data-pipelines/src/csv.rs

#![allow(unused_imports)]

#[macro_use]
extern crate slog;

use std::path::PathBuf;
use std::time::*;
use std::io::{self, prelude::*};
use std::fs;
use structopt::StructOpt;
use serde::{Serialize, Deserialize};
use slog::Drain;
use markets::crypto::{Exchange, Ticker, Side};


// equivalent to panic! but without the ugly 'thread main panicked' yada yada
macro_rules! fatal { ($fmt:expr, $($args:tt)*) => {{
    eprintln!($fmt, $($args)*);
    std::process::exit(1);
}}}


#[derive(Debug, StructOpt)]
struct Opt {
    /// Path to CSV file with trades data
    #[structopt(short = "f", long = "trades-csv")]
    #[structopt(parse(from_os_str))]
    trades_csv: PathBuf,
}

#[derive(Deserialize)]
struct Trade {
    /// Unix nanoseconds
    pub time: u64,
    pub exch: Exchange,
    pub ticker: Ticker,
    pub side: Option<Side>,
    pub price: f64,
    pub amount: f64,
}

fn main() {
    let start = Instant::now();

    let decorator = slog_term::TermDecorator::new().stdout().force_color().build();
    let drain = slog_term::FullFormat::new(decorator).use_utc_timestamp().build().fuse();
    let drain = slog_async::Async::new(drain).chan_size(1024 * 64).thread_name("recv".into()).build().fuse();
    let logger = slog::Logger::root(drain, o!("version" => structopt::clap::crate_version!()));

    info!(logger, "initializing...");


    let opt = Opt::from_args();

    if ! opt.trades_csv.exists() { 
        error!(logger, "path does not exist: {}", opt.trades_csv.display());
        fatal!("Error: path does not exist: {}", opt.trades_csv.display());
    }

    info!(logger, "verified csv path exists"; "trades_csv" => %opt.trades_csv.display());

    let took = Instant::now() - start;
    info!(logger, "finished in {:?}", took);
}