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alpacav2.go
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alpacav2.go
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package main
import (
"context"
"fmt"
"net/http"
"time"
"github.com/pkg/errors"
"github.com/alpacahq/marketstore/v4/contrib/alpacabkfeeder/api"
"github.com/alpacahq/marketstore/v4/contrib/alpacabkfeeder/configs"
"github.com/alpacahq/marketstore/v4/contrib/alpacabkfeeder/feed"
"github.com/alpacahq/marketstore/v4/contrib/alpacabkfeeder/symbols"
"github.com/alpacahq/marketstore/v4/contrib/alpacabkfeeder/timer"
"github.com/alpacahq/marketstore/v4/contrib/alpacabkfeeder/writer"
"github.com/alpacahq/marketstore/v4/plugins/bgworker"
"github.com/alpacahq/marketstore/v4/utils"
"github.com/alpacahq/marketstore/v4/utils/log"
)
const getJSONFileTimeout = 10 * time.Second
// NewBgWorker returns the new instance of Alpaca Broker API Feeder.
// See configs.Config for the details of available configurations.
// nolint:deadcode // used as a plugin
func NewBgWorker(conf map[string]interface{}) (bgworker.BgWorker, error) {
config, err := configs.NewConfig(conf)
if err != nil {
return nil, errors.Wrap(err, fmt.Sprintf("failed to load config file. %v", conf))
}
log.Info("loaded Alpaca Broker Feeder config...")
apiCli := apiClient(config)
// init Market Time Checker
var timeChecker feed.MarketTimeChecker = defaultTimeChecker(config)
if config.OffHoursSchedule != "" {
scheduleMin, err := feed.ParseSchedule(config.OffHoursSchedule)
if err != nil {
return nil, fmt.Errorf("parse off_hours_schedule %s: %w", config.OffHoursSchedule, err)
}
log.Info(fmt.Sprintf("[Alpaca Broker Feeder] off_hours_schedule=%s[min] is set. "+
"The data will be retrieved at %s [minute] even when the market is closed.",
config.OffHoursSchedule, config.OffHoursSchedule),
)
timeChecker = feed.NewScheduledMarketTimeChecker(
timeChecker,
scheduleMin,
)
if !config.ExtendedHours {
log.Warn("[Alpaca Broker Feeder] both off_hours_schedule and extend_hours=false is set! " +
"off-hour records won't be stored.")
}
}
ctx := context.Background()
// init symbols Manager to update symbols in the target exchanges
var sm symbols.Manager
sm = symbols.NewManager(apiCli, config.Exchanges)
if config.StocksJSONURL != "" {
// use a remote JSON file instead of the config.Exchanges to list up the symbols
sm = symbols.NewJSONFileManager(&http.Client{Timeout: getJSONFileTimeout},
config.StocksJSONURL, config.StocksJSONBasicAuth,
)
log.Info("updating symbols using a remote json file.")
}
sm.UpdateSymbols()
if config.SymbolsUpdateTime.IsZero() {
config.SymbolsUpdateTime = config.UpdateTime
}
timer.RunEveryDayAt(ctx, config.SymbolsUpdateTime, sm.UpdateSymbols)
// init BarWriter
var bw writer.BarWriter = writer.BarWriterImpl{
MarketStoreWriter: &writer.MarketStoreWriterImpl{},
Timeframe: config.Backfill.Timeframe,
Timezone: utils.InstanceConfig.Timezone,
}
// init BarWriter to backfill daily chart data
if config.Backfill.Enabled {
const maxBarsPerRequest = 1000
const maxSymbolsPerRequest = 100
bf := feed.NewBackfill(sm, apiCli, bw, time.Time(config.Backfill.Since),
maxBarsPerRequest, maxSymbolsPerRequest,
)
timer.RunEveryDayAt(ctx, config.UpdateTime, bf.UpdateSymbols)
}
return &feed.Worker{
MarketTimeChecker: timeChecker,
APIClient: apiCli,
SymbolManager: sm,
SnapshotWriter: snapshotWriter(config),
BarWriter: bw,
Interval: config.Interval,
}, nil
}
func apiClient(config *configs.DefaultConfig) *api.Client {
// init Alpaca API client
cred := &api.APIKey{
ID: config.APIKeyID,
PolygonKeyID: config.APIKeyID,
Secret: config.APISecretKey,
// OAuth: os.Getenv(EnvApiOAuth),
AuthMethod: api.AuthMethodFromString(config.AuthMethod),
}
if config.APIKeyID == "" || config.APISecretKey == "" {
// if empty, get from env vars
cred = api.Credentials()
}
return api.NewClient(cred)
}
func defaultTimeChecker(config *configs.DefaultConfig) *feed.DefaultMarketTimeChecker {
return feed.NewDefaultMarketTimeChecker(
config.ClosedDaysOfTheWeek,
config.ClosedDays,
config.OpenHourNY, config.OpenMinuteNY,
config.CloseHourNY, config.CloseMinuteNY)
}
func snapshotWriter(config *configs.DefaultConfig) writer.SnapshotWriter {
var tc writer.MarketTimeChecker = &writer.NoopMarketTimeChecker{}
if !config.ExtendedHours {
tc = defaultTimeChecker(config)
}
return writer.NewSnapshotWriterImpl(
&writer.MarketStoreWriterImpl{},
config.Timeframe,
utils.InstanceConfig.Timezone,
tc,
)
}
func main() {}