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Remove stored abbreviation

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- Alpaca is fuck

Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
This commit is contained in:
Nick Karaolidis
2024-02-04 21:24:14 +00:00
parent 65c9ae8b25
commit 61c573cbc7
22 changed files with 180 additions and 153 deletions
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65
src/threads/data/websocket.rs
View File

@@ -3,6 +3,7 @@ use crate::{
config::Config,
database,
types::{alpaca::websocket, news::Prediction, Bar, News, Subset},
utils::add_slash_to_pair,
};
use futures_util::{
stream::{SplitSink, SplitStream},
@@ -10,16 +11,12 @@ use futures_util::{
};
use log::{error, info, warn};
use serde_json::from_str;
use std::{
collections::{HashMap, HashSet},
sync::Arc,
};
use std::{collections::HashSet, sync::Arc};
use tokio::{
join,
net::TcpStream,
spawn,
sync::{mpsc, Mutex, RwLock},
task::spawn_blocking,
};
use tokio_tungstenite::{tungstenite, MaybeTlsStream, WebSocketStream};
@@ -106,20 +103,24 @@ async fn handle_parsed_websocket_message(
websocket::incoming::Message::Subscription(message) => {
let symbols = match message {
websocket::incoming::subscription::Message::Market(message) => message.bars,
websocket::incoming::subscription::Message::News(message) => message.news,
websocket::incoming::subscription::Message::News(message) => message
.news
.into_iter()
.map(|symbol| add_slash_to_pair(&symbol))
.collect(),
};
let mut guard = guard.write().await;
let newly_subscribed = guard
.pending_subscriptions
.extract_if(|symbol, _| symbols.contains(symbol))
.collect::<HashMap<_, _>>();
.extract_if(|asset| symbols.contains(&asset.symbol))
.collect::<HashSet<_>>();
let newly_unsubscribed = guard
.pending_unsubscriptions
.extract_if(|symbol, _| !symbols.contains(symbol))
.collect::<HashMap<_, _>>();
.extract_if(|asset| !symbols.contains(&asset.symbol))
.collect::<HashSet<_>>();
drop(guard);
@@ -128,12 +129,15 @@ async fn handle_parsed_websocket_message(
info!(
"{:?} - Subscribed to {:?}.",
thread_type,
newly_subscribed.keys().collect::<Vec<_>>()
newly_subscribed
.iter()
.map(|asset| asset.symbol.clone())
.collect::<Vec<_>>()
);
let (backfill_message, backfill_receiver) = backfill::Message::new(
backfill::Action::Backfill,
Subset::Some(newly_subscribed.into_values().collect::<Vec<_>>()),
Subset::Some(newly_subscribed.into_iter().collect::<Vec<_>>()),
);
backfill_sender.send(backfill_message).await.unwrap();
@@ -146,12 +150,15 @@ async fn handle_parsed_websocket_message(
info!(
"{:?} - Unsubscribed from {:?}.",
thread_type,
newly_unsubscribed.keys().collect::<Vec<_>>()
newly_unsubscribed
.iter()
.map(|asset| asset.symbol.clone())
.collect::<Vec<_>>()
);
let (purge_message, purge_receiver) = backfill::Message::new(
backfill::Action::Purge,
Subset::Some(newly_unsubscribed.into_values().collect::<Vec<_>>()),
Subset::Some(newly_unsubscribed.into_iter().collect::<Vec<_>>()),
);
backfill_sender.send(purge_message).await.unwrap();
@@ -166,7 +173,7 @@ async fn handle_parsed_websocket_message(
let bar = Bar::from(message);
let guard = guard.read().await;
if guard.symbols.get(&bar.symbol).is_none() {
if !guard.assets.contains_right(&bar.symbol) {
warn!(
"{:?} - Race condition: received bar for unsubscribed symbol: {:?}.",
thread_type, bar.symbol
@@ -182,10 +189,13 @@ async fn handle_parsed_websocket_message(
}
websocket::incoming::Message::News(message) => {
let news = News::from(message);
let symbols = news.symbols.clone().into_iter().collect::<HashSet<_>>();
let guard = guard.read().await;
if !guard.symbols.iter().any(|symbol| symbols.contains(symbol)) {
if !news
.symbols
.iter()
.any(|symbol| guard.assets.contains_right(symbol))
{
warn!(
"{:?} - Race condition: received news for unsubscribed symbols: {:?}.",
thread_type, news.symbols
@@ -198,21 +208,16 @@ async fn handle_parsed_websocket_message(
thread_type, news.symbols, news.time_created
);
let app_config_clone = app_config.clone();
let input = format!("{}\n\n{}", news.headline, news.content);
let prediction = spawn_blocking(move || {
app_config_clone
.sequence_classifier
.lock()
.unwrap()
.predict(vec![input.as_str()])
.into_iter()
.map(|label| Prediction::try_from(label).unwrap())
.collect::<Vec<_>>()[0]
})
.await
.unwrap();
let prediction = app_config
.sequence_classifier
.lock()
.await
.predict(vec![input.as_str()])
.into_iter()
.map(|label| Prediction::try_from(label).unwrap())
.collect::<Vec<_>>()[0];
let news = News {
sentiment: prediction.sentiment,