Add live data threads

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

backend/src/data/live/stocks.rs

@@ -0,0 +1,46 @@
+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))
+}