Files
foxhunt/services/trading_service/src/event_streaming/subscriber.rs
jgrusewski eae3c31e53 fix(clippy): Fix 6 unwrap_used violations in risk/data
Patterns applied:
- Pattern 2: Float comparison (2x: utils.rs, var_edge_cases_tests.rs)
- Pattern 7: Date/time construction (2x: production_streaming.rs, streaming.rs)
- Pattern 1: Duration/time ops (2x: rate limiter, semaphore)
- Pattern 4: Optional field access (1x: position_tracker.rs)

Changes:
- data/src/utils.rs: Float sort with NaN handling
- data/src/providers/benzinga/production_streaming.rs: Rate limiter + semaphore + date/time
- data/src/providers/benzinga/streaming.rs: Date/time construction
- risk/src/position_tracker.rs: Emergency fallback counter
- risk/tests/var_edge_cases_tests.rs: Test helper float sort

Test impact: 0 failures (182/182 passing)
Compilation: Clean (0 errors, 0 warnings)
Time: 25 min (44% under budget)
2025-10-23 14:58:32 +02:00

520 lines
16 KiB
Rust

//! # Event Subscriber Module
//!
//! Provides functionality for subscribing to trading events with filtering
//! and processing capabilities.
use super::events::TradingEvent;
use super::filters::EventFilter;
use crate::error::{Result, TradingServiceError};
use std::time::Duration;
use tokio::sync::broadcast;
use tokio::time::timeout;
use tracing::{debug, error, warn};
/// Trading event receiver with filtering capabilities
#[derive(Debug)]
pub struct TradingEventReceiver {
/// Unique subscription ID
pub subscription_id: String,
/// Broadcast receiver for events
pub receiver: broadcast::Receiver<TradingEvent>,
/// Event filter for this subscription
pub filter: EventFilter,
/// Statistics for this receiver
stats: ReceiverStats,
}
impl TradingEventReceiver {
/// Create a new trading event receiver
pub fn new(
subscription_id: String,
receiver: broadcast::Receiver<TradingEvent>,
filter: EventFilter,
) -> Self {
Self {
subscription_id,
receiver,
filter,
stats: ReceiverStats::new(),
}
}
/// Receive the next filtered event
pub async fn recv(&mut self) -> Option<TradingEvent> {
loop {
match self.receiver.recv().await {
Ok(event) => {
self.stats.events_received += 1;
if self.filter.matches(&event) {
self.stats.events_matched += 1;
debug!(
"Subscription {} received matching event: {}",
self.subscription_id,
event.event_type.as_str()
);
return Some(event);
} else {
self.stats.events_filtered += 1;
}
},
Err(broadcast::error::RecvError::Lagged(skipped)) => {
self.stats.events_lagged += skipped;
warn!(
"Subscription {} lagged, skipped {} events",
self.subscription_id, skipped
);
// Continue receiving
},
Err(broadcast::error::RecvError::Closed) => {
debug!("Subscription {} channel closed", self.subscription_id);
return None;
},
}
}
}
/// Receive the next event with a timeout
pub async fn recv_timeout(&mut self, duration: Duration) -> Result<Option<TradingEvent>> {
match timeout(duration, self.recv()).await {
Ok(event) => Ok(event),
Err(_) => Err(TradingServiceError::SubscriptionTimeout {
message: format!(
"Subscription {} timed out after {}ms",
self.subscription_id,
duration.as_millis()
),
}),
}
}
/// Try to receive an event without blocking
pub fn try_recv(&mut self) -> Result<Option<TradingEvent>> {
loop {
match self.receiver.try_recv() {
Ok(event) => {
self.stats.events_received += 1;
if self.filter.matches(&event) {
self.stats.events_matched += 1;
return Ok(Some(event));
} else {
self.stats.events_filtered += 1;
// Continue to next event
}
},
Err(broadcast::error::TryRecvError::Lagged(skipped)) => {
self.stats.events_lagged += skipped;
warn!(
"Subscription {} lagged, skipped {} events",
self.subscription_id, skipped
);
// Continue receiving
},
Err(broadcast::error::TryRecvError::Empty) => {
return Ok(None);
},
Err(broadcast::error::TryRecvError::Closed) => {
return Err(TradingServiceError::SubscriptionClosed {
message: format!("Subscription {} closed", self.subscription_id),
});
},
}
}
}
/// Update the event filter for this subscription
pub fn update_filter(&mut self, new_filter: EventFilter) {
self.filter = new_filter;
debug!("Updated filter for subscription {}", self.subscription_id);
}
/// Get subscription statistics
pub fn get_stats(&self) -> &ReceiverStats {
&self.stats
}
/// Get subscription ID
pub fn subscription_id(&self) -> &str {
&self.subscription_id
}
/// Check if the subscription is still active
pub fn is_active(&self) -> bool {
!self.receiver.is_closed()
}
}
/// Statistics for event receivers
#[derive(Debug, Clone)]
pub struct ReceiverStats {
pub events_received: u64,
pub events_matched: u64,
pub events_filtered: u64,
pub events_lagged: u64,
pub created_at: chrono::DateTime<chrono::Utc>,
}
impl ReceiverStats {
fn new() -> Self {
Self {
events_received: 0,
events_matched: 0,
events_filtered: 0,
events_lagged: 0,
created_at: chrono::Utc::now(),
}
}
/// Calculate match rate percentage
pub fn match_rate(&self) -> f64 {
if self.events_received > 0 {
(self.events_matched as f64 / self.events_received as f64) * 100.0
} else {
0.0
}
}
/// Calculate filter rate percentage
pub fn filter_rate(&self) -> f64 {
if self.events_received > 0 {
(self.events_filtered as f64 / self.events_received as f64) * 100.0
} else {
0.0
}
}
/// Get subscription age
pub fn age(&self) -> chrono::TimeDelta {
chrono::Utc::now() - self.created_at
}
}
/// Event processor for handling received events
#[derive(Debug)]
pub struct EventProcessor<F>
where
F: Fn(TradingEvent) -> Result<()> + Send + Sync,
{
receiver: TradingEventReceiver,
processor_fn: F,
batch_size: usize,
process_timeout: Duration,
}
impl<F> EventProcessor<F>
where
F: Fn(TradingEvent) -> Result<()> + Send + Sync,
{
/// Create a new event processor
pub fn new(
receiver: TradingEventReceiver,
processor_fn: F,
batch_size: usize,
process_timeout: Duration,
) -> Self {
Self {
receiver,
processor_fn,
batch_size,
process_timeout,
}
}
/// Process events continuously
pub async fn run(&mut self) -> Result<()> {
let mut batch = Vec::with_capacity(self.batch_size);
loop {
// Try to receive an event with timeout
match self.receiver.recv_timeout(self.process_timeout).await {
Ok(Some(event)) => {
batch.push(event);
// Process batch when full
if batch.len() >= self.batch_size {
self.process_batch(&mut batch).await?;
}
},
Ok(None) => {
// Channel closed, process remaining events and exit
if !batch.is_empty() {
self.process_batch(&mut batch).await?;
}
break;
},
Err(TradingServiceError::SubscriptionTimeout { .. }) => {
// Timeout occurred, process any pending events
if !batch.is_empty() {
self.process_batch(&mut batch).await?;
}
// Continue receiving
},
Err(e) => {
error!("Error receiving events: {}", e);
return Err(e);
},
}
}
Ok(())
}
/// Process a batch of events
async fn process_batch(&self, batch: &mut Vec<TradingEvent>) -> Result<()> {
for event in batch.drain(..) {
if let Err(e) = (self.processor_fn)(event) {
error!("Error processing event: {}", e);
// Continue processing remaining events
}
}
Ok(())
}
/// Get the underlying receiver
pub fn receiver(&self) -> &TradingEventReceiver {
&self.receiver
}
/// Get processor statistics
pub fn get_stats(&self) -> &ReceiverStats {
self.receiver.get_stats()
}
}
/// Multi-subscription manager for handling multiple event streams
#[derive(Debug)]
pub struct MultiSubscriptionManager {
receivers: Vec<TradingEventReceiver>,
next_index: usize,
}
impl MultiSubscriptionManager {
/// Create a new multi-subscription manager
pub fn new() -> Self {
Self {
receivers: Vec::new(),
next_index: 0,
}
}
/// Add a new subscription
pub fn add_subscription(&mut self, receiver: TradingEventReceiver) {
self.receivers.push(receiver);
}
/// Remove a subscription by ID
pub fn remove_subscription(&mut self, subscription_id: &str) -> bool {
if let Some(pos) = self
.receivers
.iter()
.position(|r| r.subscription_id == subscription_id)
{
self.receivers.remove(pos);
// Adjust next_index if necessary
if self.next_index >= self.receivers.len() && !self.receivers.is_empty() {
self.next_index = 0;
}
true
} else {
false
}
}
/// Receive the next event from any subscription (round-robin)
pub async fn recv_any(&mut self) -> Option<(String, TradingEvent)> {
if self.receivers.is_empty() {
return None;
}
let start_index = self.next_index;
loop {
let receiver = &mut self.receivers[self.next_index];
// Try to receive without blocking
match receiver.try_recv() {
Ok(Some(event)) => {
let subscription_id = receiver.subscription_id.clone();
self.advance_next_index();
return Some((subscription_id, event));
},
Ok(None) => {
// No event available, try next receiver
self.advance_next_index();
},
Err(_) => {
// Error receiving, remove this subscription
let subscription_id = receiver.subscription_id.clone();
warn!("Removing failed subscription: {}", subscription_id);
self.receivers.remove(self.next_index);
if self.receivers.is_empty() {
return None;
}
if self.next_index >= self.receivers.len() {
self.next_index = 0;
}
},
}
// If we've checked all receivers, wait a bit and try again
if self.next_index == start_index {
tokio::time::sleep(Duration::from_millis(1)).await;
}
}
}
/// Get statistics for all subscriptions
pub fn get_all_stats(&self) -> Vec<(String, ReceiverStats)> {
self.receivers
.iter()
.map(|r| (r.subscription_id.clone(), r.stats.clone()))
.collect()
}
/// Get number of active subscriptions
pub fn subscription_count(&self) -> usize {
self.receivers.len()
}
/// Remove all inactive subscriptions
pub fn cleanup_inactive(&mut self) {
self.receivers.retain(|r| r.is_active());
if self.next_index >= self.receivers.len() && !self.receivers.is_empty() {
self.next_index = 0;
}
}
fn advance_next_index(&mut self) {
self.next_index = (self.next_index + 1) % self.receivers.len();
}
}
impl Default for MultiSubscriptionManager {
fn default() -> Self {
Self::new()
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::event_streaming::events::TradingEventType;
use crate::event_streaming::filters::EventFilter;
#[tokio::test]
async fn test_event_receiver() {
let (sender, receiver) = broadcast::channel(10);
let filter = EventFilter::for_event_types(vec![TradingEventType::OrderSubmitted]);
let mut event_receiver =
TradingEventReceiver::new("test_sub".to_string(), receiver, filter);
// Send a matching event
let event = TradingEvent::new(
TradingEventType::OrderSubmitted,
"order123".to_string(),
"test event".to_string(),
);
sender.send(event.clone()).unwrap();
// Receive the event
let received = event_receiver.recv().await;
assert!(received.is_some());
assert_eq!(
received.unwrap().event_type,
TradingEventType::OrderSubmitted
);
let stats = event_receiver.get_stats();
assert_eq!(stats.events_received, 1);
assert_eq!(stats.events_matched, 1);
assert_eq!(stats.events_filtered, 0);
}
#[tokio::test]
async fn test_event_filtering() {
let (sender, receiver) = broadcast::channel(10);
let filter = EventFilter::for_event_types(vec![TradingEventType::OrderSubmitted]);
let mut event_receiver =
TradingEventReceiver::new("test_sub".to_string(), receiver, filter);
// Send a non-matching event
let event1 = TradingEvent::new(
TradingEventType::OrderFilled,
"order123".to_string(),
"fill event".to_string(),
);
sender.send(event1).expect("INVARIANT: Channel should not be closed");
// Send a matching event
let event2 = TradingEvent::new(
TradingEventType::OrderSubmitted,
"order456".to_string(),
"submit event".to_string(),
);
sender.send(event2.clone()).unwrap();
// Should receive only the matching event
let received = event_receiver.recv().await;
assert!(received.is_some());
assert_eq!(
received.unwrap().event_type,
TradingEventType::OrderSubmitted
);
let stats = event_receiver.get_stats();
assert_eq!(stats.events_received, 2);
assert_eq!(stats.events_matched, 1);
assert_eq!(stats.events_filtered, 1);
}
#[tokio::test]
async fn test_multi_subscription_manager() {
let (sender1, receiver1) = broadcast::channel(10);
let (sender2, receiver2) = broadcast::channel(10);
let filter1 = EventFilter::for_event_types(vec![TradingEventType::OrderSubmitted]);
let filter2 = EventFilter::for_event_types(vec![TradingEventType::OrderFilled]);
let receiver1 = TradingEventReceiver::new("sub1".to_string(), receiver1, filter1);
let receiver2 = TradingEventReceiver::new("sub2".to_string(), receiver2, filter2);
let mut manager = MultiSubscriptionManager::new();
manager.add_subscription(receiver1);
manager.add_subscription(receiver2);
assert_eq!(manager.subscription_count(), 2);
// Send events to both channels
let event1 = TradingEvent::new(
TradingEventType::OrderSubmitted,
"order1".to_string(),
"submit".to_string(),
);
sender1.send(event1).expect("INVARIANT: Channel should not be closed");
let event2 = TradingEvent::new(
TradingEventType::OrderFilled,
"order2".to_string(),
"fill".to_string(),
);
sender2.send(event2).expect("INVARIANT: Channel should not be closed");
// Should be able to receive from both
let (sub_id, _event) = manager.recv_any().await.unwrap();
assert!(sub_id == "sub1" || sub_id == "sub2");
}
#[test]
fn test_receiver_stats() {
let stats = ReceiverStats::new();
assert_eq!(stats.events_received, 0);
assert_eq!(stats.match_rate(), 0.0);
assert_eq!(stats.filter_rate(), 0.0);
}
}