Internal state persistence (#27)
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Allow us to generate year over year reports without having to rerun everything from the beginning.

Co-authored-by: Natercio Moniz <[email protected]>
This commit was merged in pull request #27.
This commit is contained in:
2026-08-03 00:33:06 +01:00
committed by natercio
parent 1ce8561782
commit 9bd4230ff1
25 changed files with 1726 additions and 178 deletions
+58 -23
View File
@@ -51,18 +51,58 @@ type ReportWriter interface {
Write(context.Context, ReportItem) error
}
type optionals struct {
selector Selector
store Store
}
func applyOptions(defaults optionals, opts []Option) optionals {
for _, opt := range opts {
opt(&defaults)
}
return defaults
}
type Option func(*optionals)
// Selector returns true if a record should be selected for processing, false otherwise.
type Selector func(Record) bool
func WithSelector(s Selector) Option {
return func(o *optionals) {
o.selector = s
}
}
type Store interface {
Load(context.Context) (map[string]*FillerQueue, error)
Save(context.Context, map[string]*FillerQueue) error
}
func WithStore(s Store) Option {
return func(o *optionals) {
o.store = s
}
}
// BuildReport reads records from a RecordReader and, if the record passes the Selector, it is
// processed into the ReportWriter.
func BuildReport(ctx context.Context, reader RecordReader, writer ReportWriter, sel Selector) error {
buys := make(map[string]*FillerQueue)
func BuildReport(ctx context.Context, reader RecordReader, writer ReportWriter, options ...Option) error {
optionals := applyOptions(optionals{
selector: Any(),
store: EphemeralStore{},
}, options)
var buysCount, sellsCount int64
var lastTimestamp time.Time
progTicker := time.NewTicker(10 * time.Second)
buys, err := optionals.store.Load(ctx)
if err != nil {
return fmt.Errorf("loading state: %w", err)
}
var (
recordsCount int64
lastTimestamp time.Time
progTicker = time.NewTicker(10 * time.Second)
)
for {
select {
case <-ctx.Done():
@@ -70,27 +110,29 @@ func BuildReport(ctx context.Context, reader RecordReader, writer ReportWriter,
case <-progTicker.C:
slog.InfoContext(
ctx, "Progress update",
slog.Int64("total_records", buysCount+sellsCount),
slog.Int64("sell_records", sellsCount),
slog.Int64("buy_records", buysCount),
slog.Int64("records_count", recordsCount),
slog.Time("last_record_timestamp", lastTimestamp),
)
default:
rec, err := reader.ReadRecord(ctx)
if err != nil {
if errors.Is(err, io.EOF) {
err = optionals.store.Save(ctx, buys)
if err != nil {
return fmt.Errorf("saving state: %w", err)
}
return nil
}
return err
}
if rec.Kind().Is(KindBuy) {
buysCount++
} else if rec.Kind().Is(KindSell) {
sellsCount++
if !rec.Kind().Valid() {
return fmt.Errorf("found invalid Kind(%d)", rec.Kind())
}
lastTimestamp = rec.Timestamp()
recordsCount++
buyQueue, ok := buys[rec.Symbol()]
if !ok {
@@ -98,21 +140,16 @@ func BuildReport(ctx context.Context, reader RecordReader, writer ReportWriter,
buys[rec.Symbol()] = buyQueue
}
err = processRecord(ctx, buyQueue, rec, sel, writer)
err = processRecord(ctx, buyQueue, rec, optionals.selector, writer)
if err != nil {
return fmt.Errorf("processing record: %w", err)
}
}
}
}
// processRecord either adds buys to the queue or consumes buys from the queue when processing a
// sell record.
//
// NOTE: Selectors are only applied when processing sell records for performance reasons. It's much
// cheaper to just accumulate buys and only actually inspect any records once a sell happens. This
// avoids potential network requests to for every single record.
func processRecord(ctx context.Context, q *FillerQueue, rec Record, sel Selector, writer ReportWriter) error {
slog.Debug(
"Report: processing record",
@@ -122,6 +159,9 @@ func processRecord(ctx context.Context, q *FillerQueue, rec Record, sel Selector
switch rec.Kind() {
case KindBuy:
// Selectors are only applied when processing sell records for performance reasons. It's much
// cheaper to just accumulate buys and only actually inspect any records once a sell happens. This
// avoids potential network requests to for every single record.
q.Push(NewFiller(rec))
case KindSell:
@@ -142,11 +182,6 @@ func processRecord(ctx context.Context, q *FillerQueue, rec Record, sel Selector
return ErrInsufficientBoughtVolume
}
// Since we don't apply selectors while processing buys we need to apply them here.
if !sel(buy) {
continue
}
matchedQty, filled := buy.Fill(unmatchedQty)
if filled {