
||||||
state::asset::BroadcastMessage::Add,
|
state::asset::BroadcastMessage::Add,
|
||||||
@@ -85,8 +94,7 @@ pub async fn delete(
|
|||||||
) -> Result<StatusCode, StatusCode> {
|
) -> Result<StatusCode, StatusCode> {
|
||||||
let asset = database::assets::select_where_symbol(&app_config.clickhouse_client, &symbol)
|
let asset = database::assets::select_where_symbol(&app_config.clickhouse_client, &symbol)
|
||||||
.await
|
.await
|
||||||
.ok_or(StatusCode::NOT_FOUND)
|
.ok_or(StatusCode::NOT_FOUND)?;
|
||||||
.unwrap();
|
|
||||||
|
|
||||||
broadcast_bus_sender
|
broadcast_bus_sender
|
||||||
.send(BroadcastMessage::Asset((
|
.send(BroadcastMessage::Asset((
|
||||||
|
@@ -20,7 +20,7 @@ pub async fn run(app_config: Arc<Config>, broadcast_sender: Sender<BroadcastMess
|
|||||||
|
|
||||||
let addr = SocketAddr::from(([0, 0, 0, 0], 7878));
|
let addr = SocketAddr::from(([0, 0, 0, 0], 7878));
|
||||||
let listener = TcpListener::bind(addr).await.unwrap();
|
let listener = TcpListener::bind(addr).await.unwrap();
|
||||||
|
|
||||||
info!("Listening on {}.", addr);
|
info!("Listening on {}.", addr);
|
||||||
serve(listener, app).await.unwrap();
|
serve(listener, app).await.unwrap();
|
||||||
unreachable!()
|
|
||||||
}
|
}
|
||||||
|
@@ -1,3 +1,4 @@
|
|||||||
|
use crate::config::{ALPACA_CRYPTO_DATA_URL, ALPACA_STOCK_DATA_URL};
|
||||||
use clickhouse::Row;
|
use clickhouse::Row;
|
||||||
use serde::{Deserialize, Serialize};
|
use serde::{Deserialize, Serialize};
|
||||||
use serde_repr::{Deserialize_repr, Serialize_repr};
|
use serde_repr::{Deserialize_repr, Serialize_repr};
|
||||||
@@ -10,6 +11,15 @@ pub enum Class {
|
|||||||
Crypto = 2,
|
Crypto = 2,
|
||||||
}
|
}
|
||||||
|
|
||||||
|
impl Class {
|
||||||
|
pub const fn get_data_url(self) -> &'static str {
|
||||||
|
match self {
|
||||||
|
Self::UsEquity => ALPACA_STOCK_DATA_URL,
|
||||||
|
Self::Crypto => ALPACA_CRYPTO_DATA_URL,
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
#[derive(Clone, Copy, Debug, PartialEq, Eq, Serialize_repr, Deserialize_repr)]
|
#[derive(Clone, Copy, Debug, PartialEq, Eq, Serialize_repr, Deserialize_repr)]
|
||||||
#[repr(u8)]
|
#[repr(u8)]
|
||||||
pub enum Exchange {
|
pub enum Exchange {
|
||||||
|
@@ -1,5 +1,5 @@
|
|||||||
FROM rust
|
FROM rust
|
||||||
|
|
||||||
RUN rustup install nightly
|
RUN rustup install nightly
|
||||||
RUN rustup component add rustfmt clippy
|
RUN rustup component add rustfmt clippy --toolchain nightly
|
||||||
RUN cargo install cargo-udeps cargo-outdated
|
RUN cargo install cargo-udeps cargo-outdated
|
||||||
|
Reference in New Issue
Block a user