Add order/position management

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

src/threads/trading/mod.rs

@@ -0,0 +1,53 @@
+mod rehydrate;
+mod websocket;
+
+use crate::{
+    config::{Config, ALPACA_TRADING_WEBSOCKET_URL},
+    database,
+    types::alpaca,
+};
+use futures_util::StreamExt;
+use log::warn;
+use rehydrate::rehydrate;
+use std::{collections::HashSet, sync::Arc};
+use tokio::spawn;
+use tokio_tungstenite::connect_async;
+
+pub async fn run(config: Arc<Config>) {
+    let (websocket, _) = connect_async(ALPACA_TRADING_WEBSOCKET_URL).await.unwrap();
+    let (mut websocket_sink, mut websocket_stream) = websocket.split();
+
+    alpaca::websocket::trading::authenticate(&config, &mut websocket_sink, &mut websocket_stream)
+        .await;
+    alpaca::websocket::trading::subscribe(&mut websocket_sink, &mut websocket_stream).await;
+
+    rehydrate(&config).await;
+    check_positions(&config).await;
+
+    spawn(websocket::run(config, websocket_stream, websocket_sink));
+}
+
+pub async fn check_positions(config: &Arc<Config>) {
+    let positions_future = async {
+        alpaca::api::incoming::position::get(config, None)
+            .await
+            .unwrap()
+    };
+
+    let assets_future = async {
+        database::assets::select(&config.clickhouse_client)
+            .await
+            .unwrap()
+            .into_iter()
+            .map(|asset| asset.symbol)
+            .collect::<HashSet<_>>()
+    };
+
+    let (positions, assets) = tokio::join!(positions_future, assets_future);
+
+    for position in positions {
+        if !assets.contains(&position.symbol) {
+            warn!("Position for unmonitored asset: {:?}", position.symbol);
+        }
+    }
+}