- fix(trading_engine): replace Prometheus panic! with graceful registration - fix(trading_service): implement partial fill matching in order book - feat(trading_service): replace feature extraction stub with real 51-dim pipeline - feat(trading_service): wire RiskEngine with real VaR calculator - fix(api_gateway): implement real ML prediction proxy - feat(data_acquisition): implement DBN data downloader - feat(data): wire DBN uploader with MinIO integration Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
562 lines
19 KiB
Rust
562 lines
19 KiB
Rust
//! DBN File Uploader for MinIO
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//!
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//! Automatically monitors test_data/real/databento/ for new .dbn files,
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//! compresses them with gzip, checks for duplicates, and uploads to MinIO.
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//!
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//! # Features
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//! - File watching with configurable poll interval
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//! - Gzip compression before upload
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//! - Deduplication (checks if file already exists in MinIO)
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//! - Metadata tagging (symbol, schema, date range, file size)
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use flate2::write::GzEncoder;
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use flate2::Compression;
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use std::collections::HashMap;
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use std::io::Write;
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use std::path::{Path, PathBuf};
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use std::sync::Arc;
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use std::time::Duration;
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use tokio::fs;
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use tokio::sync::RwLock;
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use tokio::time::interval;
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use tracing::{debug, error, info};
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use crate::error::{DataError, Result as DataResult};
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/// Configuration for DBN uploader
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#[derive(Debug, Clone)]
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pub struct DbnUploaderConfig {
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/// Directory to watch for new DBN files
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pub watch_path: PathBuf,
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/// MinIO bucket name
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pub bucket_name: String,
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/// Prefix for uploaded files (e.g., "training-data/")
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pub upload_prefix: String,
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/// Polling interval for new files
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pub poll_interval: Duration,
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/// Enable gzip compression before upload
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pub compression_enabled: bool,
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/// Enable deduplication check
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pub deduplication_enabled: bool,
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}
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impl Default for DbnUploaderConfig {
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fn default() -> Self {
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Self {
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watch_path: PathBuf::from("test_data/real/databento"),
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bucket_name: "ml-models".to_string(),
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upload_prefix: "training-data/".to_string(),
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poll_interval: Duration::from_secs(60),
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compression_enabled: true,
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deduplication_enabled: true,
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}
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}
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}
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/// Metadata extracted from DBN filename
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#[derive(Debug, Clone, PartialEq)]
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pub struct DbnMetadata {
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/// Trading symbol (e.g., "ES.FUT")
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pub symbol: String,
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/// Data schema (e.g., "ohlcv-1m")
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pub schema: String,
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/// Date range (e.g., "2024-01-02" or "2024-01-02_to_2024-01-31")
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pub date_range: String,
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/// Original file size in bytes
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pub file_size_bytes: u64,
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}
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impl DbnMetadata {
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/// Extract metadata from DBN filename
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///
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/// Expected format: `{SYMBOL}_{SCHEMA}_{DATE_RANGE}.dbn`
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pub fn from_filename(filename: &str) -> DataResult<Self> {
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if !filename.ends_with(".dbn") {
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return Err(DataError::Validation {
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field: "filename".to_string(),
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message: format!("File must have .dbn extension: {}", filename),
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});
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}
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let name = filename.trim_end_matches(".dbn");
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let parts: Vec<&str> = name.split('_').collect();
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if parts.len() < 3 {
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return Err(DataError::Validation {
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field: "filename".to_string(),
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message: format!(
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"Invalid DBN filename format (expected SYMBOL_SCHEMA_DATE): {}",
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filename
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),
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});
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}
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let symbol = parts[0].to_string();
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let schema = parts[1].to_string();
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let date_range = parts[2..].join("_");
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Ok(Self {
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symbol,
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schema,
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date_range,
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file_size_bytes: 0,
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})
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}
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/// Extract metadata from file (includes size)
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pub async fn from_file(path: &Path) -> DataResult<Self> {
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let filename = path
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.file_name()
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.ok_or_else(|| DataError::Validation {
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field: "path".to_string(),
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message: "Path has no filename".to_string(),
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})?
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.to_str()
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.ok_or_else(|| DataError::Validation {
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field: "filename".to_string(),
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message: "Filename is not valid UTF-8".to_string(),
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})?;
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let mut metadata = Self::from_filename(filename)?;
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let file_metadata = fs::metadata(path).await?;
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metadata.file_size_bytes = file_metadata.len();
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Ok(metadata)
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}
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}
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/// DBN file uploader
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pub struct DbnUploader {
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config: DbnUploaderConfig,
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detected_files: Arc<RwLock<Vec<PathBuf>>>,
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/// Optional storage backend for MinIO/S3 uploads.
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/// When `None`, upload operations will return an error.
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storage_backend: Option<Arc<dyn storage::Storage>>,
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}
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impl DbnUploader {
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/// Create new uploader without a storage backend.
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///
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/// The uploader can scan and compress files, but `upload_file` will return
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/// an error unless a storage backend is attached via `with_storage`.
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pub async fn new(config: DbnUploaderConfig) -> DataResult<Self> {
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if !config.watch_path.exists() {
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return Err(DataError::Validation {
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field: "watch_path".to_string(),
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message: format!("Watch path does not exist: {:?}", config.watch_path),
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});
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}
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info!(
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"Initializing DBN uploader: watch_path={:?}, bucket={}, prefix={}",
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config.watch_path, config.bucket_name, config.upload_prefix
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);
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Ok(Self {
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config,
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detected_files: Arc::new(RwLock::new(Vec::new())),
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storage_backend: None,
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})
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}
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/// Attach a storage backend (MinIO/S3) for actual uploads.
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///
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/// Without a storage backend, `upload_file` and deduplication checks will
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/// return errors indicating no backend is configured.
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pub fn with_storage(mut self, backend: Arc<dyn storage::Storage>) -> Self {
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self.storage_backend = Some(backend);
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self
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}
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/// Get list of detected files (for testing)
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pub async fn get_detected_files(&self) -> Vec<PathBuf> {
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self.detected_files.read().await.clone()
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}
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/// Scan directory and return files immediately (for testing)
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///
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/// This method is primarily for testing purposes, as `start_watching()` runs
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/// in a blocking loop. In production, use `start_watching()` which continuously
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/// monitors the directory.
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pub async fn scan_for_testing(&self) -> DataResult<Vec<PathBuf>> {
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self.scan_directory().await
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}
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/// Scan directory for DBN files
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async fn scan_directory(&self) -> DataResult<Vec<PathBuf>> {
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let mut dbn_files = Vec::new();
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let mut entries = fs::read_dir(&self.config.watch_path).await?;
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while let Some(entry) = entries.next_entry().await? {
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let path = entry.path();
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if path.extension().and_then(|s| s.to_str()) == Some("dbn") {
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debug!("Detected DBN file: {:?}", path);
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dbn_files.push(path);
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}
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}
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Ok(dbn_files)
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}
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/// Start watching for new files (blocking)
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pub async fn start_watching(&self) -> DataResult<()> {
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info!("Starting DBN file watcher...");
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let mut ticker = interval(self.config.poll_interval);
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loop {
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ticker.tick().await;
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match self.scan_directory().await {
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Ok(files) => {
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let mut detected = self.detected_files.write().await;
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*detected = files;
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debug!("Scanned directory, found {} DBN files", detected.len());
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},
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Err(e) => {
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error!("Failed to scan directory: {}", e);
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},
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}
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}
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}
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/// Check if file should be uploaded (deduplication).
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///
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/// When deduplication is enabled and a storage backend is configured,
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/// this queries the backend to see if the upload key already exists.
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/// Returns `true` if the file should be uploaded, `false` if it already
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/// exists in the remote store.
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///
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/// When no storage backend is configured, deduplication is skipped and
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/// the file is always considered uploadable.
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pub async fn should_upload_file(&self, path: &Path) -> DataResult<bool> {
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if !self.config.deduplication_enabled {
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return Ok(true);
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}
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let Some(backend) = &self.storage_backend else {
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// No backend configured -- cannot check remote, allow upload attempt
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debug!("No storage backend configured, skipping deduplication check");
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return Ok(true);
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};
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let key = Self::generate_upload_key(path, &self.config.upload_prefix)?;
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match backend.exists(&key).await {
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Ok(true) => {
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info!("File already exists in remote storage, skipping: {}", key);
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Ok(false)
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},
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Ok(false) => Ok(true),
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Err(e) => {
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error!("Failed to check deduplication in remote storage: {}", e);
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// On error, allow the upload attempt rather than silently skipping
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Ok(true)
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},
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}
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}
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/// Compress file with gzip
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pub async fn compress_file(path: &Path) -> DataResult<Vec<u8>> {
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let data = fs::read(path).await?;
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let mut encoder = GzEncoder::new(Vec::new(), Compression::default());
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encoder.write_all(&data)?;
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Ok(encoder.finish()?)
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}
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/// Generate MinIO upload key from a file path and prefix.
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///
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/// Returns the key in the form `{prefix}{filename}.gz`.
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///
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/// # Errors
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///
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/// Returns `DataError::Validation` if the path has no filename or the
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/// filename is not valid UTF-8.
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pub fn generate_upload_key(path: &Path, prefix: &str) -> DataResult<String> {
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let filename = path
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.file_name()
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.ok_or_else(|| DataError::Validation {
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field: "path".to_string(),
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message: format!("Path has no filename component: {:?}", path),
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})?
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.to_str()
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.ok_or_else(|| DataError::Validation {
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field: "filename".to_string(),
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message: format!("Filename is not valid UTF-8: {:?}", path),
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})?;
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Ok(format!("{}{}.gz", prefix, filename))
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}
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/// Generate metadata tags for MinIO
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pub fn generate_metadata_tags(metadata: &DbnMetadata) -> HashMap<String, String> {
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let mut tags = HashMap::new();
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tags.insert("symbol".to_string(), metadata.symbol.clone());
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tags.insert("schema".to_string(), metadata.schema.clone());
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tags.insert("date_range".to_string(), metadata.date_range.clone());
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tags.insert(
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"original_size".to_string(),
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metadata.file_size_bytes.to_string(),
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);
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tags
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}
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/// Upload file to MinIO/S3 with metadata.
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///
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/// Reads the file, optionally compresses it, checks for duplicates, and
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/// stores it via the configured storage backend. The upload key is derived
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/// from the file name and the configured prefix.
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///
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/// # Errors
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///
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/// Returns `DataError::Storage` if no storage backend is configured, or
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/// any storage/IO error that occurs during the upload.
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pub async fn upload_file(&self, path: &Path) -> DataResult<()> {
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info!("Uploading file: {:?}", path);
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let backend = self
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.storage_backend
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.as_ref()
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.ok_or_else(|| {
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DataError::Storage(
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"No storage backend configured. Call with_storage() to attach a \
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MinIO/S3 backend before uploading."
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.to_string(),
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)
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})?
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.clone();
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let metadata = DbnMetadata::from_file(path).await?;
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// Check deduplication before doing expensive compression
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if !self.should_upload_file(path).await? {
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info!("Skipping duplicate file: {:?}", path);
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return Ok(());
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}
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let data = if self.config.compression_enabled {
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Self::compress_file(path).await?
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} else {
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fs::read(path).await?
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};
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let key = Self::generate_upload_key(path, &self.config.upload_prefix)?;
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let tags = Self::generate_metadata_tags(&metadata);
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info!(
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"Uploading to storage: key={}, size={} bytes, tags={:?}",
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key,
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data.len(),
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tags
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);
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backend.store(&key, &data).await.map_err(|e| {
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DataError::Storage(format!("Failed to upload {} to storage backend: {}", key, e))
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})?;
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info!(
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"Successfully uploaded {} ({} bytes, original {} bytes)",
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key,
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data.len(),
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metadata.file_size_bytes,
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);
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Ok(())
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}
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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#[tokio::test]
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async fn test_metadata_from_filename_simple() {
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let metadata =
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DbnMetadata::from_filename("ES.FUT_ohlcv-1m_2024-01-02.dbn").expect("Failed to parse");
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assert_eq!(metadata.symbol, "ES.FUT");
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assert_eq!(metadata.schema, "ohlcv-1m");
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assert_eq!(metadata.date_range, "2024-01-02");
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}
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#[tokio::test]
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async fn test_metadata_from_filename_date_range() {
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let metadata = DbnMetadata::from_filename("ZN.FUT_ohlcv-1m_2024-01-02_to_2024-01-31.dbn")
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.expect("Failed to parse");
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assert_eq!(metadata.symbol, "ZN.FUT");
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assert_eq!(metadata.schema, "ohlcv-1m");
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assert_eq!(metadata.date_range, "2024-01-02_to_2024-01-31");
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}
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#[tokio::test]
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async fn test_metadata_from_filename_invalid() {
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let result = DbnMetadata::from_filename("invalid.txt");
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assert!(result.is_err());
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}
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#[tokio::test]
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async fn test_generate_upload_key() {
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let path = PathBuf::from("ES.FUT_ohlcv-1m_2024-01-02.dbn");
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let key = DbnUploader::generate_upload_key(&path, "training-data/")
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.expect("Failed to generate key");
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assert_eq!(key, "training-data/ES.FUT_ohlcv-1m_2024-01-02.dbn.gz");
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}
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#[tokio::test]
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async fn test_generate_upload_key_no_filename() {
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let path = PathBuf::from("/");
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let result = DbnUploader::generate_upload_key(&path, "prefix/");
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assert!(result.is_err(), "Should fail for path with no filename");
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}
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#[tokio::test]
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async fn test_generate_metadata_tags() {
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let metadata = DbnMetadata {
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symbol: "ES.FUT".to_string(),
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schema: "ohlcv-1m".to_string(),
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date_range: "2024-01-02".to_string(),
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file_size_bytes: 1024,
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};
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let tags = DbnUploader::generate_metadata_tags(&metadata);
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assert_eq!(
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tags.get("symbol").cloned().as_deref(),
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Some("ES.FUT")
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);
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assert_eq!(
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tags.get("schema").cloned().as_deref(),
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Some("ohlcv-1m")
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);
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assert_eq!(
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tags.get("date_range").cloned().as_deref(),
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Some("2024-01-02")
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);
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assert_eq!(
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tags.get("original_size").cloned().as_deref(),
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Some("1024")
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);
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}
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#[tokio::test]
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async fn test_upload_file_without_backend_returns_error() {
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let temp_dir = tempfile::TempDir::new().expect("Failed to create temp dir");
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let test_file = temp_dir.path().join("ES.FUT_ohlcv-1m_2024-01-02.dbn");
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fs::write(&test_file, b"test data")
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.await
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.expect("Failed to write");
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let config = DbnUploaderConfig {
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watch_path: temp_dir.path().to_path_buf(),
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compression_enabled: false,
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deduplication_enabled: false,
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..DbnUploaderConfig::default()
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};
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let uploader = DbnUploader::new(config)
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.await
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.expect("Failed to create uploader");
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let result = uploader.upload_file(&test_file).await;
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assert!(result.is_err(), "Should fail without storage backend");
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let err_msg = format!("{}", result.unwrap_err());
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assert!(
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err_msg.contains("No storage backend configured"),
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"Error should mention missing backend, got: {}",
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err_msg
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);
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}
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#[tokio::test]
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async fn test_upload_file_with_local_storage_backend() {
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let watch_dir = tempfile::TempDir::new().expect("Failed to create watch dir");
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let storage_dir = tempfile::TempDir::new().expect("Failed to create storage dir");
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let test_file = watch_dir.path().join("ES.FUT_ohlcv-1m_2024-01-02.dbn");
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fs::write(&test_file, b"fake dbn content for upload test")
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.await
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.expect("Failed to write");
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// Use storage::local::LocalStorage as a real backend
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let local_config = storage::local::LocalStorageConfig {
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base_path: storage_dir.path().to_path_buf(),
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..Default::default()
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};
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let local_storage = storage::local::LocalStorage::new(local_config)
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.await
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.expect("Failed to create local storage");
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let backend: Arc<dyn storage::Storage> = Arc::new(local_storage);
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let config = DbnUploaderConfig {
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watch_path: watch_dir.path().to_path_buf(),
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compression_enabled: true,
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deduplication_enabled: false,
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..DbnUploaderConfig::default()
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};
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let uploader = DbnUploader::new(config)
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.await
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.expect("Failed to create uploader")
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.with_storage(backend.clone());
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// First upload should succeed
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uploader
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.upload_file(&test_file)
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.await
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.expect("Upload should succeed");
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// Verify the file was stored
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let key = "training-data/ES.FUT_ohlcv-1m_2024-01-02.dbn.gz";
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let exists = backend.exists(key).await.expect("Exists check failed");
|
|
assert!(exists, "Uploaded file should exist in storage backend");
|
|
}
|
|
|
|
#[tokio::test]
|
|
async fn test_deduplication_with_storage_backend() {
|
|
let watch_dir = tempfile::TempDir::new().expect("Failed to create watch dir");
|
|
let storage_dir = tempfile::TempDir::new().expect("Failed to create storage dir");
|
|
|
|
let test_file = watch_dir.path().join("ES.FUT_ohlcv-1m_2024-01-02.dbn");
|
|
fs::write(&test_file, b"dbn data")
|
|
.await
|
|
.expect("Failed to write");
|
|
|
|
let local_config = storage::local::LocalStorageConfig {
|
|
base_path: storage_dir.path().to_path_buf(),
|
|
..Default::default()
|
|
};
|
|
let local_storage = storage::local::LocalStorage::new(local_config)
|
|
.await
|
|
.expect("Failed to create local storage");
|
|
let backend: Arc<dyn storage::Storage> = Arc::new(local_storage);
|
|
|
|
let config = DbnUploaderConfig {
|
|
watch_path: watch_dir.path().to_path_buf(),
|
|
compression_enabled: false,
|
|
deduplication_enabled: true,
|
|
..DbnUploaderConfig::default()
|
|
};
|
|
|
|
let uploader = DbnUploader::new(config)
|
|
.await
|
|
.expect("Failed to create uploader")
|
|
.with_storage(backend.clone());
|
|
|
|
// File does not exist yet, should_upload should be true
|
|
let should = uploader
|
|
.should_upload_file(&test_file)
|
|
.await
|
|
.expect("Check failed");
|
|
assert!(should, "Should upload new file");
|
|
|
|
// Upload once
|
|
uploader
|
|
.upload_file(&test_file)
|
|
.await
|
|
.expect("First upload should succeed");
|
|
|
|
// Now the file exists, should_upload should be false
|
|
let should = uploader
|
|
.should_upload_file(&test_file)
|
|
.await
|
|
.expect("Check failed");
|
|
assert!(!should, "Should NOT upload duplicate file");
|
|
}
|
|
}
|