transaq-connector/src/TickerInfoServer.hs

{-# LANGUAGE RecordWildCards #-}

module TickerInfoServer
  (
    TickerInfoServerHandle,
    startTickerInfoServer,
    stopTickerInfoServer,
    withTickerInfoServer,
    putTickerInfo,
    getTickerInfo,
    getAllTickers,
    TickerInfo(..)
  ) where
import           ATrade.Logging              (Message,
                                              Severity (Debug, Warning),
                                              logWith)
import           ATrade.Types                (Tick, TickerId, security)
import           Colog                       (LogAction)
import           Control.Concurrent          (ThreadId, forkIO)
import           Control.Concurrent.STM      (TVar, atomically, newTVarIO,
                                              readTVarIO)
import           Control.Concurrent.STM.TVar (modifyTVar', writeTVar)
import           Control.Exception           (bracket)
import           Control.Monad.Extra         (whileM)
import           Data.Aeson                  (FromJSON (parseJSON),
                                              ToJSON (toJSON), decode,
                                              eitherDecode, encode, object,
                                              withObject)
import           Data.Aeson.Types            ((.!=), (.:), (.:?), (.=))
import qualified Data.ByteString.Lazy        as BL
import           Data.List.NonEmpty          (NonEmpty ((:|)))
import qualified Data.Map.Strict             as M
import qualified Data.Text                   as T
import           Data.Text.Encoding          (decodeUtf8With, encodeUtf8)
import           Data.Text.Encoding.Error    (replace)
import           Prelude                     hiding (log)
import           System.ZMQ4                 (Context, Router (Router), bind,
                                              connect, receiveMulti, sendMulti,
                                              withSocket)

data TickerInfo =
  TickerInfo
  {
    tiTicker    :: TickerId
  , tiLotSize   :: Int
  , tiTickSize  :: Double
  , tiTickPrice :: Double
  } deriving (Show, Eq, Ord)

instance FromJSON TickerInfo where
  parseJSON = withObject "TickerInfo" (\obj ->
    TickerInfo <$>
      obj .: "ticker" <*>
      obj .: "lot_size" <*>
      obj .: "tick_size" <*>
      obj .:? "tick_price" .!= 1)

instance ToJSON TickerInfo where
  toJSON ti = object [ "ticker" .= tiTicker ti,
    "lot_size" .= tiLotSize ti,
    "tick_size" .= tiTickSize ti,
    "tick_price" .= tiTickPrice ti]

newtype TickerInfoRequest =
  TickerInfoRequest
  {
    tirTickerId :: TickerId
  } deriving (Show, Eq, Ord)

instance FromJSON TickerInfoRequest where
  parseJSON = withObject "TickerInfoRequest" (\obj ->
    TickerInfoRequest <$>
      obj .: "ticker")

instance ToJSON TickerInfoRequest where
  toJSON tir = object [ "ticker" .= tirTickerId tir ]

data TickerInfoServerHandle =
  TickerInfoServerHandle
  {
    tisThreadId :: ThreadId
  , tisRun      :: TVar Bool
  , tisMap      :: TVar (M.Map TickerId TickerInfo)
  }

startTickerInfoServer :: LogAction IO Message -> Context -> T.Text -> IO TickerInfoServerHandle
startTickerInfoServer logger ctx endpoint = do
  tisRun <- newTVarIO True
  tisMap <- newTVarIO M.empty
  tisThreadId <- forkIO $ tisThread tisRun tisMap
  pure $ TickerInfoServerHandle {..}
  where
    log = logWith logger
    tisThread tisRun tisMap = withSocket ctx Router $ \sock -> do
      bind sock (T.unpack endpoint)
      whileM $ do
        rq <- receiveMulti sock
        case rq of
          (sender:_:message:_) -> case eitherDecode (BL.fromStrict message) of
            Right tir -> do
              maybeTi <- M.lookup (tirTickerId tir) <$> readTVarIO tisMap
              case maybeTi of
                Just ti -> sendMulti sock (sender :| ["", "OK", BL.toStrict $ encode ti])
                _ -> do
                  log Warning "TIS" $ "Requested unknown ticker: " <> tirTickerId tir
                  sendMulti sock (sender :| ["", "ERROR"])
            Left err -> do
              log Warning "TIS" $ "Unable to parse incoming request" <> (T.pack . show) err
              log Debug "TIS" $ "Request: " <> decodeUtf8With (replace '?') message
          _                  -> log Warning "TIS" "Malformed packet"
        readTVarIO tisRun

stopTickerInfoServer :: TickerInfoServerHandle -> IO ()
stopTickerInfoServer h = atomically $ writeTVar (tisRun h) False

withTickerInfoServer :: LogAction IO Message -> Context -> T.Text -> (TickerInfoServerHandle -> IO ()) -> IO ()
withTickerInfoServer logger ctx endpoint = bracket (startTickerInfoServer logger ctx endpoint) stopTickerInfoServer

getTickerInfo :: TickerId -> TickerInfoServerHandle -> IO (Maybe TickerInfo)
getTickerInfo tickerId tisH = M.lookup tickerId <$> readTVarIO (tisMap tisH)

putTickerInfo :: TickerInfoServerHandle -> TickerInfo -> IO ()
putTickerInfo tisH tickerInfo = atomically $ modifyTVar' (tisMap tisH) (M.insert (tiTicker tickerInfo) tickerInfo)

getAllTickers :: TickerInfoServerHandle -> IO [TickerId]
getAllTickers tisH = M.keys <$> readTVarIO (tisMap tisH)