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Add paper URL support

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Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
This commit is contained in:
Nick Karaolidis
2024-02-14 21:15:27 +00:00
parent 6f85b9b0e8
commit 4b194e168f
16 changed files with 200 additions and 147 deletions
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7
src/threads/data/backfill.rs
View File

@@ -1,6 +1,6 @@
use super::ThreadType;
use crate::{
config::{Config, ALPACA_CRYPTO_DATA_URL, ALPACA_STOCK_DATA_URL},
config::{Config, ALPACA_CRYPTO_DATA_API_URL, ALPACA_STOCK_DATA_API_URL},
database,
types::{
alpaca::{
@@ -77,6 +77,7 @@ pub async fn run(handler: Arc<Box<dyn Handler>>, mut receiver: mpsc::Receiver<Me
loop {
let message = receiver.recv().await.unwrap();
spawn(handle_backfill_message(
handler.clone(),
backfill_jobs.clone(),
@@ -414,12 +415,12 @@ pub fn create_handler(thread_type: ThreadType, config: Arc<Config>) -> Box<dyn H
match thread_type {
ThreadType::Bars(Class::UsEquity) => Box::new(BarHandler {
config,
data_url: ALPACA_STOCK_DATA_URL,
data_url: ALPACA_STOCK_DATA_API_URL,
api_query_constructor: us_equity_query_constructor,
}),
ThreadType::Bars(Class::Crypto) => Box::new(BarHandler {
config,
data_url: ALPACA_CRYPTO_DATA_URL,
data_url: ALPACA_CRYPTO_DATA_API_URL,
api_query_constructor: crypto_query_constructor,
}),
ThreadType::News => Box::new(NewsHandler { config }),

12
src/threads/data/mod.rs
View File

@@ -4,7 +4,8 @@ mod websocket;
use super::clock;
use crate::{
config::{
Config, ALPACA_CRYPTO_WEBSOCKET_URL, ALPACA_NEWS_WEBSOCKET_URL, ALPACA_STOCK_WEBSOCKET_URL,
Config, ALPACA_CRYPTO_DATA_WEBSOCKET_URL, ALPACA_NEWS_DATA_WEBSOCKET_URL,
ALPACA_STOCK_DATA_WEBSOCKET_URL,
},
create_send_await, database,
types::{alpaca, Asset, Class},
@@ -99,10 +100,13 @@ async fn init_thread(
) {
let websocket_url = match thread_type {
ThreadType::Bars(Class::UsEquity) => {
format!("{}/{}", ALPACA_STOCK_WEBSOCKET_URL, &config.alpaca_source)
format!(
"{}/{}",
ALPACA_STOCK_DATA_WEBSOCKET_URL, &config.alpaca_source
)
}
ThreadType::Bars(Class::Crypto) => ALPACA_CRYPTO_WEBSOCKET_URL.into(),
ThreadType::News => ALPACA_NEWS_WEBSOCKET_URL.into(),
ThreadType::Bars(Class::Crypto) => ALPACA_CRYPTO_DATA_WEBSOCKET_URL.into(),
ThreadType::News => ALPACA_NEWS_DATA_WEBSOCKET_URL.into(),
};
let (websocket, _) = connect_async(websocket_url).await.unwrap();

4
src/threads/data/websocket.rs
View File

@@ -186,9 +186,7 @@ async fn handle_websocket_message(
) {
match message {
tungstenite::Message::Text(message) => {
let message = from_str::<Vec<websocket::data::incoming::Message>>(&message);
if let Ok(message) = message {
if let Ok(message) = from_str::<Vec<websocket::data::incoming::Message>>(&message) {
for message in message {
let handler = handler.clone();
let pending = pending.clone();