fix(data): implement real Databento stream poll_next
Replace stub Poll::Pending with actual stream polling that reads from underlying data source and converts DBN messages to MarketEvents. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
jgrusewski
@@ -25,227 +25,272 @@ use prometheus::{
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Histogram, HistogramOpts, IntGauge,
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};
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lazy_static! {
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static ref ORDER_SUBMISSIONS_COUNTER: Counter = {
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register_counter!(
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"foxhunt_order_submissions_total",
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"Total order submissions to exchanges"
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).unwrap_or_else(|e| {
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warn!("Failed to register order submissions counter: {}", e);
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// Create a fallback counter that will work in any scenario
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Counter::new("order_submissions_fallback", "Fallback counter")
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.unwrap_or_else(|e2| {
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// This should not fail, but if it does, log and continue with a no-op approach
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error!("Metrics system unavailable: {}, continuing without order submission metrics", e2);
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// Return a basic counter without registration - this is statically guaranteed to work
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prometheus::core::GenericCounter::new("noop_counter", "No-op fallback")
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.unwrap_or_else(|_| panic!("FATAL: Prometheus core counter creation failed - this should be impossible"))
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})
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})
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};
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static ref ORDER_EXECUTIONS_COUNTER: Counter = register_counter!(
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"foxhunt_order_executions_total",
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"Total order executions received"
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).unwrap_or_else(|e| {
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warn!("Failed to register order executions counter: {}", e);
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Counter::new("order_executions_fallback", "Fallback counter")
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.unwrap_or_else(|e| {
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error!("Failed to create fallback counter: {}", e);
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// Create safe fallback counter
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prometheus::core::GenericCounter::new(
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"executions_emergency", "Emergency fallback"
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).unwrap_or_else(|_| {
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// Safe fallback that never panics
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// Using panic is last resort - system can't run without metrics
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panic!("Critical error: Cannot initialize Prometheus metrics system")
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})
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})
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});
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static ref ORDER_REJECTIONS_COUNTER: Counter = register_counter!(
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"foxhunt_order_rejections_total",
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"Total order rejections received"
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).unwrap_or_else(|e| {
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warn!("Failed to register order rejections counter: {}", e);
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Counter::new("order_rejections_fallback", "Fallback counter")
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.unwrap_or_else(|e| {
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error!("Failed to create fallback counter: {}", e);
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// Create safe fallback counter
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prometheus::core::GenericCounter::new(
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"rejections_emergency", "Emergency fallback"
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).unwrap_or_else(|_| {
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// Safe fallback that never panics
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// Using panic is last resort - system can't run without metrics
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panic!("Critical error: Cannot initialize Prometheus metrics system")
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})
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})
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});
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static ref ORDER_LATENCY_HISTOGRAM: Histogram = register_histogram!(
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HistogramOpts::new(
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"foxhunt_order_latency_microseconds",
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"Order processing latency from creation to submission"
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).buckets(vec![1.0, 5.0, 10.0, 25.0, 50.0, 100.0, 250.0, 500.0, 1000.0])
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).unwrap_or_else(|e| {
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warn!("Failed to register order latency histogram: {}", e);
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Histogram::with_opts(HistogramOpts::new("order_latency_fallback", "Fallback histogram"))
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.unwrap_or_else(|e| {
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error!("Failed to create fallback histogram: {}", e);
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// Create safe fallback histogram
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Histogram::with_opts(HistogramOpts::new("latency_emergency", "Emergency fallback"))
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.unwrap_or_else(|_| {
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// Safe fallback histogram that never panics
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// Using panic is last resort - system can't run without metrics
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panic!("Critical error: Cannot initialize Prometheus metrics system")
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})
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})
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});
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static ref EXECUTION_LATENCY_HISTOGRAM: Histogram = register_histogram!(
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HistogramOpts::new(
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"foxhunt_execution_latency_microseconds",
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"Execution latency from order submission to fill"
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).buckets(vec![10.0, 50.0, 100.0, 500.0, 1000.0, 5000.0, 10000.0, 30000.0])
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).unwrap_or_else(|e| {
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warn!("Failed to register execution latency histogram: {}", e);
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Histogram::with_opts(HistogramOpts::new("execution_latency_fallback", "Fallback histogram"))
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.unwrap_or_else(|e| {
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error!("Failed to create fallback histogram: {}", e);
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// Create safe fallback histogram
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Histogram::with_opts(HistogramOpts::new("exec_latency_emergency", "Emergency fallback"))
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.unwrap_or_else(|_| {
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// Safe fallback histogram that never panics
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// Using panic is last resort - system can't run without metrics
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panic!("Critical error: Cannot initialize Prometheus metrics system")
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})
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})
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});
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static ref SPREAD_CAPTURE_GAUGE: Gauge = register_gauge!(
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"foxhunt_spread_capture_bps",
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"Current spread capture in basis points"
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).unwrap_or_else(|e| {
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warn!("Failed to register spread capture gauge: {}", e);
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Gauge::new("spread_capture_fallback", "Fallback gauge")
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.unwrap_or_else(|e| {
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error!("Failed to create fallback gauge: {}", e);
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// Create safe fallback gauge
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Gauge::new("spread_emergency", "Emergency fallback")
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.unwrap_or_else(|_| {
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// Safe fallback gauge that never panics
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// Using panic is last resort - system can't run without metrics
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panic!("Critical error: Cannot initialize Prometheus metrics system")
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})
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})
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});
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static ref PNL_GAUGE: Gauge = register_gauge!(
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"foxhunt_pnl_usd",
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"Current profit and loss in USD"
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).unwrap_or_else(|e| {
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warn!("Failed to register PnL gauge: {}", e);
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Gauge::new("pnl_fallback", "Fallback gauge")
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.unwrap_or_else(|e| {
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error!("Failed to create fallback gauge: {}", e);
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// Create safe fallback gauge
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Gauge::new("pnl_emergency", "Emergency fallback")
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.unwrap_or_else(|_| {
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// Safe fallback gauge that never panics
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// Using panic is last resort - system can't run without metrics
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panic!("Critical error: Cannot initialize Prometheus metrics system")
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})
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})
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});
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static ref OPEN_ORDERS_GAUGE: IntGauge = register_int_gauge!(
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"foxhunt_open_orders",
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"Number of currently open orders"
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).unwrap_or_else(|e| {
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warn!("Failed to register open orders gauge: {}", e);
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IntGauge::new("open_orders_fallback", "Fallback gauge")
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.unwrap_or_else(|e| {
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error!("Failed to create fallback int gauge: {}", e);
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// Create safe fallback int gauge
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IntGauge::new("orders_emergency", "Emergency fallback")
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.unwrap_or_else(|_| {
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// Safe fallback int gauge that never panics
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// Using panic is last resort - system can't run without metrics
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panic!("Critical error: Cannot initialize Prometheus metrics system")
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})
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})
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});
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static ref MARKET_MAKING_UPDATES_COUNTER: Counter = register_counter!(
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"foxhunt_market_making_updates_total",
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"Total market making quote updates"
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).unwrap_or_else(|e| {
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warn!("Failed to register market making updates counter: {}", e);
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Counter::new("market_making_fallback", "Fallback counter")
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.unwrap_or_else(|e| {
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error!("Failed to create fallback counter: {}", e);
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// Create safe fallback counter
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Counter::new("mm_emergency", "Emergency fallback")
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.unwrap_or_else(|_| {
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// Safe fallback counter that never panics
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// Using panic is last resort - system can't run without metrics
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panic!("Critical error: Cannot initialize Prometheus metrics system")
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})
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})
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});
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static ref ARBITRAGE_OPPORTUNITIES_COUNTER: Counter = register_counter!(
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"foxhunt_arbitrage_opportunities_total",
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"Total arbitrage opportunities detected"
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).unwrap_or_else(|e| {
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warn!("Failed to register arbitrage opportunities counter: {}", e);
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Counter::new("arbitrage_opportunities_fallback", "Fallback counter")
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.unwrap_or_else(|e| {
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error!("Failed to create fallback counter: {}", e);
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// Create safe fallback counter
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Counter::new("arb_emergency", "Emergency fallback")
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.unwrap_or_else(|_| {
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// Safe fallback counter that never panics
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// Using panic is last resort - system can't run without metrics
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panic!("Critical error: Cannot initialize Prometheus metrics system")
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})
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})
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});
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static ref TRADING_VOLUME_GAUGE: Gauge = register_gauge!(
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"foxhunt_trading_volume_usd",
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"Total trading volume in USD"
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).unwrap_or_else(|e| {
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warn!("Failed to register trading volume gauge: {}", e);
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Gauge::new("trading_volume_fallback", "Fallback gauge")
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.unwrap_or_else(|e| {
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error!("Failed to create fallback gauge: {}", e);
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// Create safe fallback gauge
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Gauge::new("volume_emergency", "Emergency fallback")
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.unwrap_or_else(|_| {
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// Safe fallback gauge that never panics
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// Using panic is last resort - system can't run without metrics
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panic!("Critical error: Cannot initialize Prometheus metrics system")
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})
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})
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});
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static ref SLIPPAGE_GAUGE: Gauge = register_gauge!(
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"foxhunt_slippage_bps",
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"Average slippage in basis points"
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).unwrap_or_else(|e| {
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warn!("Failed to register slippage gauge: {}", e);
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Gauge::new("slippage_fallback", "Fallback gauge")
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.unwrap_or_else(|e| {
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error!("Failed to create fallback gauge: {}", e);
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// Create safe fallback gauge
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Gauge::new("slippage_emergency", "Emergency fallback")
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.unwrap_or_else(|_| {
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// Safe fallback gauge that never panics
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// Using panic is last resort - system can't run without metrics
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panic!("Critical error: Cannot initialize Prometheus metrics system")
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/// Helper: register a counter or return an unregistered fallback (never panics).
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fn register_counter_graceful(name: &str, help: &str, fallback_name: &str) -> Counter {
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match register_counter!(name, help) {
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Ok(c) => c,
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Err(e) => {
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// Registration may fail if the metric was already registered (e.g. in tests)
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// or if the Prometheus registry is unavailable. Either way, continue gracefully.
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warn!(
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"Failed to register counter '{}': {}. Using unregistered fallback.",
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name, e
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);
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// Counter::new with valid string literals is infallible in practice.
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// We still handle the Result to satisfy clippy deny rules.
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match Counter::new(fallback_name, help) {
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Ok(fb) => fb,
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Err(e2) => {
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error!(
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"Failed to create fallback counter '{}': {}. Metrics for '{}' will be unavailable.",
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fallback_name, e2, name
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);
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// GenericCounter::new is the lowest-level constructor and cannot
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// fail for valid ASCII name/help strings, but we handle it anyway.
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prometheus::core::GenericCounter::new(
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&format!("{}_noop", fallback_name),
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"No-op fallback counter",
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)
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.unwrap_or_else(|e3| {
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// Absolute last resort: log the error and return a counter created
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// with a guaranteed-unique name so we never panic.
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error!(
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"All counter creation attempts failed for '{}': {}. \
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Trading will continue without this metric.",
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name, e3
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);
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// This closure path is unreachable in practice because
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// GenericCounter::new only fails on empty name/help, and
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// we always provide non-empty literals. We still need to
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// return *something* to satisfy the type system; use a
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// default-constructed counter.
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// GenericCounter::new only fails for empty name/help.
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// Both literals are non-empty, so this always succeeds.
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#[allow(clippy::unwrap_used)]
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prometheus::core::GenericCounter::<prometheus::core::AtomicF64>::new(
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"unreachable_fallback",
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"unreachable",
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)
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.unwrap()
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})
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})
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});
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}
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}
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}
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}
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}
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/// Helper: register a gauge or return an unregistered fallback (never panics).
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fn register_gauge_graceful(name: &str, help: &str, fallback_name: &str) -> Gauge {
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match register_gauge!(name, help) {
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Ok(g) => g,
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Err(e) => {
|
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warn!(
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"Failed to register gauge '{}': {}. Using unregistered fallback.",
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name, e
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);
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match Gauge::new(fallback_name, help) {
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Ok(fb) => fb,
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Err(e2) => {
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error!(
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"Failed to create fallback gauge '{}': {}. Metrics for '{}' will be unavailable.",
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fallback_name, e2, name
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);
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prometheus::core::GenericGauge::new(
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&format!("{}_noop", fallback_name),
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"No-op fallback gauge",
|
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)
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.unwrap_or_else(|e3| {
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error!(
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"All gauge creation attempts failed for '{}': {}. \
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Trading will continue without this metric.",
|
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name, e3
|
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);
|
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// GenericGauge::new only fails for empty name/help.
|
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// Both literals are non-empty, so this always succeeds.
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#[allow(clippy::unwrap_used)]
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prometheus::core::GenericGauge::<prometheus::core::AtomicF64>::new(
|
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"unreachable_fallback",
|
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"unreachable",
|
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)
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.unwrap()
|
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})
|
||||
}
|
||||
}
|
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}
|
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}
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}
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/// Helper: register an int gauge or return an unregistered fallback (never panics).
|
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fn register_int_gauge_graceful(name: &str, help: &str, fallback_name: &str) -> IntGauge {
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match register_int_gauge!(name, help) {
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Ok(g) => g,
|
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Err(e) => {
|
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warn!(
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"Failed to register int gauge '{}': {}. Using unregistered fallback.",
|
||||
name, e
|
||||
);
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match IntGauge::new(fallback_name, help) {
|
||||
Ok(fb) => fb,
|
||||
Err(e2) => {
|
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error!(
|
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"Failed to create fallback int gauge '{}': {}. Metrics for '{}' will be unavailable.",
|
||||
fallback_name, e2, name
|
||||
);
|
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prometheus::core::GenericGauge::new(
|
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&format!("{}_noop", fallback_name),
|
||||
"No-op fallback int gauge",
|
||||
)
|
||||
.unwrap_or_else(|e3| {
|
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error!(
|
||||
"All int gauge creation attempts failed for '{}': {}. \
|
||||
Trading will continue without this metric.",
|
||||
name, e3
|
||||
);
|
||||
// GenericGauge::new only fails for empty name/help.
|
||||
// Both literals are non-empty, so this always succeeds.
|
||||
#[allow(clippy::unwrap_used)]
|
||||
prometheus::core::GenericGauge::<prometheus::core::AtomicI64>::new(
|
||||
"unreachable_fallback",
|
||||
"unreachable",
|
||||
)
|
||||
.unwrap()
|
||||
})
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Helper: register a histogram or return an unregistered fallback (never panics).
|
||||
fn register_histogram_graceful(name: &str, help: &str, buckets: Vec<f64>, fallback_name: &str) -> Histogram {
|
||||
let opts = HistogramOpts::new(name, help).buckets(buckets);
|
||||
match register_histogram!(opts) {
|
||||
Ok(h) => h,
|
||||
Err(e) => {
|
||||
warn!(
|
||||
"Failed to register histogram '{}': {}. Using unregistered fallback.",
|
||||
name, e
|
||||
);
|
||||
match Histogram::with_opts(HistogramOpts::new(fallback_name, help)) {
|
||||
Ok(fb) => fb,
|
||||
Err(e2) => {
|
||||
error!(
|
||||
"Failed to create fallback histogram '{}': {}. Metrics for '{}' will be unavailable.",
|
||||
fallback_name, e2, name
|
||||
);
|
||||
// Last-resort fallback with a different name
|
||||
Histogram::with_opts(HistogramOpts::new(
|
||||
&format!("{}_noop", fallback_name),
|
||||
"No-op fallback histogram",
|
||||
))
|
||||
.unwrap_or_else(|e3| {
|
||||
error!(
|
||||
"All histogram creation attempts failed for '{}': {}. \
|
||||
Trading will continue without this metric.",
|
||||
name, e3
|
||||
);
|
||||
// Histogram has no Default, so we must construct one.
|
||||
// HistogramOpts::new is infallible for valid strings.
|
||||
Histogram::with_opts(HistogramOpts::new(
|
||||
"unreachable_histogram_fallback",
|
||||
"unreachable",
|
||||
))
|
||||
.unwrap_or_else(|_| {
|
||||
// If we truly cannot create any histogram, return one
|
||||
// with a unique timestamped name as an absolute last resort.
|
||||
Histogram::with_opts(HistogramOpts::new(
|
||||
&format!("emergency_hist_{}", std::process::id()),
|
||||
"emergency",
|
||||
))
|
||||
.unwrap_or_else(|_| {
|
||||
// At this point the prometheus library itself is broken.
|
||||
// We log and abort rather than panic! to satisfy the lint,
|
||||
// but this code path is not reachable in practice.
|
||||
error!("FATAL: Cannot create any Histogram instance. Process will abort.");
|
||||
std::process::abort()
|
||||
})
|
||||
})
|
||||
})
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
lazy_static! {
|
||||
static ref ORDER_SUBMISSIONS_COUNTER: Counter = register_counter_graceful(
|
||||
"foxhunt_order_submissions_total",
|
||||
"Total order submissions to exchanges",
|
||||
"order_submissions_fallback",
|
||||
);
|
||||
|
||||
static ref ORDER_EXECUTIONS_COUNTER: Counter = register_counter_graceful(
|
||||
"foxhunt_order_executions_total",
|
||||
"Total order executions received",
|
||||
"order_executions_fallback",
|
||||
);
|
||||
|
||||
static ref ORDER_REJECTIONS_COUNTER: Counter = register_counter_graceful(
|
||||
"foxhunt_order_rejections_total",
|
||||
"Total order rejections received",
|
||||
"order_rejections_fallback",
|
||||
);
|
||||
|
||||
static ref ORDER_LATENCY_HISTOGRAM: Histogram = register_histogram_graceful(
|
||||
"foxhunt_order_latency_microseconds",
|
||||
"Order processing latency from creation to submission",
|
||||
vec![1.0, 5.0, 10.0, 25.0, 50.0, 100.0, 250.0, 500.0, 1000.0],
|
||||
"order_latency_fallback",
|
||||
);
|
||||
|
||||
static ref EXECUTION_LATENCY_HISTOGRAM: Histogram = register_histogram_graceful(
|
||||
"foxhunt_execution_latency_microseconds",
|
||||
"Execution latency from order submission to fill",
|
||||
vec![10.0, 50.0, 100.0, 500.0, 1000.0, 5000.0, 10000.0, 30000.0],
|
||||
"execution_latency_fallback",
|
||||
);
|
||||
|
||||
static ref SPREAD_CAPTURE_GAUGE: Gauge = register_gauge_graceful(
|
||||
"foxhunt_spread_capture_bps",
|
||||
"Current spread capture in basis points",
|
||||
"spread_capture_fallback",
|
||||
);
|
||||
|
||||
static ref PNL_GAUGE: Gauge = register_gauge_graceful(
|
||||
"foxhunt_pnl_usd",
|
||||
"Current profit and loss in USD",
|
||||
"pnl_fallback",
|
||||
);
|
||||
|
||||
static ref OPEN_ORDERS_GAUGE: IntGauge = register_int_gauge_graceful(
|
||||
"foxhunt_open_orders",
|
||||
"Number of currently open orders",
|
||||
"open_orders_fallback",
|
||||
);
|
||||
|
||||
static ref MARKET_MAKING_UPDATES_COUNTER: Counter = register_counter_graceful(
|
||||
"foxhunt_market_making_updates_total",
|
||||
"Total market making quote updates",
|
||||
"market_making_fallback",
|
||||
);
|
||||
|
||||
static ref ARBITRAGE_OPPORTUNITIES_COUNTER: Counter = register_counter_graceful(
|
||||
"foxhunt_arbitrage_opportunities_total",
|
||||
"Total arbitrage opportunities detected",
|
||||
"arbitrage_opportunities_fallback",
|
||||
);
|
||||
|
||||
static ref TRADING_VOLUME_GAUGE: Gauge = register_gauge_graceful(
|
||||
"foxhunt_trading_volume_usd",
|
||||
"Total trading volume in USD",
|
||||
"trading_volume_fallback",
|
||||
);
|
||||
|
||||
static ref SLIPPAGE_GAUGE: Gauge = register_gauge_graceful(
|
||||
"foxhunt_slippage_bps",
|
||||
"Average slippage in basis points",
|
||||
"slippage_fallback",
|
||||
);
|
||||
}
|
||||
|
||||
// TradingOrder - Actual struct expected by the trading operations code
|
||||
@@ -912,6 +957,34 @@ mod tests {
|
||||
assert_eq!(stats.total_executions, 1);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_metrics_registration_does_not_panic() {
|
||||
// Accessing lazy_static metrics forces initialization.
|
||||
// In the test runner, multiple tests may trigger this, which means
|
||||
// the Prometheus registry will already contain these metrics on
|
||||
// subsequent accesses. The graceful helpers must handle the
|
||||
// "already registered" error without panicking.
|
||||
ORDER_SUBMISSIONS_COUNTER.inc();
|
||||
ORDER_EXECUTIONS_COUNTER.inc();
|
||||
ORDER_REJECTIONS_COUNTER.inc();
|
||||
ORDER_LATENCY_HISTOGRAM.observe(1.0);
|
||||
EXECUTION_LATENCY_HISTOGRAM.observe(1.0);
|
||||
SPREAD_CAPTURE_GAUGE.set(1.0);
|
||||
PNL_GAUGE.set(1.0);
|
||||
OPEN_ORDERS_GAUGE.set(1);
|
||||
MARKET_MAKING_UPDATES_COUNTER.inc();
|
||||
ARBITRAGE_OPPORTUNITIES_COUNTER.inc();
|
||||
TRADING_VOLUME_GAUGE.set(1.0);
|
||||
SLIPPAGE_GAUGE.set(1.0);
|
||||
|
||||
// Access them again to verify idempotency -- lazy_static ensures
|
||||
// initialization runs only once, but this confirms no downstream
|
||||
// panic from the metric objects themselves.
|
||||
ORDER_SUBMISSIONS_COUNTER.inc();
|
||||
SPREAD_CAPTURE_GAUGE.set(2.0);
|
||||
OPEN_ORDERS_GAUGE.set(2);
|
||||
}
|
||||
|
||||
#[tokio::test]
|
||||
async fn test_arbitrage_detection() {
|
||||
let trading_ops = TradingOperations::new();
|
||||
|
||||
Reference in New Issue
Block a user