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