124 lines
5.1 KiB
Rust
124 lines
5.1 KiB
Rust
use crate::types::alpaca::shared::{Mode, Source};
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use governor::{DefaultDirectRateLimiter, Quota, RateLimiter};
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use lazy_static::lazy_static;
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use reqwest::{
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header::{HeaderMap, HeaderName, HeaderValue},
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Client,
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};
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use rust_bert::{
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pipelines::{
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common::{ModelResource, ModelType},
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sequence_classification::{SequenceClassificationConfig, SequenceClassificationModel},
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},
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resources::LocalResource,
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};
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use std::{env, num::NonZeroU32, path::PathBuf, sync::Arc};
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use tokio::sync::Mutex;
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pub const ALPACA_STOCK_DATA_API_URL: &str = "https://data.alpaca.markets/v2/stocks/bars";
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pub const ALPACA_CRYPTO_DATA_API_URL: &str = "https://data.alpaca.markets/v1beta3/crypto/us/bars";
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pub const ALPACA_NEWS_DATA_API_URL: &str = "https://data.alpaca.markets/v1beta1/news";
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pub const ALPACA_STOCK_DATA_WEBSOCKET_URL: &str = "wss://stream.data.alpaca.markets/v2";
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pub const ALPACA_CRYPTO_DATA_WEBSOCKET_URL: &str =
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"wss://stream.data.alpaca.markets/v1beta3/crypto/us";
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pub const ALPACA_NEWS_DATA_WEBSOCKET_URL: &str = "wss://stream.data.alpaca.markets/v1beta1/news";
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lazy_static! {
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pub static ref ALPACA_MODE: Mode = env::var("ALPACA_MODE")
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.expect("ALPACA_MODE must be set.")
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.parse()
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.expect("ALPACA_MODE must be 'live' or 'paper'");
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pub static ref ALPACA_SOURCE: Source = env::var("ALPACA_SOURCE")
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.expect("ALPACA_SOURCE must be set.")
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.parse()
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.expect("ALPACA_SOURCE must be 'iex', 'sip', or 'otc'");
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pub static ref ALPACA_API_KEY: String = env::var("ALPACA_API_KEY").expect("ALPACA_API_KEY must be set.");
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pub static ref ALPACA_API_SECRET: String = env::var("ALPACA_API_SECRET").expect("ALPACA_API_SECRET must be set.");
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#[derive(Debug)]
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pub static ref ALPACA_API_URL: String = format!(
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"https://{}.alpaca.markets/v2",
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match *ALPACA_MODE {
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Mode::Live => String::from("api"),
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Mode::Paper => String::from("paper-api"),
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}
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);
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#[derive(Debug)]
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pub static ref ALPACA_WEBSOCKET_URL: String = format!(
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"wss://{}.alpaca.markets/stream",
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match *ALPACA_MODE {
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Mode::Live => String::from("api"),
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Mode::Paper => String::from("paper-api"),
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}
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);
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pub static ref MAX_BERT_INPUTS: usize = env::var("MAX_BERT_INPUTS")
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.expect("MAX_BERT_INPUTS must be set.")
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.parse()
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.expect("MAX_BERT_INPUTS must be a positive integer.");
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}
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pub struct Config {
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pub alpaca_client: Client,
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pub alpaca_rate_limiter: DefaultDirectRateLimiter,
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pub clickhouse_client: clickhouse::Client,
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pub sequence_classifier: Mutex<SequenceClassificationModel>,
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}
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impl Config {
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pub fn from_env() -> Self {
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Self {
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alpaca_client: Client::builder()
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.default_headers(HeaderMap::from_iter([
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(
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HeaderName::from_static("apca-api-key-id"),
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HeaderValue::from_str(&ALPACA_API_KEY)
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.expect("Alpaca API key must not contain invalid characters."),
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),
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(
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HeaderName::from_static("apca-api-secret-key"),
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HeaderValue::from_str(&ALPACA_API_SECRET)
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.expect("Alpaca API secret must not contain invalid characters."),
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),
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]))
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.build()
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.unwrap(),
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alpaca_rate_limiter: RateLimiter::direct(Quota::per_minute(match *ALPACA_SOURCE {
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Source::Iex => unsafe { NonZeroU32::new_unchecked(200) },
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Source::Sip => unsafe { NonZeroU32::new_unchecked(10000) },
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Source::Otc => unimplemented!("OTC rate limit not implemented."),
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})),
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clickhouse_client: clickhouse::Client::default()
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.with_url(env::var("CLICKHOUSE_URL").expect("CLICKHOUSE_URL must be set."))
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.with_user(env::var("CLICKHOUSE_USER").expect("CLICKHOUSE_USER must be set."))
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.with_password(
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env::var("CLICKHOUSE_PASSWORD").expect("CLICKHOUSE_PASSWORD must be set."),
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)
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.with_database(env::var("CLICKHOUSE_DB").expect("CLICKHOUSE_DB must be set.")),
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sequence_classifier: Mutex::new(
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SequenceClassificationModel::new(SequenceClassificationConfig::new(
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ModelType::Bert,
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ModelResource::Torch(Box::new(LocalResource {
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local_path: PathBuf::from("./models/finbert/rust_model.ot"),
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})),
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LocalResource {
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local_path: PathBuf::from("./models/finbert/config.json"),
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},
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LocalResource {
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local_path: PathBuf::from("./models/finbert/vocab.txt"),
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},
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None,
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true,
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None,
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None,
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))
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.unwrap(),
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),
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}
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}
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pub fn arc_from_env() -> Arc<Self> {
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Arc::new(Self::from_env())
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}
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}
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