Add multiple asset adding route

Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
This commit is contained in:
2024-03-09 20:13:36 +00:00
parent 080f91b044
commit 681d7393d7
31 changed files with 754 additions and 282 deletions

View File

@@ -1,8 +1,11 @@
use std::sync::Arc;
use crate::{
delete_where_symbols, optimize, select, select_where_symbol, types::Asset, upsert_batch,
};
use clickhouse::{error::Error, Client};
use serde::Serialize;
use tokio::sync::Semaphore;
select!(Asset, "assets");
select_where_symbol!(Asset, "assets");
@@ -11,14 +14,16 @@ delete_where_symbols!("assets");
optimize!("assets");
pub async fn update_status_where_symbol<T>(
clickhouse_client: &Client,
client: &Client,
concurrency_limiter: &Arc<Semaphore>,
symbol: &T,
status: bool,
) -> Result<(), Error>
where
T: AsRef<str> + Serialize + Send + Sync,
{
clickhouse_client
let _ = concurrency_limiter.acquire().await.unwrap();
client
.query("ALTER TABLE assets UPDATE status = ? WHERE symbol = ?")
.bind(status)
.bind(symbol)
@@ -27,14 +32,16 @@ where
}
pub async fn update_qty_where_symbol<T>(
clickhouse_client: &Client,
client: &Client,
concurrency_limiter: &Arc<Semaphore>,
symbol: &T,
qty: f64,
) -> Result<(), Error>
where
T: AsRef<str> + Serialize + Send + Sync,
{
clickhouse_client
let _ = concurrency_limiter.acquire().await.unwrap();
client
.query("ALTER TABLE assets UPDATE qty = ? WHERE symbol = ?")
.bind(qty)
.bind(symbol)

View File

@@ -1,16 +1,20 @@
use std::sync::Arc;
use crate::{
cleanup, delete_where_symbols, optimize, select_where_symbol, types::Backfill, upsert,
cleanup, delete_where_symbols, optimize, select_where_symbols, types::Backfill, upsert,
};
use clickhouse::{error::Error, Client};
use tokio::sync::Semaphore;
select_where_symbol!(Backfill, "backfills_bars");
select_where_symbols!(Backfill, "backfills_bars");
upsert!(Backfill, "backfills_bars");
delete_where_symbols!("backfills_bars");
cleanup!("backfills_bars");
optimize!("backfills_bars");
pub async fn unfresh(clickhouse_client: &Client) -> Result<(), Error> {
clickhouse_client
pub async fn unfresh(client: &Client, concurrency_limiter: &Arc<Semaphore>) -> Result<(), Error> {
let _ = concurrency_limiter.acquire().await.unwrap();
client
.query("ALTER TABLE backfills_bars UPDATE fresh = false WHERE true")
.execute()
.await

View File

@@ -1,16 +1,20 @@
use std::sync::Arc;
use crate::{
cleanup, delete_where_symbols, optimize, select_where_symbol, types::Backfill, upsert,
cleanup, delete_where_symbols, optimize, select_where_symbols, types::Backfill, upsert,
};
use clickhouse::{error::Error, Client};
use tokio::sync::Semaphore;
select_where_symbol!(Backfill, "backfills_news");
select_where_symbols!(Backfill, "backfills_news");
upsert!(Backfill, "backfills_news");
delete_where_symbols!("backfills_news");
cleanup!("backfills_news");
optimize!("backfills_news");
pub async fn unfresh(clickhouse_client: &Client) -> Result<(), Error> {
clickhouse_client
pub async fn unfresh(client: &Client, concurrency_limiter: &Arc<Semaphore>) -> Result<(), Error> {
let _ = concurrency_limiter.acquire().await.unwrap();
client
.query("ALTER TABLE backfills_news UPDATE fresh = false WHERE true")
.execute()
.await

View File

@@ -1,7 +1,21 @@
use crate::{cleanup, delete_where_symbols, optimize, types::Bar, upsert, upsert_batch};
use std::sync::Arc;
use crate::{delete_where_symbols, optimize, types::Bar, upsert, upsert_batch};
use clickhouse::Client;
use tokio::sync::Semaphore;
upsert!(Bar, "bars");
upsert_batch!(Bar, "bars");
delete_where_symbols!("bars");
cleanup!("bars");
optimize!("bars");
pub async fn cleanup(
client: &Client,
concurrency_limiter: &Arc<Semaphore>,
) -> Result<(), clickhouse::error::Error> {
let _ = concurrency_limiter.acquire().await.unwrap();
client
.query("DELETE FROM bars WHERE symbol NOT IN (SELECT symbol FROM assets) OR symbol NOT IN (SELECT symbol FROM backfills_bars)")
.execute()
.await
}

View File

@@ -1,11 +1,14 @@
use std::sync::Arc;
use crate::{optimize, types::Calendar};
use clickhouse::error::Error;
use tokio::try_join;
use clickhouse::{error::Error, Client};
use tokio::{sync::Semaphore, try_join};
optimize!("calendar");
pub async fn upsert_batch_and_delete<'a, T>(
client: &clickhouse::Client,
client: &Client,
concurrency_limiter: &Arc<Semaphore>,
records: T,
) -> Result<(), Error>
where
@@ -34,5 +37,6 @@ where
.await
};
let _ = concurrency_limiter.acquire_many(2).await.unwrap();
try_join!(upsert_future, delete_future).map(|_| ())
}

View File

@@ -15,7 +15,9 @@ macro_rules! select {
($record:ty, $table_name:expr) => {
pub async fn select(
client: &clickhouse::Client,
concurrency_limiter: &std::sync::Arc<tokio::sync::Semaphore>,
) -> Result<Vec<$record>, clickhouse::error::Error> {
let _ = concurrency_limiter.acquire().await.unwrap();
client
.query(&format!("SELECT ?fields FROM {} FINAL", $table_name))
.fetch_all::<$record>()
@@ -29,11 +31,13 @@ macro_rules! select_where_symbol {
($record:ty, $table_name:expr) => {
pub async fn select_where_symbol<T>(
client: &clickhouse::Client,
concurrency_limiter: &std::sync::Arc<tokio::sync::Semaphore>,
symbol: &T,
) -> Result<Option<$record>, clickhouse::error::Error>
where
T: AsRef<str> + serde::Serialize + Send + Sync,
{
let _ = concurrency_limiter.acquire().await.unwrap();
client
.query(&format!(
"SELECT ?fields FROM {} FINAL WHERE symbol = ?",
@@ -46,13 +50,39 @@ macro_rules! select_where_symbol {
};
}
#[macro_export]
macro_rules! select_where_symbols {
($record:ty, $table_name:expr) => {
pub async fn select_where_symbols<T>(
client: &clickhouse::Client,
concurrency_limiter: &std::sync::Arc<tokio::sync::Semaphore>,
symbols: &[T],
) -> Result<Vec<$record>, clickhouse::error::Error>
where
T: AsRef<str> + serde::Serialize + Send + Sync,
{
let _ = concurrency_limiter.acquire().await.unwrap();
client
.query(&format!(
"SELECT ?fields FROM {} FINAL WHERE symbol IN ?",
$table_name
))
.bind(symbols)
.fetch_all::<$record>()
.await
}
};
}
#[macro_export]
macro_rules! upsert {
($record:ty, $table_name:expr) => {
pub async fn upsert(
client: &clickhouse::Client,
concurrency_limiter: &std::sync::Arc<tokio::sync::Semaphore>,
record: &$record,
) -> Result<(), clickhouse::error::Error> {
let _ = concurrency_limiter.acquire().await.unwrap();
let mut insert = client.insert($table_name)?;
insert.write(record).await?;
insert.end().await
@@ -65,12 +95,14 @@ macro_rules! upsert_batch {
($record:ty, $table_name:expr) => {
pub async fn upsert_batch<'a, T>(
client: &clickhouse::Client,
concurrency_limiter: &std::sync::Arc<tokio::sync::Semaphore>,
records: T,
) -> Result<(), clickhouse::error::Error>
where
T: IntoIterator<Item = &'a $record> + Send + Sync,
T::IntoIter: Send,
{
let _ = concurrency_limiter.acquire().await.unwrap();
let mut insert = client.insert($table_name)?;
for record in records {
insert.write(record).await?;
@@ -85,11 +117,13 @@ macro_rules! delete_where_symbols {
($table_name:expr) => {
pub async fn delete_where_symbols<T>(
client: &clickhouse::Client,
concurrency_limiter: &std::sync::Arc<tokio::sync::Semaphore>,
symbols: &[T],
) -> Result<(), clickhouse::error::Error>
where
T: AsRef<str> + serde::Serialize + Send + Sync,
{
let _ = concurrency_limiter.acquire().await.unwrap();
client
.query(&format!("DELETE FROM {} WHERE symbol IN ?", $table_name))
.bind(symbols)
@@ -102,7 +136,11 @@ macro_rules! delete_where_symbols {
#[macro_export]
macro_rules! cleanup {
($table_name:expr) => {
pub async fn cleanup(client: &clickhouse::Client) -> Result<(), clickhouse::error::Error> {
pub async fn cleanup(
client: &clickhouse::Client,
concurrency_limiter: &std::sync::Arc<tokio::sync::Semaphore>,
) -> Result<(), clickhouse::error::Error> {
let _ = concurrency_limiter.acquire().await.unwrap();
client
.query(&format!(
"DELETE FROM {} WHERE symbol NOT IN (SELECT symbol FROM assets)",
@@ -117,7 +155,11 @@ macro_rules! cleanup {
#[macro_export]
macro_rules! optimize {
($table_name:expr) => {
pub async fn optimize(client: &clickhouse::Client) -> Result<(), clickhouse::error::Error> {
pub async fn optimize(
client: &clickhouse::Client,
concurrency_limiter: &std::sync::Arc<tokio::sync::Semaphore>,
) -> Result<(), clickhouse::error::Error> {
let _ = concurrency_limiter.acquire().await.unwrap();
client
.query(&format!("OPTIMIZE TABLE {} FINAL", $table_name))
.execute()
@@ -126,27 +168,33 @@ macro_rules! optimize {
};
}
pub async fn cleanup_all(clickhouse_client: &Client) -> Result<(), Error> {
pub async fn cleanup_all(
clickhouse_client: &Client,
concurrency_limiter: &std::sync::Arc<tokio::sync::Semaphore>,
) -> 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)
bars::cleanup(clickhouse_client, concurrency_limiter),
news::cleanup(clickhouse_client, concurrency_limiter),
backfills_bars::cleanup(clickhouse_client, concurrency_limiter),
backfills_news::cleanup(clickhouse_client, concurrency_limiter)
)
.map(|_| ())
}
pub async fn optimize_all(clickhouse_client: &Client) -> Result<(), Error> {
pub async fn optimize_all(
clickhouse_client: &Client,
concurrency_limiter: &std::sync::Arc<tokio::sync::Semaphore>,
) -> 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),
calendar::optimize(clickhouse_client)
assets::optimize(clickhouse_client, concurrency_limiter),
bars::optimize(clickhouse_client, concurrency_limiter),
news::optimize(clickhouse_client, concurrency_limiter),
backfills_bars::optimize(clickhouse_client, concurrency_limiter),
backfills_news::optimize(clickhouse_client, concurrency_limiter),
orders::optimize(clickhouse_client, concurrency_limiter),
calendar::optimize(clickhouse_client, concurrency_limiter)
)
.map(|_| ())
}

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@@ -1,24 +1,33 @@
use std::sync::Arc;
use crate::{optimize, types::News, upsert, upsert_batch};
use clickhouse::{error::Error, Client};
use serde::Serialize;
use tokio::sync::Semaphore;
upsert!(News, "news");
upsert_batch!(News, "news");
optimize!("news");
pub async fn delete_where_symbols<T>(clickhouse_client: &Client, symbols: &[T]) -> Result<(), Error>
pub async fn delete_where_symbols<T>(
client: &Client,
concurrency_limiter: &Arc<Semaphore>,
symbols: &[T],
) -> Result<(), Error>
where
T: AsRef<str> + Serialize + Send + Sync,
{
clickhouse_client
let _ = concurrency_limiter.acquire().await.unwrap();
client
.query("DELETE FROM news WHERE hasAny(symbols, ?) AND NOT hasAny(symbols, (SELECT groupArray(symbol) FROM assets))")
.bind(symbols)
.execute()
.await
}
pub async fn cleanup(clickhouse_client: &Client) -> Result<(), Error> {
clickhouse_client
pub async fn cleanup(client: &Client, concurrency_limiter: &Arc<Semaphore>) -> Result<(), Error> {
let _ = concurrency_limiter.acquire().await.unwrap();
client
.query(
"DELETE FROM news WHERE NOT hasAny(symbols, (SELECT groupArray(symbol) FROM assets))",
)