Files
Veyra/internal/repository/market.go
T

115 lines
5.1 KiB
Go

package repository
import (
"context"
"encoding/json"
"git.sundynix.cn/Blizzard/Veyra/internal/apperror"
"git.sundynix.cn/Blizzard/Veyra/internal/model"
"github.com/google/uuid"
"github.com/jackc/pgx/v5/pgxpool"
"time"
)
type MarketRepository struct{ pool *pgxpool.Pool }
func NewMarketRepository(pool *pgxpool.Pool) *MarketRepository { return &MarketRepository{pool} }
func (r *MarketRepository) List(ctx context.Context, query string) ([]model.Instrument, error) {
rows, e := r.pool.Query(ctx, `SELECT id,symbol,exchange,name,price_cents,observed_at,received_at,source_id,source_version FROM veyra_instrument WHERE symbol LIKE $1 OR name LIKE $1 ORDER BY (price_cents>0) DESC,symbol LIMIT 100`, "%"+query+"%")
if e != nil {
return nil, mapError(e)
}
defer rows.Close()
list := make([]model.Instrument, 0)
for rows.Next() {
var v model.Instrument
if e := rows.Scan(&v.ID, &v.Symbol, &v.Exchange, &v.Name, &v.PriceCents, &v.ObservedAt, &v.ReceivedAt, &v.SourceID, &v.SourceVersion); e != nil {
return nil, mapError(e)
}
v.Price = model.FormatMoney(v.PriceCents)
list = append(list, v)
}
return list, mapError(rows.Err())
}
func (r *MarketRepository) Save(ctx context.Context, c model.ProviderConfig, list []model.Instrument, started time.Time, message string) error {
tx, e := r.pool.Begin(ctx)
if e != nil {
return mapError(e)
}
defer tx.Rollback(context.Background())
var version int64
var enabled bool
if e := tx.QueryRow(ctx, `SELECT version,enabled FROM veyra_provider_config WHERE id=$1 FOR SHARE`, c.ID).Scan(&version, &enabled); e != nil {
return mapError(e)
}
if !enabled || version != c.Version {
return apperror.ErrConflict
}
status := "COMPLETED"
if message != "" {
status = "FAILED"
list = nil
}
for _, v := range list {
_, e := tx.Exec(ctx, `INSERT INTO veyra_instrument(id,symbol,exchange,name,price_cents,observed_at,source_id,source_version) VALUES($1,$2,$3,$4,$5,$6,$7,$8) ON CONFLICT(exchange,symbol) DO UPDATE SET name=excluded.name,price_cents=excluded.price_cents,observed_at=excluded.observed_at,received_at=now(),source_id=excluded.source_id,source_version=excluded.source_version WHERE veyra_instrument.observed_at<=excluded.observed_at`, uuid.NewString(), v.Symbol, v.Exchange, v.Name, v.PriceCents, v.ObservedAt, c.ID, c.Version)
if e != nil {
return mapError(e)
}
}
if message == "" {
// Quote events are produced only for tracked plans and truly recent vendor observations.
// Re-reading an unchanged close cannot enqueue another price event.
rows, err := tx.Query(ctx, `INSERT INTO veyra_quote_snapshot(id,symbol,exchange,data_mode,price_minor,observed_at,version,source_id,source_version)
SELECT gen_random_uuid()::text,i.symbol,i.exchange,'public',i.price_cents,i.observed_at,1,i.source_id,i.source_version FROM veyra_instrument i
WHERE i.source_id=$1 AND i.source_version=$2 AND i.observed_at>=now()-interval '1 minute' AND i.observed_at<=now()+interval '1 minute'
AND EXISTS(SELECT 1 FROM veyra_trade_plan p JOIN veyra_candidate_revision r ON r.id=p.candidate_revision_id JOIN veyra_candidate c ON c.id=r.candidate_id WHERE `+activePlanPredicate+` AND r.snapshot->>'symbol'=i.symbol AND r.snapshot->>'exchange'=i.exchange)
ON CONFLICT(exchange,symbol,data_mode) DO UPDATE SET price_minor=EXCLUDED.price_minor,observed_at=EXCLUDED.observed_at,version=veyra_quote_snapshot.version+1,source_id=EXCLUDED.source_id,source_version=EXCLUDED.source_version,updated_at=now()
WHERE EXCLUDED.observed_at>veyra_quote_snapshot.observed_at RETURNING `+quoteColumns, c.ID, c.Version)
if err != nil {
return mapError(err)
}
quotes := make([]model.QuoteSnapshot, 0)
for rows.Next() {
q, err := scanQuote(rows)
if err != nil {
rows.Close()
return err
}
quotes = append(quotes, q)
}
rows.Close()
if err := rows.Err(); err != nil {
return mapError(err)
}
for _, q := range quotes {
payload, err := json.Marshal(q)
if err != nil {
return apperror.ErrUnavailable
}
if _, err := tx.Exec(ctx, `INSERT INTO veyra_outbox_event(id,aggregate_type,aggregate_id,aggregate_version,event_type,payload) VALUES($1,'quote_snapshot',$2,$3,'quote.observed',$4)`, uuid.NewString(), q.ID, q.Version, payload); err != nil {
return mapError(err)
}
}
}
_, e = tx.Exec(ctx, `INSERT INTO veyra_market_sync(id,source_id,source_version,instrument_count,status,message,started_at) VALUES($1,$2,$3,$4,$5,$6,$7)`, uuid.NewString(), c.ID, c.Version, len(list), status, message, started)
if e != nil {
return mapError(e)
}
return mapError(tx.Commit(ctx))
}
func (r *MarketRepository) Tasks(ctx context.Context) ([]model.MarketSync, error) {
rows, e := r.pool.Query(ctx, `SELECT id,source_id,source_version,instrument_count,status,message,started_at,finished_at FROM veyra_market_sync ORDER BY finished_at DESC,id DESC LIMIT 20`)
if e != nil {
return nil, mapError(e)
}
defer rows.Close()
list := make([]model.MarketSync, 0)
for rows.Next() {
var v model.MarketSync
if e := rows.Scan(&v.ID, &v.SourceID, &v.SourceVersion, &v.InstrumentCount, &v.Status, &v.Message, &v.StartedAt, &v.FinishedAt); e != nil {
return nil, mapError(e)
}
list = append(list, v)
}
return list, mapError(rows.Err())
}