Fix the Sin of Man

- Migrate to ClickHouse
- Simplify serde renaming
- Simplify backfill logic
- Compartmentalize database columns

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

src/config.rs

@@ -1,8 +1,6 @@
 use crate::types::Source;
 use governor::{DefaultDirectRateLimiter, Quota, RateLimiter};
-use http::HeaderMap;
-use reqwest::Client;
-use sqlx::{postgres::PgPoolOptions, PgPool};
+use reqwest::{header::HeaderMap, Client};
 use std::{env, num::NonZeroU32, sync::Arc};
 use time::{format_description::FormatItem, macros::format_description};
 use tokio::time::Duration;
@@ -15,8 +13,6 @@ pub const ALPACA_CRYPTO_WEBSOCKET_URL: &str = "wss://stream.data.alpaca.markets/
 pub const ALPACA_TIMESTAMP_FORMAT: &[FormatItem] =
     format_description!("[year]-[month]-[day]T[hour]:[minute]:[second]Z");
 
-const NUM_CLIENTS: u32 = 10;
-
 pub struct Config {
     pub alpaca_api_key: String,
     pub alpaca_api_secret: String,
@@ -24,12 +20,11 @@ pub struct Config {
     pub alpaca_rate_limit: DefaultDirectRateLimiter,
     pub alpaca_historical_offset: Duration,
     pub alpaca_source: Source,
-    pub postgres_pool: PgPool,
+    pub clickhouse_client: clickhouse::Client,
 }
 
 impl Config {
-    pub async fn from_env() -> Self {
-        let database_url = env::var("DATABASE_URL").expect("DATABASE_URL must be set.");
+    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.");
@@ -38,6 +33,12 @@ impl Config {
             .parse()
             .expect("ALPACA_SOURCE must be a either 'iex' or 'sip'.");
 
+        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.");
+
         Self {
             alpaca_api_key: alpaca_api_key.clone(),
             alpaca_api_secret: alpaca_api_secret.clone(),
@@ -59,15 +60,15 @@ impl Config {
                 Source::Sip => 0,
             }),
             alpaca_source,
-            postgres_pool: PgPoolOptions::new()
-                .max_connections(NUM_CLIENTS)
-                .connect(&database_url)
-                .await
-                .unwrap(),
+            clickhouse_client: clickhouse::Client::default()
+                .with_url(clickhouse_url)
+                .with_user(clickhouse_user)
+                .with_password(clickhouse_password)
+                .with_database(clickhouse_db),
         }
     }
 
-    pub async fn arc_from_env() -> Arc<Self> {
-        Arc::new(Self::from_env().await)
+    pub fn arc_from_env() -> Arc<Self> {
+        Arc::new(Self::from_env())
     }
 }