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+edition = "2021" + +# See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html + +[dependencies] +common = { path = "../common" } +apca = "0.27.2" +axum = "0.6.20" +dotenv = "0.15.0" +sqlx = { version = "0.7.1", features = [ + "uuid", + "time", + "postgres", + "runtime-tokio", +] } +tokio = { version = "1.32.0", features = [ + "macros", + "rt-multi-thread", +] } +deadpool = { version = "0.9.5", features = [ + "rt_tokio_1", +] } +serde = "1.0.188" diff --git a/backend/assets/docker-compose.yml b/backend/assets/docker-compose.yml new file mode 100644 index 0000000..dbfbfb6 --- /dev/null +++ b/backend/assets/docker-compose.yml @@ -0,0 +1,8 @@ +services: + assets: + build: + context: .. + dockerfile: Dockerfile + target: assets + hostname: assets + restart: unless-stopped diff --git a/backend/assets/src/main.rs b/backend/assets/src/main.rs new file mode 100644 index 0000000..71addc2 --- /dev/null +++ b/backend/assets/src/main.rs @@ -0,0 +1,39 @@ +use axum::{ + routing::{delete, get, post}, + Extension, Router, Server, +}; +use common::alpaca::create_alpaca_pool; +use dotenv::dotenv; +use sqlx::PgPool; +use std::{env, error::Error, net::SocketAddr}; + +mod routes; + +#[tokio::main] +async fn main() -> Result<(), Box> { + dotenv().ok(); + + let database_pool = PgPool::connect(&env::var("DATABASE_URL").unwrap()).await?; + + let alpaca_pool = create_alpaca_pool( + &env::var("APCA_API_BASE_URL").unwrap(), + &env::var("APCA_API_KEY_ID").unwrap(), + &env::var("APCA_API_SECRET_KEY").unwrap(), + 10, + )?; + + let app = Router::new() + .route("/assets", get(routes::get_assets)) + .route("/assets/:symbol", get(routes::get_asset)) + .route("/assets", post(routes::add_asset)) + .route("/assets/:symbol", post(routes::update_asset)) + .route("/assets/:symbol", delete(routes::delete_asset)) + .layer(Extension(database_pool)) + .layer(Extension(alpaca_pool)); + + let addr = SocketAddr::from(([0, 0, 0, 0], 7878)); + println!("Listening on {}...", addr); + Server::bind(&addr).serve(app.into_make_service()).await?; + + Ok(()) +} diff --git a/backend/assets/src/routes.rs b/backend/assets/src/routes.rs new file mode 100644 index 0000000..a059800 --- /dev/null +++ b/backend/assets/src/routes.rs @@ -0,0 +1,110 @@ +use apca::api::v2::asset::{self, Symbol}; +use axum::{extract::Path, http::StatusCode, Extension, Json}; +use common::{ + alpaca::AlpacaPool, + database::{Asset, Class, Exchange}, +}; +use serde::Deserialize; +use sqlx::{query, query_as, types::Uuid, PgPool}; + +pub async fn get_assets( + Extension(database_pool): Extension, +) -> Result<(StatusCode, Json>), StatusCode> { + let assets = query_as!(Asset, r#"SELECT id, symbol, class as "class: Class", exchange as "exchange: Exchange", trading, date_added FROM assets"#) + .fetch_all(&database_pool) + .await + .map_err(|_| StatusCode::INTERNAL_SERVER_ERROR)?; + + Ok((StatusCode::OK, Json(assets))) +} + +pub async fn get_asset( + Extension(database_pool): Extension, + Path(symbol): Path, +) -> Result<(StatusCode, Json), StatusCode> { + let asset = query_as!(Asset, r#"SELECT id, symbol, class as "class: Class", exchange as "exchange: Exchange", trading, date_added FROM assets WHERE symbol = $1"#, symbol) + .fetch_one(&database_pool) + .await + .map_err(|_| StatusCode::INTERNAL_SERVER_ERROR)?; + + Ok((StatusCode::OK, Json(asset))) +} + +#[allow(dead_code)] +#[derive(Deserialize)] +pub struct AddAssetRequest { + symbol: String, + trading: Option, +} + +pub async fn add_asset( + Extension(database_pool): Extension, + Extension(alpaca_pool): Extension, + Json(request): Json, +) -> Result { + if query_as!(Asset, r#"SELECT id, symbol, class as "class: Class", exchange as "exchange: Exchange", trading, date_added FROM assets WHERE symbol = $1"#, request.symbol) + .fetch_optional(&database_pool) + .await + .map_err(|_| StatusCode::INTERNAL_SERVER_ERROR)? + .is_some() { + return Err(StatusCode::CONFLICT); + } + + let asset = alpaca_pool + .get() + .await + .map_err(|_| StatusCode::INTERNAL_SERVER_ERROR)? + .issue::(&Symbol::Sym(request.symbol)) + .await + .map_err(|_| StatusCode::INTERNAL_SERVER_ERROR)?; + + query!( + r#"INSERT INTO assets (id, symbol, class, exchange, trading) VALUES ($1, $2, $3::CLASS, $4::EXCHANGE, $5)"#, + Uuid::parse_str(&asset.id.to_string()).unwrap(), + asset.symbol, + Class::from(asset.class) as Class, + Exchange::from(asset.exchange) as Exchange, + request.trading + ) + .execute(&database_pool) + .await + .unwrap(); + + Ok(StatusCode::CREATED) +} + +#[allow(dead_code)] +#[derive(Deserialize)] +pub struct UpdateAssetRequest { + trading: bool, +} + +pub async fn update_asset( + Extension(database_pool): Extension, + Path(symbol): Path, + Json(request): Json, +) -> Result { + query_as!( + Asset, + r#"UPDATE assets SET trading = $1 WHERE symbol = $2"#, + request.trading, + symbol + ) + .execute(&database_pool) + .await + .map_err(|_| StatusCode::INTERNAL_SERVER_ERROR)?; + + Ok(StatusCode::OK) +} + +pub async fn delete_asset( + Extension(database_pool): Extension, + Path(symbol): Path, +) -> Result { + query!(r#"DELETE FROM assets WHERE symbol = $1"#, symbol) + .execute(&database_pool) + .await + .map_err(|_| StatusCode::INTERNAL_SERVER_ERROR)?; + + Ok(StatusCode::NO_CONTENT) +} diff --git a/backend/common/Cargo.toml b/backend/common/Cargo.toml new file mode 100644 index 0000000..597c097 --- /dev/null +++ b/backend/common/Cargo.toml @@ -0,0 +1,11 @@ +[package] +name = "common" +version = "0.1.0" +edition = "2021" + +[dependencies] +apca = "0.27.2" +deadpool = "0.9.5" +serde = { version = "1.0.188", features = ["derive"] } +sqlx = { version = "0.7.1", features = ["uuid", "time", "postgres"] } +time = { version = "0.3.27", features = ["serde"] } diff --git a/backend/common/src/alpaca.rs b/backend/common/src/alpaca.rs new file mode 100644 index 0000000..76b65e1 --- /dev/null +++ b/backend/common/src/alpaca.rs @@ -0,0 +1,23 @@ +use apca::{ApiInfo, Client}; +use deadpool::unmanaged::Pool; +use std::error::Error; + +pub type AlpacaPool = Pool; + +pub fn create_alpaca_pool( + apca_api_base_url: &str, + apca_api_key_id: &str, + apca_api_secret_key: &str, + num_clients: usize, +) -> Result, Box> { + let mut alpaca_clients = Vec::new(); + for _ in 0..num_clients { + let client = Client::new(ApiInfo::from_parts( + apca_api_base_url, + apca_api_key_id, + apca_api_secret_key, + )?); + alpaca_clients.push(client); + } + Ok(Pool::from(alpaca_clients)) +} diff --git a/backend/common/src/database.rs b/backend/common/src/database.rs new file mode 100644 index 0000000..7abbe3c --- /dev/null +++ b/backend/common/src/database.rs @@ -0,0 +1,89 @@ +use serde::{Deserialize, Serialize}; +use sqlx::{error::BoxDynError, types::Uuid, Decode, Encode, FromRow, Postgres, Type}; +use std::ops::Deref; +use time::PrimitiveDateTime; + +macro_rules! impl_apca_sqlx_traits { + ($outer_type:ident, $inner_type:path, $fallback:expr) => { + #[derive(Clone, Debug, PartialEq, Serialize, Deserialize)] + pub struct $outer_type($inner_type); + + impl Deref for $outer_type { + type Target = $inner_type; + + fn deref(&self) -> &Self::Target { + &self.0 + } + } + + impl From<$inner_type> for $outer_type { + fn from(inner: $inner_type) -> Self { + $outer_type(inner) + } + } + + impl From for $outer_type { + fn from(s: String) -> Self { + s.parse().unwrap_or($fallback).into() + } + } + + impl Decode<'_, Postgres> for $outer_type { + fn decode( + value: >::ValueRef, + ) -> Result { + Ok($outer_type::from(>::decode( + value, + )?)) + } + } + + impl Encode<'_, Postgres> for $outer_type { + fn encode_by_ref( + &self, + buf: &mut >::ArgumentBuffer, + ) -> sqlx::encode::IsNull { + >::encode_by_ref(&self.0.as_ref().to_owned(), buf) + } + } + + impl Type for $outer_type { + fn type_info() -> ::TypeInfo { + >::type_info() + } + } + }; +} + +impl_apca_sqlx_traits!( + Class, + apca::api::v2::asset::Class, + apca::api::v2::asset::Class::Unknown +); + +impl_apca_sqlx_traits!( + Exchange, + apca::api::v2::asset::Exchange, + apca::api::v2::asset::Exchange::Unknown +); + +#[derive(Clone, Debug, PartialEq, FromRow, Serialize, Deserialize)] +pub struct Asset { + pub id: Uuid, + pub symbol: String, + pub class: Class, + pub exchange: Exchange, + pub trading: bool, + pub date_added: PrimitiveDateTime, +} + +#[derive(Clone, Debug, PartialEq, FromRow, Serialize, Deserialize)] +pub struct Bar { + pub timestamp: PrimitiveDateTime, + pub symbol_id: Uuid, + pub open: f64, + pub high: f64, + pub low: f64, + pub close: f64, + pub volume: u64, +} diff --git a/backend/common/src/lib.rs b/backend/common/src/lib.rs new file mode 100644 index 0000000..773e791 --- /dev/null +++ b/backend/common/src/lib.rs @@ -0,0 +1,2 @@ +pub mod alpaca; +pub mod database; diff --git a/docker-compose.yml b/docker-compose.yml index 49a5914..c3566b8 100644 --- a/docker-compose.yml +++ b/docker-compose.yml @@ -3,16 +3,34 @@ services: extends: file: support/timescaledb/docker-compose.yml service: timescaledb + profiles: + - support rabbitmq: extends: file: support/rabbitmq/docker-compose.yml service: rabbitmq + profiles: + - support nginx: extends: file: support/nginx/docker-compose.yml service: nginx + profiles: + - support + + assets: + extends: + file: backend/assets/docker-compose.yml + service: assets + env_file: + - .env.docker + depends_on: + - timescaledb + - rabbitmq + profiles: + - backend volumes: timescaledb-data: diff --git a/support/nginx/config/default.conf b/support/nginx/config/default.conf index d537bd8..07c42eb 100644 --- a/support/nginx/config/default.conf +++ b/support/nginx/config/default.conf @@ -1,3 +1,15 @@ server { listen 80; + + location /assets { + resolver 127.0.0.11; + proxy_set_header Host $host; + proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for; + + set $upstream_proto http; + set $upstream_host assets; + set $upstream_port 7878; + + proxy_pass $upstream_proto://$upstream_host:$upstream_port; + } } diff --git a/support/timescaledb/999_init.sh b/support/timescaledb/999_init.sh new file mode 100644 index 0000000..3481c86 --- /dev/null +++ b/support/timescaledb/999_init.sh @@ -0,0 +1,27 @@ +#!/bin/bash + +psql --username "$POSTGRES_USER" --dbname "$POSTGRES_DB" <<-EOSQL + CREATE TYPE CLASS AS ENUM ('us_equity', 'crypto', 'unknown'); + + CREATE TYPE EXCHANGE AS ENUM ( + 'AMEX', + 'ARCA', + 'BATS', + 'NASDAQ', + 'NYSE', + 'NYSEARCA', + 'OTC', + 'unknown' + ); + + CREATE TABLE assets ( + id UUID PRIMARY KEY, + symbol VARCHAR(20) NOT NULL UNIQUE, + class CLASS NOT NULL, + exchange EXCHANGE NOT NULL, + trading BOOLEAN NOT NULL DEFAULT FALSE, + date_added TIMESTAMP WITHOUT TIME ZONE NOT NULL DEFAULT NOW() + ); + + CREATE INDEX assets_symbol_idx ON assets (symbol); +EOSQL diff --git a/support/timescaledb/docker-compose.yml b/support/timescaledb/docker-compose.yml index b808c7c..cb8ebfa 100644 --- a/support/timescaledb/docker-compose.yml +++ b/support/timescaledb/docker-compose.yml @@ -8,6 +8,7 @@ services: volumes: - timescaledb-data:/home/postgres/pgdata/data - timescaledb-logs:/home/postgres/pg_log + - ./9999-init.sh:/docker-entrypoint-initdb.d/9999-init.sh environment: - TIMESCALEDB_TELEMETRY=off - POSTGRES_USER=${POSTGRES_USER}