Add order/position management

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

src/database/mod.rs

@@ -1,6 +1,150 @@
 pub mod assets;
-pub mod backfills;
+pub mod backfills_bars;
+pub mod backfills_news;
 pub mod bars;
 pub mod news;
 pub mod orders;
-pub mod positions;
+
+use clickhouse::{error::Error, Client};
+use log::info;
+use tokio::try_join;
+
+#[macro_export]
+macro_rules! select {
+    ($record:ty, $table_name:expr) => {
+        pub async fn select(
+            client: &clickhouse::Client,
+        ) -> Result<Vec<$record>, clickhouse::error::Error> {
+            client
+                .query(&format!("SELECT ?fields FROM {} FINAL", $table_name))
+                .fetch_all::<$record>()
+                .await
+        }
+    };
+}
+
+#[macro_export]
+macro_rules! select_where_symbol {
+    ($record:ty, $table_name:expr) => {
+        pub async fn select_where_symbol<T>(
+            client: &clickhouse::Client,
+            symbol: &T,
+        ) -> Result<Option<$record>, clickhouse::error::Error>
+        where
+            T: AsRef<str> + serde::Serialize + Send + Sync,
+        {
+            client
+                .query(&format!(
+                    "SELECT ?fields FROM {} FINAL WHERE symbol = ?",
+                    $table_name
+                ))
+                .bind(symbol)
+                .fetch_optional::<$record>()
+                .await
+        }
+    };
+}
+
+#[macro_export]
+macro_rules! upsert {
+    ($record:ty, $table_name:expr) => {
+        pub async fn upsert(
+            client: &clickhouse::Client,
+            record: &$record,
+        ) -> Result<(), clickhouse::error::Error> {
+            let mut insert = client.insert($table_name)?;
+            insert.write(record).await?;
+            insert.end().await
+        }
+    };
+}
+
+#[macro_export]
+macro_rules! upsert_batch {
+    ($record:ty, $table_name:expr) => {
+        pub async fn upsert_batch<'a, T>(
+            client: &clickhouse::Client,
+            records: T,
+        ) -> Result<(), clickhouse::error::Error>
+        where
+            T: IntoIterator<Item = &'a $record> + Send + Sync,
+            T::IntoIter: Send,
+        {
+            let mut insert = client.insert($table_name)?;
+            for record in records {
+                insert.write(record).await?;
+            }
+            insert.end().await
+        }
+    };
+}
+
+#[macro_export]
+macro_rules! delete_where_symbols {
+    ($table_name:expr) => {
+        pub async fn delete_where_symbols<T>(
+            client: &clickhouse::Client,
+            symbols: &[T],
+        ) -> Result<(), clickhouse::error::Error>
+        where
+            T: AsRef<str> + serde::Serialize + Send + Sync,
+        {
+            client
+                .query(&format!("DELETE FROM {} WHERE symbol IN ?", $table_name))
+                .bind(symbols)
+                .execute()
+                .await
+        }
+    };
+}
+
+#[macro_export]
+macro_rules! cleanup {
+    ($table_name:expr) => {
+        pub async fn cleanup(client: &clickhouse::Client) -> Result<(), clickhouse::error::Error> {
+            client
+                .query(&format!(
+                    "DELETE FROM {} WHERE symbol NOT IN (SELECT symbol FROM assets)",
+                    $table_name
+                ))
+                .execute()
+                .await
+        }
+    };
+}
+
+#[macro_export]
+macro_rules! optimize {
+    ($table_name:expr) => {
+        pub async fn optimize(client: &clickhouse::Client) -> Result<(), clickhouse::error::Error> {
+            client
+                .query(&format!("OPTIMIZE TABLE {} FINAL", $table_name))
+                .execute()
+                .await
+        }
+    };
+}
+
+pub async fn cleanup_all(clickhouse_client: &Client) -> Result<(), Error> {
+    info!("Cleaning up database.");
+    try_join!(
+        bars::cleanup(clickhouse_client),
+        news::cleanup(clickhouse_client),
+        backfills_bars::cleanup(clickhouse_client),
+        backfills_news::cleanup(clickhouse_client)
+    )
+    .map(|_| ())
+}
+
+pub async fn optimize_all(clickhouse_client: &Client) -> Result<(), Error> {
+    info!("Optimizing database.");
+    try_join!(
+        assets::optimize(clickhouse_client),
+        bars::optimize(clickhouse_client),
+        news::optimize(clickhouse_client),
+        backfills_bars::optimize(clickhouse_client),
+        backfills_news::optimize(clickhouse_client),
+        orders::optimize(clickhouse_client)
+    )
+    .map(|_| ())
+}