Database++

mds.cabal

@@ -26,6 +26,8 @@ library
                      , hslogger
                      , time
                      , monad-loops
+                     , text-format
+                     , zeromq4-haskell
   default-language:    Haskell2010
 
 executable mds-exe

src/ATrade/MDS/Database.hs

@@ -1,10 +1,16 @@
 {-# LANGUAGE OverloadedStrings #-}
 
 module ATrade.MDS.Database (
+  DatabaseConfig(..),
+  DatabaseInterface(..),
+  startDatabase,
+  stopDatabase
 ) where
 
 import qualified Data.Configurator as C
 import qualified Data.Text as T
+import qualified Data.Text.Lazy as TL
+import Data.Text.Format
 import qualified Data.Vector as V
 import ATrade.Types
 import Data.Time.Clock
@@ -44,6 +50,7 @@ data DatabaseInterface = DatabaseInterface {
 startDatabase :: DatabaseConfig -> IO DatabaseInterface
 startDatabase config = do
   conn <- connectPostgreSQL (mkConnectionString config)
+  makeSchema conn
   cmdVar <- newEmptyMVar
   respVar <- newEmptyMVar
   compVar <- newEmptyMVar
@@ -53,7 +60,8 @@ startDatabase config = do
     getData = doGetData cmdVar respVar,
     putData = doPutData cmdVar respVar }
   where
-    mkConnectionString = undefined
+    makeSchema conn = runRaw conn "CREATE TABLE IF NOT EXISTS bars (id SERIAL PRIMARY KEY, ticker TEXT, timestamp BIGINT, open NUMERIC(20, 10), high NUMERIC(20, 10), low NUMERIC(20, 10), close NUMERIC(20,10), volume BIGINT);"
+    mkConnectionString config = TL.unpack $ format "User ID={};Password={};Host={};Port=5432;Database={}" (dbUser config, dbPassword config, dbHost config, dbDatabase config)
     dbThread conn cmdVar respVar = forever $ do
       cmd <- readMVar cmdVar
       handleCmd conn cmd >>= putMVar respVar
@@ -61,17 +69,35 @@ startDatabase config = do
       takeMVar cmdVar
     cleanup conn cmdVar respVar compVar _ = disconnect conn >> putMVar compVar ()
     handleCmd conn cmd = case cmd of
-      DBPut tickerId (TimeInterval start end) (Timeframe timeframeSecs) bars -> do
+      DBPut tickerId (TimeInterval start end) tf@(Timeframe timeframeSecs) bars -> do
         delStmt <- prepare conn "DELETE FROM bars WHERE timestamp > ? AND timestamp < ? AND ticker == ? AND timeframe == ?;"
-        execute delStmt [utcTimeToPosixSeconds start, utcTimeToPosixSeconds end, tickerId, timeframeSecs]
-        stmt <- prepare conn "INSERT INTO bars (ticker, timeframe, timestamp, open, high, low, close, volume)" ++
+        execute delStmt [(SqlPOSIXTime . utcTimeToPOSIXSeconds) start, (SqlPOSIXTime . utcTimeToPOSIXSeconds) end, (SqlString . T.unpack) tickerId, (SqlInteger . toInteger) timeframeSecs]
+        stmt <- prepare conn $ "INSERT INTO bars (ticker, timeframe, timestamp, open, high, low, close, volume)" ++
           " values (?, ?, ?, ?, ?, ?, ?, ?); "
-        executeMany stmt (map barToSql $ V.toList bars)
+        executeMany stmt (map (barToSql tf) $ V.toList bars)
         return DBOk
       DBGet tickerId interval@(TimeInterval start end) (Timeframe timeframeSecs) -> do
-        rows <- quickQuery' conn "SELECT timestamp, open, high, low, close, volume FROM bars WHERE ticker == ? AND timeframe == ? AND timestamp > ? AND timestamp < ?;" [tickerId, timeframeSecs, utcTimeToPosixSeconds start, utcTimeToPosixSeconds end]
-        return $ DBData [(interval, V.fromList $ map barFromResult rows)]
-     barFromResult = undefined
+        rows <- quickQuery' conn "SELECT timestamp, open, high, low, close, volume FROM bars WHERE ticker == ? AND timeframe == ? AND timestamp > ? AND timestamp < ?;" [(toSql. T.unpack) tickerId, toSql timeframeSecs, (toSql . utcTimeToPOSIXSeconds) start, (toSql . utcTimeToPOSIXSeconds) end]
+        return $ DBData [(interval, V.fromList $ mapMaybe (barFromResult tickerId) rows)]
+    barFromResult ticker [ts, open, high, low, close, volume] = Just Bar {
+        barSecurity = ticker,
+        barTimestamp = fromSql ts,
+        barOpen = fromRational $ fromSql open,
+        barHigh = fromRational $ fromSql high,
+        barLow = fromRational $ fromSql low,
+        barClose = fromRational $ fromSql close,
+        barVolume = fromSql volume
+      }
+    barFromResult _ _ = Nothing
+
+    barToSql :: Timeframe -> Bar -> [SqlValue] 
+    barToSql (Timeframe timeframeSecs) bar = [(SqlString . T.unpack . barSecurity) bar,
+      (SqlInteger . toInteger) timeframeSecs,
+      (SqlRational . toRational . barOpen) bar,
+      (SqlRational . toRational . barHigh) bar,
+      (SqlRational . toRational . barLow) bar,
+      (SqlRational . toRational . barClose) bar,
+      (SqlRational . toRational . barVolume) bar ]
 
 stopDatabase :: MVar () -> DatabaseInterface -> IO ()
 stopDatabase compVar db = killThread (tid db) >> readMVar compVar
@@ -100,5 +126,5 @@ doPutData cmdVar respVar tickerId timeInterval timeframe bars = do
       return ()
     _ -> do
       warningM "DB.Client" "Unexpected response"
-      return []
+      return ()
 

src/ATrade/MDS/HistoryServer.hs

@@ -0,0 +1,14 @@
+
+module ATrade.MDS.HistoryServer (
+) where
+
+import System.ZMQ4
+import ATrade.MDS.Database
+import Control.Concurrent
+
+data HistoryServer = HistoryServer ThreadId
+}
+
+startHistoryServer :: DatabaseInterface -> Context -> IO HistoryServer
+startHistoryServer db ctx = do
+