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Add order/position management

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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
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25
src/threads/data/websocket.rs
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@@ -3,7 +3,6 @@ use crate::{
config::Config,
database,
types::{alpaca::websocket, news::Prediction, Bar, Class, News},
utils::add_slash_to_pair,
};
use async_trait::async_trait;
use futures_util::{
@@ -112,9 +111,7 @@ pub async fn run(
async fn handle_message(
handler: Arc<Box<dyn Handler>>,
pending: Arc<RwLock<Pending>>,
websocket_sender: Arc<
Mutex<SplitSink<WebSocketStream<MaybeTlsStream<TcpStream>>, tungstenite::Message>>,
>,
sink: Arc<Mutex<SplitSink<WebSocketStream<MaybeTlsStream<TcpStream>>, tungstenite::Message>>>,
message: Message,
) {
match message.action {
@@ -134,8 +131,7 @@ async fn handle_message(
.subscriptions
.extend(pending_subscriptions);
websocket_sender
.lock()
sink.lock()
.await
.send(tungstenite::Message::Text(
to_string(&websocket::data::outgoing::Message::Subscribe(
@@ -164,8 +160,7 @@ async fn handle_message(
.unsubscriptions
.extend(pending_unsubscriptions);
websocket_sender
.lock()
sink.lock()
.await
.send(tungstenite::Message::Text(
to_string(&websocket::data::outgoing::Message::Unsubscribe(
@@ -186,7 +181,7 @@ async fn handle_message(
async fn handle_websocket_message(
handler: Arc<Box<dyn Handler>>,
pending: Arc<RwLock<Pending>>,
sender: Arc<Mutex<SplitSink<WebSocketStream<MaybeTlsStream<TcpStream>>, tungstenite::Message>>>,
sink: Arc<Mutex<SplitSink<WebSocketStream<MaybeTlsStream<TcpStream>>, tungstenite::Message>>>,
message: tungstenite::Message,
) {
match message {
@@ -208,11 +203,10 @@ async fn handle_websocket_message(
error!("Failed to deserialize websocket message: {:?}", message);
}
}
tungstenite::Message::Ping(_) => {
sender
.lock()
tungstenite::Message::Ping(payload) => {
sink.lock()
.await
.send(tungstenite::Message::Pong(vec![]))
.send(tungstenite::Message::Pong(payload))
.await
.unwrap();
}
@@ -358,11 +352,6 @@ impl Handler for NewsHandler {
unreachable!()
};
let symbols = symbols
.into_iter()
.map(|symbol| add_slash_to_pair(&symbol))
.collect::<Vec<_>>();
let mut pending = pending.write().await;
let newly_subscribed = pending