Add position types

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

src/config.rs

@@ -16,6 +16,7 @@ use tokio::sync::Mutex;
 
 pub const ALPACA_ASSET_API_URL: &str = "https://api.alpaca.markets/v2/assets";
 pub const ALPACA_ORDER_API_URL: &str = "https://api.alpaca.markets/v2/orders";
+pub const ALPACA_POSITION_API_URL: &str = "https://api.alpaca.markets/v2/positions";
 pub const ALPACA_CLOCK_API_URL: &str = "https://api.alpaca.markets/v2/clock";
 
 pub const ALPACA_STOCK_DATA_URL: &str = "https://data.alpaca.markets/v2/stocks/bars";

src/database/mod.rs

@@ -3,3 +3,4 @@ pub mod backfills;
 pub mod bars;
 pub mod news;
 pub mod orders;
+pub mod positions;

src/types/alpaca/api/incoming/mod.rs

@@ -3,3 +3,4 @@ pub mod bar;
 pub mod clock;
 pub mod news;
 pub mod order;
+pub mod position;

src/types/alpaca/api/incoming/position.rs

@@ -0,0 +1,95 @@
+use crate::{
+    config::{Config, ALPACA_POSITION_API_URL},
+    types::{
+        self,
+        alpaca::shared::{
+            self,
+            asset::{Class, Exchange},
+        },
+    },
+};
+use backoff::{future::retry_notify, ExponentialBackoff};
+use log::warn;
+use serde::Deserialize;
+use std::{sync::Arc, time::Duration};
+use uuid::Uuid;
+
+#[derive(Deserialize)]
+#[serde(rename_all = "snake_case")]
+pub enum Side {
+    Long,
+    Short,
+}
+
+impl From<Side> for shared::order::Side {
+    fn from(side: Side) -> Self {
+        match side {
+            Side::Long => Self::Buy,
+            Side::Short => Self::Sell,
+        }
+    }
+}
+
+#[derive(Deserialize)]
+pub struct Position {
+    pub asset_id: Uuid,
+    pub symbol: String,
+    pub exchange: Exchange,
+    pub asset_class: Class,
+    pub avg_entry_price: f64,
+    pub qty: f64,
+    pub qty_available: f64,
+    pub side: Side,
+    pub market_value: f64,
+    pub cost_basis: f64,
+    pub unrealized_pl: f64,
+    pub unrealized_plpc: f64,
+    pub unrealized_intraday_pl: f64,
+    pub unrealized_intraday_plpc: f64,
+    pub current_price: f64,
+    pub lastday_price: f64,
+    pub change_today: f64,
+    pub asset_marginable: bool,
+}
+
+impl From<Position> for types::Position {
+    fn from(position: Position) -> Self {
+        Self {
+            symbol: position.symbol,
+            qty: position.qty_available,
+        }
+    }
+}
+
+pub async fn get(
+    config: &Arc<Config>,
+    backoff: Option<ExponentialBackoff>,
+) -> Result<Vec<Position>, reqwest::Error> {
+    retry_notify(
+        backoff.unwrap_or_default(),
+        || async {
+            config.alpaca_rate_limit.until_ready().await;
+            config
+                .alpaca_client
+                .get(ALPACA_POSITION_API_URL)
+                .send()
+                .await?
+                .error_for_status()
+                .map_err(|e| match e.status() {
+                    Some(reqwest::StatusCode::FORBIDDEN) => backoff::Error::Permanent(e),
+                    _ => e.into(),
+                })?
+                .json::<Vec<Position>>()
+                .await
+                .map_err(backoff::Error::Permanent)
+        },
+        |e, duration: Duration| {
+            warn!(
+                "Failed to get positions, will retry in {} seconds: {}",
+                duration.as_secs(),
+                e
+            );
+        },
+    )
+    .await
+}

src/types/mod.rs

@@ -4,9 +4,11 @@ pub mod backfill;
 pub mod bar;
 pub mod news;
 pub mod order;
+pub mod position;
 
 pub use asset::{Asset, Class, Exchange};
 pub use backfill::Backfill;
 pub use bar::Bar;
 pub use news::News;
 pub use order::Order;
+pub use position::Position;

src/types/position.rs

@@ -0,0 +1,8 @@
+use clickhouse::Row;
+use serde::{Deserialize, Serialize};
+
+#[derive(Clone, Debug, PartialEq, Serialize, Deserialize, Row)]
+pub struct Position {
+    pub symbol: String,
+    pub qty: f64,
+}

support/clickhouse/docker-entrypoint-initdb.d/0000_init.sql

@@ -118,3 +118,9 @@ ENGINE = ReplacingMergeTree()
 PARTITION BY toYYYYMM(time_submitted)
 PRIMARY KEY id;
 
+CREATE TABLE IF NOT EXISTS qrust.positions (
+    symbol LowCardinality(String),
+    qty Float64
+)
+ENGINE = ReplacingMergeTree()
+PRIMARY KEY symbol;