Files
qrust/src/threads/data/mod.rs
Nikolaos Karaolidis 61c573cbc7 Remove stored abbreviation
- Alpaca is fuck

Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2024-02-04 21:24:14 +00:00

207 lines
6.9 KiB
Rust

pub mod asset_status;
pub mod backfill;
pub mod websocket;
use super::{clock, guard::Guard};
use crate::{
config::{
Config, ALPACA_CRYPTO_WEBSOCKET_URL, ALPACA_NEWS_WEBSOCKET_URL, ALPACA_STOCK_WEBSOCKET_URL,
},
types::{Class, Subset},
utils::authenticate,
};
use futures_util::StreamExt;
use std::sync::Arc;
use tokio::{
join, select, spawn,
sync::{mpsc, Mutex, RwLock},
};
use tokio_tungstenite::connect_async;
#[derive(Clone, Copy, Debug)]
pub enum ThreadType {
Bars(Class),
News,
}
pub async fn run(
app_config: Arc<Config>,
mut asset_receiver: mpsc::Receiver<asset_status::Message>,
mut clock_receiver: mpsc::Receiver<clock::Message>,
) {
let (bars_us_equity_asset_status_sender, bars_us_equity_backfill_sender) =
init_thread(app_config.clone(), ThreadType::Bars(Class::UsEquity)).await;
let (bars_crypto_asset_status_sender, bars_crypto_backfill_sender) =
init_thread(app_config.clone(), ThreadType::Bars(Class::Crypto)).await;
let (news_asset_status_sender, news_backfill_sender) =
init_thread(app_config.clone(), ThreadType::News).await;
loop {
select! {
Some(asset_message) = asset_receiver.recv() => {
spawn(handle_asset_message(
bars_us_equity_asset_status_sender.clone(),
bars_crypto_asset_status_sender.clone(),
news_asset_status_sender.clone(),
asset_message,
));
}
Some(_) = clock_receiver.recv() => {
spawn(handle_clock_message(
bars_us_equity_backfill_sender.clone(),
bars_crypto_backfill_sender.clone(),
news_backfill_sender.clone(),
));
}
else => {
panic!("Communication channel unexpectedly closed.")
}
}
}
}
async fn init_thread(
app_config: Arc<Config>,
thread_type: ThreadType,
) -> (
mpsc::Sender<asset_status::Message>,
mpsc::Sender<backfill::Message>,
) {
let guard = Arc::new(RwLock::new(Guard::new()));
let websocket_url = match thread_type {
ThreadType::Bars(Class::UsEquity) => format!(
"{}/{}",
ALPACA_STOCK_WEBSOCKET_URL, &app_config.alpaca_source
),
ThreadType::Bars(Class::Crypto) => ALPACA_CRYPTO_WEBSOCKET_URL.into(),
ThreadType::News => ALPACA_NEWS_WEBSOCKET_URL.into(),
};
let (websocket, _) = connect_async(websocket_url).await.unwrap();
let (mut websocket_sender, mut websocket_receiver) = websocket.split();
authenticate(&app_config, &mut websocket_sender, &mut websocket_receiver).await;
let websocket_sender = Arc::new(Mutex::new(websocket_sender));
let (asset_status_sender, asset_status_receiver) = mpsc::channel(100);
spawn(asset_status::run(
app_config.clone(),
thread_type,
guard.clone(),
asset_status_receiver,
websocket_sender.clone(),
));
let (backfill_sender, backfill_receiver) = mpsc::channel(100);
spawn(backfill::run(
app_config.clone(),
thread_type,
guard.clone(),
backfill_receiver,
));
spawn(websocket::run(
app_config.clone(),
thread_type,
guard.clone(),
websocket_sender,
websocket_receiver,
backfill_sender.clone(),
));
(asset_status_sender, backfill_sender)
}
async fn handle_asset_message(
bars_us_equity_asset_status_sender: mpsc::Sender<asset_status::Message>,
bars_crypto_asset_status_sender: mpsc::Sender<asset_status::Message>,
news_asset_status_sender: mpsc::Sender<asset_status::Message>,
asset_status_message: asset_status::Message,
) {
let (us_equity_assets, crypto_assets): (Vec<_>, Vec<_>) = asset_status_message
.assets
.clone()
.into_iter()
.partition(|asset| asset.class == Class::UsEquity);
let bars_us_equity_future = async {
if !us_equity_assets.is_empty() {
let (bars_us_equity_asset_status_message, bars_us_equity_asset_status_receiver) =
asset_status::Message::new(asset_status_message.action.clone(), us_equity_assets);
bars_us_equity_asset_status_sender
.send(bars_us_equity_asset_status_message)
.await
.unwrap();
bars_us_equity_asset_status_receiver.await.unwrap();
}
};
let bars_crypto_future = async {
if !crypto_assets.is_empty() {
let (crypto_asset_status_message, crypto_asset_status_receiver) =
asset_status::Message::new(asset_status_message.action.clone(), crypto_assets);
bars_crypto_asset_status_sender
.send(crypto_asset_status_message)
.await
.unwrap();
crypto_asset_status_receiver.await.unwrap();
}
};
let news_future = async {
if !asset_status_message.assets.is_empty() {
let (news_asset_status_message, news_asset_status_receiver) =
asset_status::Message::new(
asset_status_message.action.clone(),
asset_status_message.assets,
);
news_asset_status_sender
.send(news_asset_status_message)
.await
.unwrap();
news_asset_status_receiver.await.unwrap();
}
};
join!(bars_us_equity_future, bars_crypto_future, news_future);
asset_status_message.response.send(()).unwrap();
}
async fn handle_clock_message(
bars_us_equity_backfill_sender: mpsc::Sender<backfill::Message>,
bars_crypto_backfill_sender: mpsc::Sender<backfill::Message>,
news_backfill_sender: mpsc::Sender<backfill::Message>,
) {
let bars_us_equity_future = async {
let (bars_us_equity_backfill_message, bars_us_equity_backfill_receiver) =
backfill::Message::new(backfill::Action::Backfill, Subset::All);
bars_us_equity_backfill_sender
.send(bars_us_equity_backfill_message)
.await
.unwrap();
bars_us_equity_backfill_receiver.await.unwrap();
};
let bars_crypto_future = async {
let (bars_crypto_backfill_message, bars_crypto_backfill_receiver) =
backfill::Message::new(backfill::Action::Backfill, Subset::All);
bars_crypto_backfill_sender
.send(bars_crypto_backfill_message)
.await
.unwrap();
bars_crypto_backfill_receiver.await.unwrap();
};
let news_future = async {
let (news_backfill_message, news_backfill_receiver) =
backfill::Message::new(backfill::Action::Backfill, Subset::All);
news_backfill_sender
.send(news_backfill_message)
.await
.unwrap();
news_backfill_receiver.await.unwrap();
};
join!(bars_us_equity_future, bars_crypto_future, news_future);
}