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Update random bits and bobs

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Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
This commit is contained in:
Nick Karaolidis
2024-02-15 01:09:16 +00:00
parent 4b194e168f
commit cdaa2d20a9
20 changed files with 292 additions and 283 deletions
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106
src/config.rs
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@@ -15,27 +15,6 @@ use rust_bert::{
use std::{env, num::NonZeroU32, path::PathBuf, sync::Arc};
use tokio::sync::Mutex;
lazy_static! {
pub static ref ALPACA_MODE: Mode = env::var("ALPACA_MODE")
.expect("ALPACA_MODE must be set.")
.parse()
.expect("ALPACA_MODE must be 'live' or 'paper'");
static ref ALPACA_URL_SUBDOMAIN: String = match *ALPACA_MODE {
Mode::Live => String::from("api"),
Mode::Paper => String::from("paper-api"),
};
#[derive(Debug)]
pub static ref ALPACA_API_URL: String = format!(
"https://{subdomain}.alpaca.markets/v2",
subdomain = *ALPACA_URL_SUBDOMAIN
);
#[derive(Debug)]
pub static ref ALPACA_WEBSOCKET_URL: String = format!(
"wss://{subdomain}.alpaca.markets/stream",
subdomain = *ALPACA_URL_SUBDOMAIN
);
}
pub const ALPACA_STOCK_DATA_API_URL: &str = "https://data.alpaca.markets/v2/stocks/bars";
pub const ALPACA_CRYPTO_DATA_API_URL: &str = "https://data.alpaca.markets/v1beta3/crypto/us/bars";
pub const ALPACA_NEWS_DATA_API_URL: &str = "https://data.alpaca.markets/v1beta1/news";
@@ -45,69 +24,78 @@ pub const ALPACA_CRYPTO_DATA_WEBSOCKET_URL: &str =
"wss://stream.data.alpaca.markets/v1beta3/crypto/us";
pub const ALPACA_NEWS_DATA_WEBSOCKET_URL: &str = "wss://stream.data.alpaca.markets/v1beta1/news";
lazy_static! {
pub static ref ALPACA_MODE: Mode = env::var("ALPACA_MODE")
.expect("ALPACA_MODE must be set.")
.parse()
.expect("ALPACA_MODE must be 'live' or 'paper'");
pub static ref ALPACA_SOURCE: Source = env::var("ALPACA_SOURCE")
.expect("ALPACA_SOURCE must be set.")
.parse()
.expect("ALPACA_SOURCE must be 'iex', 'sip', or 'otc'");
pub static ref ALPACA_API_KEY: String = env::var("ALPACA_API_KEY").expect("ALPACA_API_KEY must be set.");
pub static ref ALPACA_API_SECRET: String = env::var("ALPACA_API_SECRET").expect("ALPACA_API_SECRET must be set.");
#[derive(Debug)]
pub static ref ALPACA_API_URL: String = format!(
"https://{}.alpaca.markets/v2",
match *ALPACA_MODE {
Mode::Live => String::from("api"),
Mode::Paper => String::from("paper-api"),
}
);
#[derive(Debug)]
pub static ref ALPACA_WEBSOCKET_URL: String = format!(
"wss://{}.alpaca.markets/stream",
match *ALPACA_MODE {
Mode::Live => String::from("api"),
Mode::Paper => String::from("paper-api"),
}
);
pub static ref MAX_BERT_INPUTS: usize = env::var("MAX_BERT_INPUTS")
.expect("MAX_BERT_INPUTS must be set.")
.parse()
.expect("MAX_BERT_INPUTS must be a positive integer.");
}
pub struct Config {
pub alpaca_api_key: String,
pub alpaca_api_secret: String,
pub alpaca_client: Client,
pub alpaca_rate_limit: DefaultDirectRateLimiter,
pub alpaca_source: Source,
pub alpaca_rate_limiter: DefaultDirectRateLimiter,
pub clickhouse_client: clickhouse::Client,
pub max_bert_inputs: usize,
pub sequence_classifier: Arc<Mutex<SequenceClassificationModel>>,
pub sequence_classifier: Mutex<SequenceClassificationModel>,
}
impl Config {
pub fn from_env() -> Self {
let alpaca_api_key = env::var("ALPACA_API_KEY").expect("ALPACA_API_KEY must be set.");
let alpaca_api_secret =
env::var("ALPACA_API_SECRET").expect("ALPACA_API_SECRET must be set.");
let alpaca_source: Source = env::var("ALPACA_SOURCE")
.expect("ALPACA_SOURCE must be set.")
.parse()
.expect("ALPACA_SOURCE must be 'iex', 'sip', or 'otc'.");
let clickhouse_url = env::var("CLICKHOUSE_URL").expect("CLICKHOUSE_URL must be set.");
let clickhouse_user = env::var("CLICKHOUSE_USER").expect("CLICKHOUSE_USER must be set.");
let clickhouse_password =
env::var("CLICKHOUSE_PASSWORD").expect("CLICKHOUSE_PASSWORD must be set.");
let clickhouse_db = env::var("CLICKHOUSE_DB").expect("CLICKHOUSE_DB must be set.");
let max_bert_inputs: usize = env::var("MAX_BERT_INPUTS")
.expect("MAX_BERT_INPUTS must be set.")
.parse()
.expect("MAX_BERT_INPUTS must be a positive integer.");
Self {
alpaca_client: Client::builder()
.default_headers(HeaderMap::from_iter([
(
HeaderName::from_static("apca-api-key-id"),
HeaderValue::from_str(&alpaca_api_key)
HeaderValue::from_str(&ALPACA_API_KEY)
.expect("Alpaca API key must not contain invalid characters."),
),
(
HeaderName::from_static("apca-api-secret-key"),
HeaderValue::from_str(&alpaca_api_secret)
HeaderValue::from_str(&ALPACA_API_SECRET)
.expect("Alpaca API secret must not contain invalid characters."),
),
]))
.build()
.unwrap(),
alpaca_rate_limit: RateLimiter::direct(Quota::per_minute(match alpaca_source {
alpaca_rate_limiter: RateLimiter::direct(Quota::per_minute(match *ALPACA_SOURCE {
Source::Iex => unsafe { NonZeroU32::new_unchecked(200) },
Source::Sip => unsafe { NonZeroU32::new_unchecked(10000) },
Source::Otc => unimplemented!("OTC rate limit not implemented."),
})),
alpaca_source,
clickhouse_client: clickhouse::Client::default()
.with_url(clickhouse_url)
.with_user(clickhouse_user)
.with_password(clickhouse_password)
.with_database(clickhouse_db),
alpaca_api_key,
alpaca_api_secret,
max_bert_inputs,
sequence_classifier: Arc::new(Mutex::new(
.with_url(env::var("CLICKHOUSE_URL").expect("CLICKHOUSE_URL must be set."))
.with_user(env::var("CLICKHOUSE_USER").expect("CLICKHOUSE_USER must be set."))
.with_password(
env::var("CLICKHOUSE_PASSWORD").expect("CLICKHOUSE_PASSWORD must be set."),
)
.with_database(env::var("CLICKHOUSE_DB").expect("CLICKHOUSE_DB must be set.")),
sequence_classifier: Mutex::new(
SequenceClassificationModel::new(SequenceClassificationConfig::new(
ModelType::Bert,
ModelResource::Torch(Box::new(LocalResource {
@@ -125,7 +113,7 @@ impl Config {
None,
))
.unwrap(),
)),
),
}
}