karaolidis/qrust
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Add order/position management

Browse Source 
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
This commit is contained in:
Nick Karaolidis
2024-02-14 17:07:30 +00:00
parent 6ec71ee144
commit 648d413ac7
44 changed files with 826 additions and 497 deletions
Download Patch File Download Diff File Expand all files Collapse all files

32
src/threads/data/mod.rs
View File

@@ -1,5 +1,5 @@
pub mod backfill;
pub mod websocket;
mod backfill;
mod websocket;
use super::clock;
use crate::{
@@ -8,7 +8,7 @@ use crate::{
},
create_send_await, database,
types::{alpaca, Asset, Class},
utils::{backoff, cleanup},
utils::backoff,
};
use futures_util::{future::join_all, StreamExt};
use itertools::{Either, Itertools};
@@ -128,6 +128,7 @@ async fn init_thread(
}
#[allow(clippy::too_many_arguments)]
#[allow(clippy::too_many_lines)]
async fn handle_message(
config: Arc<Config>,
bars_us_equity_websocket_sender: mpsc::Sender<websocket::Message>,
@@ -216,20 +217,33 @@ async fn handle_message(
let assets = join_all(symbols.into_iter().map(|symbol| {
let config = config.clone();
async move {
Asset::from(
let asset_future = async {
alpaca::api::incoming::asset::get_by_symbol(
&config,
&symbol,
Some(backoff::infinite()),
)
.await
.unwrap(),
)
.unwrap()
};
let position_future = async {
alpaca::api::incoming::position::get_by_symbol(
&config,
&symbol,
Some(backoff::infinite()),
)
.await
.unwrap()
};
let (asset, position) = join!(asset_future, position_future);
Asset::from((asset, position))
}
}))
.await;
database::assets::upsert_batch(&config.clickhouse_client, assets)
database::assets::upsert_batch(&config.clickhouse_client, &assets)
.await
.unwrap();
}
@@ -249,7 +263,9 @@ async fn handle_clock_message(
bars_crypto_backfill_sender: mpsc::Sender<backfill::Message>,
news_backfill_sender: mpsc::Sender<backfill::Message>,
) {
cleanup(&config.clickhouse_client).await.unwrap();
database::cleanup_all(&config.clickhouse_client)
.await
.unwrap();
let assets = database::assets::select(&config.clickhouse_client)
.await