nautilus_common/msgbus/database.rs
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// -------------------------------------------------------------------------------------------------
// Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
// https://nautechsystems.io
//
// Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
// You may not use this file except in compliance with the License.
// You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
// -------------------------------------------------------------------------------------------------
use std::fmt::Display;
use bytes::Bytes;
use nautilus_core::uuid::UUID4;
use nautilus_model::identifiers::TraderId;
use serde::{Deserialize, Serialize};
use crate::enums::SerializationEncoding;
/// Represents a bus message including a topic and payload.
#[derive(Clone, Debug, Serialize, Deserialize)]
#[cfg_attr(
feature = "python",
pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.common")
)]
pub struct BusMessage {
/// The topic to publish on.
pub topic: String,
/// The serialized payload for the message.
pub payload: Bytes,
}
impl Display for BusMessage {
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
write!(
f,
"[{}] {}",
self.topic,
String::from_utf8_lossy(&self.payload)
)
}
}
/// Configuration for database connections.
///
/// # Notes
///
/// If `database_type` is `"redis"`, it requires Redis version 6.2 or higher for correct operation.
#[derive(Clone, Debug, PartialEq, Eq, Serialize, Deserialize)]
#[serde(default)]
pub struct DatabaseConfig {
/// The database type.
#[serde(alias = "type")]
pub database_type: String,
/// The database host address. If `None`, the typical default should be used.
pub host: Option<String>,
/// The database port. If `None`, the typical default should be used.
pub port: Option<u16>,
/// The account username for the database connection.
pub username: Option<String>,
/// The account password for the database connection.
pub password: Option<String>,
/// If the database should use an SSL-enabled connection.
pub ssl: bool,
/// The timeout (in seconds) to wait for a new connection.
pub timeout: u16,
}
impl Default for DatabaseConfig {
/// Creates a new default [`DatabaseConfig`] instance.
fn default() -> Self {
Self {
database_type: "redis".to_string(),
host: None,
port: None,
username: None,
password: None,
ssl: false,
timeout: 20,
}
}
}
/// Configuration for `MessageBus` instances.
#[derive(Clone, Debug, PartialEq, Eq, Serialize, Deserialize)]
#[serde(default)]
pub struct MessageBusConfig {
/// The configuration for the message bus backing database.
pub database: Option<DatabaseConfig>,
/// The encoding for database operations, controls the type of serializer used.
pub encoding: SerializationEncoding,
/// If timestamps should be persisted as ISO 8601 strings.
/// If `false`, then timestamps will be persisted as UNIX nanoseconds.
pub timestamps_as_iso8601: bool,
/// The buffer interval (milliseconds) between pipelined/batched transactions.
/// The recommended range if using buffered pipelining is [10, 1000] milliseconds,
/// with a good compromise being 100 milliseconds.
pub buffer_interval_ms: Option<u32>,
/// The lookback window in minutes for automatic stream trimming.
/// The actual window may extend up to one minute beyond the specified value since streams are trimmed at most once every minute.
/// This feature requires Redis version 6.2 or higher; otherwise, it will result in a command syntax error.
pub autotrim_mins: Option<u32>,
/// If a 'trader-' prefix is used for stream names.
pub use_trader_prefix: bool,
/// If the trader's ID is used for stream names.
pub use_trader_id: bool,
/// If the trader's instance ID is used for stream names. Default is `false`.
pub use_instance_id: bool,
/// The prefix for externally published stream names. Must have a `database` config.
pub streams_prefix: String,
/// If `true`, messages will be written to separate streams per topic.
/// If `false`, all messages will be written to the same stream.
pub stream_per_topic: bool,
/// The external stream keys the message bus will listen to for publishing deserialized message payloads internally.
pub external_streams: Option<Vec<String>>,
/// A list of serializable types **not** to publish externally.
pub types_filter: Option<Vec<String>>,
/// The heartbeat interval (seconds).
pub heartbeat_interval_secs: Option<u16>,
}
impl Default for MessageBusConfig {
/// Creates a new default [`MessageBusConfig`] instance.
fn default() -> Self {
Self {
database: None,
encoding: SerializationEncoding::MsgPack,
timestamps_as_iso8601: false,
buffer_interval_ms: None,
autotrim_mins: None,
use_trader_prefix: true,
use_trader_id: true,
use_instance_id: false,
streams_prefix: "stream".to_string(),
stream_per_topic: true,
external_streams: None,
types_filter: None,
heartbeat_interval_secs: None,
}
}
}
/// A generic message bus database facade.
///
/// The main operations take a consistent `key` and `payload` which should provide enough
/// information to implement the message bus database in many different technologies.
///
/// Delete operations may need a `payload` to target specific values.
pub trait MessageBusDatabaseAdapter {
type DatabaseType;
fn new(
trader_id: TraderId,
instance_id: UUID4,
config: MessageBusConfig,
) -> anyhow::Result<Self::DatabaseType>;
fn is_closed(&self) -> bool;
fn publish(&self, topic: String, payload: Bytes);
fn close(&mut self);
}
////////////////////////////////////////////////////////////////////////////////
// Tests
////////////////////////////////////////////////////////////////////////////////
#[cfg(test)]
mod tests {
use rstest::*;
use serde_json::json;
use super::*;
#[rstest]
fn test_default_database_config() {
let config = DatabaseConfig::default();
assert_eq!(config.database_type, "redis");
assert_eq!(config.host, None);
assert_eq!(config.port, None);
assert_eq!(config.username, None);
assert_eq!(config.password, None);
assert!(!config.ssl);
assert_eq!(config.timeout, 20);
}
#[rstest]
fn test_deserialize_database_config() {
let config_json = json!({
"type": "redis",
"host": "localhost",
"port": 6379,
"username": "user",
"password": "pass",
"ssl": true,
"timeout": 30
});
let config: DatabaseConfig = serde_json::from_value(config_json).unwrap();
assert_eq!(config.database_type, "redis");
assert_eq!(config.host, Some("localhost".to_string()));
assert_eq!(config.port, Some(6379));
assert_eq!(config.username, Some("user".to_string()));
assert_eq!(config.password, Some("pass".to_string()));
assert!(config.ssl);
assert_eq!(config.timeout, 30);
}
#[rstest]
fn test_default_message_bus_config() {
let config = MessageBusConfig::default();
assert_eq!(config.encoding, SerializationEncoding::MsgPack);
assert!(!config.timestamps_as_iso8601);
assert_eq!(config.buffer_interval_ms, None);
assert_eq!(config.autotrim_mins, None);
assert!(config.use_trader_prefix);
assert!(config.use_trader_id);
assert!(!config.use_instance_id);
assert_eq!(config.streams_prefix, "stream");
assert!(config.stream_per_topic);
assert_eq!(config.external_streams, None);
assert_eq!(config.types_filter, None);
}
#[test]
fn test_deserialize_message_bus_config() {
let config_json = json!({
"database": {
"type": "redis",
"host": "localhost",
"port": 6379,
"username": "user",
"password": "pass",
"ssl": true,
"timeout": 30
},
"encoding": "json",
"timestamps_as_iso8601": true,
"buffer_interval_ms": 100,
"autotrim_mins": 60,
"use_trader_prefix": false,
"use_trader_id": false,
"use_instance_id": true,
"streams_prefix": "data_streams",
"stream_per_topic": false,
"external_streams": ["stream1", "stream2"],
"types_filter": ["type1", "type2"]
});
let config: MessageBusConfig = serde_json::from_value(config_json).unwrap();
assert_eq!(config.encoding, SerializationEncoding::Json);
assert!(config.timestamps_as_iso8601);
assert_eq!(config.buffer_interval_ms, Some(100));
assert_eq!(config.autotrim_mins, Some(60));
assert!(!config.use_trader_prefix);
assert!(!config.use_trader_id);
assert!(config.use_instance_id);
assert_eq!(config.streams_prefix, "data_streams");
assert!(!config.stream_per_topic);
assert_eq!(
config.external_streams,
Some(vec!["stream1".to_string(), "stream2".to_string()])
);
assert_eq!(
config.types_filter,
Some(vec!["type1".to_string(), "type2".to_string()])
);
}
}