Various fixes

src/ATrade/QuoteSource/Client.hs

@@ -43,6 +43,8 @@ startQuoteSourceClient chan tickers ctx endpoint = do
       mapM_ (\t -> subscribe sock $ encodeUtf8 t) tickers
       subscribe sock $ B8.pack "SYSTEM#HEARTBEAT"
 
+      now <- getCurrentTime
+      writeIORef lastHeartbeat now
       whileM_ (notTimeout lastHeartbeat) $ do
         evs <- poll 200 [Sock sock [In] Nothing] 
         when ((L.length . L.head) evs > 0) $ do
@@ -53,7 +55,8 @@ startQuoteSourceClient chan tickers ctx endpoint = do
             then writeIORef lastHeartbeat now
             else case deserializeTick rawTick of
               Just tick -> writeChan chan tick
-              Nothing -> warningM "QuoteSource.Client" "Error: can't deserialize tick")
+              Nothing -> warningM "QuoteSource.Client" "Error: can't deserialize tick"
+      debugM "QuoteSource.Client" "Heartbeat timeout")
 
     notTimeout ts = do
       now <- getCurrentTime

src/ATrade/QuoteSource/Server.hs

@@ -22,7 +22,8 @@ data QuoteSourceServer = QuoteSourceServerState {
   outSocket :: Socket Pub,
   tickChannel :: BoundedChan QuoteSourceServerData,
   completionMvar :: MVar (),
-  serverThreadId :: ThreadId
+  serverThreadId :: ThreadId,
+  heartbeatThreadId :: ThreadId
 }
 
 data QuoteSourceServerData = QSSTick Tick | QSSHeartbeat | QSSKill
@@ -53,17 +54,22 @@ startQuoteSourceServer chan c ep = do
   sock <- socket c Pub
   bind sock $ T.unpack ep
   tid <- myThreadId
+  hbTid <- forkIO $ forever $ do
+    threadDelay 1000000
+    writeChan chan QSSHeartbeat
+    
   mv <- newEmptyMVar
   let state = QuoteSourceServerState {
     ctx = c,
     outSocket = sock,
     tickChannel = chan,
     completionMvar = mv,
-    serverThreadId = tid
+    serverThreadId = tid,
+    heartbeatThreadId = hbTid
   }
   stid <- forkIO $ serverThread state
   return $ state { serverThreadId = stid }
 
 stopQuoteSourceServer :: QuoteSourceServer -> IO ()
-stopQuoteSourceServer server = writeChan (tickChannel server) QSSKill >> readMVar (completionMvar server)
+stopQuoteSourceServer server = killThread (heartbeatThreadId server) >> writeChan (tickChannel server) QSSKill >> readMVar (completionMvar server)
 

src/ATrade/Types.hs

@@ -3,6 +3,7 @@
 module ATrade.Types (
   TickerId,
   Tick(..),
+  Bar(..),
   DataType(..),
   serializeTick,
   deserializeTick,
@@ -136,6 +137,16 @@ deserializeTick (header:rawData:_) = case runGetOrFail parseTick rawData of
 
 deserializeTick _ = Nothing
 
+data Bar = Bar {
+  barSecurity :: !T.Text,
+  barTimestamp :: !UTCTime,
+  barOpen :: !Decimal,
+  barHigh :: !Decimal,
+  barLow :: !Decimal,
+  barClose :: !Decimal,
+  barVolume :: !Integer
+} deriving (Show, Eq)
+
 data SignalId = SignalId {
   strategyId :: T.Text,
   signalName :: T.Text,