Real time financial data streaming and resampling with Rust.

This crate is composed of two tasks continuously executing in parallel:

• Obtains Finnhub's realtime data and saves it to a PostgreSQL database in the table trades.
• Resamples data from trades into a predefined interval (by default, 100 milliseconds) and saves it on the table resampled_trades. Resampling is done by taking the lastest trade that happened prior to that instant.

Additionally an API to query the data is provided.

Usage instructions with Kubernetes

See k8s folder: https://github.com/randommm/rust-financial-platform/tree/master/k8s.

Usage instructions with Docker compose

• Create a file called .env in the root directory (same folder that LICENSE is) with Finnhub API token, the Postgresql database url:

  FINNHUB_TOKEN=your_token_here
  POSTGRES_PASSWORD=your_postgresql_password_here
  DATABASE_URL=postgres://postgres:${POSTGRES_PASSWORD}@postgres/rfplatform
  PGADMIN_DEFAULT_EMAIL=your@email.com
  PGADMIN_DEFAULT_PASSWORD=your_password_for_postgres_webadmin_here
  

• Run docker compose up.

• The API should became available at http://127.0.0.1:7500 while the API documentation will be at http://127.0.0.1:7500/docs and Postgres webadmin will be at http://127.0.0.1:7510

Usage instructions without Docker compose

• Create a file called .env as explained in the previous sections (you will need to provide your own PostgreSQL server setup).

• If you don't have Rust installed, see https://rustup.rs

• Create the database with: cargo install sqlx-cli && sqlx database create && sqlx migrate run

• Start the data pipeline with cargo run --bin rust-financial-platform-pipeline

• Start the API with cargo run --bin rust-financial-platform-api