alpaca_data/cache/
state.rs

1use std::collections::{HashMap, HashSet};
2use std::time::SystemTime;
3
4use crate::options;
5use crate::stocks::{self, Adjustment, BarPoint, Currency, DataFeed, TimeFrame};
6use crate::symbols::option_contract_symbol;
7
8pub(crate) type BarsMap = HashMap<String, Vec<BarPoint>>;
9
10#[derive(Debug, Clone)]
11pub struct StockBarsRequest {
12    pub key: String,
13    pub symbols: Vec<String>,
14    pub timeframe: TimeFrame,
15    pub start: Option<String>,
16    pub end: Option<String>,
17    pub limit: u32,
18    pub adjustment: Option<Adjustment>,
19    pub feed: Option<DataFeed>,
20    pub currency: Option<Currency>,
21    pub chunk_size: usize,
22}
23
24impl StockBarsRequest {
25    pub(crate) fn normalized(mut self) -> Self {
26        self.symbols = normalize_stock_list(&self.symbols);
27        self
28    }
29
30    pub(crate) fn merge_from(&mut self, next: &Self) {
31        self.symbols = merge_values(&self.symbols, &next.symbols);
32        self.timeframe = next.timeframe.clone();
33        self.start = next.start.clone();
34        self.end = next.end.clone();
35        self.limit = next.limit;
36        self.adjustment = next.adjustment.clone();
37        self.feed = next.feed;
38        self.currency = next.currency.clone();
39        self.chunk_size = next.chunk_size;
40    }
41}
42
43#[derive(Debug, Default)]
44pub(crate) struct SnapshotCache<T> {
45    pub subscribed: HashSet<String>,
46    pub values: HashMap<String, T>,
47    pub empty: HashSet<String>,
48    pub updated_at: Option<SystemTime>,
49}
50
51#[derive(Debug, Default)]
52pub(crate) struct StockBarsCache {
53    pub requests: HashMap<String, StockBarsRequest>,
54    pub values: HashMap<String, BarsMap>,
55    pub empty: HashMap<String, HashSet<String>>,
56    pub updated_at: HashMap<String, SystemTime>,
57}
58
59#[derive(Debug, Default)]
60pub(crate) struct CacheState {
61    pub stocks: SnapshotCache<stocks::Snapshot>,
62    pub options: SnapshotCache<options::Snapshot>,
63    pub bars: StockBarsCache,
64}
65
66pub(crate) fn normalize_values<S: AsRef<str>>(values: &[S]) -> Vec<String> {
67    let mut normalized = Vec::new();
68    let mut seen = HashSet::new();
69    for value in values {
70        let value = value.as_ref().trim();
71        if !value.is_empty() && seen.insert(value.to_string()) {
72            normalized.push(value.to_string());
73        }
74    }
75    normalized
76}
77
78pub(crate) fn normalize_stock_symbols<S: AsRef<str>>(symbols: &[S]) -> Vec<(String, String)> {
79    normalize_values(symbols)
80        .into_iter()
81        .map(|symbol| {
82            let resolved = stocks::display_stock_symbol(&symbol);
83            (symbol, resolved)
84        })
85        .collect()
86}
87
88pub(crate) fn normalize_option_symbols<S: AsRef<str>>(symbols: &[S]) -> Vec<String> {
89    let normalized = normalize_values(symbols);
90    let mut values = Vec::new();
91    let mut seen = HashSet::new();
92    for symbol in normalized {
93        let symbol = option_contract_symbol(&symbol);
94        if !symbol.is_empty() && seen.insert(symbol.clone()) {
95            values.push(symbol);
96        }
97    }
98    values
99}
100
101pub(crate) fn collect_cached_hits<T: Clone>(
102    requested: &[String],
103    cached: &HashMap<String, T>,
104    empty: &HashSet<String>,
105) -> (HashMap<String, T>, Vec<String>) {
106    let mut hits = HashMap::new();
107    let mut missing = Vec::new();
108    for key in requested {
109        if let Some(value) = cached.get(key) {
110            hits.insert(key.clone(), value.clone());
111        } else if !empty.contains(key) {
112            missing.push(key.clone());
113        }
114    }
115    (hits, missing)
116}
117
118fn normalize_stock_list<S: AsRef<str>>(symbols: &[S]) -> Vec<String> {
119    normalize_stock_symbols(symbols)
120        .into_iter()
121        .map(|(_, resolved)| resolved)
122        .collect()
123}
124
125fn merge_values(current: &[String], next: &[String]) -> Vec<String> {
126    let mut merged = Vec::new();
127    let mut seen = HashSet::new();
128    for value in current.iter().chain(next.iter()) {
129        if seen.insert(value.clone()) {
130            merged.push(value.clone());
131        }
132    }
133    merged
134}
alpaca_data/cache/state.rs

alpaca_data/cache/
state.rs
