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Add ingest adapter seam and IBKR stub

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dirtydishes 2025-12-27 23:02:11 -05:00
parent f2f12f2ebe
commit a35ab0b778
8 changed files with 239 additions and 94 deletions
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83
services/ingest-equities/src/index.ts
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@ -13,6 +13,8 @@ import {
insertEquityPrint
} from "@islandflow/storage";
import { EquityPrintSchema, type EquityPrint } from "@islandflow/types";
import { createSyntheticEquitiesAdapter } from "./adapters/synthetic";
import type { EquityIngestAdapter, StopHandler } from "./adapters/types";
import { z } from "zod";
const service = "ingest-equities";
@ -22,15 +24,14 @@ const envSchema = z.object({
NATS_URL: z.string().default("nats://localhost:4222"),
CLICKHOUSE_URL: z.string().default("http://localhost:8123"),
CLICKHOUSE_DATABASE: z.string().default("default"),
INGEST_ADAPTER: z.string().min(1).default("synthetic"),
EMIT_INTERVAL_MS: z.coerce.number().int().positive().default(1000)
});
const env = readEnv(envSchema);
const state = {
shuttingDown: false,
seq: 0,
timer: null as ReturnType<typeof setInterval> | null
shuttingDown: false
};
const retry = async <T>(
@ -60,22 +61,12 @@ const retry = async <T>(
throw lastError ?? new Error(`${label} failed after retries`);
};
const buildSyntheticPrint = (): EquityPrint => {
const now = Date.now();
state.seq += 1;
const selectAdapter = (name: string): EquityIngestAdapter => {
if (name === "synthetic") {
return createSyntheticEquitiesAdapter({ emitIntervalMs: env.EMIT_INTERVAL_MS });
}
return {
source_ts: now,
ingest_ts: now,
seq: state.seq,
trace_id: `ingest-equities-${state.seq}`,
ts: now,
underlying_id: "SPY",
price: 450.1,
size: 100,
exchange: "TEST",
offExchangeFlag: false
};
throw new Error(`Unknown ingest adapter: ${name}`);
};
const run = async () => {
@ -111,33 +102,33 @@ const run = async () => {
await ensureEquityPrintsTable(clickhouse);
});
const emit = async () => {
if (state.shuttingDown) {
return;
const adapter = selectAdapter(env.INGEST_ADAPTER);
logger.info("ingest adapter selected", { adapter: adapter.name });
const stopAdapter: StopHandler = await adapter.start({
onTrade: async (candidate: EquityPrint) => {
if (state.shuttingDown) {
return;
}
const print = EquityPrintSchema.parse(candidate);
try {
await insertEquityPrint(clickhouse, print);
await publishJson(js, SUBJECT_EQUITY_PRINTS, print);
logger.info("published equity print", {
trace_id: print.trace_id,
seq: print.seq,
underlying_id: print.underlying_id
});
} catch (error) {
logger.error("failed to publish equity print", {
error: error instanceof Error ? error.message : String(error),
trace_id: print.trace_id
});
}
}
const candidate = buildSyntheticPrint();
const print = EquityPrintSchema.parse(candidate);
try {
await insertEquityPrint(clickhouse, print);
await publishJson(js, SUBJECT_EQUITY_PRINTS, print);
logger.info("published equity print", {
trace_id: print.trace_id,
seq: print.seq,
underlying_id: print.underlying_id
});
} catch (error) {
logger.error("failed to publish equity print", {
error: error instanceof Error ? error.message : String(error),
trace_id: print.trace_id
});
}
};
state.timer = setInterval(() => {
void emit();
}, env.EMIT_INTERVAL_MS);
});
const shutdown = async (signal: string) => {
if (state.shuttingDown) {
@ -145,9 +136,7 @@ const run = async () => {
}
state.shuttingDown = true;
if (state.timer) {
clearInterval(state.timer);
}
await stopAdapter();
logger.info("service stopping", { signal });