rckrdmrd
62a9f3e1d9
Data aggregation and distribution service: - Market data collection - OHLCV aggregation - Real-time data feeds - Data API endpoints Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
104 lines
2.9 KiB
Python
104 lines
2.9 KiB
Python
"""
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FastAPI Dependencies
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OrbiQuant IA Trading Platform - Data Service
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"""
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from typing import Optional, AsyncGenerator
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import asyncpg
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from fastapi import Request, HTTPException, status
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from config import Config
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async def get_db_pool(request: Request) -> asyncpg.Pool:
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"""Get database connection pool from app state."""
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pool = request.app.state.db_pool
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if not pool:
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raise HTTPException(
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status_code=status.HTTP_503_SERVICE_UNAVAILABLE,
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detail="Database connection not available"
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)
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return pool
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async def get_db_connection(request: Request) -> AsyncGenerator[asyncpg.Connection, None]:
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"""Get a database connection from pool."""
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pool = await get_db_pool(request)
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async with pool.acquire() as connection:
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yield connection
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def get_data_service(request: Request):
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"""Get DataService instance from app state."""
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service = request.app.state.data_service
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if not service:
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raise HTTPException(
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status_code=status.HTTP_503_SERVICE_UNAVAILABLE,
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detail="Data service not initialized"
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)
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return service
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def get_config(request: Request) -> Config:
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"""Get configuration from app state."""
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return request.app.state.config
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def get_polygon_client(request: Request):
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"""Get Polygon client from app state."""
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client = request.app.state.polygon_client
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if not client:
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raise HTTPException(
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status_code=status.HTTP_503_SERVICE_UNAVAILABLE,
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detail="Polygon client not configured"
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)
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return client
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def get_mt4_client(request: Request):
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"""Get MT4/MetaAPI client from app state."""
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return request.app.state.mt4_client # May be None
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class RateLimiter:
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"""Simple in-memory rate limiter."""
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def __init__(self, requests_per_minute: int = 60):
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self.requests_per_minute = requests_per_minute
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self._requests: dict[str, list[float]] = {}
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async def check(self, client_id: str) -> bool:
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"""Check if client can make a request."""
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import time
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now = time.time()
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minute_ago = now - 60
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if client_id not in self._requests:
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self._requests[client_id] = []
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# Clean old requests
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self._requests[client_id] = [
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ts for ts in self._requests[client_id] if ts > minute_ago
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]
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if len(self._requests[client_id]) >= self.requests_per_minute:
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return False
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self._requests[client_id].append(now)
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return True
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# Global rate limiter instance
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rate_limiter = RateLimiter(requests_per_minute=60)
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async def check_rate_limit(request: Request) -> None:
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"""Rate limit dependency."""
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client_ip = request.client.host if request.client else "unknown"
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if not await rate_limiter.check(client_ip):
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raise HTTPException(
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status_code=status.HTTP_429_TOO_MANY_REQUESTS,
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detail="Too many requests. Please slow down."
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)
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