frontend

README

MarketStore frontend API

Transport Methods

MarketStore communicates with its clients through standard HTTP in Messagepack RPC (Messagepack version of JSON-RPC 2.0).

DataService.ListSymbols()

Input

no parameters

Output

list of string for each unique symbol stored in the server.

DataService.Query()

Input

Query() interface accepts a list of "requests", each of which is a map with the following fields.

• destination (string)

  A string path of the query target. A TimeBucketKey contains a Symbol, Timeframe, and an AttributeGroup. For example, "TSLA/1Min/OHLCV" is an example TimeBucketKey. In this example, TSLA is the Symbol, 1Min is the TimeFrame, and OHLCV is the AttributeGroup. Moreover, a single destination can include multiple symbols split by commas for a multi-symbol query. For example, "TSLA,F,NVDA/1Min/OHLCV" will query data for Symbols TSLA, F, and NVDA all across the same TimeFrame, AttributeGroup.

• epoch_start (int64)

  An integer epoch seconds from Unix epoch time. Rows timestamped equal to or after this time will be returned.

• epoch_end (int64)

  An integer epoch seconds from Unix epoch time. Rows timestamped equal to or before this time will be returned.

• limit_record_count (int)

  An integer to limit the number of rows to be returned from the query.

• limit_from_start (bool)

  A boolean value to indicate if limit_recourd_count should be counted from the lower side of result set or upper. Default to false, meaning from the upper.

Note: It is also possible to query multiple TimeBucketKeys at once. The requests parameter is passed a list of query structures (See examples).

Output

The output returns the same number of "responses" as the requests, each of which has the following fields.

• result

  A MultiDataset type. See below for this type.

DataService.Write()

Input

• dataset

  A MultiDataset type. See below for this type.

• is_variable_length (bool)

  A boolean value for telling MarketStore if the write procedure will be dynamic in length.

Output

The API will return an empty response on success. Should the write call fail, the response will include the original input as well as an error returned by the server.

MultiDataset type

This is the common wire format to represent a series of columns containing multiple slices (horizontal partitions). It is a map with the following fields that represents set of column-oriented data

• types ([]string)

  a list of strings for the column types compatible with numpy dtypes (e.g., 'i4', 'f8')

• names ([]string)

  a list of strings for the column names

• data ([][]byte)

  a list of byte arrays with each being the binary column data

• startindex ([]int)

  a list of integer to indicate which element each slice starts at

• lengths ([]int)

  a list of integer to indicate how many elements each slice has

Documentation

Index

• Variables
• func Heartbeat(address string)
• func NewServer() (*RpcServer, *DataService)
• type DataService
  • func (s *DataService) Init()
  • func (s *DataService) ListSymbols(r *http.Request, args *ListSymbolsArgs, response *ListSymbolsReply) (err error)
  • func (s *DataService) Query(r *http.Request, reqs *MultiQueryRequest, response *MultiQueryResponse) (err error)
  • func (s *DataService) Write(r *http.Request, reqs *MultiWriteRequest, response *MultiWriteResponse) (err error)
• type HeartbeatMessage
• type ListSymbolsArgs
• type ListSymbolsReply
• type MultiQueryRequest
• type MultiQueryResponse
• type MultiWriteRequest
• type MultiWriteResponse
• type QueryRequest
• type QueryRequestBuilder
  • func NewQueryRequestBuilder(destination string) *QueryRequestBuilder
  • func (b *QueryRequestBuilder) End() QueryRequest
  • func (b *QueryRequestBuilder) EpochEnd(value int64) *QueryRequestBuilder
  • func (b *QueryRequestBuilder) EpochStart(value int64) *QueryRequestBuilder
  • func (b *QueryRequestBuilder) Functions(value []string) *QueryRequestBuilder
  • func (b *QueryRequestBuilder) LimitFromStart(value bool) *QueryRequestBuilder
  • func (b *QueryRequestBuilder) LimitRecordCount(value int) *QueryRequestBuilder
• type QueryResponse
• type RpcServer
  • func (s *RpcServer) ServeHTTP(w http.ResponseWriter, r *http.Request)
• type WriteRequest
• type WriteResponse

Variables

var Queryable uint32 // treated as bool

Functions

func Heartbeat

func Heartbeat(address string)

func NewServer

func NewServer() (*RpcServer, *DataService)

Types

type DataService

type DataService struct{}

func (*DataService) Init

func (s *DataService) Init()

func (*DataService) ListSymbols

func (s *DataService) ListSymbols(r *http.Request, args *ListSymbolsArgs, response *ListSymbolsReply) (err error)

func (*DataService) Query

func (s *DataService) Query(r *http.Request, reqs *MultiQueryRequest, response *MultiQueryResponse) (err error)

func (*DataService) Write

func (s *DataService) Write(r *http.Request, reqs *MultiWriteRequest, response *MultiWriteResponse) (err error)

type HeartbeatMessage

type HeartbeatMessage struct {
	Status  string `json:"status"`
	Version string `json:"version"`
	GitHash string `json:"git_hash"`
	Uptime  string `json:"uptime"`
}

type ListSymbolsArgs

type ListSymbolsArgs struct{}

type ListSymbolsReply

type ListSymbolsReply struct {
	Results []string
}

type MultiQueryRequest

type MultiQueryRequest struct {
	/*
		A multi-request allows for different Timeframes and record formats for each request
	*/
	Requests []QueryRequest `msgpack:"requests"`
}

type MultiQueryResponse

type MultiQueryResponse struct {
	Responses []QueryResponse `msgpack:"responses"`
	Version   string          `msgpack:"version"`  // Server Version
	Timezone  string          `msgpack:"timezone"` // Server Timezone
}

type MultiWriteRequest

type MultiWriteRequest struct {
	/*
		A multi-request allows for different Timeframes and record formats for each request
	*/
	Requests []WriteRequest `msgpack:"requests"`
}

type MultiWriteResponse

type MultiWriteResponse struct {
	Responses []WriteResponse `msgpack:"responses"`
}

type QueryRequest

type QueryRequest struct {
	// Note: SQL is not fully supported
	IsSQLStatement bool   `msgpack:"is_sqlstatement"` // If this is a SQL request, Only SQLStatement is relevant
	SQLStatement   string `msgpack:"sql_statement"`

	// Destination is <symbol>/<timeframe>/<attributegroup>
	Destination string `msgpack:"destination"`
	// This is not usually set, defaults to Symbol/Timeframe/AttributeGroup
	KeyCategory string `msgpack:"key_category,omitempty"`
	// Lower time predicate (i.e. index >= start) in unix epoch second
	EpochStart *int64 `msgpack:"epoch_start,omitempty"`
	// Upper time predicate (i.e. index <= end) in unix epoch second
	EpochEnd *int64 `msgpack:"epoch_end,omitempty"`
	// Number of max returned rows from lower/upper bound
	LimitRecordCount *int `msgpack:"limit_record_count,omitempty"`
	// Set to true if LimitRecordCount should be from the lower
	LimitFromStart *bool `msgpack:"limit_from_start,omitempty"`

	// Support for functions is experimental and subject to change
	Functions []string `msgpack:"functions,omitempty"`
}

This is the parameter interface for DataService.Query method.

type QueryRequestBuilder

type QueryRequestBuilder struct {
	// contains filtered or unexported fields
}

QueryRequestBuilder is a builder for QueryRequest to set various parameters flexibly.

qr := NewQueryRequestBuilder("TSLA/1D/OHLCV").LimitRecourdCount(100).End()

func NewQueryRequestBuilder

func NewQueryRequestBuilder(destination string) *QueryRequestBuilder

func (*QueryRequestBuilder) End

func (b *QueryRequestBuilder) End() QueryRequest

func (*QueryRequestBuilder) EpochEnd

func (b *QueryRequestBuilder) EpochEnd(value int64) *QueryRequestBuilder

func (*QueryRequestBuilder) EpochStart

func (b *QueryRequestBuilder) EpochStart(value int64) *QueryRequestBuilder

func (*QueryRequestBuilder) Functions

func (b *QueryRequestBuilder) Functions(value []string) *QueryRequestBuilder

func (*QueryRequestBuilder) LimitFromStart

func (b *QueryRequestBuilder) LimitFromStart(value bool) *QueryRequestBuilder

func (*QueryRequestBuilder) LimitRecordCount

func (b *QueryRequestBuilder) LimitRecordCount(value int) *QueryRequestBuilder

type QueryResponse

type QueryResponse struct {
	Result *io.NumpyMultiDataset `msgpack:"result"`
}

type RpcServer

type RpcServer struct {
	*rpc.Server
}

func (*RpcServer) ServeHTTP

func (s *RpcServer) ServeHTTP(w http.ResponseWriter, r *http.Request)

type WriteRequest

type WriteRequest struct {
	Data             *io.NumpyMultiDataset `msgpack:"dataset"`
	IsVariableLength bool                  `msgpack:"is_variable_length"`
}

type WriteResponse

type WriteResponse struct {
	Error   string `msgpack:"error"`
	Version string `msgpack:"version"` // Server Version
}