islandflow/services/api/src/index.ts
2025-12-27 20:34:10 -05:00

340 lines
9.8 KiB
TypeScript

import { readEnv } from "@islandflow/config";
import { createLogger } from "@islandflow/observability";
import {
SUBJECT_EQUITY_PRINTS,
SUBJECT_FLOW_PACKETS,
SUBJECT_OPTION_PRINTS,
STREAM_EQUITY_PRINTS,
STREAM_FLOW_PACKETS,
STREAM_OPTION_PRINTS,
buildDurableConsumer,
connectJetStreamWithRetry,
ensureStream,
subscribeJson
} from "@islandflow/bus";
import {
createClickHouseClient,
ensureEquityPrintsTable,
ensureFlowPacketsTable,
ensureOptionPrintsTable,
fetchRecentFlowPackets,
fetchEquityPrintsAfter,
fetchRecentEquityPrints,
fetchOptionPrintsAfter,
fetchRecentOptionPrints
} from "@islandflow/storage";
import { EquityPrintSchema, FlowPacketSchema, OptionPrintSchema } from "@islandflow/types";
import { z } from "zod";
const service = "api";
const logger = createLogger({ service });
const envSchema = z.object({
API_PORT: z.coerce.number().int().positive().default(4000),
NATS_URL: z.string().default("nats://localhost:4222"),
CLICKHOUSE_URL: z.string().default("http://localhost:8123"),
CLICKHOUSE_DATABASE: z.string().default("default"),
REST_DEFAULT_LIMIT: z.coerce.number().int().positive().default(200)
});
const env = readEnv(envSchema);
const limitSchema = z.coerce.number().int().positive().max(1000);
const replayParamsSchema = z.object({
after_ts: z.coerce.number().int().nonnegative().default(0),
after_seq: z.coerce.number().int().nonnegative().default(0),
limit: z.coerce.number().int().positive().max(1000).default(200)
});
type Channel = "options" | "equities" | "flow";
type WsData = {
channel: Channel;
};
const optionSockets = new Set<WebSocket<WsData>>();
const equitySockets = new Set<WebSocket<WsData>>();
const flowSockets = new Set<WebSocket<WsData>>();
const jsonResponse = (body: unknown, status = 200): Response => {
return new Response(JSON.stringify(body), {
status,
headers: {
"content-type": "application/json"
}
});
};
const parseLimit = (value: string | null): number => {
if (value === null) {
return env.REST_DEFAULT_LIMIT;
}
return limitSchema.parse(value);
};
const parseReplayParams = (url: URL): { afterTs: number; afterSeq: number; limit: number } => {
const params = replayParamsSchema.parse({
after_ts: url.searchParams.get("after_ts") ?? undefined,
after_seq: url.searchParams.get("after_seq") ?? undefined,
limit: url.searchParams.get("limit") ?? undefined
});
return {
afterTs: params.after_ts,
afterSeq: params.after_seq,
limit: params.limit
};
};
const broadcast = (sockets: Set<WebSocket<WsData>>, payload: unknown): void => {
const message = JSON.stringify(payload);
for (const socket of sockets) {
try {
socket.send(message);
} catch (error) {
logger.warn("failed to send websocket message", {
error: error instanceof Error ? error.message : String(error)
});
sockets.delete(socket);
}
}
};
const run = async () => {
logger.info("service starting");
const { nc, js, jsm } = await connectJetStreamWithRetry(
{
servers: env.NATS_URL,
name: service
},
{ attempts: 20, delayMs: 500 }
);
await ensureStream(jsm, {
name: STREAM_OPTION_PRINTS,
subjects: [SUBJECT_OPTION_PRINTS],
retention: "limits",
storage: "file",
discard: "old",
max_msgs_per_subject: -1,
max_msgs: -1,
max_bytes: -1,
max_age: 0,
num_replicas: 1
});
await ensureStream(jsm, {
name: STREAM_EQUITY_PRINTS,
subjects: [SUBJECT_EQUITY_PRINTS],
retention: "limits",
storage: "file",
discard: "old",
max_msgs_per_subject: -1,
max_msgs: -1,
max_bytes: -1,
max_age: 0,
num_replicas: 1
});
await ensureStream(jsm, {
name: STREAM_FLOW_PACKETS,
subjects: [SUBJECT_FLOW_PACKETS],
retention: "limits",
storage: "file",
discard: "old",
max_msgs_per_subject: -1,
max_msgs: -1,
max_bytes: -1,
max_age: 0,
num_replicas: 1
});
const clickhouse = createClickHouseClient({
url: env.CLICKHOUSE_URL,
database: env.CLICKHOUSE_DATABASE
});
await ensureOptionPrintsTable(clickhouse);
await ensureEquityPrintsTable(clickhouse);
await ensureFlowPacketsTable(clickhouse);
const optionSubscription = await subscribeJson(
js,
SUBJECT_OPTION_PRINTS,
buildDurableConsumer("api-option-prints")
);
const equitySubscription = await subscribeJson(
js,
SUBJECT_EQUITY_PRINTS,
buildDurableConsumer("api-equity-prints")
);
const flowSubscription = await subscribeJson(
js,
SUBJECT_FLOW_PACKETS,
buildDurableConsumer("api-flow-packets")
);
const pumpOptions = async () => {
for await (const msg of optionSubscription.messages) {
try {
const payload = OptionPrintSchema.parse(optionSubscription.decode(msg));
broadcast(optionSockets, { type: "option-print", payload });
msg.ack();
} catch (error) {
logger.error("failed to process option print", {
error: error instanceof Error ? error.message : String(error)
});
msg.term();
}
}
};
const pumpEquities = async () => {
for await (const msg of equitySubscription.messages) {
try {
const payload = EquityPrintSchema.parse(equitySubscription.decode(msg));
broadcast(equitySockets, { type: "equity-print", payload });
msg.ack();
} catch (error) {
logger.error("failed to process equity print", {
error: error instanceof Error ? error.message : String(error)
});
msg.term();
}
}
};
const pumpFlow = async () => {
for await (const msg of flowSubscription.messages) {
try {
const payload = FlowPacketSchema.parse(flowSubscription.decode(msg));
broadcast(flowSockets, { type: "flow-packet", payload });
msg.ack();
} catch (error) {
logger.error("failed to process flow packet", {
error: error instanceof Error ? error.message : String(error)
});
msg.term();
}
}
};
void pumpOptions();
void pumpEquities();
void pumpFlow();
const server = Bun.serve<WsData>({
port: env.API_PORT,
fetch: async (req, serverRef) => {
const url = new URL(req.url);
if (req.method === "GET" && url.pathname === "/health") {
return jsonResponse({ status: "ok" });
}
if (req.method === "GET" && url.pathname === "/prints/options") {
const limit = parseLimit(url.searchParams.get("limit"));
const data = await fetchRecentOptionPrints(clickhouse, limit);
return jsonResponse({ data });
}
if (req.method === "GET" && url.pathname === "/prints/equities") {
const limit = parseLimit(url.searchParams.get("limit"));
const data = await fetchRecentEquityPrints(clickhouse, limit);
return jsonResponse({ data });
}
if (req.method === "GET" && url.pathname === "/flow/packets") {
const limit = parseLimit(url.searchParams.get("limit"));
const data = await fetchRecentFlowPackets(clickhouse, limit);
return jsonResponse({ data });
}
if (req.method === "GET" && url.pathname === "/replay/options") {
const { afterTs, afterSeq, limit } = parseReplayParams(url);
const data = await fetchOptionPrintsAfter(clickhouse, afterTs, afterSeq, limit);
const last = data.at(-1);
const next = last ? { ts: last.ts, seq: last.seq } : null;
return jsonResponse({ data, next });
}
if (req.method === "GET" && url.pathname === "/replay/equities") {
const { afterTs, afterSeq, limit } = parseReplayParams(url);
const data = await fetchEquityPrintsAfter(clickhouse, afterTs, afterSeq, limit);
const last = data.at(-1);
const next = last ? { ts: last.ts, seq: last.seq } : null;
return jsonResponse({ data, next });
}
if (req.method === "GET" && url.pathname === "/ws/options") {
if (serverRef.upgrade(req, { data: { channel: "options" } })) {
return new Response(null, { status: 101 });
}
return jsonResponse({ error: "websocket upgrade failed" }, 400);
}
if (req.method === "GET" && url.pathname === "/ws/equities") {
if (serverRef.upgrade(req, { data: { channel: "equities" } })) {
return new Response(null, { status: 101 });
}
return jsonResponse({ error: "websocket upgrade failed" }, 400);
}
if (req.method === "GET" && url.pathname === "/ws/flow") {
if (serverRef.upgrade(req, { data: { channel: "flow" } })) {
return new Response(null, { status: 101 });
}
return jsonResponse({ error: "websocket upgrade failed" }, 400);
}
return jsonResponse({ error: "not found" }, 404);
},
websocket: {
open: (socket) => {
if (socket.data.channel === "options") {
optionSockets.add(socket);
} else if (socket.data.channel === "equities") {
equitySockets.add(socket);
} else {
flowSockets.add(socket);
}
logger.info("websocket connected", { channel: socket.data.channel });
},
close: (socket) => {
if (socket.data.channel === "options") {
optionSockets.delete(socket);
} else if (socket.data.channel === "equities") {
equitySockets.delete(socket);
} else {
flowSockets.delete(socket);
}
logger.info("websocket disconnected", { channel: socket.data.channel });
}
}
});
logger.info("api listening", { port: server.port });
const shutdown = async (signal: string) => {
logger.info("service stopping", { signal });
server.stop();
await nc.drain();
await clickhouse.close();
process.exit(0);
};
process.on("SIGINT", () => void shutdown("SIGINT"));
process.on("SIGTERM", () => void shutdown("SIGTERM"));
};
await run();