805 lines
34 KiB
Zig
805 lines
34 KiB
Zig
//! Live-price websocket stream (push-based intraday quotes).
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//!
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//! A `LiveStream` holds a single persistent websocket on a background
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//! thread, parses incoming price ticks, and exposes the latest price
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//! per ticker via `snapshotInto`. The TUI/CLI poll the snapshot; they
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//! never block on the socket.
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//!
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//! ## Dual transport
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//!
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//! The stream is parameterized by a `Transport` enum; both arms share
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//! all the scaffolding:
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//!
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//! - **Yahoo** (`streamer.finance.yahoo.com`): keyless, free, works on
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//! every tier. Subscribe with `{"subscribe":[...]}`; each frame is
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//! `{"type":"pricing","message":"<base64 protobuf>"}` whose protobuf
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//! carries field 1 = ticker (string) and field 2 = price (fixed32
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//! float). It is an UNOFFICIAL feed (the browser uses it) and can
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//! break without notice - hence the official Tiingo backup.
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//! - **Tiingo** (`api.tiingo.com/iex`): official IEX feed at
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//! `thresholdLevel: 6` (derived `tngoLast` reference price; needs no
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//! IEX license agreement - unlike raw levels 0/5 - so it works on ANY
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//! Tiingo account, free tier included). Subscribe carries the API
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//! key; each frame is a JSON `"A"` message whose `data` is
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//! `[datetime, ticker, price]`. Each connect spends one request
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//! against the hourly quota (a stable stream is then free), so it's
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//! the default for Power subscribers (reconnect headroom) but any
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//! keyed account can opt in.
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//!
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//! Which one runs is chosen by `DataService.startLiveStream` from
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//! `Config.effectiveLiveQuoteProvider()`, mirroring the REST live-quote
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//! provider. The per-transport surface is exactly three things: the
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//! connect target + handshake headers (`transportConfig`), the
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//! subscribe message (`buildSubscribe`), and the frame parser
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//! (`serverMessage`). Everything else - thread, lock, snapshot,
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//! reconnect/backoff, client lifecycle - is shared.
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//!
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//! ## Why a raw background thread (not std.Io tasks)
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//!
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//! The read loop is a single long-lived loop on its own OS thread that
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//! coexists with the app's `Io.Threaded` event loop. The pinned
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//! `websocket.zig` client is itself Io-aware (connect, TLS, reads,
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//! writes go through `std.Io`, which is safe to call from this thread);
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//! we thread `io` in for it.
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//!
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//! ## Threading and shutdown
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//!
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//! `prices` is guarded by `mutex` (a `std.atomic.Mutex` spinlock, since
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//! the read loop runs outside the Io task model and critical sections
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//! are single hashmap ops held for microseconds).
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//!
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//! Shutdown is COOPERATIVE: the read loop polls with a short read
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//! timeout (`read_poll_ms`) and re-checks `should_stop` between reads,
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//! so `stop()` just sets `should_stop` and `join`s - the read thread
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//! returns on its OWN thread and tears the client down there. We do NOT
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//! close the socket from another thread: closing an Io-aware TLS stream
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//! while a read is in flight crashes the std TLS reader (the read
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//! thread faults dereferencing the half-torn-down client). The only
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//! cost is up to one `read_poll_ms` of latency on quit, plus (if a quit
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//! lands during the blocking connect/handshake) that operation's own
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//! timeout.
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const std = @import("std");
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const websocket = @import("websocket");
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const json_utils = @import("../providers/json_utils.zig");
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const jsonStr = json_utils.jsonStr;
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const optFloat = json_utils.optFloat;
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const log = std.log.scoped(.live_stream);
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const LiveStream = @This();
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const tls_port: u16 = 443;
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const yahoo_host = "streamer.finance.yahoo.com";
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const yahoo_path = "/?version=2";
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const yahoo_origin = "https://finance.yahoo.com";
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const tiingo_host = "api.tiingo.com";
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const tiingo_path = "/iex";
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/// Tickers are short; 24 bytes covers stocks, class suffixes, index
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/// (`^GSPC`), crypto (`BTC-USD`), and futures (`ES=F`) shapes.
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const max_ticker_len = 24;
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const handshake_timeout_ms = 10_000;
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const max_message_size = 512 * 1024;
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const read_buffer_size = 32 * 1024;
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/// Read-poll timeout (ms). The read loop wakes at least this often to
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/// re-check `should_stop`, bounding quit latency while streaming. Short
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/// enough to feel instant, long enough to be free when idle. Untyped:
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/// coerces to the `readTimeout` argument type at the call site.
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const read_poll_ms = 250;
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const reconnect_backoff_ms = 2_000;
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/// Yahoo pricing protobufs are ~60-90 bytes decoded; 1 KiB is ample.
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/// A frame whose decoded size exceeds this is skipped (returns null).
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const max_decoded_message = 1024;
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/// Which live-quote feed the stream connects to.
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///
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/// - `.yahoo`: keyless, free, all tiers; base64+protobuf "pricing"
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/// frames. Unofficial - can break without notice.
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/// - `.tiingo`: official IEX feed via `wss://api.tiingo.com/iex` at
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/// `thresholdLevel: 6` (the derived `tngoLast` reference price, which
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/// - unlike raw levels 0/5 - needs no IEX license agreement, so it
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/// works on ANY Tiingo account incl. the free tier). Requires an API
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/// key in the subscribe message; each connect spends one request
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/// against the hourly quota, so it's the default for Power
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/// subscribers but any keyed account can opt in.
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pub const Transport = enum { yahoo, tiingo };
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/// A single parsed price update. The ticker is stored inline so the
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/// value owns no heap memory.
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pub const StreamTick = struct {
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ticker_buf: [max_ticker_len]u8 = @splat(0),
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ticker_len: usize = 0,
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price: f64 = 0,
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pub fn ticker(self: *const StreamTick) []const u8 {
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return self.ticker_buf[0..self.ticker_len];
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}
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};
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const TransportConfig = struct {
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host: []const u8,
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port: u16,
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path: []const u8,
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/// Raw handshake header block (CRLF-separated, no trailing CRLF).
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/// The library does not auto-add Host, so it is included here.
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headers: []const u8,
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};
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// ── Fields ────────────────────────────────────────────────────
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allocator: std.mem.Allocator,
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/// Threaded into the websocket client (the pinned `websocket.zig` is
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/// Io-aware: connect, TLS, reads, and writes all go through it).
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/// `std.Io` is safe to use from the read thread.
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io: std.Io,
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transport: Transport,
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/// Owned copy of the API token, or null for keyless transports
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/// (Yahoo). Decoupled from Config's lifetime.
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api_key: ?[]u8 = null,
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/// Owned, duped tickers to subscribe. Set in `start`, freed in `stop`.
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tickers: [][]u8 = &.{},
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/// Guards `prices`. Spinlock (not an Io mutex) because the read loop is
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/// a raw OS thread outside the Io task model; critical sections are one
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/// hashmap op or a short pointer read.
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mutex: std.atomic.Mutex = .unlocked,
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/// Latest price per ticker, keyed by UPPERCASED ticker (owned dup).
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/// Written by the read thread, read via `snapshotInto`.
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prices: std.StringHashMap(f64),
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thread: ?std.Thread = null,
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should_stop: std.atomic.Value(bool) = .init(false),
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// ── Lifecycle ─────────────────────────────────────────────────
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/// Allocate and initialize a stream. The returned pointer is stable
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/// (the background thread captures it), so callers must keep it
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/// heap-allocated and call `destroy` (not move it). `api_key` is copied
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/// when non-null; pass null for keyless transports.
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pub fn create(allocator: std.mem.Allocator, io: std.Io, transport: Transport, api_key: ?[]const u8) !*LiveStream {
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const self = try allocator.create(LiveStream);
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errdefer allocator.destroy(self);
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const key_dup: ?[]u8 = if (api_key) |k| try allocator.dupe(u8, k) else null;
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self.* = .{
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.allocator = allocator,
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.io = io,
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.transport = transport,
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.api_key = key_dup,
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.prices = std.StringHashMap(f64).init(allocator),
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};
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return self;
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}
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/// Stop the stream (if running) and free everything.
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pub fn destroy(self: *LiveStream) void {
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self.stop();
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var it = self.prices.keyIterator();
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while (it.next()) |k| self.allocator.free(k.*);
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self.prices.deinit();
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if (self.api_key) |k| self.allocator.free(k);
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self.allocator.destroy(self);
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}
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/// Start streaming `symbols`. Idempotent: a no-op if already running
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/// (the symbol set is fixed for the stream's lifetime; change it with
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/// `stop` + `start`). `symbols` is copied.
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pub fn start(self: *LiveStream, symbols: []const []const u8) !void {
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if (self.thread != null) return;
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const tk = try self.allocator.alloc([]u8, symbols.len);
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errdefer self.allocator.free(tk);
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var n: usize = 0;
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errdefer for (tk[0..n]) |t| self.allocator.free(t);
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for (symbols) |s| {
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tk[n] = try self.allocator.dupe(u8, s);
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n += 1;
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}
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self.tickers = tk;
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self.should_stop.store(false, .release);
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self.thread = try std.Thread.spawn(.{}, threadMain, .{self});
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}
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/// Signal the read thread to stop and join it, then free the
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/// subscribed-ticker list. Cooperative: the read loop notices
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/// `should_stop` within one `read_poll_ms` and returns on its own
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/// thread (we never touch the socket/client from here - see the
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/// shutdown note at the top). Safe to call when not running.
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pub fn stop(self: *LiveStream) void {
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self.should_stop.store(true, .release);
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if (self.thread) |t| {
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t.join();
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self.thread = null;
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}
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for (self.tickers) |t| self.allocator.free(t);
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self.allocator.free(self.tickers);
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self.tickers = &.{};
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}
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pub fn isRunning(self: *LiveStream) bool {
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return self.thread != null;
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}
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/// Spin-acquire `mutex`. Critical sections are O(1) hashmap ops (or an
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/// O(symbols) snapshot scan), so the spin is effectively uncontended.
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fn lock(self: *LiveStream) void {
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while (!self.mutex.tryLock()) std.atomic.spinLoopHint();
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}
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fn unlock(self: *LiveStream) void {
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self.mutex.unlock();
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}
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/// Copy the latest streamed prices for `symbols` into `out`, keyed by
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/// the caller's original slices (so `out`'s keys borrow `symbols`).
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/// Matching is case-insensitive (we store UPPERCASED tickers). Symbols
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/// with no streamed price yet are left absent (caller falls back to the
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/// cached close).
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pub fn snapshotInto(self: *LiveStream, symbols: []const []const u8, out: *std.StringHashMap(f64)) void {
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self.lock();
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defer self.unlock();
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var upper: [max_ticker_len]u8 = undefined;
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for (symbols) |s| {
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if (s.len > upper.len) continue;
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const key = std.ascii.upperString(upper[0..], s);
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if (self.prices.get(key)) |p| {
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out.put(s, p) catch |err| log.warn("snapshot put({s}): {t}", .{ s, err });
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}
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}
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}
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/// Parse one frame and update `prices`. Never fails: a bad/unparseable
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/// frame is simply ignored (returns without touching `prices`) so the
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/// connection stays up. Returns `void` precisely because there's no
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/// error worth propagating to the read loop.
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pub fn serverMessage(self: *LiveStream, data: []const u8) void {
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const tick = switch (self.transport) {
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.yahoo => parseYahooMessage(self.allocator, data),
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.tiingo => parseTiingoMessage(self.allocator, data),
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} orelse return;
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var upper: [max_ticker_len]u8 = undefined;
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if (tick.ticker().len > upper.len) return;
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const key = std.ascii.upperString(upper[0..], tick.ticker());
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self.lock();
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defer self.unlock();
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const gop = self.prices.getOrPut(key) catch return;
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if (!gop.found_existing) {
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gop.key_ptr.* = self.allocator.dupe(u8, key) catch {
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// Roll back the entry whose key is still the stack slice.
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_ = self.prices.remove(key);
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return;
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};
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}
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gop.value_ptr.* = tick.price;
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}
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// ── Read-thread internals ─────────────────────────────────────
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fn threadMain(self: *LiveStream) void {
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while (!self.should_stop.load(.acquire)) {
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self.connectAndRun() catch |err| log.debug("stream connection ended: {t}", .{err});
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if (self.should_stop.load(.acquire)) break;
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self.backoffSleep(reconnect_backoff_ms);
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}
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}
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fn transportConfig(self: *LiveStream) TransportConfig {
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return switch (self.transport) {
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.yahoo => .{
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.host = yahoo_host,
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.port = tls_port,
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.path = yahoo_path,
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.headers = "Host: " ++ yahoo_host ++ "\r\nOrigin: " ++ yahoo_origin,
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},
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.tiingo => .{
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.host = tiingo_host,
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.port = tls_port,
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.path = tiingo_path,
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.headers = "Host: " ++ tiingo_host,
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},
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};
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}
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fn connectAndRun(self: *LiveStream) !void {
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const cfg = self.transportConfig();
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const cptr = try self.allocator.create(websocket.Client);
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cptr.* = websocket.Client.init(self.io, self.allocator, .{
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.host = cfg.host,
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.port = cfg.port,
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.tls = true,
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.max_size = max_message_size,
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.buffer_size = read_buffer_size,
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}) catch |err| {
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self.allocator.destroy(cptr);
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return err;
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};
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// The client is created, used, and torn down entirely on THIS (read)
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// thread - no other thread ever touches it. That's what makes the
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// cooperative shutdown safe (see the shutdown note at the top): on
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// `should_stop`, `readUntilStopped` returns and this defer closes +
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// frees the client here, not from the quitting thread.
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defer {
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cptr.deinit();
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self.allocator.destroy(cptr);
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}
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try cptr.handshake(cfg.path, .{
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.timeout_ms = handshake_timeout_ms,
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.headers = cfg.headers,
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});
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try self.sendSubscribe(cptr);
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try self.readUntilStopped(cptr);
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}
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/// Cooperative read loop. Polls with a `read_poll_ms` timeout so a
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/// no-data wait returns `null` (WouldBlock) and we re-check
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/// `should_stop` between reads - letting the thread exit on its own
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/// when asked to stop. Replaces websocket.zig's `readLoop`, which
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/// blocks indefinitely (read timeout 0) and trips `unreachable` on a
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/// timeout, so it can only be unblocked by a cross-thread close - the
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/// exact thing that crashes the Io-aware TLS reader. We replicate its
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/// frame handling: text/binary -> parser; ping -> pong; close -> done.
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fn readUntilStopped(self: *LiveStream, c: *websocket.Client) !void {
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try c.readTimeout(read_poll_ms);
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while (!self.should_stop.load(.acquire)) {
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const message = c.read() catch |err| switch (err) {
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error.Closed => return,
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else => return err,
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} orelse continue; // timeout / no data yet -> re-check should_stop
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defer c.done(message);
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switch (message.type) {
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.text, .binary => self.serverMessage(message.data),
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// @constCast is safe: data points into our own read buffer.
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.ping => c.writeFrame(.pong, @constCast(message.data)) catch |err| log.debug("pong: {t}", .{err}),
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.close => return,
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.pong => {},
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}
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}
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}
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fn sendSubscribe(self: *LiveStream, c: *websocket.Client) !void {
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var buf: std.ArrayList(u8) = .empty;
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defer buf.deinit(self.allocator);
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try buildSubscribe(self.transport, self.allocator, self.api_key, self.tickers, &buf);
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// write() masks the buffer in place, so it must be a mutable buffer
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// we own; we discard it right after.
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try c.write(buf.items);
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}
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/// Build the transport's subscribe message into `buf`. Pure (no I/O),
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/// so it's unit-testable without a live connection. `api_key` is used
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/// only by the Tiingo transport (its subscribe carries authorization);
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/// Yahoo ignores it.
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fn buildSubscribe(transport: Transport, allocator: std.mem.Allocator, api_key: ?[]const u8, tickers: []const []const u8, buf: *std.ArrayList(u8)) !void {
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switch (transport) {
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.yahoo => {
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// {"subscribe":["SPY","AAPL"]}
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// Tickers are alphanumeric plus '.'/'-'/'^'/'='/'=X', so no
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// JSON string escaping is required.
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try buf.appendSlice(allocator, "{\"subscribe\":[");
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for (tickers, 0..) |t, i| {
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if (i != 0) try buf.append(allocator, ',');
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try buf.append(allocator, '"');
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try buf.appendSlice(allocator, t);
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try buf.append(allocator, '"');
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}
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try buf.appendSlice(allocator, "]}");
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},
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.tiingo => {
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// {"eventName":"subscribe","authorization":"<key>",
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// "eventData":{"thresholdLevel":6,"tickers":["spy",...]}}
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// The key and tickers are alphanumeric (plus '.'/'-'), so no
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// JSON string escaping is required.
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try buf.appendSlice(allocator, "{\"eventName\":\"subscribe\",\"authorization\":\"");
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try buf.appendSlice(allocator, api_key orelse "");
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try buf.appendSlice(allocator, "\",\"eventData\":{\"thresholdLevel\":6,\"tickers\":[");
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for (tickers, 0..) |t, i| {
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if (i != 0) try buf.append(allocator, ',');
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try buf.append(allocator, '"');
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try buf.appendSlice(allocator, t);
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try buf.append(allocator, '"');
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}
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try buf.appendSlice(allocator, "]}}");
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},
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}
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}
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/// Sleep `ms` in small chunks, bailing early if asked to stop, so a
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/// quit during reconnect backoff doesn't wait the full interval. Uses
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/// the `.awake` (monotonic) clock so a wall-clock jump can't skip or
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/// extend the backoff.
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fn backoffSleep(self: *LiveStream, ms: u64) void {
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var remaining = ms;
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while (remaining > 0 and !self.should_stop.load(.acquire)) {
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const chunk = @min(remaining, 200);
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self.io.sleep(.fromMilliseconds(@intCast(chunk)), .awake) catch return;
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remaining -= chunk;
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}
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}
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// ── Yahoo frame parsing ───────────────────────────────────────
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/// Parse one Yahoo streamer frame. Returns a tick only for
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/// `{"type":"pricing","message":"<base64 protobuf>"}` frames whose
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/// protobuf carries field 1 (ticker) and field 2 (price). Any other
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/// type, or a malformed/oversized frame, yields null. Pure and
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/// allocator-scoped (parse memory freed before return), so fully
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/// fixture-testable.
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fn parseYahooMessage(allocator: std.mem.Allocator, body: []const u8) ?StreamTick {
|
|
const parsed = std.json.parseFromSlice(std.json.Value, allocator, body, .{}) catch return null;
|
|
defer parsed.deinit();
|
|
|
|
const obj = switch (parsed.value) {
|
|
.object => |o| o,
|
|
else => return null,
|
|
};
|
|
|
|
// Only "pricing" frames carry a price payload.
|
|
const typ = jsonStr(obj.get("type")) orelse return null;
|
|
if (!std.mem.eql(u8, typ, "pricing")) return null;
|
|
const b64 = jsonStr(obj.get("message")) orelse return null;
|
|
|
|
// Base64-decode the protobuf into a stack buffer. Standard alphabet
|
|
// with padding (Yahoo emits '+', '/', '=').
|
|
const dec = std.base64.standard.Decoder;
|
|
const decoded_len = dec.calcSizeForSlice(b64) catch return null;
|
|
if (decoded_len > max_decoded_message) return null;
|
|
var buf: [max_decoded_message]u8 = undefined;
|
|
dec.decode(buf[0..decoded_len], b64) catch return null;
|
|
|
|
return parsePricingProto(buf[0..decoded_len]);
|
|
}
|
|
|
|
/// Walk a Yahoo PricingData protobuf for field 1 (ticker, length-
|
|
/// delimited string) and field 2 (price, fixed32 little-endian float),
|
|
/// skipping every other field. Returns null if either is absent or the
|
|
/// buffer is malformed.
|
|
fn parsePricingProto(pb: []const u8) ?StreamTick {
|
|
var i: usize = 0;
|
|
var ticker: ?[]const u8 = null;
|
|
var price: ?f64 = null;
|
|
|
|
while (i < pb.len) {
|
|
const tag = readVarint(pb, &i) orelse break;
|
|
const field = tag >> 3;
|
|
const wire: u3 = @intCast(tag & 0x7);
|
|
switch (wire) {
|
|
0 => _ = readVarint(pb, &i) orelse break, // varint
|
|
1 => { // fixed64
|
|
if (i + 8 > pb.len) break;
|
|
i += 8;
|
|
},
|
|
2 => { // length-delimited
|
|
const len = readVarint(pb, &i) orelse break;
|
|
if (i + len > pb.len) break;
|
|
const bytes = pb[i .. i + len];
|
|
i += len;
|
|
if (field == 1) ticker = bytes;
|
|
},
|
|
5 => { // fixed32
|
|
if (i + 4 > pb.len) break;
|
|
const raw = std.mem.readInt(u32, pb[i..][0..4], .little);
|
|
i += 4;
|
|
if (field == 2) price = @as(f64, @as(f32, @bitCast(raw)));
|
|
},
|
|
else => break, // groups (3/4) are deprecated/unsupported
|
|
}
|
|
if (ticker != null and price != null) break;
|
|
}
|
|
|
|
const t = ticker orelse return null;
|
|
const p = price orelse return null;
|
|
var tick: StreamTick = .{ .price = p };
|
|
const n = @min(t.len, tick.ticker_buf.len);
|
|
@memcpy(tick.ticker_buf[0..n], t[0..n]);
|
|
tick.ticker_len = n;
|
|
return tick;
|
|
}
|
|
|
|
/// Decode a base-128 protobuf varint starting at `i.*`, advancing `i`
|
|
/// past it. Returns null on truncation or an over-long (> 64-bit)
|
|
/// encoding.
|
|
fn readVarint(buf: []const u8, i: *usize) ?u64 {
|
|
var result: u64 = 0;
|
|
var shift: usize = 0;
|
|
while (i.* < buf.len) {
|
|
const byte = buf[i.*];
|
|
i.* += 1;
|
|
if (shift >= 64) return null; // malformed: more than 10 bytes
|
|
result |= @as(u64, byte & 0x7f) << @intCast(shift);
|
|
if (byte & 0x80 == 0) return result;
|
|
shift += 7;
|
|
}
|
|
return null; // truncated
|
|
}
|
|
|
|
// ── Tiingo frame parsing ──────────────────────────────────────
|
|
|
|
/// Parse one Tiingo IEX text frame. Returns a tick only for
|
|
/// `thresholdLevel: 6` "A" (new-data) reference-price messages, whose
|
|
/// `data` array is `[datetime, ticker, referencePrice]`. Heartbeats
|
|
/// ("H"), subscription acks ("I"), and any malformed/unknown frame
|
|
/// yield null. Pure and allocator-scoped (parse memory freed before
|
|
/// return), so fully fixture-testable.
|
|
fn parseTiingoMessage(allocator: std.mem.Allocator, body: []const u8) ?StreamTick {
|
|
const parsed = std.json.parseFromSlice(std.json.Value, allocator, body, .{}) catch return null;
|
|
defer parsed.deinit();
|
|
|
|
const obj = switch (parsed.value) {
|
|
.object => |o| o,
|
|
else => return null,
|
|
};
|
|
|
|
// Only "A" carries price data; "H" (heartbeat) / "I" (ack) do not.
|
|
const mt = jsonStr(obj.get("messageType")) orelse return null;
|
|
if (!std.mem.eql(u8, mt, "A")) return null;
|
|
|
|
const data = switch (obj.get("data") orelse return null) {
|
|
.array => |a| a.items,
|
|
else => return null,
|
|
};
|
|
// Reference format: data[0]=datetime, data[1]=ticker, data[2]=price.
|
|
if (data.len < 3) return null;
|
|
const tkr = jsonStr(data[1]) orelse return null;
|
|
const price = optFloat(data[2]) orelse return null;
|
|
|
|
var tick: StreamTick = .{ .price = price };
|
|
const n = @min(tkr.len, tick.ticker_buf.len);
|
|
@memcpy(tick.ticker_buf[0..n], tkr[0..n]);
|
|
tick.ticker_len = n;
|
|
return tick;
|
|
}
|
|
|
|
// ── Tests ─────────────────────────────────────────────────────
|
|
|
|
test "parseYahooMessage: AAPL pricing frame yields ticker + price" {
|
|
const body =
|
|
\\{"type":"pricing","message":"CgRBQVBMFUgBjUMY4JKAz+JnKgNOTVMwCDgBRQisH79InK3UKmUAj+K/sAFQ2AEE"}
|
|
;
|
|
const tick = parseYahooMessage(std.testing.allocator, body) orelse return error.TestExpectedTick;
|
|
try std.testing.expectEqualStrings("AAPL", tick.ticker());
|
|
// field 2 is a fixed32 float: exactly 282.010009765625.
|
|
try std.testing.expectApproxEqAbs(@as(f64, 282.010009765625), tick.price, 0.0001);
|
|
}
|
|
|
|
test "parseYahooMessage: SPY pricing frame yields ticker + price" {
|
|
const body =
|
|
\\{"type":"pricing","message":"CgNTUFkVUhg5RBiwooDP4mcqA1BDWDAUOAFF9v3HP0jQ+bonZYA9NkGwAVDYAQQ="}
|
|
;
|
|
const tick = parseYahooMessage(std.testing.allocator, body) orelse return error.TestExpectedTick;
|
|
try std.testing.expectEqualStrings("SPY", tick.ticker());
|
|
try std.testing.expectApproxEqAbs(@as(f64, 740.3800048828125), tick.price, 0.0001);
|
|
}
|
|
|
|
test "parseYahooMessage: non-pricing and malformed frames yield null" {
|
|
const a = std.testing.allocator;
|
|
// Not JSON.
|
|
try std.testing.expect(parseYahooMessage(a, "not json") == null);
|
|
// JSON array root, not object.
|
|
try std.testing.expect(parseYahooMessage(a, "[1,2,3]") == null);
|
|
// Pricing-shaped but wrong type.
|
|
try std.testing.expect(parseYahooMessage(a,
|
|
\\{"type":"heartbeat","message":"CgRBQVBM"}
|
|
) == null);
|
|
// Missing message field.
|
|
try std.testing.expect(parseYahooMessage(a,
|
|
\\{"type":"pricing"}
|
|
) == null);
|
|
// message present but not valid base64.
|
|
try std.testing.expect(parseYahooMessage(a,
|
|
\\{"type":"pricing","message":"!!!not-base64!!!"}
|
|
) == null);
|
|
}
|
|
|
|
test "parsePricingProto: missing field 1 or field 2 yields null" {
|
|
// Only field 1 (ticker "AB"), no price field.
|
|
const ticker_only = [_]u8{ 0x0a, 0x02, 'A', 'B' };
|
|
try std.testing.expect(parsePricingProto(&ticker_only) == null);
|
|
// Only field 2 (price), no ticker.
|
|
var price_only: [5]u8 = undefined;
|
|
price_only[0] = 0x15; // field 2, wire type 5 (fixed32)
|
|
std.mem.writeInt(u32, price_only[1..5], @bitCast(@as(f32, 12.5)), .little);
|
|
try std.testing.expect(parsePricingProto(&price_only) == null);
|
|
}
|
|
|
|
test "parsePricingProto: skips intervening fields to reach price" {
|
|
// field 1 = "X", field 3 varint (skipped), field 2 = 9.5 fixed32.
|
|
var pb: std.ArrayList(u8) = .empty;
|
|
defer pb.deinit(std.testing.allocator);
|
|
const a = std.testing.allocator;
|
|
try pb.appendSlice(a, &.{ 0x0a, 0x01, 'X' }); // field 1, len 1, "X"
|
|
try pb.appendSlice(a, &.{ 0x18, 0x96, 0x01 }); // field 3 varint = 150
|
|
try pb.append(a, 0x15); // field 2, wire 5
|
|
var price_bytes: [4]u8 = undefined;
|
|
std.mem.writeInt(u32, &price_bytes, @bitCast(@as(f32, 9.5)), .little);
|
|
try pb.appendSlice(a, &price_bytes);
|
|
|
|
const tick = parsePricingProto(pb.items) orelse return error.TestExpectedTick;
|
|
try std.testing.expectEqualStrings("X", tick.ticker());
|
|
try std.testing.expectApproxEqAbs(@as(f64, 9.5), tick.price, 0.0001);
|
|
}
|
|
|
|
test "parsePricingProto: skips a fixed64 field before reaching the price" {
|
|
var pb: std.ArrayList(u8) = .empty;
|
|
defer pb.deinit(std.testing.allocator);
|
|
const a = std.testing.allocator;
|
|
try pb.appendSlice(a, &.{ 0x0a, 0x01, 'Y' }); // field 1, "Y"
|
|
try pb.append(a, 0x21); // field 4, wire type 1 (fixed64)
|
|
try pb.appendSlice(a, &.{ 0, 0, 0, 0, 0, 0, 0, 0 }); // 8 bytes, skipped
|
|
try pb.append(a, 0x15); // field 2, wire type 5 (fixed32)
|
|
var price_bytes: [4]u8 = undefined;
|
|
std.mem.writeInt(u32, &price_bytes, @bitCast(@as(f32, 3.25)), .little);
|
|
try pb.appendSlice(a, &price_bytes);
|
|
|
|
const tick = parsePricingProto(pb.items) orelse return error.TestExpectedTick;
|
|
try std.testing.expectEqualStrings("Y", tick.ticker());
|
|
try std.testing.expectApproxEqAbs(@as(f64, 3.25), tick.price, 0.0001);
|
|
}
|
|
|
|
test "parsePricingProto: unsupported wire type (group) stops the walk" {
|
|
// field 1 = "Z", then a group-start tag (wire type 3) -> break.
|
|
// Price is never seen, so the result is null.
|
|
const pb = [_]u8{ 0x0a, 0x01, 'Z', 0x0b }; // 0x0b = field 1, wire type 3
|
|
try std.testing.expect(parsePricingProto(&pb) == null);
|
|
}
|
|
|
|
test "parsePricingProto: over-long ticker is truncated to capacity" {
|
|
var pb: std.ArrayList(u8) = .empty;
|
|
defer pb.deinit(std.testing.allocator);
|
|
const a = std.testing.allocator;
|
|
const long = "ABCDEFGHIJKLMNOPQRSTUVWXYZ0123456789"; // 36 chars
|
|
try pb.append(a, 0x0a); // field 1, wire 2
|
|
try pb.append(a, @intCast(long.len));
|
|
try pb.appendSlice(a, long);
|
|
try pb.append(a, 0x15); // field 2, wire 5
|
|
var price_bytes: [4]u8 = undefined;
|
|
std.mem.writeInt(u32, &price_bytes, @bitCast(@as(f32, 1.0)), .little);
|
|
try pb.appendSlice(a, &price_bytes);
|
|
|
|
const tick = parsePricingProto(pb.items) orelse return error.TestExpectedTick;
|
|
try std.testing.expectEqual(@as(usize, max_ticker_len), tick.ticker().len);
|
|
try std.testing.expectEqualStrings("ABCDEFGHIJKLMNOPQRSTUVWX", tick.ticker());
|
|
}
|
|
|
|
test "readVarint: multi-byte and truncated encodings" {
|
|
var i: usize = 0;
|
|
// 150 = 0x96 0x01
|
|
const ok = [_]u8{ 0x96, 0x01 };
|
|
try std.testing.expectEqual(@as(?u64, 150), readVarint(&ok, &i));
|
|
try std.testing.expectEqual(@as(usize, 2), i);
|
|
// Truncated (continuation bit set, no follow-on byte).
|
|
i = 0;
|
|
const trunc = [_]u8{0x80};
|
|
try std.testing.expect(readVarint(&trunc, &i) == null);
|
|
}
|
|
|
|
test "LiveStream: create/destroy lifecycle, keyless" {
|
|
const s = try LiveStream.create(std.testing.allocator, std.testing.io, .yahoo, null);
|
|
try std.testing.expect(!s.isRunning());
|
|
try std.testing.expect(s.api_key == null);
|
|
s.destroy(); // testing.allocator would flag any leak
|
|
}
|
|
|
|
test "LiveStream: create dupes and frees an api key" {
|
|
// Yahoo ignores the key, but the dupe/free branches must be exercised.
|
|
const s = try LiveStream.create(std.testing.allocator, std.testing.io, .yahoo, "secret-token");
|
|
try std.testing.expect(s.api_key != null);
|
|
try std.testing.expectEqualStrings("secret-token", s.api_key.?);
|
|
s.destroy();
|
|
}
|
|
|
|
test "LiveStream: serverMessage stores prices; snapshotInto matches case-insensitively" {
|
|
const s = try LiveStream.create(std.testing.allocator, std.testing.io, .yahoo, null);
|
|
defer s.destroy();
|
|
|
|
s.serverMessage(
|
|
\\{"type":"pricing","message":"CgRBQVBMFUgBjUMY4JKAz+JnKgNOTVMwCDgBRQisH79InK3UKmUAj+K/sAFQ2AEE"}
|
|
);
|
|
s.serverMessage(
|
|
\\{"type":"pricing","message":"CgNTUFkVUhg5RBiwooDP4mcqA1BDWDAUOAFF9v3HP0jQ+bonZYA9NkGwAVDYAQQ="}
|
|
);
|
|
// A non-pricing frame is ignored (early return, no entry, no crash).
|
|
s.serverMessage("not a frame");
|
|
|
|
var out = std.StringHashMap(f64).init(std.testing.allocator);
|
|
defer out.deinit();
|
|
// lowercase request hits the UPPERCASED stored key; an unseen symbol
|
|
// is absent; an over-long symbol is skipped without overflowing.
|
|
const syms = [_][]const u8{ "aapl", "spy", "TSLA", "THIS_TICKER_IS_TOO_LONG_TO_FIT_IN_BUF" };
|
|
s.snapshotInto(&syms, &out);
|
|
try std.testing.expectApproxEqAbs(@as(f64, 282.010009765625), out.get("aapl").?, 0.0001);
|
|
try std.testing.expectApproxEqAbs(@as(f64, 740.3800048828125), out.get("spy").?, 0.0001);
|
|
try std.testing.expect(out.get("TSLA") == null);
|
|
}
|
|
|
|
test "LiveStream: serverMessage overwrites an existing ticker (found_existing path)" {
|
|
const s = try LiveStream.create(std.testing.allocator, std.testing.io, .yahoo, null);
|
|
defer s.destroy();
|
|
const frame =
|
|
\\{"type":"pricing","message":"CgRBQVBMFUgBjUMY4JKAz+JnKgNOTVMwCDgBRQisH79InK3UKmUAj+K/sAFQ2AEE"}
|
|
;
|
|
s.serverMessage(frame);
|
|
s.serverMessage(frame); // second time reuses the existing key
|
|
var out = std.StringHashMap(f64).init(std.testing.allocator);
|
|
defer out.deinit();
|
|
const syms = [_][]const u8{"AAPL"};
|
|
s.snapshotInto(&syms, &out);
|
|
try std.testing.expectEqual(@as(usize, 1), out.count());
|
|
}
|
|
|
|
test "LiveStream: yahoo transportConfig carries the Origin header and version path" {
|
|
const s = try LiveStream.create(std.testing.allocator, std.testing.io, .yahoo, null);
|
|
defer s.destroy();
|
|
const cfg = s.transportConfig();
|
|
try std.testing.expectEqualStrings(yahoo_host, cfg.host);
|
|
try std.testing.expectEqualStrings(yahoo_path, cfg.path);
|
|
try std.testing.expectEqual(@as(u16, 443), cfg.port);
|
|
try std.testing.expect(std.mem.indexOf(u8, cfg.headers, "Origin: https://finance.yahoo.com") != null);
|
|
try std.testing.expect(std.mem.indexOf(u8, cfg.headers, "Host: " ++ yahoo_host) != null);
|
|
}
|
|
|
|
test "buildSubscribe: yahoo message for one and many tickers" {
|
|
const a = std.testing.allocator;
|
|
var buf: std.ArrayList(u8) = .empty;
|
|
defer buf.deinit(a);
|
|
|
|
try buildSubscribe(.yahoo, a, null, &.{"SPY"}, &buf);
|
|
try std.testing.expectEqualStrings("{\"subscribe\":[\"SPY\"]}", buf.items);
|
|
|
|
buf.clearRetainingCapacity();
|
|
try buildSubscribe(.yahoo, a, null, &.{ "SPY", "AAPL", "BTC-USD" }, &buf);
|
|
try std.testing.expectEqualStrings("{\"subscribe\":[\"SPY\",\"AAPL\",\"BTC-USD\"]}", buf.items);
|
|
|
|
// No tickers -> empty array (degenerate but well-formed).
|
|
buf.clearRetainingCapacity();
|
|
try buildSubscribe(.yahoo, a, null, &.{}, &buf);
|
|
try std.testing.expectEqualStrings("{\"subscribe\":[]}", buf.items);
|
|
}
|
|
|
|
test "buildSubscribe: tiingo message carries auth + thresholdLevel 6" {
|
|
const a = std.testing.allocator;
|
|
var buf: std.ArrayList(u8) = .empty;
|
|
defer buf.deinit(a);
|
|
|
|
try buildSubscribe(.tiingo, a, "secret-key", &.{ "spy", "aapl" }, &buf);
|
|
try std.testing.expectEqualStrings(
|
|
"{\"eventName\":\"subscribe\",\"authorization\":\"secret-key\",\"eventData\":{\"thresholdLevel\":6,\"tickers\":[\"spy\",\"aapl\"]}}",
|
|
buf.items,
|
|
);
|
|
}
|
|
|
|
test "parseTiingoMessage: threshold-6 A message yields ticker + price" {
|
|
const body =
|
|
\\{"messageType":"A","service":"iex","data":["2026-06-29T13:33:45.383-05:00","spy",612.595]}
|
|
;
|
|
const tick = parseTiingoMessage(std.testing.allocator, body) orelse return error.TestExpectedTick;
|
|
try std.testing.expectEqualStrings("spy", tick.ticker());
|
|
try std.testing.expectApproxEqAbs(@as(f64, 612.595), tick.price, 0.0001);
|
|
}
|
|
|
|
test "parseTiingoMessage: heartbeat / ack / malformed frames yield null" {
|
|
const a = std.testing.allocator;
|
|
// Heartbeat "H" and ack "I" carry no price data.
|
|
try std.testing.expect(parseTiingoMessage(a,
|
|
\\{"messageType":"H","response":{"code":200,"message":"HeartBeat"}}
|
|
) == null);
|
|
try std.testing.expect(parseTiingoMessage(a,
|
|
\\{"messageType":"I","response":{"code":200},"data":{"subscriptionId":1}}
|
|
) == null);
|
|
// "A" but data too short.
|
|
try std.testing.expect(parseTiingoMessage(a,
|
|
\\{"messageType":"A","data":["2026-06-29","spy"]}
|
|
) == null);
|
|
// "A" but price isn't a number.
|
|
try std.testing.expect(parseTiingoMessage(a,
|
|
\\{"messageType":"A","data":["2026-06-29","spy","oops"]}
|
|
) == null);
|
|
// Not JSON / array root.
|
|
try std.testing.expect(parseTiingoMessage(a, "not json") == null);
|
|
try std.testing.expect(parseTiingoMessage(a, "[1,2,3]") == null);
|
|
}
|