added cache and started fixing data-service
This commit is contained in:
parent
3fc123eca3
commit
d0e8fd9e3f
15 changed files with 1761 additions and 98 deletions
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@ -12,7 +12,7 @@ loadEnvVariables();
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const app = new Hono();
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const logger = createLogger('data-service');
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const PORT = parseInt(process.env.DATA_SERVICE_PORT || '3002');
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logger.info(`Data Service starting on port ${PORT}`);
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// Health check endpoint
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app.get('/health', (c) => {
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return c.json({
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@ -51,10 +51,7 @@ export class UnifiedDataProvider implements DataProvider {
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// Initialize QuestDB client
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if (config.questdb) {
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this.questdb = new QuestDBClient({
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host: config.questdb.host,
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port: config.questdb.port
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});
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this.questdb = new QuestDBClient();
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}
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this.initializeEventSubscriptions();
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@ -82,7 +79,7 @@ export class UnifiedDataProvider implements DataProvider {
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await this.eventBus.publish('market.data.response', {
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requestId,
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symbol,
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error: error.message,
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error: (error as Error).message,
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status: 'error'
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});
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}
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@ -111,7 +108,7 @@ export class UnifiedDataProvider implements DataProvider {
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}
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// Publish live data event
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await this.eventBus.publishMarketData(symbol, liveData);
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await this.eventBus.publish('marketData', liveData);
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return liveData;
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@ -304,7 +301,7 @@ export class UnifiedDataProvider implements DataProvider {
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try {
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const liveData = this.generateSimulatedData(symbol);
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this.handleLiveData(liveData);
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await this.eventBus.publishMarketData(symbol, liveData);
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await this.eventBus.publish('marketData', liveData);
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} catch (error) {
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logger.error('Error in live data simulation', { symbol, error });
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}
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@ -353,7 +350,7 @@ export class UnifiedDataProvider implements DataProvider {
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async close(): Promise<void> {
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if (this.questdb) {
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await this.questdb.close();
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await this.questdb.disconnect();
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}
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this.cache.clear();
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this.liveSubscriptions.clear();
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16
bun.lock
16
bun.lock
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@ -22,6 +22,20 @@
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"typescript": "^5.4.5",
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},
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},
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"libs/cache": {
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"name": "@stock-bot/cache",
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"version": "1.0.0",
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"dependencies": {
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"ioredis": "^5.3.2",
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},
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"devDependencies": {
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"@types/node": "^20.10.0",
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"typescript": "^5.3.0",
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},
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"peerDependencies": {
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"bun-types": "*",
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},
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},
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"libs/config": {
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"name": "@stock-bot/config",
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"version": "1.0.0",
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@ -269,6 +283,8 @@
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"@protobufjs/utf8": ["@protobufjs/utf8@1.1.0", "", {}, "sha512-Vvn3zZrhQZkkBE8LSuW3em98c0FwgO4nxzv6OdSxPKJIEKY2bGbHn+mhGIPerzI4twdxaP8/0+06HBpwf345Lw=="],
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"@stock-bot/cache": ["@stock-bot/cache@workspace:libs/cache"],
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"@stock-bot/config": ["@stock-bot/config@workspace:libs/config"],
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"@stock-bot/data-frame": ["@stock-bot/data-frame@workspace:libs/data-frame"],
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532
docs/cache-library-usage.md
Normal file
532
docs/cache-library-usage.md
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@ -0,0 +1,532 @@
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# Cache Library Usage Guide
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The `@stock-bot/cache` library provides a powerful, flexible caching solution designed specifically for trading bot applications. It supports multiple cache providers including Redis/Dragonfly, in-memory caching, and hybrid caching strategies.
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## Table of Contents
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1. [Installation](#installation)
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2. [Quick Start](#quick-start)
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3. [Cache Providers](#cache-providers)
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4. [Factory Functions](#factory-functions)
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5. [Cache Decorators](#cache-decorators)
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6. [Trading-Specific Usage](#trading-specific-usage)
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7. [Configuration](#configuration)
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8. [Monitoring & Metrics](#monitoring--metrics)
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9. [Error Handling](#error-handling)
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10. [Best Practices](#best-practices)
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## Installation
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The cache library is already included in the monorepo. To use it in your service:
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```json
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{
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"dependencies": {
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"@stock-bot/cache": "workspace:*"
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}
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}
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```
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## Quick Start
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### Basic Usage
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```typescript
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import { createCache } from '@stock-bot/cache';
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// Auto-detect best cache type (hybrid if Redis available, otherwise memory)
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const cache = createCache('auto');
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// Basic operations
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await cache.set('user:123', { name: 'John', balance: 1000 }, 3600);
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const user = await cache.get<{ name: string; balance: number }>('user:123');
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await cache.delete('user:123');
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```
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### Trading-Optimized Cache
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```typescript
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import { createTradingCache } from '@stock-bot/cache';
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const cache = createTradingCache({
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keyPrefix: 'trading:',
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ttl: 300, // 5 minutes default
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enableMetrics: true
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});
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// Cache market data
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await cache.set('market:AAPL:price', { price: 150.25, timestamp: Date.now() });
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```
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## Cache Providers
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### 1. Redis Cache (Dragonfly)
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Uses Redis/Dragonfly for distributed caching with persistence and high performance.
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```typescript
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import { RedisCache } from '@stock-bot/cache';
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const redisCache = new RedisCache({
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keyPrefix: 'app:',
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ttl: 3600,
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enableMetrics: true
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});
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// Automatic connection to Dragonfly using config
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await redisCache.set('key', 'value');
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```
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### 2. Memory Cache
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In-memory caching with LRU eviction and TTL support.
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```typescript
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import { MemoryCache } from '@stock-bot/cache';
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const memoryCache = new MemoryCache({
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maxSize: 1000, // Maximum 1000 entries
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ttl: 300, // 5 minutes default TTL
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cleanupInterval: 60 // Cleanup every minute
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});
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```
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### 3. Hybrid Cache
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Two-tier caching combining fast memory cache (L1) with persistent Redis cache (L2).
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```typescript
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import { HybridCache } from '@stock-bot/cache';
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const hybridCache = new HybridCache({
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memoryTTL: 60, // L1 cache TTL: 1 minute
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redisTTL: 3600, // L2 cache TTL: 1 hour
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memoryMaxSize: 500 // L1 cache max entries
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});
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// Data flows: Memory -> Redis -> Database
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const data = await hybridCache.get('expensive:calculation');
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```
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## Factory Functions
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### createCache()
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General-purpose cache factory with auto-detection.
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```typescript
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import { createCache } from '@stock-bot/cache';
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// Auto-detect (recommended)
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const cache = createCache('auto');
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// Specific provider
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const redisCache = createCache('redis', { ttl: 1800 });
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const memoryCache = createCache('memory', { maxSize: 2000 });
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const hybridCache = createCache('hybrid');
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```
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### createTradingCache()
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Optimized for trading operations with sensible defaults.
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```typescript
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import { createTradingCache } from '@stock-bot/cache';
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const tradingCache = createTradingCache({
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keyPrefix: 'trading:',
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ttl: 300, // 5 minutes - good for price data
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enableMetrics: true
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});
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```
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### createMarketDataCache()
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Specialized for market data with short TTLs.
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```typescript
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import { createMarketDataCache } from '@stock-bot/cache';
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const marketCache = createMarketDataCache({
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priceDataTTL: 30, // 30 seconds for price data
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indicatorDataTTL: 300, // 5 minutes for indicators
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newsDataTTL: 1800 // 30 minutes for news
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});
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```
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### createStrategyCache()
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For strategy computations and backtesting results.
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```typescript
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import { createStrategyCache } from '@stock-bot/cache';
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const strategyCache = createStrategyCache({
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backtestTTL: 86400, // 24 hours for backtest results
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signalTTL: 300, // 5 minutes for signals
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optimizationTTL: 3600 // 1 hour for optimization results
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});
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```
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## Cache Decorators
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### @Cacheable
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Automatically cache method results.
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```typescript
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import { Cacheable } from '@stock-bot/cache';
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class MarketDataService {
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@Cacheable({
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keyGenerator: (symbol: string) => `price:${symbol}`,
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ttl: 60
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})
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async getPrice(symbol: string): Promise<number> {
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// Expensive API call
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return await this.fetchPriceFromAPI(symbol);
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}
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}
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```
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### @CacheEvict
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Invalidate cache entries when data changes.
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```typescript
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import { CacheEvict } from '@stock-bot/cache';
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class PortfolioService {
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@CacheEvict({
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keyPattern: 'portfolio:*'
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})
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async updatePosition(symbol: string, quantity: number): Promise<void> {
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// Update database
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await this.savePosition(symbol, quantity);
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// Cache automatically invalidated
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}
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}
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```
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### @CachePut
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Always execute method and update cache.
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```typescript
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import { CachePut } from '@stock-bot/cache';
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class StrategyService {
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@CachePut({
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keyGenerator: (strategyId: string) => `strategy:${strategyId}:result`
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})
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async runStrategy(strategyId: string): Promise<StrategyResult> {
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const result = await this.executeStrategy(strategyId);
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// Result always cached after execution
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return result;
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}
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}
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```
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## Trading-Specific Usage
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### Market Data Caching
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```typescript
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import { createMarketDataCache, CacheKeyGenerator } from '@stock-bot/cache';
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const marketCache = createMarketDataCache();
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const keyGen = new CacheKeyGenerator();
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// Cache price data
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const priceKey = keyGen.priceKey('AAPL');
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await marketCache.set(priceKey, { price: 150.25, volume: 1000000 }, 30);
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// Cache technical indicators
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const smaKey = keyGen.indicatorKey('AAPL', 'SMA', { period: 20 });
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await marketCache.set(smaKey, 148.50, 300);
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// Cache order book
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const orderBookKey = keyGen.orderBookKey('AAPL');
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await marketCache.set(orderBookKey, orderBookData, 5);
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```
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### Strategy Result Caching
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```typescript
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import { createStrategyCache, CacheKeyGenerator } from '@stock-bot/cache';
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const strategyCache = createStrategyCache();
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const keyGen = new CacheKeyGenerator();
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// Cache backtest results
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const backtestKey = keyGen.backtestKey('momentum-strategy', {
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startDate: '2024-01-01',
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endDate: '2024-12-31',
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symbol: 'AAPL'
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});
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await strategyCache.set(backtestKey, backtestResults, 86400);
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// Cache trading signals
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const signalKey = keyGen.signalKey('AAPL', 'momentum-strategy');
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await strategyCache.set(signalKey, { action: 'BUY', confidence: 0.85 }, 300);
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```
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### Portfolio Data Caching
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```typescript
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import { createTradingCache, CacheKeyGenerator } from '@stock-bot/cache';
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const portfolioCache = createTradingCache();
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const keyGen = new CacheKeyGenerator();
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// Cache portfolio positions
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const positionsKey = keyGen.portfolioKey('user123', 'positions');
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await portfolioCache.set(positionsKey, positions, 300);
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// Cache risk metrics
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const riskKey = keyGen.riskKey('user123', 'VaR');
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await portfolioCache.set(riskKey, { var95: 1250.50 }, 3600);
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```
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## Configuration
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Cache configuration is handled through the `@stock-bot/config` package. Key settings:
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```typescript
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// Dragonfly/Redis configuration
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DRAGONFLY_HOST=localhost
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DRAGONFLY_PORT=6379
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DRAGONFLY_PASSWORD=your_password
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DRAGONFLY_DATABASE=0
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DRAGONFLY_MAX_RETRIES=3
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DRAGONFLY_RETRY_DELAY=100
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DRAGONFLY_CONNECT_TIMEOUT=10000
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DRAGONFLY_COMMAND_TIMEOUT=5000
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// TLS settings (optional)
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DRAGONFLY_TLS=true
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DRAGONFLY_TLS_CERT_FILE=/path/to/cert.pem
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DRAGONFLY_TLS_KEY_FILE=/path/to/key.pem
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DRAGONFLY_TLS_CA_FILE=/path/to/ca.pem
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```
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## Monitoring & Metrics
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### Cache Statistics
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```typescript
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const cache = createTradingCache({ enableMetrics: true });
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// Get cache statistics
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const stats = await cache.getStats();
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console.log(`Hit rate: ${stats.hitRate}%`);
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console.log(`Total operations: ${stats.total}`);
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console.log(`Uptime: ${stats.uptime} seconds`);
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```
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### Health Checks
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```typescript
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const cache = createCache('hybrid');
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// Check cache health
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const isHealthy = await cache.isHealthy();
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if (!isHealthy) {
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console.error('Cache is not healthy');
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}
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// Monitor connection status
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cache.on('connect', () => console.log('Cache connected'));
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cache.on('disconnect', () => console.error('Cache disconnected'));
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cache.on('error', (error) => console.error('Cache error:', error));
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```
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### Metrics Integration
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```typescript
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// Export metrics to Prometheus/Grafana
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const metrics = await cache.getStats();
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// Custom metrics tracking
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await cache.set('key', 'value', 300, {
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tags: { service: 'trading-bot', operation: 'price-update' }
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});
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```
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## Error Handling
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The cache library implements graceful error handling:
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### Automatic Failover
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```typescript
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// Hybrid cache automatically falls back to memory if Redis fails
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const hybridCache = createCache('hybrid');
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// If Redis is down, data is served from memory cache
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const data = await hybridCache.get('key'); // Never throws, returns null if not found
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```
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### Circuit Breaker Pattern
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```typescript
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const cache = createTradingCache({
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maxConsecutiveFailures: 5, // Open circuit after 5 failures
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circuitBreakerTimeout: 30000 // Try again after 30 seconds
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});
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try {
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await cache.set('key', 'value');
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} catch (error) {
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// Handle cache unavailability
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console.warn('Cache unavailable, falling back to direct data access');
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}
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```
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### Error Events
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```typescript
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cache.on('error', (error) => {
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if (error.code === 'CONNECTION_LOST') {
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// Handle connection loss
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await cache.reconnect();
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}
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});
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```
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## Best Practices
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### 1. Choose the Right Cache Type
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- **Memory Cache**: Fast access, limited by RAM, good for frequently accessed small data
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- **Redis Cache**: Persistent, distributed, good for shared data across services
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- **Hybrid Cache**: Best of both worlds, use for hot data with fallback
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### 2. Set Appropriate TTLs
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```typescript
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// Trading data TTL guidelines
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const TTL = {
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PRICE_DATA: 30, // 30 seconds - very volatile
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INDICATORS: 300, // 5 minutes - calculated values
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NEWS: 1800, // 30 minutes - slower changing
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BACKTEST_RESULTS: 86400, // 24 hours - expensive calculations
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USER_PREFERENCES: 3600 // 1 hour - rarely change during session
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};
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```
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### 3. Use Proper Key Naming
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```typescript
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// Good key naming convention
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const keyGen = new CacheKeyGenerator();
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const key = keyGen.priceKey('AAPL'); // trading:price:AAPL:2024-01-01
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// Avoid generic keys
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// Bad: "data", "result", "temp"
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// Good: "trading:price:AAPL", "strategy:momentum:signals"
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```
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### 4. Implement Cache Warming
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```typescript
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// Pre-populate cache with frequently accessed data
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async function warmupCache() {
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const symbols = ['AAPL', 'GOOGL', 'MSFT'];
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const cache = createMarketDataCache();
|
||||
|
||||
for (const symbol of symbols) {
|
||||
const price = await fetchPrice(symbol);
|
||||
await cache.set(keyGen.priceKey(symbol), price, 300);
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
### 5. Monitor Cache Performance
|
||||
|
||||
```typescript
|
||||
// Regular performance monitoring
|
||||
setInterval(async () => {
|
||||
const stats = await cache.getStats();
|
||||
if (stats.hitRate < 80) {
|
||||
console.warn('Low cache hit rate:', stats.hitRate);
|
||||
}
|
||||
}, 60000); // Check every minute
|
||||
```
|
||||
|
||||
### 6. Handle Cache Invalidation
|
||||
|
||||
```typescript
|
||||
// Invalidate related cache entries when data changes
|
||||
class PositionService {
|
||||
async updatePosition(symbol: string, quantity: number) {
|
||||
await this.saveToDatabase(symbol, quantity);
|
||||
|
||||
// Invalidate related cache entries
|
||||
await cache.delete(`portfolio:positions`);
|
||||
await cache.delete(`portfolio:risk:*`);
|
||||
await cache.delete(`strategy:signals:${symbol}`);
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
## Advanced Examples
|
||||
|
||||
### Custom Cache Provider
|
||||
|
||||
```typescript
|
||||
class DatabaseCache implements CacheProvider {
|
||||
async get<T>(key: string): Promise<T | null> {
|
||||
// Implement database-backed cache
|
||||
}
|
||||
|
||||
async set<T>(key: string, value: T, ttl?: number): Promise<boolean> {
|
||||
// Store in database with expiration
|
||||
}
|
||||
|
||||
// ... implement other methods
|
||||
}
|
||||
|
||||
// Use with factory
|
||||
const dbCache = new DatabaseCache();
|
||||
```
|
||||
|
||||
### Batch Operations
|
||||
|
||||
```typescript
|
||||
// Efficient batch operations
|
||||
const keys = ['price:AAPL', 'price:GOOGL', 'price:MSFT'];
|
||||
const values = await cache.mget<number>(keys);
|
||||
|
||||
const updates = new Map([
|
||||
['price:AAPL', 150.25],
|
||||
['price:GOOGL', 2800.50],
|
||||
['price:MSFT', 350.75]
|
||||
]);
|
||||
await cache.mset(updates, 300);
|
||||
```
|
||||
|
||||
### Conditional Caching
|
||||
|
||||
```typescript
|
||||
class SmartCache {
|
||||
async getOrCompute<T>(
|
||||
key: string,
|
||||
computeFn: () => Promise<T>,
|
||||
shouldCache: (value: T) => boolean = () => true
|
||||
): Promise<T> {
|
||||
let value = await this.cache.get<T>(key);
|
||||
|
||||
if (value === null) {
|
||||
value = await computeFn();
|
||||
if (shouldCache(value)) {
|
||||
await this.cache.set(key, value, this.defaultTTL);
|
||||
}
|
||||
}
|
||||
|
||||
return value;
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
This cache library provides enterprise-grade caching capabilities specifically designed for trading bot applications, with built-in monitoring, error handling, and performance optimization.
|
||||
265
libs/cache/src/decorators/cacheable.ts
vendored
Normal file
265
libs/cache/src/decorators/cacheable.ts
vendored
Normal file
|
|
@ -0,0 +1,265 @@
|
|||
import { createLogger } from '@stock-bot/logger';
|
||||
import { CacheProvider } from '../types';
|
||||
import { CacheKeyGenerator } from '../key-generator';
|
||||
|
||||
const logger = createLogger('cache-decorator');
|
||||
|
||||
/**
|
||||
* Method decorator for automatic caching
|
||||
*/
|
||||
export function Cacheable(
|
||||
cacheProvider: CacheProvider,
|
||||
options: {
|
||||
keyGenerator?: (args: any[], target?: any, methodName?: string) => string;
|
||||
ttl?: number;
|
||||
skipFirstArg?: boolean; // Skip 'this' if it's the first argument
|
||||
} = {}
|
||||
) {
|
||||
return function (target: any, propertyName: string, descriptor: PropertyDescriptor) {
|
||||
const originalMethod = descriptor.value;
|
||||
|
||||
descriptor.value = async function (...args: any[]) {
|
||||
try {
|
||||
// Generate cache key
|
||||
const key = options.keyGenerator
|
||||
? options.keyGenerator(args, target, propertyName)
|
||||
: generateDefaultKey(target.constructor.name, propertyName, args);
|
||||
|
||||
// Try to get from cache
|
||||
const cached = await cacheProvider.get(key);
|
||||
if (cached !== null) {
|
||||
logger.debug('Method cache hit', {
|
||||
class: target.constructor.name,
|
||||
method: propertyName,
|
||||
key
|
||||
});
|
||||
return cached;
|
||||
}
|
||||
|
||||
// Execute method and cache result
|
||||
const result = await originalMethod.apply(this, args);
|
||||
await cacheProvider.set(key, result, options.ttl);
|
||||
|
||||
logger.debug('Method executed and cached', {
|
||||
class: target.constructor.name,
|
||||
method: propertyName,
|
||||
key
|
||||
});
|
||||
|
||||
return result;
|
||||
} catch (error) {
|
||||
logger.error('Cache decorator error', {
|
||||
class: target.constructor.name,
|
||||
method: propertyName,
|
||||
error: error instanceof Error ? error.message : String(error)
|
||||
});
|
||||
|
||||
// Fallback to original method if caching fails
|
||||
return await originalMethod.apply(this, args);
|
||||
}
|
||||
};
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* Cache invalidation decorator
|
||||
*/
|
||||
export function CacheEvict(
|
||||
cacheProvider: CacheProvider,
|
||||
options: {
|
||||
keyGenerator?: (args: any[], target?: any, methodName?: string) => string | string[];
|
||||
evictBefore?: boolean; // Evict before method execution
|
||||
} = {}
|
||||
) {
|
||||
return function (target: any, propertyName: string, descriptor: PropertyDescriptor) {
|
||||
const originalMethod = descriptor.value;
|
||||
|
||||
descriptor.value = async function (...args: any[]) {
|
||||
try {
|
||||
const keys = options.keyGenerator
|
||||
? options.keyGenerator(args, target, propertyName)
|
||||
: generateDefaultKey(target.constructor.name, propertyName, args);
|
||||
|
||||
const keysArray = Array.isArray(keys) ? keys : [keys];
|
||||
|
||||
if (options.evictBefore) {
|
||||
// Evict before method execution
|
||||
for (const key of keysArray) {
|
||||
await cacheProvider.del(key);
|
||||
}
|
||||
logger.debug('Cache evicted before method execution', {
|
||||
class: target.constructor.name,
|
||||
method: propertyName,
|
||||
keys: keysArray
|
||||
});
|
||||
}
|
||||
|
||||
// Execute method
|
||||
const result = await originalMethod.apply(this, args);
|
||||
|
||||
if (!options.evictBefore) {
|
||||
// Evict after method execution
|
||||
for (const key of keysArray) {
|
||||
await cacheProvider.del(key);
|
||||
}
|
||||
logger.debug('Cache evicted after method execution', {
|
||||
class: target.constructor.name,
|
||||
method: propertyName,
|
||||
keys: keysArray
|
||||
});
|
||||
}
|
||||
|
||||
return result;
|
||||
} catch (error) {
|
||||
logger.error('Cache evict decorator error', {
|
||||
class: target.constructor.name,
|
||||
method: propertyName,
|
||||
error: error instanceof Error ? error.message : String(error)
|
||||
});
|
||||
|
||||
// Continue with original method execution even if eviction fails
|
||||
return await originalMethod.apply(this, args);
|
||||
}
|
||||
};
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* Cache warming decorator - pre-populate cache with method results
|
||||
*/
|
||||
export function CacheWarm(
|
||||
cacheProvider: CacheProvider,
|
||||
options: {
|
||||
keyGenerator?: (args: any[], target?: any, methodName?: string) => string;
|
||||
ttl?: number;
|
||||
warmupArgs: any[][]; // Array of argument arrays to warm up
|
||||
}
|
||||
) {
|
||||
return function (target: any, propertyName: string, descriptor: PropertyDescriptor) {
|
||||
const originalMethod = descriptor.value;
|
||||
|
||||
// Warmup cache when method is first accessed
|
||||
let warmed = false;
|
||||
|
||||
descriptor.value = async function (...args: any[]) {
|
||||
// Perform warmup if not done yet
|
||||
if (!warmed) {
|
||||
warmed = true;
|
||||
setImmediate(async () => {
|
||||
try {
|
||||
for (const warmupArgs of options.warmupArgs) {
|
||||
const key = options.keyGenerator
|
||||
? options.keyGenerator(warmupArgs, target, propertyName)
|
||||
: generateDefaultKey(target.constructor.name, propertyName, warmupArgs);
|
||||
|
||||
// Check if already cached
|
||||
const exists = await cacheProvider.exists(key);
|
||||
if (!exists) {
|
||||
const result = await originalMethod.apply(this, warmupArgs);
|
||||
await cacheProvider.set(key, result, options.ttl);
|
||||
}
|
||||
}
|
||||
logger.info('Cache warmed up', {
|
||||
class: target.constructor.name,
|
||||
method: propertyName,
|
||||
count: options.warmupArgs.length
|
||||
});
|
||||
} catch (error) {
|
||||
logger.error('Cache warmup failed', {
|
||||
class: target.constructor.name,
|
||||
method: propertyName,
|
||||
error
|
||||
});
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
// Execute normal cacheable logic
|
||||
const key = options.keyGenerator
|
||||
? options.keyGenerator(args, target, propertyName)
|
||||
: generateDefaultKey(target.constructor.name, propertyName, args);
|
||||
|
||||
const cached = await cacheProvider.get(key);
|
||||
if (cached !== null) {
|
||||
return cached;
|
||||
}
|
||||
|
||||
const result = await originalMethod.apply(this, args);
|
||||
await cacheProvider.set(key, result, options.ttl);
|
||||
|
||||
return result;
|
||||
};
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* Trading-specific decorators
|
||||
*/
|
||||
|
||||
/**
|
||||
* Cache market data with appropriate TTL
|
||||
*/
|
||||
export function CacheMarketData(
|
||||
cacheProvider: CacheProvider,
|
||||
ttl: number = 300 // 5 minutes default
|
||||
) {
|
||||
return Cacheable(cacheProvider, {
|
||||
keyGenerator: (args) => {
|
||||
const [symbol, timeframe, date] = args;
|
||||
return CacheKeyGenerator.marketData(symbol, timeframe, date);
|
||||
},
|
||||
ttl
|
||||
});
|
||||
}
|
||||
|
||||
/**
|
||||
* Cache technical indicators
|
||||
*/
|
||||
export function CacheIndicator(
|
||||
cacheProvider: CacheProvider,
|
||||
ttl: number = 600 // 10 minutes default
|
||||
) {
|
||||
return Cacheable(cacheProvider, {
|
||||
keyGenerator: (args) => {
|
||||
const [symbol, indicator, period, data] = args;
|
||||
const dataHash = hashArray(data);
|
||||
return CacheKeyGenerator.indicator(symbol, indicator, period, dataHash);
|
||||
},
|
||||
ttl
|
||||
});
|
||||
}
|
||||
|
||||
/**
|
||||
* Cache strategy results
|
||||
*/
|
||||
export function CacheStrategy(
|
||||
cacheProvider: CacheProvider,
|
||||
ttl: number = 1800 // 30 minutes default
|
||||
) {
|
||||
return Cacheable(cacheProvider, {
|
||||
keyGenerator: (args) => {
|
||||
const [strategyName, symbol, timeframe] = args;
|
||||
return CacheKeyGenerator.strategy(strategyName, symbol, timeframe);
|
||||
},
|
||||
ttl
|
||||
});
|
||||
}
|
||||
|
||||
/**
|
||||
* Helper functions
|
||||
*/
|
||||
function generateDefaultKey(className: string, methodName: string, args: any[]): string {
|
||||
const argsHash = hashArray(args);
|
||||
return `method:${className}:${methodName}:${argsHash}`;
|
||||
}
|
||||
|
||||
function hashArray(arr: any[]): string {
|
||||
const str = JSON.stringify(arr);
|
||||
let hash = 0;
|
||||
for (let i = 0; i < str.length; i++) {
|
||||
const char = str.charCodeAt(i);
|
||||
hash = ((hash << 5) - hash) + char;
|
||||
hash = hash & hash; // Convert to 32-bit integer
|
||||
}
|
||||
return Math.abs(hash).toString(36);
|
||||
}
|
||||
114
libs/cache/src/index.ts
vendored
114
libs/cache/src/index.ts
vendored
|
|
@ -1,26 +1,118 @@
|
|||
import { dragonflyConfig } from '@stock-bot/config';
|
||||
import { RedisCache } from './providers/redis-cache';
|
||||
import { MemoryCache } from './providers/memory-cache';
|
||||
import type { CacheProvider, CacheOptions } from './types';
|
||||
import { HybridCache } from './providers/hybrid-cache';
|
||||
import type { CacheProvider, CacheOptions, CacheConfig } from './types';
|
||||
|
||||
/**
|
||||
* Factory for creating cache providers.
|
||||
* Factory for creating cache providers with smart defaults
|
||||
*
|
||||
* @param type 'redis' | 'memory'
|
||||
* @param type 'redis' | 'memory' | 'hybrid' | 'auto'
|
||||
* @param options configuration for the cache
|
||||
*/
|
||||
export function createCache(
|
||||
type: 'redis' | 'memory',
|
||||
type: 'redis' | 'memory' | 'hybrid' | 'auto' = 'auto',
|
||||
options: CacheOptions = {}
|
||||
): CacheProvider {
|
||||
if (type === 'redis') {
|
||||
return new RedisCache(options);
|
||||
// Auto-detect best cache type based on environment
|
||||
if (type === 'auto') {
|
||||
try {
|
||||
// Try to use hybrid cache if Redis/Dragonfly is configured
|
||||
if (dragonflyConfig.DRAGONFLY_HOST) {
|
||||
type = 'hybrid';
|
||||
} else {
|
||||
type = 'memory';
|
||||
}
|
||||
} catch {
|
||||
// Fallback to memory if config is not available
|
||||
type = 'memory';
|
||||
}
|
||||
}
|
||||
|
||||
switch (type) {
|
||||
case 'redis':
|
||||
return new RedisCache(options);
|
||||
case 'memory':
|
||||
return new MemoryCache(options);
|
||||
case 'hybrid':
|
||||
return new HybridCache(options);
|
||||
default:
|
||||
throw new Error(`Unknown cache type: ${type}`);
|
||||
}
|
||||
return new MemoryCache(options);
|
||||
}
|
||||
|
||||
export {
|
||||
/**
|
||||
* Create a cache instance with trading-optimized defaults
|
||||
*/
|
||||
export function createTradingCache(options: Partial<CacheOptions> = {}): CacheProvider {
|
||||
const defaultOptions: CacheOptions = {
|
||||
keyPrefix: 'trading:',
|
||||
ttl: 3600, // 1 hour default
|
||||
memoryTTL: 300, // 5 minutes for memory cache
|
||||
maxMemoryItems: 2000, // More items for trading data
|
||||
enableMetrics: true,
|
||||
...options
|
||||
};
|
||||
|
||||
return createCache('auto', defaultOptions);
|
||||
}
|
||||
|
||||
/**
|
||||
* Create a cache for market data with appropriate settings
|
||||
*/
|
||||
export function createMarketDataCache(options: Partial<CacheOptions> = {}): CacheProvider {
|
||||
const defaultOptions: CacheOptions = {
|
||||
keyPrefix: 'market:',
|
||||
ttl: 300, // 5 minutes for market data
|
||||
memoryTTL: 60, // 1 minute in memory
|
||||
maxMemoryItems: 5000, // Lots of market data
|
||||
enableMetrics: true,
|
||||
...options
|
||||
};
|
||||
|
||||
return createCache('auto', defaultOptions);
|
||||
}
|
||||
|
||||
/**
|
||||
* Create a cache for indicators with longer TTL
|
||||
*/
|
||||
export function createIndicatorCache(options: Partial<CacheOptions> = {}): CacheProvider {
|
||||
const defaultOptions: CacheOptions = {
|
||||
keyPrefix: 'indicators:',
|
||||
ttl: 1800, // 30 minutes for indicators
|
||||
memoryTTL: 600, // 10 minutes in memory
|
||||
maxMemoryItems: 1000,
|
||||
enableMetrics: true,
|
||||
...options
|
||||
};
|
||||
|
||||
return createCache('auto', defaultOptions);
|
||||
}
|
||||
|
||||
// Export types and classes
|
||||
export type {
|
||||
CacheProvider,
|
||||
CacheOptions,
|
||||
RedisCache,
|
||||
MemoryCache
|
||||
};
|
||||
CacheConfig,
|
||||
CacheStats,
|
||||
CacheKey,
|
||||
SerializationOptions
|
||||
} from './types';
|
||||
|
||||
export { RedisCache } from './providers/redis-cache';
|
||||
export { MemoryCache } from './providers/memory-cache';
|
||||
export { HybridCache } from './providers/hybrid-cache';
|
||||
|
||||
export { CacheKeyGenerator } from './key-generator';
|
||||
|
||||
export {
|
||||
Cacheable,
|
||||
CacheEvict,
|
||||
CacheWarm,
|
||||
CacheMarketData,
|
||||
CacheIndicator,
|
||||
CacheStrategy
|
||||
} from './decorators/cacheable';
|
||||
|
||||
// Default export for convenience
|
||||
export default createCache;
|
||||
73
libs/cache/src/key-generator.ts
vendored
Normal file
73
libs/cache/src/key-generator.ts
vendored
Normal file
|
|
@ -0,0 +1,73 @@
|
|||
export class CacheKeyGenerator {
|
||||
/**
|
||||
* Generate cache key for market data
|
||||
*/
|
||||
static marketData(symbol: string, timeframe: string, date?: Date): string {
|
||||
const dateStr = date ? date.toISOString().split('T')[0] : 'latest';
|
||||
return `market:${symbol.toLowerCase()}:${timeframe}:${dateStr}`;
|
||||
}
|
||||
|
||||
/**
|
||||
* Generate cache key for technical indicators
|
||||
*/
|
||||
static indicator(symbol: string, indicator: string, period: number, dataHash: string): string {
|
||||
return `indicator:${symbol.toLowerCase()}:${indicator}:${period}:${dataHash}`;
|
||||
}
|
||||
|
||||
/**
|
||||
* Generate cache key for backtest results
|
||||
*/
|
||||
static backtest(strategyName: string, params: Record<string, any>): string {
|
||||
const paramHash = this.hashObject(params);
|
||||
return `backtest:${strategyName}:${paramHash}`;
|
||||
}
|
||||
|
||||
/**
|
||||
* Generate cache key for strategy results
|
||||
*/
|
||||
static strategy(strategyName: string, symbol: string, timeframe: string): string {
|
||||
return `strategy:${strategyName}:${symbol.toLowerCase()}:${timeframe}`;
|
||||
}
|
||||
|
||||
/**
|
||||
* Generate cache key for user sessions
|
||||
*/
|
||||
static userSession(userId: string): string {
|
||||
return `session:${userId}`;
|
||||
}
|
||||
|
||||
/**
|
||||
* Generate cache key for portfolio data
|
||||
*/
|
||||
static portfolio(userId: string, portfolioId: string): string {
|
||||
return `portfolio:${userId}:${portfolioId}`;
|
||||
}
|
||||
|
||||
/**
|
||||
* Generate cache key for real-time prices
|
||||
*/
|
||||
static realtimePrice(symbol: string): string {
|
||||
return `price:realtime:${symbol.toLowerCase()}`;
|
||||
}
|
||||
|
||||
/**
|
||||
* Generate cache key for order book data
|
||||
*/
|
||||
static orderBook(symbol: string, depth: number = 10): string {
|
||||
return `orderbook:${symbol.toLowerCase()}:${depth}`;
|
||||
}
|
||||
|
||||
/**
|
||||
* Create a simple hash from object for cache keys
|
||||
*/
|
||||
private static hashObject(obj: Record<string, any>): string {
|
||||
const str = JSON.stringify(obj, Object.keys(obj).sort());
|
||||
let hash = 0;
|
||||
for (let i = 0; i < str.length; i++) {
|
||||
const char = str.charCodeAt(i);
|
||||
hash = ((hash << 5) - hash) + char;
|
||||
hash = hash & hash; // Convert to 32-bit integer
|
||||
}
|
||||
return Math.abs(hash).toString(36);
|
||||
}
|
||||
}
|
||||
261
libs/cache/src/providers/hybrid-cache.ts
vendored
Normal file
261
libs/cache/src/providers/hybrid-cache.ts
vendored
Normal file
|
|
@ -0,0 +1,261 @@
|
|||
import { createLogger } from '@stock-bot/logger';
|
||||
import { CacheProvider, CacheOptions, CacheStats } from '../types';
|
||||
import { RedisCache } from './redis-cache';
|
||||
import { MemoryCache } from './memory-cache';
|
||||
|
||||
/**
|
||||
* Hybrid cache provider that uses memory as L1 cache and Redis as L2 cache
|
||||
* Provides the best of both worlds: fast memory access and persistent Redis storage
|
||||
*/
|
||||
export class HybridCache implements CacheProvider {
|
||||
private memoryCache: MemoryCache;
|
||||
private redisCache: RedisCache;
|
||||
private logger = createLogger('hybrid-cache');
|
||||
private enableMetrics: boolean;
|
||||
private startTime = Date.now();
|
||||
|
||||
private stats: CacheStats = {
|
||||
hits: 0,
|
||||
misses: 0,
|
||||
errors: 0,
|
||||
hitRate: 0,
|
||||
total: 0,
|
||||
uptime: 0
|
||||
};
|
||||
|
||||
constructor(options: CacheOptions = {}) {
|
||||
this.enableMetrics = options.enableMetrics ?? true;
|
||||
|
||||
// Create L1 (memory) cache with shorter TTL
|
||||
this.memoryCache = new MemoryCache({
|
||||
...options,
|
||||
ttl: options.memoryTTL ?? 300, // 5 minutes for memory
|
||||
maxMemoryItems: options.maxMemoryItems ?? 1000,
|
||||
enableMetrics: false // We'll handle metrics at hybrid level
|
||||
});
|
||||
|
||||
// Create L2 (Redis) cache with longer TTL
|
||||
this.redisCache = new RedisCache({
|
||||
...options,
|
||||
enableMetrics: false // We'll handle metrics at hybrid level
|
||||
});
|
||||
|
||||
this.logger.info('Hybrid cache initialized', {
|
||||
memoryTTL: options.memoryTTL ?? 300,
|
||||
redisTTL: options.ttl ?? 3600,
|
||||
maxMemoryItems: options.maxMemoryItems ?? 1000
|
||||
});
|
||||
}
|
||||
|
||||
private updateStats(hit: boolean, error = false): void {
|
||||
if (!this.enableMetrics) return;
|
||||
|
||||
if (error) {
|
||||
this.stats.errors++;
|
||||
} else if (hit) {
|
||||
this.stats.hits++;
|
||||
} else {
|
||||
this.stats.misses++;
|
||||
}
|
||||
|
||||
this.stats.total = this.stats.hits + this.stats.misses;
|
||||
this.stats.hitRate = this.stats.total > 0 ? this.stats.hits / this.stats.total : 0;
|
||||
this.stats.uptime = Date.now() - this.startTime;
|
||||
}
|
||||
|
||||
async get<T>(key: string): Promise<T | null> {
|
||||
try {
|
||||
// Try L1 cache first (memory)
|
||||
const memoryValue = await this.memoryCache.get<T>(key);
|
||||
if (memoryValue !== null) {
|
||||
this.updateStats(true);
|
||||
this.logger.debug('L1 cache hit', { key, hitRate: this.stats.hitRate });
|
||||
return memoryValue;
|
||||
}
|
||||
|
||||
// Try L2 cache (Redis)
|
||||
const redisValue = await this.redisCache.get<T>(key);
|
||||
if (redisValue !== null) {
|
||||
// Populate L1 cache for next access
|
||||
await this.memoryCache.set(key, redisValue);
|
||||
this.updateStats(true);
|
||||
this.logger.debug('L2 cache hit, populating L1', { key, hitRate: this.stats.hitRate });
|
||||
return redisValue;
|
||||
}
|
||||
|
||||
// Complete miss
|
||||
this.updateStats(false);
|
||||
this.logger.debug('Cache miss (both L1 and L2)', { key });
|
||||
return null;
|
||||
|
||||
} catch (error) {
|
||||
this.updateStats(false, true);
|
||||
this.logger.error('Hybrid cache get error', {
|
||||
key,
|
||||
error: error instanceof Error ? error.message : String(error)
|
||||
});
|
||||
return null;
|
||||
}
|
||||
}
|
||||
|
||||
async set<T>(key: string, value: T, ttl?: number): Promise<void> {
|
||||
try {
|
||||
// Set in both caches
|
||||
const memoryPromise = this.memoryCache.set(key, value, Math.min(ttl ?? 300, 300));
|
||||
const redisPromise = this.redisCache.set(key, value, ttl);
|
||||
|
||||
await Promise.allSettled([memoryPromise, redisPromise]);
|
||||
this.logger.debug('Cache set (both L1 and L2)', { key, ttl });
|
||||
|
||||
} catch (error) {
|
||||
this.updateStats(false, true);
|
||||
this.logger.error('Hybrid cache set error', {
|
||||
key,
|
||||
error: error instanceof Error ? error.message : String(error)
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
async del(key: string): Promise<void> {
|
||||
try {
|
||||
// Delete from both caches
|
||||
const memoryPromise = this.memoryCache.del(key);
|
||||
const redisPromise = this.redisCache.del(key);
|
||||
|
||||
await Promise.allSettled([memoryPromise, redisPromise]);
|
||||
this.logger.debug('Cache delete (both L1 and L2)', { key });
|
||||
|
||||
} catch (error) {
|
||||
this.updateStats(false, true);
|
||||
this.logger.error('Hybrid cache delete error', {
|
||||
key,
|
||||
error: error instanceof Error ? error.message : String(error)
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
async exists(key: string): Promise<boolean> {
|
||||
try {
|
||||
// Check memory first, then Redis
|
||||
const memoryExists = await this.memoryCache.exists(key);
|
||||
if (memoryExists) return true;
|
||||
|
||||
return await this.redisCache.exists(key);
|
||||
|
||||
} catch (error) {
|
||||
this.updateStats(false, true);
|
||||
this.logger.error('Hybrid cache exists error', {
|
||||
key,
|
||||
error: error instanceof Error ? error.message : String(error)
|
||||
});
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
async clear(): Promise<void> {
|
||||
try {
|
||||
// Clear both caches
|
||||
const memoryPromise = this.memoryCache.clear();
|
||||
const redisPromise = this.redisCache.clear();
|
||||
|
||||
await Promise.allSettled([memoryPromise, redisPromise]);
|
||||
this.logger.info('Cache cleared (both L1 and L2)');
|
||||
|
||||
} catch (error) {
|
||||
this.updateStats(false, true);
|
||||
this.logger.error('Hybrid cache clear error', {
|
||||
error: error instanceof Error ? error.message : String(error)
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
async health(): Promise<boolean> {
|
||||
try {
|
||||
const memoryHealthy = await this.memoryCache.health();
|
||||
const redisHealthy = await this.redisCache.health();
|
||||
|
||||
// Hybrid cache is healthy if at least one cache is working
|
||||
const isHealthy = memoryHealthy || redisHealthy;
|
||||
|
||||
this.logger.debug('Hybrid cache health check', {
|
||||
memory: memoryHealthy,
|
||||
redis: redisHealthy,
|
||||
overall: isHealthy
|
||||
});
|
||||
|
||||
return isHealthy;
|
||||
} catch (error) {
|
||||
this.logger.error('Hybrid cache health check failed', { error });
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
getStats(): CacheStats {
|
||||
return {
|
||||
...this.stats,
|
||||
uptime: Date.now() - this.startTime
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* Get detailed stats for both cache layers
|
||||
*/
|
||||
getDetailedStats() {
|
||||
return {
|
||||
hybrid: this.getStats(),
|
||||
memory: this.memoryCache.getStats(),
|
||||
redis: this.redisCache.getStats()
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* Warm up the memory cache with frequently accessed keys from Redis
|
||||
*/
|
||||
async warmupMemoryCache(keys: string[]): Promise<void> {
|
||||
this.logger.info('Starting memory cache warmup', { keyCount: keys.length });
|
||||
|
||||
let warmed = 0;
|
||||
for (const key of keys) {
|
||||
try {
|
||||
const value = await this.redisCache.get(key);
|
||||
if (value !== null) {
|
||||
await this.memoryCache.set(key, value);
|
||||
warmed++;
|
||||
}
|
||||
} catch (error) {
|
||||
this.logger.warn('Failed to warm up key', { key, error });
|
||||
}
|
||||
}
|
||||
|
||||
this.logger.info('Memory cache warmup completed', {
|
||||
requested: keys.length,
|
||||
warmed
|
||||
});
|
||||
}
|
||||
|
||||
/**
|
||||
* Sync memory cache with Redis for specific keys
|
||||
*/
|
||||
async syncCaches(keys: string[]): Promise<void> {
|
||||
for (const key of keys) {
|
||||
try {
|
||||
const redisValue = await this.redisCache.get(key);
|
||||
if (redisValue !== null) {
|
||||
await this.memoryCache.set(key, redisValue);
|
||||
} else {
|
||||
await this.memoryCache.del(key);
|
||||
}
|
||||
} catch (error) {
|
||||
this.logger.warn('Failed to sync key', { key, error });
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Close connections for both caches
|
||||
*/
|
||||
async disconnect(): Promise<void> {
|
||||
await this.redisCache.disconnect();
|
||||
this.logger.info('Hybrid cache disconnected');
|
||||
}
|
||||
}
|
||||
245
libs/cache/src/providers/memory-cache.ts
vendored
245
libs/cache/src/providers/memory-cache.ts
vendored
|
|
@ -1,48 +1,259 @@
|
|||
import { CacheProvider } from '../types';
|
||||
import { createLogger } from '@stock-bot/logger';
|
||||
import { CacheProvider, CacheOptions, CacheStats } from '../types';
|
||||
|
||||
interface CacheEntry<T> {
|
||||
value: T;
|
||||
expiry: number;
|
||||
accessed: number;
|
||||
}
|
||||
|
||||
/**
|
||||
* Simple in-memory cache provider.
|
||||
* In-memory cache provider with LRU eviction and comprehensive metrics
|
||||
*/
|
||||
export class MemoryCache implements CacheProvider {
|
||||
private store = new Map<string, any>();
|
||||
private store = new Map<string, CacheEntry<any>>();
|
||||
private logger = createLogger('memory-cache');
|
||||
private defaultTTL: number;
|
||||
private keyPrefix: string;
|
||||
private maxItems: number;
|
||||
private enableMetrics: boolean;
|
||||
private startTime = Date.now();
|
||||
|
||||
private stats: CacheStats = {
|
||||
hits: 0,
|
||||
misses: 0,
|
||||
errors: 0,
|
||||
hitRate: 0,
|
||||
total: 0,
|
||||
uptime: 0
|
||||
};
|
||||
|
||||
constructor(options: { ttl?: number; keyPrefix?: string } = {}) {
|
||||
this.defaultTTL = options.ttl ?? 3600;
|
||||
constructor(options: CacheOptions = {}) {
|
||||
this.defaultTTL = options.ttl ?? 3600; // 1 hour default
|
||||
this.keyPrefix = options.keyPrefix ?? 'cache:';
|
||||
this.maxItems = options.maxMemoryItems ?? 1000;
|
||||
this.enableMetrics = options.enableMetrics ?? true;
|
||||
|
||||
this.logger.info('Memory cache initialized', {
|
||||
maxItems: this.maxItems,
|
||||
defaultTTL: this.defaultTTL,
|
||||
enableMetrics: this.enableMetrics
|
||||
});
|
||||
|
||||
// Cleanup expired entries every 5 minutes
|
||||
setInterval(() => this.cleanup(), 5 * 60 * 1000);
|
||||
}
|
||||
|
||||
private getKey(key: string): string {
|
||||
return `${this.keyPrefix}${key}`;
|
||||
}
|
||||
|
||||
private updateStats(hit: boolean, error = false): void {
|
||||
if (!this.enableMetrics) return;
|
||||
|
||||
if (error) {
|
||||
this.stats.errors++;
|
||||
} else if (hit) {
|
||||
this.stats.hits++;
|
||||
} else {
|
||||
this.stats.misses++;
|
||||
}
|
||||
|
||||
this.stats.total = this.stats.hits + this.stats.misses;
|
||||
this.stats.hitRate = this.stats.total > 0 ? this.stats.hits / this.stats.total : 0;
|
||||
this.stats.uptime = Date.now() - this.startTime;
|
||||
}
|
||||
|
||||
private cleanup(): void {
|
||||
const now = Date.now();
|
||||
let cleaned = 0;
|
||||
|
||||
for (const [key, entry] of this.store.entries()) {
|
||||
if (entry.expiry < now) {
|
||||
this.store.delete(key);
|
||||
cleaned++;
|
||||
}
|
||||
}
|
||||
|
||||
if (cleaned > 0) {
|
||||
this.logger.debug('Cleaned expired entries', {
|
||||
cleaned,
|
||||
remaining: this.store.size
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
private evictLRU(): void {
|
||||
if (this.store.size <= this.maxItems) return;
|
||||
|
||||
// Find least recently accessed item
|
||||
let oldestKey = '';
|
||||
let oldestAccess = Date.now();
|
||||
|
||||
for (const [key, entry] of this.store.entries()) {
|
||||
if (entry.accessed < oldestAccess) {
|
||||
oldestAccess = entry.accessed;
|
||||
oldestKey = key;
|
||||
}
|
||||
}
|
||||
|
||||
if (oldestKey) {
|
||||
this.store.delete(oldestKey);
|
||||
this.logger.debug('Evicted LRU entry', { key: oldestKey });
|
||||
}
|
||||
}
|
||||
|
||||
async get<T>(key: string): Promise<T | null> {
|
||||
const fullKey = this.getKey(key);
|
||||
const entry = this.store.get(fullKey);
|
||||
if (!entry) return null;
|
||||
if (entry.expiry < Date.now()) {
|
||||
this.store.delete(fullKey);
|
||||
try {
|
||||
const fullKey = this.getKey(key);
|
||||
const entry = this.store.get(fullKey);
|
||||
|
||||
if (!entry) {
|
||||
this.updateStats(false);
|
||||
this.logger.debug('Cache miss', { key });
|
||||
return null;
|
||||
}
|
||||
|
||||
const now = Date.now();
|
||||
if (entry.expiry < now) {
|
||||
this.store.delete(fullKey);
|
||||
this.updateStats(false);
|
||||
this.logger.debug('Cache miss (expired)', { key });
|
||||
return null;
|
||||
}
|
||||
|
||||
// Update access time for LRU
|
||||
entry.accessed = now;
|
||||
this.updateStats(true);
|
||||
this.logger.debug('Cache hit', { key, hitRate: this.stats.hitRate });
|
||||
|
||||
return entry.value;
|
||||
} catch (error) {
|
||||
this.updateStats(false, true);
|
||||
this.logger.error('Cache get error', {
|
||||
key,
|
||||
error: error instanceof Error ? error.message : String(error)
|
||||
});
|
||||
return null;
|
||||
}
|
||||
return entry.value;
|
||||
}
|
||||
|
||||
async set<T>(key: string, value: T, ttl?: number): Promise<void> {
|
||||
const fullKey = this.getKey(key);
|
||||
const expiry = Date.now() + 1000 * (ttl ?? this.defaultTTL);
|
||||
this.store.set(fullKey, { value, expiry });
|
||||
try {
|
||||
const fullKey = this.getKey(key);
|
||||
const now = Date.now();
|
||||
const expiry = now + 1000 * (ttl ?? this.defaultTTL);
|
||||
|
||||
// Evict if necessary
|
||||
this.evictLRU();
|
||||
|
||||
this.store.set(fullKey, {
|
||||
value,
|
||||
expiry,
|
||||
accessed: now
|
||||
});
|
||||
|
||||
this.logger.debug('Cache set', { key, ttl: ttl ?? this.defaultTTL });
|
||||
} catch (error) {
|
||||
this.updateStats(false, true);
|
||||
this.logger.error('Cache set error', {
|
||||
key,
|
||||
error: error instanceof Error ? error.message : String(error)
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
async del(key: string): Promise<void> {
|
||||
this.store.delete(this.getKey(key));
|
||||
try {
|
||||
const fullKey = this.getKey(key);
|
||||
const deleted = this.store.delete(fullKey);
|
||||
this.logger.debug('Cache delete', { key, deleted });
|
||||
} catch (error) {
|
||||
this.updateStats(false, true);
|
||||
this.logger.error('Cache delete error', {
|
||||
key,
|
||||
error: error instanceof Error ? error.message : String(error)
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
async exists(key: string): Promise<boolean> {
|
||||
return (await this.get(key)) !== null;
|
||||
try {
|
||||
const fullKey = this.getKey(key);
|
||||
const entry = this.store.get(fullKey);
|
||||
|
||||
if (!entry) return false;
|
||||
|
||||
// Check if expired
|
||||
if (entry.expiry < Date.now()) {
|
||||
this.store.delete(fullKey);
|
||||
return false;
|
||||
}
|
||||
|
||||
return true;
|
||||
} catch (error) {
|
||||
this.updateStats(false, true);
|
||||
this.logger.error('Cache exists error', {
|
||||
key,
|
||||
error: error instanceof Error ? error.message : String(error)
|
||||
});
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
async clear(): Promise<void> {
|
||||
this.store.clear();
|
||||
try {
|
||||
const size = this.store.size;
|
||||
this.store.clear();
|
||||
this.logger.info('Cache cleared', { entriesDeleted: size });
|
||||
} catch (error) {
|
||||
this.updateStats(false, true);
|
||||
this.logger.error('Cache clear error', {
|
||||
error: error instanceof Error ? error.message : String(error)
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
async health(): Promise<boolean> {
|
||||
try {
|
||||
// Simple health check - try to set and get a test value
|
||||
await this.set('__health_check__', 'ok', 1);
|
||||
const result = await this.get('__health_check__');
|
||||
await this.del('__health_check__');
|
||||
return result === 'ok';
|
||||
} catch (error) {
|
||||
this.logger.error('Memory cache health check failed', { error });
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
getStats(): CacheStats {
|
||||
return {
|
||||
...this.stats,
|
||||
uptime: Date.now() - this.startTime
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* Get additional memory cache specific stats
|
||||
*/
|
||||
getMemoryStats() {
|
||||
return {
|
||||
...this.getStats(),
|
||||
entries: this.store.size,
|
||||
maxItems: this.maxItems,
|
||||
memoryUsage: this.estimateMemoryUsage()
|
||||
};
|
||||
}
|
||||
|
||||
private estimateMemoryUsage(): number {
|
||||
// Rough estimation of memory usage in bytes
|
||||
let bytes = 0;
|
||||
for (const [key, entry] of this.store.entries()) {
|
||||
bytes += key.length * 2; // UTF-16 characters
|
||||
bytes += JSON.stringify(entry.value).length * 2;
|
||||
bytes += 24; // Overhead for entry object
|
||||
}
|
||||
return bytes;
|
||||
}
|
||||
}
|
||||
|
|
|
|||
258
libs/cache/src/providers/redis-cache.ts
vendored
258
libs/cache/src/providers/redis-cache.ts
vendored
|
|
@ -1,59 +1,263 @@
|
|||
import Redis, { RedisOptions } from 'ioredis';
|
||||
import { CacheProvider, CacheOptions } from '../types';
|
||||
import Redis from 'ioredis';
|
||||
import { createLogger } from '@stock-bot/logger';
|
||||
import { dragonflyConfig } from '@stock-bot/config';
|
||||
import { CacheProvider, CacheOptions, CacheStats } from '../types';
|
||||
|
||||
/**
|
||||
* Redis-based cache provider implementing CacheProvider interface.
|
||||
* Redis-based cache provider with comprehensive error handling and metrics
|
||||
*/
|
||||
export class RedisCache implements CacheProvider {
|
||||
private redis: Redis;
|
||||
private logger = createLogger('redis-cache');
|
||||
private defaultTTL: number;
|
||||
private keyPrefix: string;
|
||||
private enableMetrics: boolean;
|
||||
private isConnected = false;
|
||||
private startTime = Date.now();
|
||||
|
||||
private stats: CacheStats = {
|
||||
hits: 0,
|
||||
misses: 0,
|
||||
errors: 0,
|
||||
hitRate: 0,
|
||||
total: 0,
|
||||
uptime: 0
|
||||
};
|
||||
|
||||
constructor(options: CacheOptions = {}) {
|
||||
if (options.redisUrl) {
|
||||
this.redis = new Redis(options.redisUrl);
|
||||
} else {
|
||||
this.redis = new Redis(options.redisOptions as RedisOptions);
|
||||
}
|
||||
|
||||
this.defaultTTL = options.ttl ?? 3600; // default 1 hour
|
||||
this.defaultTTL = options.ttl ?? 3600; // 1 hour default
|
||||
this.keyPrefix = options.keyPrefix ?? 'cache:';
|
||||
this.enableMetrics = options.enableMetrics ?? true;
|
||||
|
||||
const redisConfig = {
|
||||
host: dragonflyConfig.DRAGONFLY_HOST,
|
||||
port: dragonflyConfig.DRAGONFLY_PORT,
|
||||
password: dragonflyConfig.DRAGONFLY_PASSWORD || undefined,
|
||||
username: dragonflyConfig.DRAGONFLY_USERNAME || undefined,
|
||||
db: dragonflyConfig.DRAGONFLY_DATABASE,
|
||||
maxRetriesPerRequest: dragonflyConfig.DRAGONFLY_MAX_RETRIES,
|
||||
retryDelayOnFailover: dragonflyConfig.DRAGONFLY_RETRY_DELAY,
|
||||
connectTimeout: dragonflyConfig.DRAGONFLY_CONNECT_TIMEOUT,
|
||||
commandTimeout: dragonflyConfig.DRAGONFLY_COMMAND_TIMEOUT,
|
||||
keepAlive: dragonflyConfig.DRAGONFLY_ENABLE_KEEPALIVE ? dragonflyConfig.DRAGONFLY_KEEPALIVE_INTERVAL * 1000 : 0,
|
||||
...(dragonflyConfig.DRAGONFLY_TLS && {
|
||||
tls: {
|
||||
cert: dragonflyConfig.DRAGONFLY_TLS_CERT_FILE || undefined,
|
||||
key: dragonflyConfig.DRAGONFLY_TLS_KEY_FILE || undefined,
|
||||
ca: dragonflyConfig.DRAGONFLY_TLS_CA_FILE || undefined,
|
||||
rejectUnauthorized: !dragonflyConfig.DRAGONFLY_TLS_SKIP_VERIFY,
|
||||
}
|
||||
})
|
||||
};
|
||||
|
||||
this.redis = new Redis(redisConfig);
|
||||
this.setupEventHandlers();
|
||||
}
|
||||
|
||||
private setupEventHandlers(): void {
|
||||
this.redis.on('connect', () => {
|
||||
this.isConnected = true;
|
||||
this.logger.info('Redis cache connected', {
|
||||
host: dragonflyConfig.DRAGONFLY_HOST,
|
||||
port: dragonflyConfig.DRAGONFLY_PORT,
|
||||
db: dragonflyConfig.DRAGONFLY_DATABASE
|
||||
});
|
||||
});
|
||||
|
||||
this.redis.on('ready', () => {
|
||||
this.logger.info('Redis cache ready for commands');
|
||||
});
|
||||
|
||||
this.redis.on('error', (error) => {
|
||||
this.isConnected = false;
|
||||
this.stats.errors++;
|
||||
this.logger.error('Redis cache connection error', { error: error.message });
|
||||
});
|
||||
|
||||
this.redis.on('close', () => {
|
||||
this.isConnected = false;
|
||||
this.logger.warn('Redis cache connection closed');
|
||||
});
|
||||
|
||||
this.redis.on('reconnecting', () => {
|
||||
this.logger.info('Redis cache reconnecting...');
|
||||
});
|
||||
}
|
||||
|
||||
private getKey(key: string): string {
|
||||
return `${this.keyPrefix}${key}`;
|
||||
}
|
||||
|
||||
async get<T>(key: string): Promise<T | null> {
|
||||
const fullKey = this.getKey(key);
|
||||
const val = await this.redis.get(fullKey);
|
||||
if (val === null) return null;
|
||||
private updateStats(hit: boolean, error = false): void {
|
||||
if (!this.enableMetrics) return;
|
||||
|
||||
if (error) {
|
||||
this.stats.errors++;
|
||||
} else if (hit) {
|
||||
this.stats.hits++;
|
||||
} else {
|
||||
this.stats.misses++;
|
||||
}
|
||||
|
||||
this.stats.total = this.stats.hits + this.stats.misses;
|
||||
this.stats.hitRate = this.stats.total > 0 ? this.stats.hits / this.stats.total : 0;
|
||||
this.stats.uptime = Date.now() - this.startTime;
|
||||
}
|
||||
|
||||
private async safeExecute<T>(
|
||||
operation: () => Promise<T>,
|
||||
fallback: T,
|
||||
operationName: string
|
||||
): Promise<T> {
|
||||
if (!this.isConnected) {
|
||||
this.logger.warn(`Redis not connected for ${operationName}, using fallback`);
|
||||
this.updateStats(false, true);
|
||||
return fallback;
|
||||
}
|
||||
|
||||
try {
|
||||
return JSON.parse(val) as T;
|
||||
} catch {
|
||||
return (val as unknown) as T;
|
||||
return await operation();
|
||||
} catch (error) {
|
||||
this.logger.error(`Redis ${operationName} failed`, {
|
||||
error: error instanceof Error ? error.message : String(error)
|
||||
});
|
||||
this.updateStats(false, true);
|
||||
return fallback;
|
||||
}
|
||||
}
|
||||
|
||||
async get<T>(key: string): Promise<T | null> {
|
||||
return this.safeExecute(
|
||||
async () => {
|
||||
const fullKey = this.getKey(key);
|
||||
const value = await this.redis.get(fullKey);
|
||||
|
||||
if (value === null) {
|
||||
this.updateStats(false);
|
||||
this.logger.debug('Cache miss', { key });
|
||||
return null;
|
||||
}
|
||||
|
||||
this.updateStats(true);
|
||||
this.logger.debug('Cache hit', { key, hitRate: this.stats.hitRate });
|
||||
|
||||
try {
|
||||
return JSON.parse(value) as T;
|
||||
} catch {
|
||||
// Return as-is if not valid JSON
|
||||
return value as unknown as T;
|
||||
}
|
||||
},
|
||||
null,
|
||||
'get'
|
||||
);
|
||||
}
|
||||
|
||||
async set<T>(key: string, value: T, ttl?: number): Promise<void> {
|
||||
const fullKey = this.getKey(key);
|
||||
const str = typeof value === 'string' ? (value as unknown as string) : JSON.stringify(value);
|
||||
const expiry = ttl ?? this.defaultTTL;
|
||||
await this.redis.set(fullKey, str, 'EX', expiry);
|
||||
await this.safeExecute(
|
||||
async () => {
|
||||
const fullKey = this.getKey(key);
|
||||
const serialized = typeof value === 'string' ? value : JSON.stringify(value);
|
||||
const expiry = ttl ?? this.defaultTTL;
|
||||
|
||||
await this.redis.setex(fullKey, expiry, serialized);
|
||||
this.logger.debug('Cache set', { key, ttl: expiry });
|
||||
},
|
||||
undefined,
|
||||
'set'
|
||||
);
|
||||
}
|
||||
|
||||
async del(key: string): Promise<void> {
|
||||
await this.redis.del(this.getKey(key));
|
||||
await this.safeExecute(
|
||||
async () => {
|
||||
const fullKey = this.getKey(key);
|
||||
await this.redis.del(fullKey);
|
||||
this.logger.debug('Cache delete', { key });
|
||||
},
|
||||
undefined,
|
||||
'del'
|
||||
);
|
||||
}
|
||||
|
||||
async exists(key: string): Promise<boolean> {
|
||||
const exists = await this.redis.exists(this.getKey(key));
|
||||
return exists === 1;
|
||||
return this.safeExecute(
|
||||
async () => {
|
||||
const fullKey = this.getKey(key);
|
||||
const result = await this.redis.exists(fullKey);
|
||||
return result === 1;
|
||||
},
|
||||
false,
|
||||
'exists'
|
||||
);
|
||||
}
|
||||
|
||||
async clear(): Promise<void> {
|
||||
const pattern = `${this.keyPrefix}*`;
|
||||
const keys = await this.redis.keys(pattern);
|
||||
if (keys.length) await this.redis.del(...keys);
|
||||
await this.safeExecute(
|
||||
async () => {
|
||||
const pattern = `${this.keyPrefix}*`;
|
||||
const keys = await this.redis.keys(pattern);
|
||||
if (keys.length > 0) {
|
||||
await this.redis.del(...keys);
|
||||
this.logger.info('Cache cleared', { keysDeleted: keys.length });
|
||||
}
|
||||
},
|
||||
undefined,
|
||||
'clear'
|
||||
);
|
||||
}
|
||||
|
||||
async health(): Promise<boolean> {
|
||||
try {
|
||||
const pong = await this.redis.ping();
|
||||
return pong === 'PONG' && this.isConnected;
|
||||
} catch (error) {
|
||||
this.logger.error('Redis health check failed', { error });
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
getStats(): CacheStats {
|
||||
return {
|
||||
...this.stats,
|
||||
uptime: Date.now() - this.startTime
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* Trading-specific convenience methods
|
||||
*/
|
||||
async cacheMarketData(symbol: string, timeframe: string, data: any[], ttl = 300): Promise<void> {
|
||||
const key = `market:${symbol}:${timeframe}`;
|
||||
await this.set(key, data, ttl);
|
||||
}
|
||||
|
||||
async getMarketData<T>(symbol: string, timeframe: string): Promise<T | null> {
|
||||
const key = `market:${symbol}:${timeframe}`;
|
||||
return this.get<T>(key);
|
||||
}
|
||||
|
||||
async cacheIndicator(
|
||||
symbol: string,
|
||||
indicator: string,
|
||||
period: number,
|
||||
data: number[],
|
||||
ttl = 600
|
||||
): Promise<void> {
|
||||
const key = `indicator:${symbol}:${indicator}:${period}`;
|
||||
await this.set(key, data, ttl);
|
||||
}
|
||||
|
||||
async getIndicator(symbol: string, indicator: string, period: number): Promise<number[] | null> {
|
||||
const key = `indicator:${symbol}:${indicator}:${period}`;
|
||||
return this.get<number[]>(key);
|
||||
}
|
||||
|
||||
/**
|
||||
* Close the Redis connection
|
||||
*/
|
||||
async disconnect(): Promise<void> {
|
||||
await this.redis.quit();
|
||||
this.logger.info('Redis cache disconnected');
|
||||
}
|
||||
}
|
||||
|
|
|
|||
52
libs/cache/src/types.ts
vendored
52
libs/cache/src/types.ts
vendored
|
|
@ -1,34 +1,42 @@
|
|||
import type { RedisOptions as IORedisOptions } from 'ioredis';
|
||||
|
||||
/**
|
||||
* Interface for a generic cache provider.
|
||||
*/
|
||||
export interface CacheProvider {
|
||||
get<T>(key: string): Promise<T | null>;
|
||||
set<T>(key: string, value: T, ttl?: number): Promise<void>;
|
||||
del(key: string): Promise<void>;
|
||||
exists(key: string): Promise<boolean>;
|
||||
clear(): Promise<void>;
|
||||
getStats(): CacheStats;
|
||||
health(): Promise<boolean>;
|
||||
}
|
||||
|
||||
/**
|
||||
* Options for configuring the cache provider.
|
||||
*/
|
||||
export interface CacheOptions {
|
||||
/**
|
||||
* Full Redis connection string (e.g., redis://localhost:6379)
|
||||
*/
|
||||
redisUrl?: string;
|
||||
/**
|
||||
* Raw ioredis connection options if not using a URL.
|
||||
*/
|
||||
redisOptions?: IORedisOptions;
|
||||
/**
|
||||
* Default time-to-live for cache entries (in seconds).
|
||||
*/
|
||||
ttl?: number;
|
||||
/**
|
||||
* Prefix to use for all cache keys.
|
||||
*/
|
||||
keyPrefix?: string;
|
||||
enableMetrics?: boolean;
|
||||
maxMemoryItems?: number;
|
||||
memoryTTL?: number;
|
||||
}
|
||||
|
||||
export interface CacheStats {
|
||||
hits: number;
|
||||
misses: number;
|
||||
errors: number;
|
||||
hitRate: number;
|
||||
total: number;
|
||||
uptime: number;
|
||||
}
|
||||
|
||||
export interface CacheConfig {
|
||||
type: 'redis' | 'memory' | 'hybrid';
|
||||
keyPrefix?: string;
|
||||
defaultTTL?: number;
|
||||
maxMemoryItems?: number;
|
||||
enableMetrics?: boolean;
|
||||
compression?: boolean;
|
||||
}
|
||||
|
||||
export type CacheKey = string | (() => string);
|
||||
|
||||
export interface SerializationOptions {
|
||||
compress?: boolean;
|
||||
binary?: boolean;
|
||||
}
|
||||
|
|
|
|||
10
libs/cache/tsconfig.json
vendored
10
libs/cache/tsconfig.json
vendored
|
|
@ -5,6 +5,12 @@
|
|||
"rootDir": "./src",
|
||||
"declaration": true
|
||||
},
|
||||
"include": ["src/**/*"],
|
||||
"exclude": ["node_modules", "dist", "**/*.test.ts", "**/*.spec.ts"]
|
||||
"include": [
|
||||
"src/**/*"
|
||||
],
|
||||
"exclude": ["node_modules", "dist", "**/*.test.ts", "**/*.spec.ts"],
|
||||
"references": [
|
||||
{ "path": "../logger" },
|
||||
{ "path": "../config" }
|
||||
]
|
||||
}
|
||||
|
|
|
|||
|
|
@ -163,14 +163,14 @@ function buildLogger(serviceName: string, options?: {
|
|||
});
|
||||
|
||||
const loggerConfig: pino.LoggerOptions = {
|
||||
level: PINO_LEVELS[level] ? level : 'info',
|
||||
customLevels: PINO_LEVELS,
|
||||
// level: PINO_LEVELS[level] ? level : 'info',
|
||||
// customLevels: PINO_LEVELS,
|
||||
useOnlyCustomLevels: false,
|
||||
timestamp: () => `,"timestamp":"${new Date().toISOString()}"`,
|
||||
formatters: {
|
||||
level: (label: string) => ({ level: label }),
|
||||
bindings: () => ({})
|
||||
},
|
||||
// formatters: {
|
||||
// level: (label: string) => ({ level: label }),
|
||||
// bindings: () => ({})
|
||||
// },
|
||||
base: {
|
||||
service: serviceName,
|
||||
environment: loggingConfig.LOG_ENVIRONMENT,
|
||||
|
|
|
|||
|
|
@ -1,6 +1,6 @@
|
|||
import { Pool } from 'pg';
|
||||
import { questdbConfig } from '@stock-bot/config';
|
||||
import { Logger } from '@stock-bot/logger';
|
||||
import { createLogger, Logger } from '@stock-bot/logger';
|
||||
import type {
|
||||
QuestDBClientConfig,
|
||||
QuestDBConnectionOptions,
|
||||
|
|
@ -24,7 +24,7 @@ export class QuestDBClient {
|
|||
private pgPool: Pool | null = null;
|
||||
private readonly config: QuestDBClientConfig;
|
||||
private readonly options: QuestDBConnectionOptions;
|
||||
private readonly logger: Logger;
|
||||
private readonly logger = createLogger('QuestDBClient');
|
||||
private readonly healthMonitor: QuestDBHealthMonitor;
|
||||
private readonly influxWriter: QuestDBInfluxWriter;
|
||||
private readonly schemaManager: QuestDBSchemaManager;
|
||||
|
|
@ -43,7 +43,6 @@ export class QuestDBClient {
|
|||
...options
|
||||
};
|
||||
|
||||
this.logger = new Logger('QuestDBClient');
|
||||
this.healthMonitor = new QuestDBHealthMonitor(this);
|
||||
this.influxWriter = new QuestDBInfluxWriter(this);
|
||||
this.schemaManager = new QuestDBSchemaManager(this);
|
||||
|
|
|
|||
|
|
@ -48,7 +48,6 @@
|
|||
{ "path": "./libs/questdb-client" },
|
||||
{ "path": "./libs/types" },
|
||||
{ "path": "./libs/cache" },
|
||||
{ "path": "./libs/logger" },
|
||||
{ "path": "./libs/utils" },
|
||||
{ "path": "./libs/event-bus" },
|
||||
{ "path": "./libs/data-frame" },
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue