DB

.gitignore

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+.*

LICENSE

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+Copyright Author name here (c) 2016
+
+All rights reserved.
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are met:
+
+    * Redistributions of source code must retain the above copyright
+      notice, this list of conditions and the following disclaimer.
+
+    * Redistributions in binary form must reproduce the above
+      copyright notice, this list of conditions and the following
+      disclaimer in the documentation and/or other materials provided
+      with the distribution.
+
+    * Neither the name of Author name here nor the names of other
+      contributors may be used to endorse or promote products derived
+      from this software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
+A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
+OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
+SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
+LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
+DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
+THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

Setup.hs

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+import Distribution.Simple
+main = defaultMain

app/Main.hs

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+module Main where
+
+
+main :: IO ()
+main = undefined

mds.cabal

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+name:                mds
+version:             0.1.0.0
+synopsis:            Market data storage
+description:         Please see README.md
+homepage:            https://github.com/asakul/mds
+license:             BSD3
+license-file:        LICENSE
+author:              Denis Tereshkin
+maintainer:          denis@kasan.ws
+copyright:           2016 Denis Tereshkin
+category:            Trading
+build-type:          Simple
+-- extra-source-files:
+cabal-version:       >=1.10
+
+library
+  hs-source-dirs:      src
+  exposed-modules:     ATrade.MDS.Database
+  build-depends:       base >= 4.7 && < 5
+                     , HDBC
+                     , HDBC-postgresql
+                     , configurator
+                     , text
+                     , vector
+                     , libatrade
+                     , hslogger
+                     , time
+  default-language:    Haskell2010
+
+executable mds-exe
+  hs-source-dirs:      app
+  main-is:             Main.hs
+  ghc-options:         -threaded -rtsopts -with-rtsopts=-N
+  build-depends:       base
+                     , mds
+  default-language:    Haskell2010
+
+test-suite mds-test
+  type:                exitcode-stdio-1.0
+  hs-source-dirs:      test
+  main-is:             Spec.hs
+  build-depends:       base
+                     , mds
+  ghc-options:         -threaded -rtsopts -with-rtsopts=-N
+  default-language:    Haskell2010
+
+source-repository head
+  type:     git
+  location: https://github.com/asakul/mds

mds.conf

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+
+database {
+  host = "127.0.0.1",
+  name = "atrade_quotes",
+  user = "atrade",
+  password = "atrade"
+}

src/ATrade/MDS/Database.hs

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+{-# LANGUAGE OverloadedStrings #-}
+
+module ATrade.MDS.Database (
+) where
+
+import qualified Data.Configurator as C
+import qualified Data.Text as T
+import qualified Data.Vector as V
+import ATrade.Types
+import Data.Time.Clock
+import Control.Concurrent.MVar
+import Control.Concurrent
+import System.Log.Logger
+import Database.HDBC
+import Database.HDBC.PostgreSQL
+
+data TimeInterval = TimeInterval UTCTime UTCTime
+
+data Timeframe = Timeframe Int
+
+timeframeDaily = Timeframe 86400
+timeframeHour = Timeframe 3600
+timeframeMinute = Timeframe 60
+
+data DatabaseCommand = DBGet TickerId TimeInterval Timeframe | DBPut TickerId TimeInterval Timeframe (V.Vector Bar)
+data DatabaseResponse = DBData [(TimeInterval, V.Vector Bar)] | DBError T.Text
+
+data DatabaseConfig = DatabaseConfig {
+  dbHost :: T.Text,
+  dbDatabase :: T.Text,
+  dbUser :: T.Text,
+  dbPassword :: T.Text
+} deriving (Show, Eq)
+
+data DatabaseInterface = DatabaseInterface {
+  tid :: ThreadId,
+  getData :: TickerId -> TimeInterval -> Timeframe -> IO [(TimeInterval, V.Vector Bar)],
+  putData :: TickerId -> TimeInterval -> Timeframe -> V.Vector Bar -> IO ()
+}
+
+startDatabase :: DatabaseConfig -> IO DatabaseInterface
+startDatabase config = do
+  conn <- connectPostgreSQL (mkConnectionString config)
+  cmdVar <- newEmptyMVar
+  respVar <- newEmptyMVar
+  tid <- forkFinally (dbThread conn cmdVar respVar) (cleanup conn cmdVar respVar)
+  return DatabaseInterface {
+    tid = tid,
+    getData = doGetData cmdVar respVar,
+    putData = doPutData cmdVar respVar }
+  where
+    mkConnectionString = undefined
+    dbThread = undefined
+    cleanup = undefined
+
+stopDatabase :: DatabaseInterface -> IO ()
+stopDatabase db = undefined
+
+
+doGetData :: MVar DatabaseCommand -> MVar DatabaseResponse -> TickerId -> TimeInterval -> Timeframe -> IO [(TimeInterval, V.Vector Bar)]
+doGetData cmdVar respVar tickerId timeInterval timeframe = do
+  putMVar cmdVar (DBGet tickerId timeInterval timeframe)
+  resp <- takeMVar respVar
+  case resp of
+    DBData x -> return x
+    DBError err -> do
+      warningM "DB.Client" $ "Error while calling getData: " ++ show err
+      return []
+
+doPutData :: MVar DatabaseCommand -> MVar DatabaseResponse -> TickerId -> TimeInterval -> Timeframe -> V.Vector Bar -> IO ()
+doPutData cmdVar respVar tickerId timeInterval timeframe bars = do
+  putMVar cmdVar (DBPut tickerId timeInterval timeframe bars)
+  resp <- takeMVar respVar
+  case resp of
+    DBData x -> return ()
+    DBError err -> do
+      warningM "DB.Client" $ "Error while calling putData: " ++ show err
+      return ()

src/Lib.hs

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+module Lib
+    ( someFunc
+    ) where
+
+someFunc :: IO ()
+someFunc = putStrLn "someFunc"

stack.yaml

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+# This file was automatically generated by 'stack init'
+#
+# Some commonly used options have been documented as comments in this file.
+# For advanced use and comprehensive documentation of the format, please see:
+# http://docs.haskellstack.org/en/stable/yaml_configuration/
+
+# Resolver to choose a 'specific' stackage snapshot or a compiler version.
+# A snapshot resolver dictates the compiler version and the set of packages
+# to be used for project dependencies. For example:
+#
+# resolver: lts-3.5
+# resolver: nightly-2015-09-21
+# resolver: ghc-7.10.2
+# resolver: ghcjs-0.1.0_ghc-7.10.2
+# resolver:
+#  name: custom-snapshot
+#  location: "./custom-snapshot.yaml"
+resolver: lts-7.4
+
+# User packages to be built.
+# Various formats can be used as shown in the example below.
+#
+# packages:
+# - some-directory
+# - https://example.com/foo/bar/baz-0.0.2.tar.gz
+# - location:
+#    git: https://github.com/commercialhaskell/stack.git
+#    commit: e7b331f14bcffb8367cd58fbfc8b40ec7642100a
+# - location: https://github.com/commercialhaskell/stack/commit/e7b331f14bcffb8367cd58fbfc8b40ec7642100a
+#   extra-dep: true
+#  subdirs:
+#  - auto-update
+#  - wai
+#
+# A package marked 'extra-dep: true' will only be built if demanded by a
+# non-dependency (i.e. a user package), and its test suites and benchmarks
+# will not be run. This is useful for tweaking upstream packages.
+packages:
+- '.'
+- '../libatrade'
+# Dependency packages to be pulled from upstream that are not in the resolver
+# (e.g., acme-missiles-0.3)
+extra-deps: ["HDBC-postgresql-2.3.2.4", "datetime-0.3.1"]
+
+# Override default flag values for local packages and extra-deps
+flags: {}
+
+# Extra package databases containing global packages
+extra-package-dbs: []
+
+# Control whether we use the GHC we find on the path
+# system-ghc: true
+#
+# Require a specific version of stack, using version ranges
+# require-stack-version: -any # Default
+# require-stack-version: ">=1.2"
+#
+# Override the architecture used by stack, especially useful on Windows
+# arch: i386
+# arch: x86_64
+#
+# Extra directories used by stack for building
+# extra-include-dirs: [/path/to/dir]
+# extra-lib-dirs: [/path/to/dir]
+#
+# Allow a newer minor version of GHC than the snapshot specifies
+# compiler-check: newer-minor

test/Spec.hs

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+main :: IO ()
+main = putStrLn "Test suite not yet implemented"