Remove combined deploy config (#1)

- split out postgres config and read from env
- make ssl optional
- revert to separate dockerfiles
- give tokio enough workers
- allow custom server bind address
- fix warnings
- cargo fmt

.env-example

@@ -1,5 +1,11 @@
 RPC_URL=http://solana-mainnet-api.rpc-node.com
-DATABASE_URL=
-SQLX_OFFLINE=true
-MAX_PG_POOL_CONNS_WORKER=5
-MAX_PG_POOL_CONNS_SERVER=15
+SERVER_BIND_ADDR="[::]:8080"
+PG_HOST=127.0.0.1
+PG_PORT=5432
+PG_USER=postgres
+PG_PASSWORD=
+PG_DBNAME=postgres
+PG_MAX_POOL_CONNECTIONS=10
+PG_USE_SSL=false
+PG_CA_CERT_PATH=
+PG_CLIENT_KEY_PATH=

Cargo.toml

@@ -16,8 +16,12 @@ name = "server"
 path = "src/server/main.rs"
 
 [[bin]]
-name = "backfill"
-path = "src/backfill/main.rs"
+name = "backfill-trades"
+path = "src/backfill-trades/main.rs"
+
+[[bin]]
+name = "backfill-candles"
+path = "src/backfill-candles/main.rs"
 
 [dependencies]
 tokio = { version = "1", features = ["full"] }
@@ -26,7 +30,10 @@ futures = "0.3.27"
 
 jsonrpc-core-client = { version = "18.0.0", features = ["ws", "http"] }
 
-sqlx = { version = "0.6", features = [ "runtime-tokio-native-tls" , "postgres", "chrono", "decimal", "offline" ] }
+deadpool-postgres = { version = "0.10.5", features = [ "rt_tokio_1", "serde" ] }
+tokio-postgres = { version = "0.7", features = ["with-chrono-0_4"] }
+postgres-native-tls = "0.5.0"
+native-tls = "0.2.11"
 chrono = "0.4.23"
 
 solana-client = "=1.14.13"
@@ -58,4 +65,6 @@ actix-web = "4"
 
 arrayref = "0.3.6"
 bytemuck = "1.12.3"
-num_enum = "0.6.1"
+num_enum = "0.6.1"
+
+config = "0.13.1"

Dockerfile.server

@@ -19,4 +19,6 @@ RUN apt-get update && apt-get -y install ca-certificates libssl1.1
 # We do not need the Rust toolchain to run the binary!
 FROM base_image AS runtime
 COPY --from=builder /target/release/server /usr/local/bin
-ENTRYPOINT ["/usr/local/bin/server"]
+COPY --from=builder markets.json .
+COPY --from=builder ca.cer .
+COPY --from=builder client.pks .

Dockerfile.worker

@@ -2,13 +2,13 @@ FROM lukemathwalker/cargo-chef:latest-rust-1.67.1-slim AS chef
 
 FROM chef AS planner
 COPY . .
-RUN cargo chef prepare --recipe-path worker-recipe.json
+RUN cargo chef prepare --recipe-path recipe.json
 
 FROM chef AS builder 
-COPY --from=planner worker-recipe.json worker-recipe.json
+COPY --from=planner recipe.json recipe.json
 RUN apt-get update && apt-get install -y libudev-dev clang pkg-config libssl-dev build-essential cmake
 RUN rustup component add rustfmt && update-ca-certificates
-RUN cargo chef cook --release --recipe-path worker-recipe.json
+RUN cargo chef cook --release --recipe-path recipe.json
 # Build application
 COPY . .
 RUN cargo build --release --bin worker
@@ -19,4 +19,6 @@ RUN apt-get update && apt-get -y install ca-certificates libssl1.1
 # We do not need the Rust toolchain to run the binary!
 FROM base_image AS runtime
 COPY --from=builder /target/release/worker /usr/local/bin
-ENTRYPOINT ["/usr/local/bin/worker"]
+COPY --from=builder markets.json .
+COPY --from=builder ca.cer .
+COPY --from=builder client.pks .

cd/server.toml

@@ -0,0 +1,19 @@
+app = "openbook-candles-server"
+kill_signal = "SIGTERM"
+kill_timeout = 30
+
+[build]
+  dockerfile = "../Dockerfile.server"
+
+[experimental]
+  cmd = ["server", "markets.json"]
+
+[[services]]
+  internal_port = 8080
+  processes = ["app"]
+  protocol = "tcp"
+
+  [services.concurrency]
+    hard_limit = 1024
+    soft_limit = 1024
+    type = "connections"

cd/worker.toml

@@ -0,0 +1,9 @@
+app = "openbook-candles-worker"
+kill_signal = "SIGTERM"
+kill_timeout = 30
+
+[build]
+  dockerfile = "../Dockerfile.worker"
+
+[experimental]
+  cmd = ["worker", "markets.json"]

markets.json

@@ -23,10 +23,6 @@
         "name": "mSOL/USDC",
         "address": "9Lyhks5bQQxb9EyyX55NtgKQzpM4WK7JCmeaWuQ5MoXD"
     },
-    {
-        "name": "stSOL/USDC",
-        "address": "JCKa72xFYGWBEVJZ7AKZ2ofugWPBfrrouQviaGaohi3R"
-    },
     {
         "name": "SOL/USDT",
         "address": "2AdaV97p6SfkuMQJdu8DHhBhmJe7oWdvbm52MJfYQmfA"
@@ -35,10 +31,6 @@
         "name": "USDT/USDC",
         "address": "B2na8Awyd7cpC59iEU43FagJAPLigr3AP3s38KM982bu"
     },
-    {
-        "name": "USDT/USDC",
-        "address": "B2na8Awyd7cpC59iEU43FagJAPLigr3AP3s38KM982bu"
-    },
     {
         "name": "ETH/USDC",
         "address": "BbJgE7HZMaDp5NTYvRh5jZSkQPVDTU8ubPFtpogUkEj4"
@@ -50,9 +42,5 @@
     {
         "name": "RAY/USDT",
         "address": "GpHbiJJ9VHiuHVXeoet121Utrbm1CSNNzYrBKB8Xz2oz"
-    },
-    {
-        "name": "SLND/USDC",
-        "address": "HTHMfoxePjcXFhrV74pfCUNoWGe374ecFwiDjPGTkzHr"
     }
 ]

src/backfill-candles/main.rs

@@ -0,0 +1,69 @@
+
+
+use deadpool_postgres::Object;
+
+use openbook_candles::{
+    database::{
+        initialize::connect_to_database,
+        insert::{build_candles_upsert_statement},
+    },
+    structs::{
+        candle::Candle,
+        markets::{fetch_market_infos, load_markets},
+        resolution::Resolution,
+    },
+    utils::{AnyhowWrap, Config},
+    worker::candle_batching::{
+        higher_order_candles::backfill_batch_higher_order_candles,
+        minute_candles::backfill_batch_1m_candles,
+    },
+};
+use std::{env};
+use strum::IntoEnumIterator;
+
+
+#[tokio::main(flavor = "multi_thread", worker_threads = 10)]
+async fn main() -> anyhow::Result<()> {
+    dotenv::dotenv().ok();
+    let args: Vec<String> = env::args().collect();
+    assert!(args.len() == 2);
+
+    let path_to_markets_json = &args[1];
+    let rpc_url: String = dotenv::var("RPC_URL").unwrap();
+
+    let config = Config {
+        rpc_url: rpc_url.clone(),
+    };
+    let markets = load_markets(path_to_markets_json);
+    let market_infos = fetch_market_infos(&config, markets.clone()).await?;
+    println!("Backfilling candles for {:?}", markets);
+
+    let pool = connect_to_database().await?;
+    for market in market_infos.into_iter() {
+        let client = pool.get().await?;
+        let minute_candles = backfill_batch_1m_candles(&pool, &market).await?;
+        save_candles(minute_candles, client).await?;
+
+        for resolution in Resolution::iter() {
+            if resolution == Resolution::R1m {
+                continue;
+            }
+            let higher_order_candles =
+                backfill_batch_higher_order_candles(&pool, &market.name, resolution).await?;
+            let client = pool.get().await?;
+            save_candles(higher_order_candles, client).await?;
+        }
+    }
+    Ok(())
+}
+
+async fn save_candles(candles: Vec<Candle>, client: Object) -> anyhow::Result<()> {
+    if !candles.is_empty() {
+        let upsert_statement = build_candles_upsert_statement(candles);
+        client
+            .execute(&upsert_statement, &[])
+            .await
+            .map_err_anyhow()?;
+    }
+    Ok(())
+}

src/backfill-trades/main.rs

@@ -1,33 +1,37 @@
-use std::{collections::HashMap, str::FromStr, env};
 use anchor_lang::prelude::Pubkey;
-use chrono::{NaiveDateTime, DateTime, Utc, Duration};
+use chrono::{DateTime, Duration, NaiveDateTime, Utc};
 use futures::future::join_all;
-use openbook_candles::{structs::{openbook::OpenBookFillEventLog, markets::{load_markets, fetch_market_infos}}, worker::trade_fetching::{scrape::scrape_transactions, parsing::parse_trades_from_openbook_txns}, database::{initialize::connect_to_database, insert::persist_fill_events}, utils::Config};
-use solana_client::{rpc_config::RpcTransactionConfig, nonblocking::rpc_client::RpcClient, rpc_client::GetConfirmedSignaturesForAddress2Config, rpc_response::RpcConfirmedTransactionStatusWithSignature};
+use openbook_candles::{
+    database::{initialize::connect_to_database, insert::persist_fill_events},
+    structs::{
+        markets::{fetch_market_infos, load_markets},
+        openbook::OpenBookFillEvent,
+    },
+    utils::Config,
+    worker::trade_fetching::parsing::parse_trades_from_openbook_txns,
+};
+use solana_client::{
+    nonblocking::rpc_client::RpcClient, rpc_client::GetConfirmedSignaturesForAddress2Config,
+    rpc_config::RpcTransactionConfig, rpc_response::RpcConfirmedTransactionStatusWithSignature,
+};
 use solana_sdk::{commitment_config::CommitmentConfig, signature::Signature};
 use solana_transaction_status::UiTransactionEncoding;
-use tokio::sync::mpsc::{Sender, self};
+use std::{collections::HashMap, env, str::FromStr};
+use tokio::sync::mpsc::{self, Sender};
 
-#[tokio::main]
-async fn main() -> anyhow::Result<()> {    
+#[tokio::main(flavor = "multi_thread", worker_threads = 10)]
+async fn main() -> anyhow::Result<()> {
     dotenv::dotenv().ok();
     let args: Vec<String> = env::args().collect();
     assert!(args.len() == 2);
-    
+
     let path_to_markets_json = &args[1];
     let rpc_url: String = dotenv::var("RPC_URL").unwrap();
-    let database_url: String = dotenv::var("DATABASE_URL").unwrap();
-    let max_pg_pool_connections: u32 = dotenv::var("MAX_PG_POOL_CONNS_WORKER")
-        .unwrap()
-        .parse::<u32>()
-        .unwrap();
 
     let config = Config {
         rpc_url: rpc_url.clone(),
-        database_url,
-        max_pg_pool_connections,
     };
-    let markets = load_markets(&path_to_markets_json);
+    let markets = load_markets(path_to_markets_json);
     let market_infos = fetch_market_infos(&config, markets.clone()).await?;
     let mut target_markets = HashMap::new();
     for m in market_infos.clone() {
@@ -35,10 +39,10 @@ async fn main() -> anyhow::Result<()> {
     }
     println!("{:?}", target_markets);
 
-    let pool = connect_to_database(&config).await?;
-    let (fill_sender, mut fill_receiver) = mpsc::channel::<OpenBookFillEventLog>(1000);
+    let pool = connect_to_database().await?;
+    let (fill_sender, mut fill_receiver) = mpsc::channel::<OpenBookFillEvent>(1000);
 
-   tokio::spawn(async move {
+    tokio::spawn(async move {
         loop {
             persist_fill_events(&pool, &mut fill_receiver)
                 .await
@@ -52,10 +56,9 @@ async fn main() -> anyhow::Result<()> {
 
 pub async fn backfill(
     rpc_url: String,
-    fill_sender: &Sender<OpenBookFillEventLog>,
+    fill_sender: &Sender<OpenBookFillEvent>,
     target_markets: &HashMap<Pubkey, u8>,
 ) -> anyhow::Result<()> {
-
     println!("backfill started");
     let mut before_sig: Option<Signature> = None;
     let mut now_time = Utc::now().timestamp();
@@ -64,14 +67,14 @@ pub async fn backfill(
     let mut handles = vec![];
 
     while now_time > end_time {
-        let rpc_client = RpcClient::new_with_commitment(rpc_url.clone(), CommitmentConfig::confirmed());
+        let rpc_client =
+            RpcClient::new_with_commitment(rpc_url.clone(), CommitmentConfig::confirmed());
         let maybe_r = get_signatures(&rpc_client, before_sig).await;
 
         match maybe_r {
             Some((last, time, sigs)) => {
                 now_time = time;
                 before_sig = Some(last);
-
                 let time_left = backfill_time_left(now_time, end_time);
                 println!(
                     "{} minutes ~ {} days remaining in the backfill\n",
@@ -85,10 +88,10 @@ pub async fn backfill(
                     get_transactions(&rpc_client, sigs, &cloned_sender, &cloned_markets).await;
                 });
                 handles.push(handle);
-            },
-            None => {},
+            }
+            None => {}
         }
-    };
+    }
 
     futures::future::join_all(handles).await;
 
@@ -96,44 +99,52 @@ pub async fn backfill(
     Ok(())
 }
 
+pub async fn get_signatures(
+    rpc_client: &RpcClient,
+    before_sig: Option<Signature>,
+) -> Option<(
+    Signature,
+    i64,
+    Vec<RpcConfirmedTransactionStatusWithSignature>,
+)> {
+    let rpc_config = GetConfirmedSignaturesForAddress2Config {
+        before: before_sig,
+        until: None,
+        limit: None,
+        commitment: Some(CommitmentConfig::confirmed()),
+    };
 
-pub async fn get_signatures(rpc_client: &RpcClient,
-    before_sig: Option<Signature>) -> Option<(Signature, i64, Vec<RpcConfirmedTransactionStatusWithSignature>)> {
-        let rpc_config = GetConfirmedSignaturesForAddress2Config {
-            before: before_sig,
-            until: None,
-            limit: None,
-            commitment: Some(CommitmentConfig::confirmed()),
-        };
-    
-        let sigs = match rpc_client
-            .get_signatures_for_address_with_config(
-                &Pubkey::from_str("srmqPvymJeFKQ4zGQed1GFppgkRHL9kaELCbyksJtPX").unwrap(),
-                rpc_config,
-            )
-            .await
-        {
-            Ok(s) => s,
-            Err(e) => {
-                println!("Error in get_signatures_for_address_with_config: {}", e);
-                return None;
-            }
-        };
-    
-        if sigs.len() == 0 {
-            println!("No signatures found");
+    let sigs = match rpc_client
+        .get_signatures_for_address_with_config(
+            &Pubkey::from_str("srmqPvymJeFKQ4zGQed1GFppgkRHL9kaELCbyksJtPX").unwrap(),
+            rpc_config,
+        )
+        .await
+    {
+        Ok(s) => s,
+        Err(e) => {
+            println!("Error in get_signatures_for_address_with_config: {}", e);
             return None;
         }
-        let last = sigs.last().unwrap();
-        return Some((Signature::from_str(&last.signature).unwrap(), last.block_time.unwrap(), sigs));
+    };
+
+    if sigs.is_empty() {
+        println!("No signatures found");
+        return None;
     }
-
-
+    let last = sigs.last().unwrap();
+    // println!("{:?}", last.block_time.unwrap());
+    Some((
+        Signature::from_str(&last.signature).unwrap(),
+        last.block_time.unwrap(),
+        sigs,
+    ))
+}
 
 pub async fn get_transactions(
     rpc_client: &RpcClient,
     mut sigs: Vec<RpcConfirmedTransactionStatusWithSignature>,
-    fill_sender: &Sender<OpenBookFillEventLog>,
+    fill_sender: &Sender<OpenBookFillEvent>,
     target_markets: &HashMap<Pubkey, u8>,
 ) {
     sigs.retain(|sig| sig.err.is_none());
@@ -154,14 +165,15 @@ pub async fn get_transactions(
 
     let txn_futs: Vec<_> = signatures
         .iter()
-        .map(|s| rpc_client.get_transaction_with_config(&s, txn_config))
+        .map(|s| rpc_client.get_transaction_with_config(s, txn_config))
         .collect();
 
     let mut txns = join_all(txn_futs).await;
 
     let fills = parse_trades_from_openbook_txns(&mut txns, target_markets);
-    if fills.len() > 0 {
+    if !fills.is_empty() {
         for fill in fills.into_iter() {
+            // println!("Sending fill {:?}", fill);
             if let Err(_) = fill_sender.send(fill).await {
                 panic!("receiver dropped");
             }
@@ -175,4 +187,4 @@ fn backfill_time_left(current_time: i64, backfill_end: i64) -> Duration {
     let cur_date = DateTime::<Utc>::from_utc(naive_cur, Utc);
     let bf_date = DateTime::<Utc>::from_utc(naive_bf, Utc);
     cur_date - bf_date
-}
+}

src/database/fetch.rs

@@ -1,50 +1,54 @@
-use chrono::{DateTime, Utc};
-use sqlx::{pool::PoolConnection, Postgres};
-
-use crate::{
-    structs::{
-        candle::Candle,
-        coingecko::{PgCoinGecko24HighLow, PgCoinGecko24HourVolume},
-        openbook::PgOpenBookFill,
-        resolution::Resolution,
-        trader::PgTrader,
-    },
-    utils::AnyhowWrap,
+use crate::structs::{
+    candle::Candle,
+    coingecko::{PgCoinGecko24HighLow, PgCoinGecko24HourVolume},
+    openbook::PgOpenBookFill,
+    resolution::Resolution,
+    trader::PgTrader,
 };
+use chrono::{DateTime, Utc};
+use deadpool_postgres::{GenericClient, Pool};
 
 pub async fn fetch_earliest_fill(
-    conn: &mut PoolConnection<Postgres>,
+    pool: &Pool,
     market_address_string: &str,
 ) -> anyhow::Result<Option<PgOpenBookFill>> {
-    sqlx::query_as!(
-        PgOpenBookFill,
-        r#"SELECT 
-         time as "time!",
-         bid as "bid!",
-         maker as "maker!",
-         native_qty_paid as "native_qty_paid!",
-         native_qty_received as "native_qty_received!",
-         native_fee_or_rebate as "native_fee_or_rebate!" 
-         from fills 
-         where market = $1 
-         and maker = true
-         ORDER BY time asc LIMIT 1"#,
-        market_address_string
-    )
-    .fetch_optional(conn)
-    .await
-    .map_err_anyhow()
+    let client = pool.get().await?;
+
+    let stmt = client
+        .prepare(
+            r#"SELECT 
+        time as "time!",
+        bid as "bid!",
+        maker as "maker!",
+        native_qty_paid as "native_qty_paid!",
+        native_qty_received as "native_qty_received!",
+        native_fee_or_rebate as "native_fee_or_rebate!" 
+        from fills 
+        where market = $1 
+        and maker = true
+        ORDER BY time asc LIMIT 1"#,
+        )
+        .await?;
+
+    let row = client.query_opt(&stmt, &[&market_address_string]).await?;
+
+    match row {
+        Some(r) => Ok(Some(PgOpenBookFill::from_row(r))),
+        None => Ok(None),
+    }
 }
 
 pub async fn fetch_fills_from(
-    conn: &mut PoolConnection<Postgres>,
+    pool: &Pool,
     market_address_string: &str,
     start_time: DateTime<Utc>,
     end_time: DateTime<Utc>,
 ) -> anyhow::Result<Vec<PgOpenBookFill>> {
-    sqlx::query_as!(
-        PgOpenBookFill,
-        r#"SELECT 
+    let client = pool.get().await?;
+
+    let stmt = client
+        .prepare(
+            r#"SELECT 
          time as "time!",
          bid as "bid!",
          maker as "maker!",
@@ -53,31 +57,36 @@ pub async fn fetch_fills_from(
          native_fee_or_rebate as "native_fee_or_rebate!" 
          from fills 
          where market = $1
-         and time >= $2
-         and time < $3 
+         and time >= $2::timestamptz
+         and time < $3::timestamptz
          and maker = true
          ORDER BY time asc"#,
-        market_address_string,
-        start_time,
-        end_time
-    )
-    .fetch_all(conn)
-    .await
-    .map_err_anyhow()
+        )
+        .await?;
+
+    let rows = client
+        .query(&stmt, &[&market_address_string, &start_time, &end_time])
+        .await?;
+    Ok(rows
+        .into_iter()
+        .map(PgOpenBookFill::from_row)
+        .collect())
 }
 
 pub async fn fetch_latest_finished_candle(
-    conn: &mut PoolConnection<Postgres>,
+    pool: &Pool,
     market_name: &str,
     resolution: Resolution,
 ) -> anyhow::Result<Option<Candle>> {
-    sqlx::query_as!(
-        Candle,
-        r#"SELECT 
+    let client = pool.get().await?;
+
+    let stmt = client
+        .prepare(
+            r#"SELECT 
+        market_name as "market_name!",
         start_time as "start_time!",
         end_time as "end_time!",
         resolution as "resolution!",
-        market_name as "market_name!",
         open as "open!",
         close as "close!",
         high as "high!",
@@ -89,26 +98,35 @@ pub async fn fetch_latest_finished_candle(
         and resolution = $2
         and complete = true
         ORDER BY start_time desc LIMIT 1"#,
-        market_name,
-        resolution.to_string()
-    )
-    .fetch_optional(conn)
-    .await
-    .map_err_anyhow()
+        )
+        .await?;
+
+    let row = client
+        .query_opt(&stmt, &[&market_name, &resolution.to_string()])
+        .await?;
+
+    match row {
+        Some(r) => Ok(Some(Candle::from_row(r))),
+        None => Ok(None),
+    }
 }
 
+/// Fetches all of the candles for the given market and resoultion, starting from the earliest.
+/// Note that this function will fetch ALL candles.
 pub async fn fetch_earliest_candles(
-    conn: &mut PoolConnection<Postgres>,
+    pool: &Pool,
     market_name: &str,
     resolution: Resolution,
 ) -> anyhow::Result<Vec<Candle>> {
-    sqlx::query_as!(
-        Candle,
-        r#"SELECT 
+    let client = pool.get().await?;
+
+    let stmt = client
+        .prepare(
+            r#"SELECT 
+        market_name as "market_name!",
         start_time as "start_time!",
         end_time as "end_time!",
         resolution as "resolution!",
-        market_name as "market_name!",
         open as "open!",
         close as "close!",
         high as "high!",
@@ -119,64 +137,32 @@ pub async fn fetch_earliest_candles(
         where market_name = $1
         and resolution = $2
         ORDER BY start_time asc"#,
-        market_name,
-        resolution.to_string()
-    )
-    .fetch_all(conn)
-    .await
-    .map_err_anyhow()
+        )
+        .await?;
+
+    let rows = client
+        .query(&stmt, &[&market_name, &resolution.to_string()])
+        .await?;
+
+    Ok(rows.into_iter().map(Candle::from_row).collect())
 }
 
 pub async fn fetch_candles_from(
-    conn: &mut PoolConnection<Postgres>,
+    pool: &Pool,
     market_name: &str,
     resolution: Resolution,
     start_time: DateTime<Utc>,
     end_time: DateTime<Utc>,
 ) -> anyhow::Result<Vec<Candle>> {
-    sqlx::query_as!(
-        Candle,
-        r#"SELECT 
-        start_time as "start_time!",
-        end_time as "end_time!",
-        resolution as "resolution!",
-        market_name as "market_name!",
-        open as "open!",
-        close as "close!",
-        high as "high!",
-        low as "low!",
-        volume as "volume!",
-        complete as "complete!"
-        from candles
-        where market_name = $1
-        and resolution = $2
-        and start_time >= $3
-        and end_time <= $4
-        ORDER BY start_time asc"#,
-        market_name,
-        resolution.to_string(),
-        start_time,
-        end_time
-    )
-    .fetch_all(conn)
-    .await
-    .map_err_anyhow()
-}
+    let client = pool.get().await?;
 
-pub async fn fetch_tradingview_candles(
-    conn: &mut PoolConnection<Postgres>,
-    market_name: &str,
-    resolution: Resolution,
-    start_time: DateTime<Utc>,
-    end_time: DateTime<Utc>,
-) -> anyhow::Result<Vec<Candle>> {
-    sqlx::query_as!(
-        Candle,
-        r#"SELECT 
+    let stmt = client
+        .prepare(
+            r#"SELECT 
+        market_name as "market_name!",
         start_time as "start_time!",
         end_time as "end_time!",
         resolution as "resolution!",
-        market_name as "market_name!",
         open as "open!",
         close as "close!",
         high as "high!",
@@ -189,112 +175,135 @@ pub async fn fetch_tradingview_candles(
         and start_time >= $3
         and end_time <= $4
         ORDER BY start_time asc"#,
-        market_name,
-        resolution.to_string(),
-        start_time,
-        end_time
-    )
-    .fetch_all(conn)
-    .await
-    .map_err_anyhow()
+        )
+        .await?;
+
+    let rows = client
+        .query(
+            &stmt,
+            &[
+                &market_name,
+                &resolution.to_string(),
+                &start_time,
+                &end_time,
+            ],
+        )
+        .await?;
+
+    Ok(rows.into_iter().map(Candle::from_row).collect())
 }
 
 pub async fn fetch_top_traders_by_base_volume_from(
-    conn: &mut PoolConnection<Postgres>,
+    pool: &Pool,
     market_address_string: &str,
     start_time: DateTime<Utc>,
     end_time: DateTime<Utc>,
 ) -> anyhow::Result<Vec<PgTrader>> {
-    sqlx::query_as!(
-        PgTrader,
-        r#"SELECT 
-        open_orders_owner, 
-        sum(
-          native_qty_paid * CASE bid WHEN true THEN 0 WHEN false THEN 1 END
-        ) as "raw_ask_size!",
-        sum(
-          native_qty_received * CASE bid WHEN true THEN 1 WHEN false THEN 0 END
-        ) as "raw_bid_size!"
-      FROM fills
- WHERE  market = $1
-        AND time >= $2
-        AND time < $3
- GROUP  BY open_orders_owner
- ORDER  BY 
-    sum(native_qty_paid * CASE bid WHEN true THEN 0 WHEN false THEN 1 END) 
-    + 
-    sum(native_qty_received * CASE bid WHEN true THEN 1 WHEN false THEN 0 END) 
-DESC 
-LIMIT 10000"#,
-        market_address_string,
-        start_time,
-        end_time
-    )
-    .fetch_all(conn)
-    .await
-    .map_err_anyhow()
+    let client = pool.get().await?;
+
+    let stmt = client
+        .prepare(
+            r#"SELECT 
+            open_orders_owner, 
+            sum(
+            native_qty_paid * CASE bid WHEN true THEN 0 WHEN false THEN 1 END
+            ) as "raw_ask_size!",
+            sum(
+            native_qty_received * CASE bid WHEN true THEN 1 WHEN false THEN 0 END
+            ) as "raw_bid_size!"
+        FROM fills
+    WHERE  market = $1
+            AND time >= $2
+            AND time < $3
+    GROUP  BY open_orders_owner
+    ORDER  BY 
+        sum(native_qty_paid * CASE bid WHEN true THEN 0 WHEN false THEN 1 END) 
+        + 
+        sum(native_qty_received * CASE bid WHEN true THEN 1 WHEN false THEN 0 END) 
+    DESC 
+    LIMIT 10000"#,
+        )
+        .await?;
+
+    let rows = client
+        .query(&stmt, &[&market_address_string, &start_time, &end_time])
+        .await?;
+
+    Ok(rows.into_iter().map(PgTrader::from_row).collect())
 }
 
 pub async fn fetch_top_traders_by_quote_volume_from(
-    conn: &mut PoolConnection<Postgres>,
+    pool: &Pool,
     market_address_string: &str,
     start_time: DateTime<Utc>,
     end_time: DateTime<Utc>,
 ) -> anyhow::Result<Vec<PgTrader>> {
-    sqlx::query_as!(
-        PgTrader,
-        r#"SELECT 
-        open_orders_owner, 
-        sum(
-            native_qty_received * CASE bid WHEN true THEN 0 WHEN false THEN 1 END
-        ) as "raw_ask_size!",
-        sum(
-            native_qty_paid * CASE bid WHEN true THEN 1 WHEN false THEN 0 END
-        ) as "raw_bid_size!"
-      FROM fills
- WHERE  market = $1
-        AND time >= $2
-        AND time < $3
- GROUP  BY open_orders_owner
- ORDER  BY 
-    sum(native_qty_received * CASE bid WHEN true THEN 0 WHEN false THEN 1 END) 
-    + 
-    sum(native_qty_paid * CASE bid WHEN true THEN 1 WHEN false THEN 0 END) 
-DESC  
-LIMIT 10000"#,
-        market_address_string,
-        start_time,
-        end_time
-    )
-    .fetch_all(conn)
-    .await
-    .map_err_anyhow()
+    let client = pool.get().await?;
+
+    let stmt = client
+        .prepare(
+            r#"SELECT 
+            open_orders_owner, 
+            sum(
+                native_qty_received * CASE bid WHEN true THEN 0 WHEN false THEN 1 END
+            ) as "raw_ask_size!",
+            sum(
+                native_qty_paid * CASE bid WHEN true THEN 1 WHEN false THEN 0 END
+            ) as "raw_bid_size!"
+          FROM fills
+     WHERE  market = $1
+            AND time >= $2
+            AND time < $3
+     GROUP  BY open_orders_owner
+     ORDER  BY 
+        sum(native_qty_received * CASE bid WHEN true THEN 0 WHEN false THEN 1 END) 
+        + 
+        sum(native_qty_paid * CASE bid WHEN true THEN 1 WHEN false THEN 0 END) 
+    DESC  
+    LIMIT 10000"#,
+        )
+        .await?;
+
+    let rows = client
+        .query(&stmt, &[&market_address_string, &start_time, &end_time])
+        .await?;
+
+    Ok(rows.into_iter().map(PgTrader::from_row).collect())
 }
 
 pub async fn fetch_coingecko_24h_volume(
-    conn: &mut PoolConnection<Postgres>,
+    pool: &Pool,
 ) -> anyhow::Result<Vec<PgCoinGecko24HourVolume>> {
-    sqlx::query_as!(
-        PgCoinGecko24HourVolume,
-        r#"select market as "address!",
-        sum(native_qty_paid) as "raw_quote_size!",
-        sum(native_qty_received) as "raw_base_size!"
+    let client = pool.get().await?;
+
+    let stmt = client
+        .prepare(
+            r#"select market as "address!",
+        sum(native_qty_received) as "raw_base_size!",
+        sum(native_qty_paid) as "raw_quote_size!"
         from fills 
         where "time" >= current_timestamp - interval '1 day' 
         and bid = true
-        group by market"#
-    )
-    .fetch_all(conn)
-    .await
-    .map_err_anyhow()
+        group by market"#,
+        )
+        .await?;
+
+    let rows = client.query(&stmt, &[]).await?;
+
+    Ok(rows
+        .into_iter()
+        .map(PgCoinGecko24HourVolume::from_row)
+        .collect())
 }
 
 pub async fn fetch_coingecko_24h_high_low(
-    conn: &mut PoolConnection<Postgres>,
+    pool: &Pool,
 ) -> anyhow::Result<Vec<PgCoinGecko24HighLow>> {
-    sqlx::query_as!(
-        PgCoinGecko24HighLow,
-        r#"select 
+    let client = pool.get().await?;
+
+    let stmt = client
+        .prepare(
+            r#"select 
         g.market_name as "market_name!", 
         g.high as "high!", 
         g.low as "low!", 
@@ -317,9 +326,14 @@ pub async fn fetch_coingecko_24h_high_low(
         join candles c on g.market_name = c.market_name 
         and g.start_time = c.start_time 
       where 
-        c.resolution = '1M'"#
-    )
-    .fetch_all(conn)
-    .await
-    .map_err_anyhow()
+        c.resolution = '1M'"#,
+        )
+        .await?;
+
+    let rows = client.query(&stmt, &[]).await?;
+
+    Ok(rows
+        .into_iter()
+        .map(PgCoinGecko24HighLow::from_row)
+        .collect())
 }

src/database/initialize.rs

@@ -1,24 +1,70 @@
-use sqlx::{postgres::PgPoolOptions, Pool, Postgres};
-use std::time::Duration;
+use std::{fs, time::Duration};
 
-use crate::utils::{AnyhowWrap, Config};
+use deadpool_postgres::{
+    ManagerConfig, Pool, PoolConfig, RecyclingMethod, Runtime, SslMode, Timeouts,
+};
+use native_tls::{Certificate, Identity, TlsConnector};
+use postgres_native_tls::MakeTlsConnector;
 
-pub async fn connect_to_database(config: &Config) -> anyhow::Result<Pool<Postgres>> {
-    loop {
-        let pool = PgPoolOptions::new()
-            .max_connections(config.max_pg_pool_connections)
-            .connect(&config.database_url)
-            .await;
-        if pool.is_ok() {
-            println!("Database connected");
-            return pool.map_err_anyhow();
+use crate::utils::PgConfig;
+
+pub async fn connect_to_database() -> anyhow::Result<Pool> {
+    let mut pg_config = PgConfig::from_env()?;
+
+    pg_config.pg.manager = Some(ManagerConfig {
+        recycling_method: RecyclingMethod::Fast,
+    });
+    pg_config.pg.pool = Some(PoolConfig {
+        max_size: pg_config.pg_max_pool_connections,
+        timeouts: Timeouts::default(),
+    });
+
+    // openssl pkcs12 -export -in client.cer -inkey client-key.cer -out client.pks
+    // base64 -i ca.cer -o ca.cer.b64 && base64 -i client.pks -o client.pks.b64
+    // fly secrets set PG_CA_CERT=- < ./ca.cer.b64 -a mango-fills
+    // fly secrets set PG_CLIENT_KEY=- < ./client.pks.b64 -a mango-fills
+    let tls = if pg_config.pg_use_ssl {
+        pg_config.pg.ssl_mode = Some(SslMode::Require);
+        let ca_cert = fs::read(pg_config.pg_ca_cert_path.expect("reading ca cert from env"))
+            .expect("reading ca cert from file");
+        let client_key = fs::read(
+            pg_config
+                .pg_client_key_path
+                .expect("reading client key from env"),
+        )
+        .expect("reading client key from file");
+        MakeTlsConnector::new(
+            TlsConnector::builder()
+                .add_root_certificate(Certificate::from_pem(&ca_cert)?)
+                .identity(Identity::from_pkcs12(&client_key, "pass")?)
+                .danger_accept_invalid_certs(false)
+                .build()?,
+        )
+    } else {
+        MakeTlsConnector::new(
+            TlsConnector::builder()
+                .danger_accept_invalid_certs(true)
+                .build()
+                .unwrap(),
+        )
+    };
+
+    let pool = pg_config
+        .pg
+        .create_pool(Some(Runtime::Tokio1), tls)
+        .unwrap();
+    match pool.get().await {
+        Ok(_) => println!("Database connected"),
+        Err(e) => {
+            println!("Failed to connect to database: {}, retrying", e.to_string());
+            tokio::time::sleep(Duration::from_millis(500)).await;
         }
-        println!("Failed to connect to database, retrying");
-        tokio::time::sleep(Duration::from_millis(500)).await;
     }
+
+    Ok(pool)
 }
 
-pub async fn setup_database(pool: &Pool<Postgres>) -> anyhow::Result<()> {
+pub async fn setup_database(pool: &Pool) -> anyhow::Result<()> {
     let candles_table_fut = create_candles_table(pool);
     let fills_table_fut = create_fills_table(pool);
     let result = tokio::try_join!(candles_table_fut, fills_table_fut);
@@ -34,50 +80,51 @@ pub async fn setup_database(pool: &Pool<Postgres>) -> anyhow::Result<()> {
     }
 }
 
-pub async fn create_candles_table(pool: &Pool<Postgres>) -> anyhow::Result<()> {
-    let mut tx = pool.begin().await.map_err_anyhow()?;
+pub async fn create_candles_table(pool: &Pool) -> anyhow::Result<()> {
+    let client = pool.get().await?;
 
-    sqlx::query!(
-        "CREATE TABLE IF NOT EXISTS candles (
+    client
+        .execute(
+            "CREATE TABLE IF NOT EXISTS candles (
             id serial,
             market_name text,
             start_time timestamptz,
             end_time timestamptz,
             resolution text,
-            open numeric,
-            close numeric,
-            high numeric,
-            low numeric,
-            volume numeric,
+            open double precision,
+            close double precision,
+            high double precision,
+            low double precision,
+            volume double precision,
             complete bool
         )",
-    )
-    .execute(&mut tx)
-    .await?;
+            &[],
+        )
+        .await?;
 
-    sqlx::query!(
-        "CREATE INDEX IF NOT EXISTS idx_market_time_resolution ON candles (market_name, start_time, resolution)"
-    ).execute(&mut tx).await?;
+    client.execute(
+        "CREATE INDEX IF NOT EXISTS idx_market_time_resolution ON candles (market_name, start_time, resolution)",
+        &[]
+    ).await?;
 
-    sqlx::query!(
+    client.execute(
         "DO $$
             BEGIN
             IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'unique_candles') THEN
                 ALTER TABLE candles ADD CONSTRAINT unique_candles UNIQUE (market_name, start_time, resolution);
             END IF;
-        END $$"
-    )
-    .execute(&mut tx)
-    .await?;
+        END $$", &[]
+    ).await?;
 
-    tx.commit().await.map_err_anyhow()
+    Ok(())
 }
 
-pub async fn create_fills_table(pool: &Pool<Postgres>) -> anyhow::Result<()> {
-    let mut tx = pool.begin().await.map_err_anyhow()?;
+pub async fn create_fills_table(pool: &Pool) -> anyhow::Result<()> {
+    let client = pool.get().await?;
 
-    sqlx::query!(
-        "CREATE TABLE IF NOT EXISTS fills (
+    client
+        .execute(
+            "CREATE TABLE IF NOT EXISTS fills (
             id numeric PRIMARY KEY,
             time timestamptz not null,
             market text not null,
@@ -85,23 +132,28 @@ pub async fn create_fills_table(pool: &Pool<Postgres>) -> anyhow::Result<()> {
             open_orders_owner text not null,
             bid bool not null,
             maker bool not null,
-            native_qty_paid numeric not null,
-            native_qty_received numeric not null,
-            native_fee_or_rebate numeric not null,
+            native_qty_paid double precision not null,
+            native_qty_received double precision not null,
+            native_fee_or_rebate double precision not null,
             fee_tier text not null,
             order_id text not null
         )",
-    )
-    .execute(&mut tx)
-    .await?;
-
-    sqlx::query!("CREATE INDEX IF NOT EXISTS idx_id_market ON fills (id, market)")
-        .execute(&mut tx)
+            &[],
+        )
         .await?;
 
-    sqlx::query!("CREATE INDEX IF NOT EXISTS idx_market_time ON fills (market, time)")
-        .execute(&mut tx)
+    client
+        .execute(
+            "CREATE INDEX IF NOT EXISTS idx_id_market ON fills (id, market)",
+            &[],
+        )
         .await?;
 
-    tx.commit().await.map_err_anyhow()
+    client
+        .execute(
+            "CREATE INDEX IF NOT EXISTS idx_market_time ON fills (market, time)",
+            &[],
+        )
+        .await?;
+    Ok(())
 }

src/database/insert.rs

@@ -1,5 +1,4 @@
-use chrono::Utc;
-use sqlx::{Connection, Pool, Postgres};
+use deadpool_postgres::Pool;
 use std::{
     collections::{hash_map::DefaultHasher, HashMap},
     hash::{Hash, Hasher},
@@ -7,26 +6,24 @@ use std::{
 use tokio::sync::mpsc::{error::TryRecvError, Receiver};
 
 use crate::{
-    structs::{candle::Candle, openbook::OpenBookFillEventLog},
-    utils::AnyhowWrap,
+    structs::{candle::Candle, openbook::OpenBookFillEvent},
+    utils::{to_timestampz, AnyhowWrap},
 };
 
 pub async fn persist_fill_events(
-    pool: &Pool<Postgres>,
-    fill_receiver: &mut Receiver<OpenBookFillEventLog>,
+    pool: &Pool,
+    fill_receiver: &mut Receiver<OpenBookFillEvent>,
 ) -> anyhow::Result<()> {
-    let mut conn = pool.acquire().await.unwrap();
+    let client = pool.get().await?;
     loop {
         let mut write_batch = HashMap::new();
         while write_batch.len() < 10 {
             match fill_receiver.try_recv() {
                 Ok(event) => {
-                    if !write_batch.contains_key(&event) {
-                        write_batch.insert(event, 0);
-                    }
+                    write_batch.entry(event).or_insert(0);
                 }
                 Err(TryRecvError::Empty) => {
-                    if write_batch.len() > 0 {
+                    if !write_batch.is_empty() {
                         break;
                     } else {
                         continue;
@@ -38,65 +35,64 @@ pub async fn persist_fill_events(
             };
         }
 
-        if write_batch.len() > 0 {
+        if !write_batch.is_empty() {
             // print!("writing: {:?} events to DB\n", write_batch.len());
 
-            match conn.ping().await {
-                Ok(_) => {
-                    let upsert_statement = build_fills_upsert_statement(write_batch);
-                    sqlx::query(&upsert_statement)
-                        .execute(&mut conn)
-                        .await
-                        .map_err_anyhow()
-                        .unwrap();
-                }
-                Err(_) => {
-                    println!("Fills ping failed");
-                    break;
-                }
-            }
+            // match conn.ping().await {
+            //     Ok(_) => {
+            let upsert_statement = build_fills_upsert_statement(write_batch);
+            client
+                .execute(&upsert_statement, &[])
+                .await
+                .map_err_anyhow()
+                .unwrap();
+            //     }
+            //     Err(_) => {
+            //         println!("Fills ping failed");
+            //         break;
+            //     }
+            // }
         }
     }
-    Ok(())
 }
 
 pub async fn persist_candles(
-    pool: Pool<Postgres>,
+    pool: Pool,
     candles_receiver: &mut Receiver<Vec<Candle>>,
 ) -> anyhow::Result<()> {
-    let mut conn = pool.acquire().await.unwrap();
+    let client = pool.get().await.unwrap();
     loop {
-        match conn.ping().await {
-            Ok(_) => {
-                match candles_receiver.try_recv() {
-                    Ok(candles) => {
-                        if candles.len() == 0 {
-                            continue;
-                        }
-                        // print!("writing: {:?} candles to DB\n", candles.len());
-                        let upsert_statement = build_candes_upsert_statement(candles);
-                        sqlx::query(&upsert_statement)
-                            .execute(&mut conn)
-                            .await
-                            .map_err_anyhow()
-                            .unwrap();
-                    }
-                    Err(TryRecvError::Empty) => continue,
-                    Err(TryRecvError::Disconnected) => {
-                        panic!("Candles sender must stay alive")
-                    }
-                };
+        // match client.ping().await {
+        //     Ok(_) => {
+        match candles_receiver.try_recv() {
+            Ok(candles) => {
+                if candles.is_empty() {
+                    continue;
+                }
+                // print!("writing: {:?} candles to DB\n", candles.len());
+                let upsert_statement = build_candles_upsert_statement(candles);
+                client
+                    .execute(&upsert_statement, &[])
+                    .await
+                    .map_err_anyhow()
+                    .unwrap();
             }
-            Err(_) => {
-                println!("Candle ping failed");
-                break;
+            Err(TryRecvError::Empty) => continue,
+            Err(TryRecvError::Disconnected) => {
+                panic!("Candles sender must stay alive")
             }
         };
+        // }
+        // Err(_) => {
+        //     println!("Candle ping failed");
+        //     break;
+        // }
+        // };
     }
-    Ok(())
 }
 
-fn build_fills_upsert_statement(events: HashMap<OpenBookFillEventLog, u8>) -> String {
+#[allow(deprecated)]
+fn build_fills_upsert_statement(events: HashMap<OpenBookFillEvent, u8>) -> String {
     let mut stmt = String::from("INSERT INTO fills (id, time, market, open_orders, open_orders_owner, bid, maker, native_qty_paid, native_qty_received, native_fee_or_rebate, fee_tier, order_id) VALUES");
     for (idx, event) in events.keys().enumerate() {
         let mut hasher = DefaultHasher::new();
@@ -104,7 +100,7 @@ fn build_fills_upsert_statement(events: HashMap<OpenBookFillEventLog, u8>) -> St
         let val_str = format!(
             "({}, \'{}\', \'{}\', \'{}\', \'{}\', {}, {}, {}, {}, {}, {}, {})",
             hasher.finish(),
-            Utc::now().to_rfc3339(),
+            to_timestampz(event.block_time as u64).to_rfc3339(),
             event.market,
             event.open_orders,
             event.open_orders_owner,
@@ -130,7 +126,7 @@ fn build_fills_upsert_statement(events: HashMap<OpenBookFillEventLog, u8>) -> St
     stmt
 }
 
-fn build_candes_upsert_statement(candles: Vec<Candle>) -> String {
+pub fn build_candles_upsert_statement(candles: Vec<Candle>) -> String {
     let mut stmt = String::from("INSERT INTO candles (market_name, start_time, end_time, resolution, open, close, high, low, volume, complete) VALUES");
     for (idx, candle) in candles.iter().enumerate() {
         let val_str = format!(
@@ -176,7 +172,7 @@ mod tests {
 
     #[test]
     fn test_event_hashing() {
-        let event_1 = OpenBookFillEventLog {
+        let event_1 = OpenBookFillEvent {
             market: Pubkey::from_str("8BnEgHoWFysVcuFFX7QztDmzuH8r5ZFvyP3sYwn1XTh6").unwrap(),
             open_orders: Pubkey::from_str("CKo9nGfgekYYfjHw4K22qMAtVeqBXET3pSGm8k5DSJi7").unwrap(),
             open_orders_owner: Pubkey::from_str("JCNCMFXo5M5qwUPg2Utu1u6YWp3MbygxqBsBeXXJfrw")
@@ -191,9 +187,10 @@ mod tests {
             fee_tier: 0,
             client_order_id: None,
             referrer_rebate: Some(841),
+            block_time: 0,
         };
 
-        let event_2 = OpenBookFillEventLog {
+        let event_2 = OpenBookFillEvent {
             market: Pubkey::from_str("8BnEgHoWFysVcuFFX7QztDmzuH8r5ZFvyP3sYwn1XTh6").unwrap(),
             open_orders: Pubkey::from_str("CKo9nGfgekYYfjHw4K22qMAtVeqBXET3pSGm8k5DSJi7").unwrap(),
             open_orders_owner: Pubkey::from_str("JCNCMFXo5M5qwUPg2Utu1u6YWp3MbygxqBsBeXXJfrw")
@@ -208,6 +205,7 @@ mod tests {
             fee_tier: 0,
             client_order_id: None,
             referrer_rebate: Some(841),
+            block_time: 0,
         };
 
         let mut h1 = DefaultHasher::new();

src/server/candles.rs

@@ -1,5 +1,5 @@
 use openbook_candles::{
-    database::fetch::fetch_tradingview_candles,
+    database::fetch::fetch_candles_from,
     structs::{markets::valid_market, resolution::Resolution, tradingview::TvResponse},
     utils::{to_timestampz, WebContext},
 };
@@ -34,9 +34,8 @@ pub async fn get_candles(
     let from = to_timestampz(info.from);
     let to = to_timestampz(info.to);
 
-    let mut conn = context.pool.acquire().await.unwrap();
     let candles =
-        match fetch_tradingview_candles(&mut conn, &info.market_name, resolution, from, to).await {
+        match fetch_candles_from(&context.pool, &info.market_name, resolution, from, to).await {
             Ok(c) => c,
             Err(_) => return Err(ServerError::DbQueryError),
         };

src/server/coingecko.rs

@@ -10,7 +10,7 @@ use openbook_candles::{
             CoinGecko24HourVolume, CoinGeckoOrderBook, CoinGeckoPair, CoinGeckoTicker,
             PgCoinGecko24HighLow,
         },
-        slab::{get_best_bids_and_asks, get_orderbooks_with_depth},
+        slab::get_orderbooks_with_depth,
     },
     utils::WebContext,
 };
@@ -49,17 +49,14 @@ pub async fn pairs(context: web::Data<WebContext>) -> Result<HttpResponse, Serve
 
 #[get("/tickers")]
 pub async fn tickers(context: web::Data<WebContext>) -> Result<HttpResponse, ServerError> {
-    let client = RpcClient::new(context.rpc_url.clone());
+    // let client = RpcClient::new(context.rpc_url.clone());
     let markets = &context.markets;
 
-    let mut c1 = context.pool.acquire().await.unwrap();
-    let mut c2 = context.pool.acquire().await.unwrap();
     // let bba_fut = get_best_bids_and_asks(client, markets);
-    let volume_fut = fetch_coingecko_24h_volume(&mut c1);
-    let high_low_fut = fetch_coingecko_24h_high_low(&mut c2);
+    let volume_fut = fetch_coingecko_24h_volume(&context.pool);
+    let high_low_fut = fetch_coingecko_24h_high_low(&context.pool);
 
-    let (volume_query, high_low_quey) =
-        join!(volume_fut, high_low_fut,);
+    let (volume_query, high_low_quey) = join!(volume_fut, high_low_fut,);
 
     let raw_volumes = match volume_query {
         Ok(c) => c,
@@ -74,7 +71,7 @@ pub async fn tickers(context: web::Data<WebContext>) -> Result<HttpResponse, Ser
     let default_volume = CoinGecko24HourVolume::default();
     let volumes: Vec<CoinGecko24HourVolume> = raw_volumes
         .into_iter()
-        .map(|v| v.convert_to_readable(&markets))
+        .map(|v| v.convert_to_readable(markets))
         .collect();
     let tickers = markets
         .iter()
@@ -105,7 +102,7 @@ pub async fn tickers(context: web::Data<WebContext>) -> Result<HttpResponse, Ser
     Ok(HttpResponse::Ok().json(tickers))
 }
 
-#[get("/orderbook")]
+#[get("/orderbook")] // TODO: implement an optional geyser version
 pub async fn orderbook(
     info: web::Query<OrderBookParams>,
     context: web::Data<WebContext>,

src/server/main.rs

@@ -4,7 +4,7 @@ use actix_web::{
     App, HttpServer,
 };
 use candles::get_candles;
-use dotenv;
+
 use markets::get_markets;
 use openbook_candles::{
     database::initialize::connect_to_database,
@@ -29,21 +29,15 @@ async fn main() -> std::io::Result<()> {
     assert!(args.len() == 2);
     let path_to_markets_json = &args[1];
     let rpc_url: String = dotenv::var("RPC_URL").unwrap();
-    let database_url: String = dotenv::var("DATABASE_URL").unwrap();
-    let max_pg_pool_connections: u32 = dotenv::var("MAX_PG_POOL_CONNS_SERVER")
-        .unwrap()
-        .parse::<u32>()
-        .unwrap();
+    let bind_addr: String = dotenv::var("SERVER_BIND_ADDR").expect("reading bind addr from env");
 
     let config = Config {
         rpc_url: rpc_url.clone(),
-        database_url: database_url.clone(),
-        max_pg_pool_connections,
     };
 
     let markets = load_markets(path_to_markets_json);
     let market_infos = fetch_market_infos(&config, markets).await.unwrap();
-    let pool = connect_to_database(&config).await.unwrap();
+    let pool = connect_to_database().await.unwrap();
 
     let context = Data::new(WebContext {
         rpc_url,
@@ -65,7 +59,7 @@ async fn main() -> std::io::Result<()> {
                     .service(coingecko::service()),
             )
     })
-    .bind(("127.0.0.1", 8080))?
+    .bind(&bind_addr)?
     .run()
     .await
 }

src/server/traders.rs

@@ -31,14 +31,17 @@ pub async fn get_top_traders_by_base_volume(
     let from = to_timestampz(info.from);
     let to = to_timestampz(info.to);
 
-    let mut conn = context.pool.acquire().await.unwrap();
-    let raw_traders =
-        match fetch_top_traders_by_base_volume_from(&mut conn, &selected_market.address, from, to)
-            .await
-        {
-            Ok(c) => c,
-            Err(_) => return Err(ServerError::DbQueryError),
-        };
+    let raw_traders = match fetch_top_traders_by_base_volume_from(
+        &context.pool,
+        &selected_market.address,
+        from,
+        to,
+    )
+    .await
+    {
+        Ok(c) => c,
+        Err(_) => return Err(ServerError::DbQueryError),
+    };
 
     let traders = raw_traders
         .into_iter()
@@ -48,7 +51,7 @@ pub async fn get_top_traders_by_base_volume(
     let response = TraderResponse {
         start_time: info.from,
         end_time: info.to,
-        traders: traders,
+        traders,
         volume_type: VolumeType::Base.to_string(),
     };
     Ok(HttpResponse::Ok().json(response))
@@ -67,14 +70,17 @@ pub async fn get_top_traders_by_quote_volume(
     let from = to_timestampz(info.from);
     let to = to_timestampz(info.to);
 
-    let mut conn = context.pool.acquire().await.unwrap();
-    let raw_traders =
-        match fetch_top_traders_by_quote_volume_from(&mut conn, &selected_market.address, from, to)
-            .await
-        {
-            Ok(c) => c,
-            Err(_) => return Err(ServerError::DbQueryError),
-        };
+    let raw_traders = match fetch_top_traders_by_quote_volume_from(
+        &context.pool,
+        &selected_market.address,
+        from,
+        to,
+    )
+    .await
+    {
+        Ok(c) => c,
+        Err(_) => return Err(ServerError::DbQueryError),
+    };
 
     let traders = raw_traders
         .into_iter()
@@ -84,7 +90,7 @@ pub async fn get_top_traders_by_quote_volume(
     let response = TraderResponse {
         start_time: info.from,
         end_time: info.to,
-        traders: traders,
+        traders,
         volume_type: VolumeType::Quote.to_string(),
     };
     Ok(HttpResponse::Ok().json(response))

src/structs/candle.rs

@@ -1,6 +1,5 @@
 use chrono::{DateTime, NaiveDateTime, Utc};
-use num_traits::Zero;
-use sqlx::types::Decimal;
+use tokio_postgres::Row;
 
 use super::resolution::Resolution;
 
@@ -10,11 +9,11 @@ pub struct Candle {
     pub start_time: DateTime<Utc>,
     pub end_time: DateTime<Utc>,
     pub resolution: String,
-    pub open: Decimal,
-    pub close: Decimal,
-    pub high: Decimal,
-    pub low: Decimal,
-    pub volume: Decimal,
+    pub open: f64,
+    pub close: f64,
+    pub high: f64,
+    pub low: f64,
+    pub volume: f64,
     pub complete: bool,
 }
 
@@ -25,12 +24,27 @@ impl Candle {
             start_time: DateTime::from_utc(NaiveDateTime::MIN, Utc),
             end_time: DateTime::from_utc(NaiveDateTime::MIN, Utc),
             resolution: resolution.to_string(),
-            open: Decimal::zero(),
-            close: Decimal::zero(),
-            high: Decimal::zero(),
-            low: Decimal::zero(),
-            volume: Decimal::zero(),
+            open: 0.0,
+            close: 0.0,
+            high: 0.0,
+            low: 0.0,
+            volume: 0.0,
             complete: false,
         }
     }
+
+    pub fn from_row(row: Row) -> Self {
+        Candle {
+            market_name: row.get(0),
+            start_time: row.get(1),
+            end_time: row.get(2),
+            resolution: row.get(3),
+            open: row.get(4),
+            close: row.get(5),
+            high: row.get(6),
+            low: row.get(7),
+            volume: row.get(8),
+            complete: row.get(9),
+        }
+    }
 }

src/structs/coingecko.rs

@@ -1,5 +1,5 @@
 use serde::Serialize;
-use sqlx::types::Decimal;
+use tokio_postgres::Row;
 
 use super::{markets::MarketInfo, openbook::token_factor};
 
@@ -35,8 +35,8 @@ pub struct CoinGeckoTicker {
 
 pub struct PgCoinGecko24HourVolume {
     pub address: String,
-    pub raw_base_size: Decimal,
-    pub raw_quote_size: Decimal,
+    pub raw_base_size: f64,
+    pub raw_quote_size: f64,
 }
 impl PgCoinGecko24HourVolume {
     pub fn convert_to_readable(&self, markets: &Vec<MarketInfo>) -> CoinGecko24HourVolume {
@@ -49,19 +49,38 @@ impl PgCoinGecko24HourVolume {
             target_volume,
         }
     }
+
+    pub fn from_row(row: Row) -> Self {
+        PgCoinGecko24HourVolume {
+            address: row.get(0),
+            raw_base_size: row.get(1),
+            raw_quote_size: row.get(2),
+        }
+    }
 }
 
 #[derive(Debug, Default)]
 pub struct CoinGecko24HourVolume {
     pub market_name: String,
-    pub base_volume: Decimal,
-    pub target_volume: Decimal,
+    pub base_volume: f64,
+    pub target_volume: f64,
 }
 
 #[derive(Debug, Default)]
 pub struct PgCoinGecko24HighLow {
     pub market_name: String,
-    pub high: Decimal,
-    pub low: Decimal,
-    pub close: Decimal,
+    pub high: f64,
+    pub low: f64,
+    pub close: f64,
+}
+
+impl PgCoinGecko24HighLow {
+    pub fn from_row(row: Row) -> Self {
+        PgCoinGecko24HighLow {
+            market_name: row.get(0),
+            high: row.get(1),
+            low: row.get(2),
+            close: row.get(3),
+        }
+    }
 }

src/structs/markets.rs

@@ -111,8 +111,8 @@ pub async fn fetch_market_infos(
         .value;
     for i in 0..mint_results.len() {
         let mut mint_account = mint_results[i].as_ref().unwrap().clone();
-        let mut mint_bytes: &[u8] = &mut mint_account.data[..];
-        let mint = Mint::unpack_from_slice(&mut mint_bytes).unwrap();
+        let mint_bytes: &[u8] = &mut mint_account.data[..];
+        let mint = Mint::unpack_from_slice(mint_bytes).unwrap();
 
         mint_key_map.insert(mint_keys[i], mint.decimals);
     }

src/structs/openbook.rs

@@ -1,12 +1,12 @@
 use anchor_lang::{event, AnchorDeserialize, AnchorSerialize};
 use chrono::{DateTime, Utc};
-use num_traits::FromPrimitive;
+use num_traits::Pow;
 use solana_sdk::pubkey::Pubkey;
-use sqlx::types::Decimal;
+use tokio_postgres::Row;
 
 #[event]
 #[derive(Debug, Clone, PartialEq, Eq, Hash)]
-pub struct OpenBookFillEventLog {
+pub struct OpenBookFillEventRaw {
     pub market: Pubkey,
     pub open_orders: Pubkey,
     pub open_orders_owner: Pubkey,
@@ -21,15 +21,66 @@ pub struct OpenBookFillEventLog {
     pub client_order_id: Option<u64>,
     pub referrer_rebate: Option<u64>,
 }
+impl OpenBookFillEventRaw {
+    pub fn with_time(self, block_time: i64) -> OpenBookFillEvent {
+        OpenBookFillEvent {
+            market: self.market,
+            open_orders: self.open_orders,
+            open_orders_owner: self.open_orders_owner,
+            bid: self.bid,
+            maker: self.maker,
+            native_qty_paid: self.native_qty_paid,
+            native_qty_received: self.native_qty_received,
+            native_fee_or_rebate: self.native_fee_or_rebate,
+            order_id: self.order_id,
+            owner_slot: self.owner_slot,
+            fee_tier: self.fee_tier,
+            client_order_id: self.client_order_id,
+            referrer_rebate: self.referrer_rebate,
+            block_time,
+        }
+    }
+}
+
+#[event]
+#[derive(Debug, Clone, PartialEq, Eq, Hash)]
+pub struct OpenBookFillEvent {
+    pub market: Pubkey,
+    pub open_orders: Pubkey,
+    pub open_orders_owner: Pubkey,
+    pub bid: bool,
+    pub maker: bool,
+    pub native_qty_paid: u64,
+    pub native_qty_received: u64,
+    pub native_fee_or_rebate: u64,
+    pub order_id: u128,
+    pub owner_slot: u8,
+    pub fee_tier: u8,
+    pub client_order_id: Option<u64>,
+    pub referrer_rebate: Option<u64>,
+    pub block_time: i64,
+}
 
 #[derive(Copy, Clone, Debug, PartialEq)]
 pub struct PgOpenBookFill {
     pub time: DateTime<Utc>,
     pub bid: bool,
     pub maker: bool,
-    pub native_qty_paid: Decimal,
-    pub native_qty_received: Decimal,
-    pub native_fee_or_rebate: Decimal,
+    pub native_qty_paid: f64,
+    pub native_qty_received: f64,
+    pub native_fee_or_rebate: f64,
+}
+impl PgOpenBookFill {
+    pub fn from_row(row: Row) -> Self {
+        PgOpenBookFill {
+            time: row.get(0),
+            bid: row.get(1),
+            maker: row.get(2),
+            native_qty_paid: row.get(3),
+            native_qty_received: row.get(4),
+            native_fee_or_rebate: row.get(5),
+        }
+    }
 }
 
 #[derive(Copy, Clone, AnchorDeserialize)]
@@ -91,7 +142,7 @@ pub fn calculate_fill_price_and_size(
     fill: PgOpenBookFill,
     base_decimals: u8,
     quote_decimals: u8,
-) -> (Decimal, Decimal) {
+) -> (f64, f64) {
     if fill.bid {
         let price_before_fees = if fill.maker {
             fill.native_qty_paid + fill.native_fee_or_rebate
@@ -115,6 +166,6 @@ pub fn calculate_fill_price_and_size(
     }
 }
 
-pub fn token_factor(decimals: u8) -> Decimal {
-    Decimal::from_u64(10u64.pow(decimals as u32)).unwrap()
+pub fn token_factor(decimals: u8) -> f64 {
+    10f64.pow(decimals as f64)
 }

src/structs/slab.rs

@@ -5,7 +5,6 @@ use futures::join;
 use num_enum::{IntoPrimitive, TryFromPrimitive};
 use num_traits::ToPrimitive;
 use solana_client::nonblocking::rpc_client::RpcClient;
-use sqlx::types::Decimal;
 use std::{
     convert::TryFrom,
     mem::{align_of, size_of},
@@ -102,19 +101,19 @@ impl LeafNode {
         NonZeroU64::new((self.key >> 64) as u64).unwrap()
     }
 
-    pub fn readable_price(&self, market: &MarketInfo) -> Decimal {
-        let price_lots = Decimal::from((self.key >> 64) as u64);
+    pub fn readable_price(&self, market: &MarketInfo) -> f64 {
+        let price_lots = (self.key >> 64) as f64;
         let base_multiplier = token_factor(market.base_decimals);
         let quote_multiplier = token_factor(market.quote_decimals);
-        let base_lot_size = Decimal::from(market.base_lot_size);
-        let quote_lot_size = Decimal::from(market.quote_lot_size);
+        let base_lot_size = market.base_lot_size as f64;
+        let quote_lot_size = market.quote_lot_size as f64;
         (price_lots * quote_lot_size * base_multiplier) / (base_lot_size * quote_multiplier)
     }
 
-    pub fn readable_quantity(&self, market: &MarketInfo) -> Decimal {
-        let base_lot_size = Decimal::from(market.base_lot_size);
+    pub fn readable_quantity(&self, market: &MarketInfo) -> f64 {
+        let base_lot_size = market.base_lot_size as f64;
         let base_multiplier = token_factor(market.base_decimals);
-        Decimal::from(self.quantity) * base_lot_size / base_multiplier
+        self.quantity as f64 * base_lot_size / base_multiplier
     }
 
     #[inline]
@@ -406,7 +405,7 @@ impl Slab {
         }
     }
 
-    pub fn get_best(&self, market: &MarketInfo, bid: bool) -> Decimal {
+    pub fn get_best(&self, market: &MarketInfo, bid: bool) -> f64 {
         let min = if bid {
             self.find_max()
         } else {
@@ -419,7 +418,7 @@ impl Slab {
 pub async fn get_best_bids_and_asks(
     client: RpcClient,
     markets: &Vec<MarketInfo>,
-) -> (Vec<Decimal>, Vec<Decimal>) {
+) -> (Vec<f64>, Vec<f64>) {
     let bid_keys = markets
         .iter()
         .map(|m| Pubkey::from_str(&m.bids_key).unwrap())

src/structs/trader.rs

@@ -2,15 +2,24 @@ use std::fmt;
 
 use num_traits::ToPrimitive;
 use serde::Serialize;
-use sqlx::types::Decimal;
+use tokio_postgres::Row;
 
 use super::openbook::token_factor;
 
 #[derive(Clone, Debug, PartialEq)]
 pub struct PgTrader {
     pub open_orders_owner: String,
-    pub raw_ask_size: Decimal,
-    pub raw_bid_size: Decimal,
+    pub raw_ask_size: f64,
+    pub raw_bid_size: f64,
+}
+impl PgTrader {
+    pub fn from_row(row: Row) -> Self {
+        PgTrader {
+            open_orders_owner: row.get(0),
+            raw_ask_size: row.get(1),
+            raw_bid_size: row.get(2),
+        }
+    }
 }
 
 #[derive(Clone, Debug, PartialEq, Serialize)]

src/utils/mod.rs

@@ -1,6 +1,6 @@
 use chrono::{NaiveDateTime, Utc};
+use deadpool_postgres::Pool;
 use serde_derive::Deserialize;
-use sqlx::{Pool, Postgres};
 
 use crate::structs::markets::MarketInfo;
 
@@ -16,20 +16,53 @@ impl<T, E: std::fmt::Debug> AnyhowWrap for Result<T, E> {
     }
 }
 
+#[derive(Debug, serde::Deserialize)]
+pub struct PgConfig {
+    pub pg: deadpool_postgres::Config,
+    pub pg_max_pool_connections: usize,
+    pub pg_use_ssl: bool,
+    pub pg_ca_cert_path: Option<String>,
+    pub pg_client_key_path: Option<String>,
+}
+
+impl PgConfig {
+    pub fn from_env() -> Result<Self, config::ConfigError> {
+        config::Config::builder()
+            .add_source(config::Environment::default().separator("_"))
+            .add_source(config::Environment::default())
+            .build()?
+            .try_deserialize()
+    }
+}
+
 #[derive(Clone, Debug, Deserialize)]
 pub struct Config {
     pub rpc_url: String,
-    pub database_url: String,
-    pub max_pg_pool_connections: u32,
 }
 
 pub struct WebContext {
     pub rpc_url: String,
     pub markets: Vec<MarketInfo>,
-    pub pool: Pool<Postgres>,
+    pub pool: Pool,
 }
 
 #[allow(deprecated)]
 pub fn to_timestampz(seconds: u64) -> chrono::DateTime<Utc> {
     chrono::DateTime::<Utc>::from_utc(NaiveDateTime::from_timestamp(seconds as i64, 0), Utc)
 }
+
+pub(crate) fn f64_max(a: f64, b: f64) -> f64 {
+    if a >= b {
+        a
+    } else {
+        b
+    }
+}
+
+pub(crate) fn f64_min(a: f64, b: f64) -> f64 {
+    if a < b {
+        a
+    } else {
+        b
+    }
+}

src/worker/candle_batching/higher_order_candles.rs

@@ -1,6 +1,6 @@
 use chrono::{DateTime, Duration, DurationRound, Utc};
-use sqlx::{pool::PoolConnection, Postgres};
-use std::cmp::{max, min};
+use deadpool_postgres::Pool;
+use std::cmp::max;
 
 use crate::{
     database::fetch::{fetch_candles_from, fetch_earliest_candles, fetch_latest_finished_candle},
@@ -8,28 +8,29 @@ use crate::{
         candle::Candle,
         resolution::{day, Resolution},
     },
+    utils::{f64_max, f64_min},
 };
 
 pub async fn batch_higher_order_candles(
-    conn: &mut PoolConnection<Postgres>,
+    pool: &Pool,
     market_name: &str,
     resolution: Resolution,
 ) -> anyhow::Result<Vec<Candle>> {
-    let latest_candle = fetch_latest_finished_candle(conn, market_name, resolution).await?;
+    let latest_candle = fetch_latest_finished_candle(pool, market_name, resolution).await?;
 
     match latest_candle {
         Some(candle) => {
             let start_time = candle.end_time;
             let end_time = start_time + day();
             let mut constituent_candles = fetch_candles_from(
-                conn,
+                pool,
                 market_name,
                 resolution.get_constituent_resolution(),
                 start_time,
                 end_time,
             )
             .await?;
-            if constituent_candles.len() == 0 {
+            if constituent_candles.is_empty() {
                 return Ok(Vec::new());
             }
             let combined_candles = combine_into_higher_order_candles(
@@ -42,9 +43,9 @@ pub async fn batch_higher_order_candles(
         }
         None => {
             let mut constituent_candles =
-                fetch_earliest_candles(conn, market_name, resolution.get_constituent_resolution())
+                fetch_earliest_candles(pool, market_name, resolution.get_constituent_resolution())
                     .await?;
-            if constituent_candles.len() == 0 {
+            if constituent_candles.is_empty() {
                 // println!(
                 //     "Batching {}, but no candles found for: {:?}, {}",
                 //     resolution,
@@ -55,7 +56,7 @@ pub async fn batch_higher_order_candles(
             }
             let start_time = constituent_candles[0].start_time.duration_trunc(day())?;
 
-            if constituent_candles.len() == 0 {
+            if constituent_candles.is_empty() {
                 return Ok(Vec::new());
             }
 
@@ -99,7 +100,7 @@ fn combine_into_higher_order_candles(
     let mut combined_candles = vec![empty_candle; num_candles];
 
     let mut con_iter = constituent_candles.iter_mut().peekable();
-    let mut start_time = st.clone();
+    let mut start_time = st;
     let mut end_time = start_time + duration;
 
     let mut last_candle = seed_candle;
@@ -112,8 +113,8 @@ fn combine_into_higher_order_candles(
 
         while matches!(con_iter.peek(), Some(c) if c.end_time <= end_time) {
             let unit_candle = con_iter.next().unwrap();
-            combined_candles[i].high = max(combined_candles[i].high, unit_candle.high);
-            combined_candles[i].low = min(combined_candles[i].low, unit_candle.low);
+            combined_candles[i].high = f64_max(combined_candles[i].high, unit_candle.high);
+            combined_candles[i].low = f64_min(combined_candles[i].low, unit_candle.low);
             combined_candles[i].close = unit_candle.close;
             combined_candles[i].volume += unit_candle.volume;
             combined_candles[i].complete = unit_candle.complete;
@@ -124,7 +125,7 @@ fn combine_into_higher_order_candles(
         combined_candles[i].end_time = end_time;
 
         start_time = end_time;
-        end_time = end_time + duration;
+        end_time += duration;
 
         last_candle = combined_candles[i].clone();
     }
@@ -143,3 +144,29 @@ fn trim_candles(mut c: Vec<Candle>, start_time: DateTime<Utc>) -> Vec<Candle> {
     }
     c
 }
+
+pub async fn backfill_batch_higher_order_candles(
+    pool: &Pool,
+    market_name: &str,
+    resolution: Resolution,
+) -> anyhow::Result<Vec<Candle>> {
+    let mut constituent_candles =
+        fetch_earliest_candles(pool, market_name, resolution.get_constituent_resolution()).await?;
+    if constituent_candles.is_empty() {
+        return Ok(vec![]);
+    }
+    let start_time = constituent_candles[0].start_time.duration_trunc(day())?;
+
+    let seed_candle = constituent_candles[0].clone();
+    let combined_candles = combine_into_higher_order_candles(
+        &mut constituent_candles,
+        resolution,
+        start_time,
+        seed_candle,
+    );
+
+    Ok(trim_candles(
+        combined_candles,
+        constituent_candles[0].start_time,
+    ))
+}

src/worker/candle_batching/minute_candles.rs

@@ -1,7 +1,7 @@
-use std::cmp::{max, min};
+use std::cmp::min;
 
 use chrono::{DateTime, Duration, DurationRound, Utc};
-use sqlx::{pool::PoolConnection, types::Decimal, Postgres};
+use deadpool_postgres::Pool;
 
 use crate::{
     database::fetch::{fetch_earliest_fill, fetch_fills_from, fetch_latest_finished_candle},
@@ -11,15 +11,13 @@ use crate::{
         openbook::{calculate_fill_price_and_size, PgOpenBookFill},
         resolution::{day, Resolution},
     },
+    utils::{f64_max, f64_min},
 };
 
-pub async fn batch_1m_candles(
-    conn: &mut PoolConnection<Postgres>,
-    market: &MarketInfo,
-) -> anyhow::Result<Vec<Candle>> {
+pub async fn batch_1m_candles(pool: &Pool, market: &MarketInfo) -> anyhow::Result<Vec<Candle>> {
     let market_name = &market.name;
     let market_address = &market.address;
-    let latest_candle = fetch_latest_finished_candle(conn, market_name, Resolution::R1m).await?;
+    let latest_candle = fetch_latest_finished_candle(pool, market_name, Resolution::R1m).await?;
 
     match latest_candle {
         Some(candle) => {
@@ -28,7 +26,7 @@ pub async fn batch_1m_candles(
                 start_time + day(),
                 Utc::now().duration_trunc(Duration::minutes(1))?,
             );
-            let mut fills = fetch_fills_from(conn, market_address, start_time, end_time).await?;
+            let mut fills = fetch_fills_from(pool, market_address, start_time, end_time).await?;
             let candles = combine_fills_into_1m_candles(
                 &mut fills,
                 market,
@@ -39,7 +37,7 @@ pub async fn batch_1m_candles(
             Ok(candles)
         }
         None => {
-            let earliest_fill = fetch_earliest_fill(conn, market_address).await?;
+            let earliest_fill = fetch_earliest_fill(pool, market_address).await?;
 
             if earliest_fill.is_none() {
                 println!("No fills found for: {:?}", market_name);
@@ -54,8 +52,8 @@ pub async fn batch_1m_candles(
                 start_time + day(),
                 Utc::now().duration_trunc(Duration::minutes(1))?,
             );
-            let mut fills = fetch_fills_from(conn, market_address, start_time, end_time).await?;
-            if fills.len() > 0 {
+            let mut fills = fetch_fills_from(pool, market_address, start_time, end_time).await?;
+            if !fills.is_empty() {
                 let candles =
                     combine_fills_into_1m_candles(&mut fills, market, start_time, end_time, None);
                 Ok(candles)
@@ -71,7 +69,7 @@ fn combine_fills_into_1m_candles(
     market: &MarketInfo,
     st: DateTime<Utc>,
     et: DateTime<Utc>,
-    maybe_last_price: Option<Decimal>,
+    maybe_last_price: Option<f64>,
 ) -> Vec<Candle> {
     let empty_candle = Candle::create_empty_candle(market.name.clone(), Resolution::R1m);
 
@@ -79,13 +77,13 @@ fn combine_fills_into_1m_candles(
     let mut candles = vec![empty_candle; minutes as usize];
 
     let mut fills_iter = fills.iter_mut().peekable();
-    let mut start_time = st.clone();
+    let mut start_time = st;
     let mut end_time = start_time + Duration::minutes(1);
 
     let mut last_price = match maybe_last_price {
         Some(p) => p,
         None => {
-            let first = fills_iter.peek().clone().unwrap();
+            let first = fills_iter.peek().unwrap();
             let (price, _) =
                 calculate_fill_price_and_size(**first, market.base_decimals, market.quote_decimals);
             price
@@ -105,8 +103,8 @@ fn combine_fills_into_1m_candles(
                 calculate_fill_price_and_size(*fill, market.base_decimals, market.quote_decimals);
 
             candles[i].close = price;
-            candles[i].low = min(price, candles[i].low);
-            candles[i].high = max(price, candles[i].high);
+            candles[i].low = f64_min(price, candles[i].low);
+            candles[i].high = f64_max(price, candles[i].high);
             candles[i].volume += volume;
 
             last_price = price;
@@ -117,8 +115,43 @@ fn combine_fills_into_1m_candles(
         candles[i].complete = matches!(fills_iter.peek(), Some(f) if f.time > end_time);
 
         start_time = end_time;
-        end_time = end_time + Duration::minutes(1);
+        end_time += Duration::minutes(1);
     }
 
     candles
 }
+
+/// Goes from the earliest fill to the most recent. Will mark candles as complete if there are missing gaps of fills between the start and end.
+pub async fn backfill_batch_1m_candles(
+    pool: &Pool,
+    market: &MarketInfo,
+) -> anyhow::Result<Vec<Candle>> {
+    let market_name = &market.name;
+    let market_address = &market.address;
+    let mut candles = vec![];
+
+    let earliest_fill = fetch_earliest_fill(pool, &market.address).await?;
+    if earliest_fill.is_none() {
+        println!("No fills found for: {:?}", &market_name);
+        return Ok(candles);
+    }
+
+    let mut start_time = earliest_fill
+        .unwrap()
+        .time
+        .duration_trunc(Duration::minutes(1))?;
+    while start_time < Utc::now() {
+        let end_time = min(
+            start_time + day(),
+            Utc::now().duration_trunc(Duration::minutes(1))?,
+        );
+        let mut fills = fetch_fills_from(pool, market_address, start_time, end_time).await?;
+        if !fills.is_empty() {
+            let mut minute_candles =
+                combine_fills_into_1m_candles(&mut fills, market, start_time, end_time, None);
+            candles.append(&mut minute_candles);
+        }
+        start_time += day()
+    }
+    Ok(candles)
+}

src/worker/candle_batching/mod.rs

@@ -2,7 +2,7 @@ pub mod higher_order_candles;
 pub mod minute_candles;
 
 use chrono::Duration;
-use sqlx::{pool::PoolConnection, Pool, Postgres};
+use deadpool_postgres::Pool;
 use strum::IntoEnumIterator;
 use tokio::{sync::mpsc::Sender, time::sleep};
 
@@ -14,17 +14,17 @@ use crate::{
 use self::higher_order_candles::batch_higher_order_candles;
 
 pub async fn batch_for_market(
-    pool: Pool<Postgres>,
+    pool: &Pool,
     candles_sender: &Sender<Vec<Candle>>,
     market: &MarketInfo,
 ) -> anyhow::Result<()> {
     loop {
         let sender = candles_sender.clone();
         let market_clone = market.clone();
-        let mut conn = pool.acquire().await?;
+        // let client = pool.get().await?;
         loop {
             sleep(Duration::milliseconds(2000).to_std()?).await;
-            match batch_inner(&mut conn, &sender, &market_clone).await {
+            match batch_inner(pool, &sender, &market_clone).await {
                 Ok(_) => {}
                 Err(e) => {
                     println!(
@@ -41,26 +41,26 @@ pub async fn batch_for_market(
 }
 
 async fn batch_inner(
-    conn: &mut PoolConnection<Postgres>,
+    pool: &Pool,
     candles_sender: &Sender<Vec<Candle>>,
     market: &MarketInfo,
 ) -> anyhow::Result<()> {
     let market_name = &market.name.clone();
-    let candles = batch_1m_candles(conn, market).await?;
+    let candles = batch_1m_candles(pool, market).await?;
     send_candles(candles, candles_sender).await;
 
     for resolution in Resolution::iter() {
         if resolution == Resolution::R1m {
             continue;
         }
-        let candles = batch_higher_order_candles(conn, market_name, resolution).await?;
+        let candles = batch_higher_order_candles(pool, market_name, resolution).await?;
         send_candles(candles, candles_sender).await;
     }
     Ok(())
 }
 
 async fn send_candles(candles: Vec<Candle>, candles_sender: &Sender<Vec<Candle>>) {
-    if candles.len() > 0 {
+    if !candles.is_empty() {
         if let Err(_) = candles_sender.send(candles).await {
             panic!("candles receiver dropped");
         }

src/worker/main.rs

@@ -1,20 +1,22 @@
-use dotenv;
-use openbook_candles::database::{
-    initialize::{connect_to_database, setup_database},
-    insert::{persist_candles, persist_fill_events},
-};
+
 use openbook_candles::structs::candle::Candle;
 use openbook_candles::structs::markets::{fetch_market_infos, load_markets};
-use openbook_candles::structs::openbook::OpenBookFillEventLog;
+use openbook_candles::structs::openbook::OpenBookFillEvent;
 use openbook_candles::utils::Config;
-use openbook_candles::worker::candle_batching::batch_for_market;
 use openbook_candles::worker::trade_fetching::scrape::scrape;
+use openbook_candles::{
+    database::{
+        initialize::{connect_to_database, setup_database},
+        insert::{persist_candles, persist_fill_events},
+    },
+    worker::candle_batching::batch_for_market,
+};
 use solana_sdk::pubkey::Pubkey;
 use std::env;
 use std::{collections::HashMap, str::FromStr};
 use tokio::sync::mpsc;
 
-#[tokio::main]
+#[tokio::main(flavor = "multi_thread", worker_threads = 10)]
 async fn main() -> anyhow::Result<()> {
     dotenv::dotenv().ok();
 
@@ -22,19 +24,12 @@ async fn main() -> anyhow::Result<()> {
     assert!(args.len() == 2);
     let path_to_markets_json = &args[1];
     let rpc_url: String = dotenv::var("RPC_URL").unwrap();
-    let database_url: String = dotenv::var("DATABASE_URL").unwrap();
-    let max_pg_pool_connections: u32 = dotenv::var("MAX_PG_POOL_CONNS_WORKER")
-        .unwrap()
-        .parse::<u32>()
-        .unwrap();
 
     let config = Config {
         rpc_url: rpc_url.clone(),
-        database_url,
-        max_pg_pool_connections,
     };
 
-    let markets = load_markets(&path_to_markets_json);
+    let markets = load_markets(path_to_markets_json);
     let market_infos = fetch_market_infos(&config, markets.clone()).await?;
     let mut target_markets = HashMap::new();
     for m in market_infos.clone() {
@@ -42,14 +37,14 @@ async fn main() -> anyhow::Result<()> {
     }
     println!("{:?}", target_markets);
 
-    let pool = connect_to_database(&config).await?;
+    let pool = connect_to_database().await?;
     setup_database(&pool).await?;
     let mut handles = vec![];
 
-    let (fill_sender, mut fill_receiver) = mpsc::channel::<OpenBookFillEventLog>(1000);
+    let (fill_sender, mut fill_receiver) = mpsc::channel::<OpenBookFillEvent>(1000);
 
     handles.push(tokio::spawn(async move {
-        scrape(&config, &fill_sender, &target_markets).await; //TODO: send the vec, it's okay
+        scrape(&config, &fill_sender, &target_markets).await;
     }));
 
     let fills_pool = pool.clone();
@@ -67,7 +62,7 @@ async fn main() -> anyhow::Result<()> {
         let sender = candle_sender.clone();
         let batch_pool = pool.clone();
         handles.push(tokio::spawn(async move {
-            batch_for_market(batch_pool, &sender, &market)
+            batch_for_market(&batch_pool, &sender, &market)
                 .await
                 .unwrap();
             println!("SOMETHING WENT WRONG");

src/worker/trade_fetching/parsing.rs

@@ -5,22 +5,26 @@ use solana_transaction_status::{
 };
 use std::{collections::HashMap, io::Error};
 
-use crate::structs::openbook::OpenBookFillEventLog;
+use crate::structs::openbook::{OpenBookFillEvent, OpenBookFillEventRaw};
 
 const PROGRAM_DATA: &str = "Program data: ";
 
 pub fn parse_trades_from_openbook_txns(
     txns: &mut Vec<ClientResult<EncodedConfirmedTransactionWithStatusMeta>>,
     target_markets: &HashMap<Pubkey, u8>,
-) -> Vec<OpenBookFillEventLog> {
-    let mut fills_vector = Vec::<OpenBookFillEventLog>::new();
+) -> Vec<OpenBookFillEvent> {
+    let mut fills_vector = Vec::<OpenBookFillEvent>::new();
     for txn in txns.iter_mut() {
         match txn {
             Ok(t) => {
                 if let Some(m) = &t.transaction.meta {
                     match &m.log_messages {
                         OptionSerializer::Some(logs) => {
-                            match parse_openbook_fills_from_logs(logs, target_markets) {
+                            match parse_openbook_fills_from_logs(
+                                logs,
+                                target_markets,
+                                t.block_time.unwrap(),
+                            ) {
                                 Some(mut events) => fills_vector.append(&mut events),
                                 None => {}
                             }
@@ -39,8 +43,9 @@ pub fn parse_trades_from_openbook_txns(
 fn parse_openbook_fills_from_logs(
     logs: &Vec<String>,
     target_markets: &HashMap<Pubkey, u8>,
-) -> Option<Vec<OpenBookFillEventLog>> {
-    let mut fills_vector = Vec::<OpenBookFillEventLog>::new();
+    block_time: i64,
+) -> Option<Vec<OpenBookFillEvent>> {
+    let mut fills_vector = Vec::<OpenBookFillEvent>::new();
     for l in logs {
         match l.strip_prefix(PROGRAM_DATA) {
             Some(log) => {
@@ -49,13 +54,14 @@ fn parse_openbook_fills_from_logs(
                     _ => continue,
                 };
                 let mut slice: &[u8] = &borsh_bytes[8..];
-                let event: Result<OpenBookFillEventLog, Error> =
+                let event: Result<OpenBookFillEventRaw, Error> =
                     anchor_lang::AnchorDeserialize::deserialize(&mut slice);
 
                 match event {
                     Ok(e) => {
-                        if target_markets.contains_key(&e.market) {
-                            fills_vector.push(e);
+                        let fill_event = e.with_time(block_time);
+                        if target_markets.contains_key(&fill_event.market) {
+                            fills_vector.push(fill_event);
                         }
                     }
                     _ => continue,
@@ -65,9 +71,9 @@ fn parse_openbook_fills_from_logs(
         }
     }
 
-    if fills_vector.len() > 0 {
-        return Some(fills_vector);
+    if !fills_vector.is_empty() {
+        Some(fills_vector)
     } else {
-        return None;
+        None
     }
 }

src/worker/trade_fetching/scrape.rs

@@ -8,13 +8,13 @@ use solana_transaction_status::UiTransactionEncoding;
 use std::{collections::HashMap, str::FromStr, time::Duration as WaitDuration};
 use tokio::sync::mpsc::Sender;
 
-use crate::{structs::openbook::OpenBookFillEventLog, utils::Config};
+use crate::{structs::openbook::OpenBookFillEvent, utils::Config};
 
 use super::parsing::parse_trades_from_openbook_txns;
 
 pub async fn scrape(
     config: &Config,
-    fill_sender: &Sender<OpenBookFillEventLog>,
+    fill_sender: &Sender<OpenBookFillEvent>,
     target_markets: &HashMap<Pubkey, u8>,
 ) {
     let rpc_client =
@@ -38,7 +38,7 @@ pub async fn scrape_transactions(
     rpc_client: &RpcClient,
     before_sig: Option<Signature>,
     limit: Option<usize>,
-    fill_sender: &Sender<OpenBookFillEventLog>,
+    fill_sender: &Sender<OpenBookFillEvent>,
     target_markets: &HashMap<Pubkey, u8>,
 ) -> Option<Signature> {
     let rpc_config = GetConfirmedSignaturesForAddress2Config {
@@ -62,12 +62,12 @@ pub async fn scrape_transactions(
         }
     };
 
-    if sigs.len() == 0 {
+    if sigs.is_empty() {
         println!("No signatures found");
         return before_sig;
     }
 
-    let last = sigs.last().clone().unwrap();
+    let last = sigs.last().unwrap();
     let request_last_sig = Signature::from_str(&last.signature).unwrap();
 
     sigs.retain(|sig| sig.err.is_none());
@@ -88,13 +88,13 @@ pub async fn scrape_transactions(
 
     let txn_futs: Vec<_> = signatures
         .iter()
-        .map(|s| rpc_client.get_transaction_with_config(&s, txn_config))
+        .map(|s| rpc_client.get_transaction_with_config(s, txn_config))
         .collect();
 
     let mut txns = join_all(txn_futs).await;
 
     let fills = parse_trades_from_openbook_txns(&mut txns, target_markets);
-    if fills.len() > 0 {
+    if !fills.is_empty() {
         for fill in fills.into_iter() {
             if let Err(_) = fill_sender.send(fill).await {
                 panic!("receiver dropped");