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Fix bars_validity for market close

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Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
This commit is contained in:
Nick Karaolidis
2024-01-16 15:46:22 +00:00
parent ad7a6407ff
commit 3ee72a0e1b
13 changed files with 125 additions and 65 deletions
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10
src/config.rs
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@@ -2,23 +2,19 @@ use crate::types::alpaca::Source;
use governor::{DefaultDirectRateLimiter, Quota, RateLimiter};
use reqwest::{header::HeaderMap, Client};
use std::{env, num::NonZeroU32, sync::Arc};
use time::{format_description::FormatItem, macros::format_description};
use tokio::time::Duration;
pub const ALPACA_ASSET_API_URL: &str = "https://api.alpaca.markets/v2/assets";
pub const ALPACA_CLOCK_API_URL: &str = "https://api.alpaca.markets/v2/clock";
pub const ALPACA_STOCK_DATA_URL: &str = "https://data.alpaca.markets/v2/stocks/bars";
pub const ALPACA_CRYPTO_DATA_URL: &str = "https://data.alpaca.markets/v1beta3/crypto/us/bars";
pub const ALPACA_STOCK_WEBSOCKET_URL: &str = "wss://stream.data.alpaca.markets/v2";
pub const ALPACA_CRYPTO_WEBSOCKET_URL: &str = "wss://stream.data.alpaca.markets/v1beta3/crypto/us";
pub const ALPACA_TIMESTAMP_FORMAT: &[FormatItem] =
format_description!("[year]-[month]-[day]T[hour]:[minute]:[second]Z");
pub struct Config {
pub alpaca_api_key: String,
pub alpaca_api_secret: String,
pub alpaca_client: Client,
pub alpaca_rate_limit: DefaultDirectRateLimiter,
pub alpaca_historical_offset: Duration,
pub alpaca_source: Source,
pub clickhouse_client: clickhouse::Client,
}
@@ -55,10 +51,6 @@ impl Config {
Source::Iex => NonZeroU32::new(180).unwrap(),
Source::Sip => NonZeroU32::new(900).unwrap(),
})),
alpaca_historical_offset: Duration::from_secs(match alpaca_source {
Source::Iex => 900,
Source::Sip => 0,
}),
alpaca_source,
clickhouse_client: clickhouse::Client::default()
.with_url(clickhouse_url)