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Golang Historical OHLC Price Data

Golang Service for handle OHLC data

Overview

This service import a large amount of historical OHLC price data that in CSV files format into RDB.

  • For this demo, I use MySQL (Not included in this source code)

NOTE:

  • In this demo, I used in-memory cache to store process status, as well as timer of each request. We can use Redis or Memcached to store these data.
  • History of each time we upload csv, we will store in RDB, but not included in this demo.
  • Unit Test contains in some package. It can be filled later (All module are loose coupled thanks to clean architecture structure).
  • Only CSV file is able to process. Incorrect line would be ignored.

Content

Quick start

  1. Install MySQL
  2. Install Golang
  3. Start App

Local development:

# MySQL
$ make compose-up
# Run app with migrations
$ make run

Integration tests (can be run in CI):

# DB, app + migrations, integration tests
$ make compose-up-integration-test

Project structure

cmd/app/main.go

Configuration and logger initialization. Then the main function "continues" in internal/app/app.go.

config

Configuration. First, config.yml is read, then environment variables overwrite the yaml config if they match. The config structure is in the config.go. The env-required: true tag obliges you to specify a value (either in yaml, or in environment variables).

For configuration, we chose the cleanenv library. It does not have many stars on GitHub, but is simple and meets all the requirements.

Reading the config from yaml contradicts the ideology of 12 factors, but in practice, it is more convenient than reading the entire config from ENV. It is assumed that default values are in yaml, and security-sensitive variables are defined in ENV.

docs

Swagger documentation. Auto-generated by swag library. You don't need to correct anything by yourself.

integration-test

Integration tests. They are launched as a separate container, next to the application container. It is convenient to test the Rest API using go-hit.

internal/app

There is always one Run function in the app.go file, which "continues" the main function.

This is where all the main objects are created. Dependency injection occurs through the "New ..." constructors (see Dependency Injection). This technique allows us to layer the application using the Dependency Injection principle. This makes the business logic independent from other layers.

Next, we start the server and wait for signals in select for graceful completion. If app.go starts to grow, you can split it into multiple files.

For a large number of injections, wire can be used.

The migrate.go file is used for database auto migrations. It is included if an argument with the migrate tag is specified. For example:

$ go run -tags migrate ./cmd/app

internal/controller

Server handler layer (MVC controllers). The template shows 2 servers:

  • REST http (Echo framework)

Server routers are written in the same style:

  • Handlers are grouped by area of application (by a common basis)
  • For each group, its own router structure is created, the methods of which process paths
  • The structure of the business logic is injected into the router structure, which will be called by the handlers

internal/controller/http

Simple REST versioning. For v2, we will need to add the http/v2 folder with the same content. And in the file internal/app add the line:

handler := echo.New()
v1.NewRouter(handler, t)
v2.NewRouter(handler, t)

Instead of Echo, you can use any other http framework or even the standard net/http library.

In v1/router.go and above the handler methods, there are comments for generating swagger documentation using swag.

internal/entity

Entities of business logic (models) can be used in any layer. There can also be methods, for example, for validation.

internal/usecase

Business logic.

  • Methods are grouped by area of application (on a common basis)
  • Each group has its own structure
  • One file - one structure

Repositories, webapi, rpc, and other business logic structures are injected into business logic structures (see Dependency Injection).

internal/usecase/repo

A repository is an abstract storage (database) that business logic works with.

internal/usecase/webapi

It is an abstract web API that business logic works with. For example, it could be another microservice that business logic accesses via the REST API. The package name changes depending on the purpose.

Dependency Injection

In order to remove the dependence of business logic on external packages, dependency injection is used.

For example, through the New constructor, we inject the dependency into the structure of the business logic. This makes the business logic independent (and portable). We can override the implementation of the interface without making changes to the usecase package.

package usecase

import (
// Nothing!
)

type Repository interface {
	Get()
}

type UseCase struct {
	repo Repository
}

func New(r Repository) *UseCase {
	return &UseCase{
		repo: r,
	}
}

func (uc *UseCase) Do() {
	uc.repo.Get()
}

It will also allow us to do auto-generation of mocks (for example with mockery) and easily write unit tests.

We are not tied to specific implementations in order to always be able to change one component to another. If the new component implements the interface, nothing needs to be changed in the business logic.

Clean Architecture

Key idea

Programmers realize the optimal architecture for an application after most of the code has been written.

A good architecture allows decisions to be delayed to as late as possible.

The main principle

Dependency Inversion (the same one from SOLID) is the principle of dependency inversion. The direction of dependencies goes from the outer layer to the inner layer. Due to this, business logic and entities remain independent from other parts of the system.

So, the application is divided into 2 layers, internal and external:

  1. Business logic (Go standard library).
  2. Tools (databases, servers, message brokers, any other packages and frameworks).

Clean Architecture

The inner layer with business logic should be clean. It should:

  • Not have package imports from the outer layer.
  • Use only the capabilities of the standard library.
  • Make calls to the outer layer through the interface (!).

The business logic doesn't know anything about Postgres or a specific web API. Business logic has an interface for working with an abstract database or abstract web API.

The outer layer has other limitations:

  • All components of this layer are unaware of each other's existence. How to call another from one tool? Not directly, only through the inner layer of business logic.
  • All calls to the inner layer are made through the interface (!).
  • Data is transferred in a format that is convenient for business logic (internal/entity).

For example, you need to access the database from HTTP (controller). Both HTTP and database are in the outer layer, which means they know nothing about each other. The communication between them is carried out through usecase (business logic):

    HTTP > usecase
           usecase > repository (Postgres)
           usecase < repository (Postgres)
    HTTP < usecase

The symbols > and < show the intersection of layer boundaries through Interfaces. The same is shown in the picture:

Example

Or more complex business logic:

    HTTP > usecase
           usecase > repository
           usecase < repository
           usecase > webapi
           usecase < webapi
           usecase > RPC
           usecase < RPC
           usecase > repository
           usecase < repository
    HTTP < usecase

Layers

Example

Clean Architecture Terminology

  • Entities are structures that business logic operates on. They are located in the internal/entity folder. In MVC terms, entities are models.

  • Use Cases is business logic located in internal/usecase.

The layer with which business logic directly interacts is usually called the infrastructure layer. These can be repositories internal/usecase/repo, external webapi internal/usecase/webapi, any pkg, and other microservices. In the template, the infrastructure packages are located inside internal/usecase.

You can choose how to call the entry points as you wish. The options are:

  • controller (in our case)
  • delivery
  • transport
  • gateways
  • entrypoints
  • primary
  • input

Additional layers

The classic version of Clean Architecture was designed for building large monolithic applications and has 4 layers.

In the original version, the outer layer is divided into two more, which also have an inversion of dependencies to each other (directed inward) and communicate through interfaces.

The inner layer is also divided into two (with separation of interfaces), in the case of complex logic.


Complex tools can be divided into additional layers. However, you should add layers only if really necessary.

Alternative approaches

In addition to Clean architecture, Onion architecture and Hexagonal (Ports and adapters) are similar to it. Both are based on the principle of Dependency Inversion. Ports and adapters are very close to Clean Architecture, the differences are mainly in terminology.

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