Add calendar

Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>

Cargo.lock

@@ -1482,6 +1482,15 @@ dependencies = [
  "libc",
 ]
 
+[[package]]
+name = "num_threads"
+version = "0.1.6"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "2819ce041d2ee131036f4fc9d6ae7ae125a3a40e97ba64d04fe799ad9dabbb44"
+dependencies = [
+ "libc",
+]
+
 [[package]]
 name = "number_prefix"
 version = "0.4.0"
@@ -2394,7 +2403,9 @@ checksum = "c8248b6521bb14bc45b4067159b9b6ad792e2d6d754d6c41fb50e29fefe38749"
 dependencies = [
  "deranged",
  "itoa",
+ "libc",
  "num-conv",
+ "num_threads",
  "powerfmt",
  "serde",
  "time-core",

Cargo.toml

@@ -46,9 +46,11 @@ uuid = { version = "1.6.1", features = [
 ] }
 time = { version = "0.3.31", features = [
     "serde",
+    "serde-well-known",
+    "serde-human-readable",
     "formatting",
     "macros",
-    "serde-well-known",
+    "local-offset",
 ] }
 backoff = { version = "0.4.0", features = [
     "tokio",

src/types/alpaca/api/incoming/calendar.rs

@@ -0,0 +1,55 @@
+use crate::{config::ALPACA_API_URL, types::alpaca::api::outgoing, utils::de};
+use backoff::{future::retry_notify, ExponentialBackoff};
+use governor::DefaultDirectRateLimiter;
+use log::warn;
+use reqwest::{Client, Error};
+use serde::Deserialize;
+use std::time::Duration;
+use time::{Date, Time};
+
+#[derive(Deserialize)]
+pub struct Calendar {
+    pub date: Date,
+    #[serde(deserialize_with = "de::human_time_hh_mm")]
+    pub open: Time,
+    #[serde(deserialize_with = "de::human_time_hh_mm")]
+    pub close: Time,
+    pub settlement_date: Date,
+}
+
+pub async fn get(
+    alpaca_client: &Client,
+    alpaca_rate_limiter: &DefaultDirectRateLimiter,
+    query: &outgoing::calendar::Calendar,
+    backoff: Option<ExponentialBackoff>,
+) -> Result<Vec<Calendar>, Error> {
+    retry_notify(
+        backoff.unwrap_or_default(),
+        || async {
+            alpaca_rate_limiter.until_ready().await;
+            alpaca_client
+                .get(&format!("{}/calendar", *ALPACA_API_URL))
+                .query(query)
+                .send()
+                .await?
+                .error_for_status()
+                .map_err(|e| match e.status() {
+                    Some(reqwest::StatusCode::BAD_REQUEST | reqwest::StatusCode::FORBIDDEN) => {
+                        backoff::Error::Permanent(e)
+                    }
+                    _ => e.into(),
+                })?
+                .json::<Vec<Calendar>>()
+                .await
+                .map_err(backoff::Error::Permanent)
+        },
+        |e, duration: Duration| {
+            warn!(
+                "Failed to get calendar, will retry in {} seconds: {}",
+                duration.as_secs(),
+                e
+            );
+        },
+    )
+    .await
+}

src/types/alpaca/api/incoming/mod.rs

@@ -1,6 +1,7 @@
 pub mod account;
 pub mod asset;
 pub mod bar;
+pub mod calendar;
 pub mod clock;
 pub mod news;
 pub mod order;

src/types/alpaca/api/outgoing/calendar.rs

@@ -0,0 +1,20 @@
+use serde::Serialize;
+use time::OffsetDateTime;
+
+#[derive(Serialize)]
+#[serde(rename_all = "SCREAMING_SNAKE_CASE")]
+#[allow(dead_code)]
+pub enum DateType {
+    Trading,
+    Settlement,
+}
+
+#[derive(Serialize)]
+pub struct Calendar {
+    #[serde(with = "time::serde::rfc3339")]
+    pub start: OffsetDateTime,
+    #[serde(with = "time::serde::rfc3339")]
+    pub end: OffsetDateTime,
+    #[serde(rename = "date")]
+    pub date_type: DateType,
+}

src/types/alpaca/api/outgoing/mod.rs

@@ -1,3 +1,4 @@
 pub mod bar;
+pub mod calendar;
 pub mod news;
 pub mod order;

src/utils/de.rs

@@ -5,9 +5,11 @@ use serde::{
     Deserializer,
 };
 use std::fmt;
+use time::{format_description::OwnedFormatItem, macros::format_description, Time};
 
 lazy_static! {
     static ref RE_SLASH: Regex = Regex::new(r"^(.+)(BTC|USD.?)$").unwrap();
+    static ref FMT_HH_MM: OwnedFormatItem = format_description!("[hour]:[minute]").into();
 }
 
 fn add_slash(pair: &str) -> String {
@@ -75,3 +77,27 @@ where
 
     deserializer.deserialize_seq(VecStringVisitor)
 }
+
+pub fn human_time_hh_mm<'de, D>(deserializer: D) -> Result<Time, D::Error>
+where
+    D: Deserializer<'de>,
+{
+    struct TimeVisitor;
+
+    impl<'de> Visitor<'de> for TimeVisitor {
+        type Value = time::Time;
+
+        fn expecting(&self, formatter: &mut fmt::Formatter) -> fmt::Result {
+            formatter.write_str("a string in the format HH:MM")
+        }
+
+        fn visit_str<E>(self, time: &str) -> Result<Self::Value, E>
+        where
+            E: de::Error,
+        {
+            Time::parse(time, &FMT_HH_MM).map_err(|e| de::Error::custom(e.to_string()))
+        }
+    }
+
+    deserializer.deserialize_str(TimeVisitor)
+}