From 5e67b65335ce25345f8fac450b194181a667ae16 Mon Sep 17 00:00:00 2001
From: Sebastian Rollen <seb@overmu.se>
Date: Fri, 23 Jul 2021 08:44:57 -0400
Subject: [PATCH] use datastore as source of open prices

---
 Cargo.lock        | 466 ++++++++++++++++++++++++++++++++++++----------
 Cargo.toml        |  35 ++--
 src/aggregates.rs |   6 +-
 src/data.rs       |  30 ++-
 src/main.rs       |  25 ++-
 5 files changed, 425 insertions(+), 137 deletions(-)

diff --git a/Cargo.lock b/Cargo.lock
index f3d6905..0eeae17 100644
--- a/Cargo.lock
+++ b/Cargo.lock
@@ -33,9 +33,9 @@ dependencies = [
 
 [[package]]
 name = "anyhow"
-version = "1.0.40"
+version = "1.0.42"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "28b2cd92db5cbd74e8e5028f7e27dd7aa3090e89e4f2a197cc7c8dfb69c7063b"
+checksum = "595d3cfa7a60d4555cb5067b99f07142a08ea778de5cf993f7b75c7d8fabc486"
 
 [[package]]
 name = "approx"
@@ -52,6 +52,17 @@ version = "0.5.2"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "23b62fc65de8e4e7f52534fb52b0f3ed04746ae267519eef2a83941e8085068b"
 
+[[package]]
+name = "async-trait"
+version = "0.1.50"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "0b98e84bbb4cbcdd97da190ba0c58a1bb0de2c1fdf67d159e192ed766aeca722"
+dependencies = [
+ "proc-macro2",
+ "quote",
+ "syn",
+]
+
 [[package]]
 name = "autocfg"
 version = "1.0.1"
@@ -70,11 +81,20 @@ version = "1.2.1"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "cf1de2fe8c75bc145a2f577add951f8134889b4795d47466a54a5c846d691693"
 
+[[package]]
+name = "block-buffer"
+version = "0.9.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "4152116fd6e9dadb291ae18fc1ec3575ed6d84c29642d97890f4b4a3417297e4"
+dependencies = [
+ "generic-array 0.14.4",
+]
+
 [[package]]
 name = "bumpalo"
-version = "3.6.1"
+version = "3.7.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "63396b8a4b9de3f4fdfb320ab6080762242f66a8ef174c49d8e19b674db4cdbe"
+checksum = "9c59e7af012c713f529e7a3ee57ce9b31ddd858d4b512923602f74608b009631"
 
 [[package]]
 name = "byteorder"
@@ -90,9 +110,9 @@ checksum = "b700ce4376041dcd0a327fd0097c41095743c4c8af8887265942faf1100bd040"
 
 [[package]]
 name = "cc"
-version = "1.0.67"
+version = "1.0.69"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "e3c69b077ad434294d3ce9f1f6143a2a4b89a8a2d54ef813d85003a4fd1137fd"
+checksum = "e70cc2f62c6ce1868963827bd677764c62d07c3d9a3e1fb1177ee1a9ab199eb2"
 
 [[package]]
 name = "cfg-if"
@@ -156,6 +176,50 @@ version = "0.8.2"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "ea221b5284a47e40033bf9b66f35f984ec0ea2931eb03505246cd27a963f981b"
 
+[[package]]
+name = "cpufeatures"
+version = "0.1.5"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "66c99696f6c9dd7f35d486b9d04d7e6e202aa3e8c40d553f2fdf5e7e0c6a71ef"
+dependencies = [
+ "libc",
+]
+
+[[package]]
+name = "crypto-mac"
+version = "0.10.1"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "bff07008ec701e8028e2ceb8f83f0e4274ee62bd2dbdc4fefff2e9a91824081a"
+dependencies = [
+ "generic-array 0.14.4",
+ "subtle",
+]
+
+[[package]]
+name = "datastore-client"
+version = "0.4.0"
+source = "git+ssh://git@github.com/Overmuse/datastore.git?tag=v0.4.0#919badacee79eab6542d3df9842362f330b42c89"
+dependencies = [
+ "chrono",
+ "datastore-core",
+ "futures",
+ "reqwest",
+ "serde 1.0.126",
+ "serde_json",
+ "thiserror",
+]
+
+[[package]]
+name = "datastore-core"
+version = "0.4.0"
+source = "git+ssh://git@github.com/Overmuse/datastore.git?tag=v0.4.0#919badacee79eab6542d3df9842362f330b42c89"
+dependencies = [
+ "chrono",
+ "rust_decimal",
+ "serde 1.0.126",
+ "tokio-postgres",
+]
+
 [[package]]
 name = "derivative"
 version = "2.2.0"
@@ -167,6 +231,15 @@ dependencies = [
  "syn",
 ]
 
+[[package]]
+name = "digest"
+version = "0.9.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "d3dd60d1080a57a05ab032377049e0591415d2b31afd7028356dbf3cc6dcb066"
+dependencies = [
+ "generic-array 0.14.4",
+]
+
 [[package]]
 name = "dotenv"
 version = "0.15.0"
@@ -188,6 +261,12 @@ dependencies = [
  "cfg-if",
 ]
 
+[[package]]
+name = "fallible-iterator"
+version = "0.2.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "4443176a9f2c162692bd3d352d745ef9413eec5782a80d8fd6f8a1ac692a07f7"
+
 [[package]]
 name = "fnv"
 version = "1.0.7"
@@ -322,6 +401,16 @@ dependencies = [
  "typenum",
 ]
 
+[[package]]
+name = "generic-array"
+version = "0.14.4"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "501466ecc8a30d1d3b7fc9229b122b2ce8ed6e9d9223f1138d4babb253e51817"
+dependencies = [
+ "typenum",
+ "version_check",
+]
+
 [[package]]
 name = "getrandom"
 version = "0.1.16"
@@ -365,19 +454,29 @@ dependencies = [
 
 [[package]]
 name = "hashbrown"
-version = "0.9.1"
+version = "0.11.2"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "d7afe4a420e3fe79967a00898cc1f4db7c8a49a9333a29f8a4bd76a253d5cd04"
+checksum = "ab5ef0d4909ef3724cc8cce6ccc8572c5c817592e9285f5464f8e86f8bd3726e"
 
 [[package]]
 name = "hermit-abi"
-version = "0.1.18"
+version = "0.1.19"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "322f4de77956e22ed0e5032c359a0f1273f1f7f0d79bfa3b8ffbc730d7fbcc5c"
+checksum = "62b467343b94ba476dcb2500d242dadbb39557df889310ac77c5d99100aaac33"
 dependencies = [
  "libc",
 ]
 
+[[package]]
+name = "hmac"
+version = "0.10.1"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "c1441c6b1e930e2817404b5046f1f989899143a12bf92de603b69f4e0aee1e15"
+dependencies = [
+ "crypto-mac",
+ "digest",
+]
+
 [[package]]
 name = "http"
 version = "0.2.4"
@@ -408,15 +507,15 @@ checksum = "f3a87b616e37e93c22fb19bcd386f02f3af5ea98a25670ad0fce773de23c5e68"
 
 [[package]]
 name = "httpdate"
-version = "1.0.0"
+version = "1.0.1"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "05842d0d43232b23ccb7060ecb0f0626922c21f30012e97b767b30afd4a5d4b9"
+checksum = "6456b8a6c8f33fee7d958fcd1b60d55b11940a79e63ae87013e6d22e26034440"
 
 [[package]]
 name = "hyper"
-version = "0.14.7"
+version = "0.14.11"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "1e5f105c494081baa3bf9e200b279e27ec1623895cd504c7dbef8d0b080fcf54"
+checksum = "0b61cf2d1aebcf6e6352c97b81dc2244ca29194be1b276f5d8ad5c6330fffb11"
 dependencies = [
  "bytes",
  "futures-channel",
@@ -428,7 +527,7 @@ dependencies = [
  "httparse",
  "httpdate",
  "itoa",
- "pin-project",
+ "pin-project-lite",
  "socket2",
  "tokio",
  "tower-service",
@@ -462,25 +561,34 @@ dependencies = [
 
 [[package]]
 name = "indexmap"
-version = "1.6.2"
+version = "1.7.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "824845a0bf897a9042383849b02c1bc219c2383772efcd5c6f9766fa4b81aef3"
+checksum = "bc633605454125dec4b66843673f01c7df2b89479b32e0ed634e43a91cff62a5"
 dependencies = [
  "autocfg",
  "hashbrown",
 ]
 
+[[package]]
+name = "instant"
+version = "0.1.10"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "bee0328b1209d157ef001c94dd85b4f8f64139adb0eac2659f4b08382b2f474d"
+dependencies = [
+ "cfg-if",
+]
+
 [[package]]
 name = "ipnet"
-version = "2.3.0"
+version = "2.3.1"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "47be2f14c678be2fdcab04ab1171db51b2762ce6f0a8ee87c8dd4a04ed216135"
+checksum = "68f2d64f2edebec4ce84ad108148e67e1064789bee435edc5b60ad398714a3a9"
 
 [[package]]
 name = "itertools"
-version = "0.10.0"
+version = "0.10.1"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "37d572918e350e82412fe766d24b15e6682fb2ed2bbe018280caa810397cb319"
+checksum = "69ddb889f9d0d08a67338271fa9b62996bc788c7796a5c18cf057420aaed5eaf"
 dependencies = [
  "either",
 ]
@@ -508,6 +616,7 @@ dependencies = [
  "chrono",
  "chrono-tz",
  "config",
+ "datastore-client",
  "dotenv",
  "futures",
  "itertools",
@@ -554,9 +663,9 @@ dependencies = [
 
 [[package]]
 name = "libc"
-version = "0.2.94"
+version = "0.2.98"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "18794a8ad5b29321f790b55d93dfba91e125cb1a9edbd4f8e3150acc771c1a5e"
+checksum = "320cfe77175da3a483efed4bc0adc1968ca050b098ce4f2f1c13a56626128790"
 
 [[package]]
 name = "libm"
@@ -582,6 +691,15 @@ version = "0.5.4"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "7fb9b38af92608140b86b693604b9ffcc5824240a484d1ecd4795bacb2fe88f3"
 
+[[package]]
+name = "lock_api"
+version = "0.4.4"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "0382880606dff6d15c9476c416d18690b72742aa7b605bb6dd6ec9030fbf07eb"
+dependencies = [
+ "scopeguard",
+]
+
 [[package]]
 name = "log"
 version = "0.4.14"
@@ -615,6 +733,17 @@ dependencies = [
  "rawpointer",
 ]
 
+[[package]]
+name = "md-5"
+version = "0.9.1"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "7b5a279bb9607f9f53c22d496eade00d138d1bdcccd07d74650387cf94942a15"
+dependencies = [
+ "block-buffer",
+ "digest",
+ "opaque-debug",
+]
+
 [[package]]
 name = "memchr"
 version = "2.4.0"
@@ -629,9 +758,9 @@ checksum = "2a60c7ce501c71e03a9c9c0d35b861413ae925bd979cc7a4e30d060069aaac8d"
 
 [[package]]
 name = "mio"
-version = "0.7.11"
+version = "0.7.13"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "cf80d3e903b34e0bd7282b218398aec54e082c840d9baf8339e0080a0c542956"
+checksum = "8c2bdb6314ec10835cd3293dd268473a835c02b7b352e788be788b3c6ca6bb16"
 dependencies = [
  "libc",
  "log",
@@ -657,7 +786,7 @@ checksum = "0abb021006c01b126a936a8dd1351e0720d83995f4fc942d0d426c654f990745"
 dependencies = [
  "alga",
  "approx",
- "generic-array",
+ "generic-array 0.13.3",
  "matrixmultiply",
  "num-complex",
  "num-rational",
@@ -767,9 +896,9 @@ dependencies = [
 
 [[package]]
 name = "num_enum"
-version = "0.5.1"
+version = "0.5.2"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "226b45a5c2ac4dd696ed30fa6b94b057ad909c7b7fc2e0d0808192bced894066"
+checksum = "e5adf0198d427ee515335639f275e806ca01acf9f07d7cf14bb36a10532a6169"
 dependencies = [
  "derivative",
  "num_enum_derive",
@@ -777,9 +906,9 @@ dependencies = [
 
 [[package]]
 name = "num_enum_derive"
-version = "0.5.1"
+version = "0.5.2"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "1c0fd9eba1d5db0994a239e09c1be402d35622277e35468ba891aa5e3188ce7e"
+checksum = "b1def5a3f69d4707d8a040b12785b98029a39e8c610ae685c7f6265669767482"
 dependencies = [
  "proc-macro-crate",
  "proc-macro2",
@@ -789,15 +918,21 @@ dependencies = [
 
 [[package]]
 name = "once_cell"
-version = "1.7.2"
+version = "1.8.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "692fcb63b64b1758029e0a96ee63e049ce8c5948587f2f7208df04625e5f6b56"
+
+[[package]]
+name = "opaque-debug"
+version = "0.3.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "af8b08b04175473088b46763e51ee54da5f9a164bc162f615b91bc179dbf15a3"
+checksum = "624a8340c38c1b80fd549087862da4ba43e08858af025b236e509b6649fc13d5"
 
 [[package]]
 name = "openssl"
-version = "0.10.34"
+version = "0.10.35"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "6d7830286ad6a3973c0f1d9b73738f69c76b739301d0229c4b96501695cbe4c8"
+checksum = "549430950c79ae24e6d02e0b7404534ecf311d94cc9f861e9e4020187d13d885"
 dependencies = [
  "bitflags",
  "cfg-if",
@@ -824,9 +959,9 @@ dependencies = [
 
 [[package]]
 name = "openssl-sys"
-version = "0.9.63"
+version = "0.9.65"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "b6b0d6fb7d80f877617dfcb014e605e2b5ab2fb0afdf27935219bb6bd984cb98"
+checksum = "7a7907e3bfa08bb85105209cdfcb6c63d109f8f6c1ed6ca318fff5c1853fbc1d"
 dependencies = [
  "autocfg",
  "cc",
@@ -836,6 +971,31 @@ dependencies = [
  "vcpkg",
 ]
 
+[[package]]
+name = "parking_lot"
+version = "0.11.1"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "6d7744ac029df22dca6284efe4e898991d28e3085c706c972bcd7da4a27a15eb"
+dependencies = [
+ "instant",
+ "lock_api",
+ "parking_lot_core",
+]
+
+[[package]]
+name = "parking_lot_core"
+version = "0.8.3"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "fa7a782938e745763fe6907fc6ba86946d72f49fe7e21de074e08128a99fb018"
+dependencies = [
+ "cfg-if",
+ "instant",
+ "libc",
+ "redox_syscall",
+ "smallvec",
+ "winapi",
+]
+
 [[package]]
 name = "parse-zoneinfo"
 version = "0.3.0"
@@ -852,30 +1012,28 @@ source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "d4fd5641d01c8f18a23da7b6fe29298ff4b55afcccdf78973b24cf3175fee32e"
 
 [[package]]
-name = "pin-project"
-version = "1.0.7"
+name = "phf"
+version = "0.8.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "c7509cc106041c40a4518d2af7a61530e1eed0e6285296a3d8c5472806ccc4a4"
+checksum = "3dfb61232e34fcb633f43d12c58f83c1df82962dcdfa565a4e866ffc17dafe12"
 dependencies = [
- "pin-project-internal",
+ "phf_shared",
 ]
 
 [[package]]
-name = "pin-project-internal"
-version = "1.0.7"
+name = "phf_shared"
+version = "0.8.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "48c950132583b500556b1efd71d45b319029f2b71518d979fcc208e16b42426f"
+checksum = "c00cf8b9eafe68dde5e9eaa2cef8ee84a9336a47d566ec55ca16589633b65af7"
 dependencies = [
- "proc-macro2",
- "quote",
- "syn",
+ "siphasher",
 ]
 
 [[package]]
 name = "pin-project-lite"
-version = "0.2.6"
+version = "0.2.7"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "dc0e1f259c92177c30a4c9d177246edd0a3568b25756a977d0632cf8fa37e905"
+checksum = "8d31d11c69a6b52a174b42bdc0c30e5e11670f90788b2c471c31c1d17d449443"
 
 [[package]]
 name = "pin-utils"
@@ -891,8 +1049,8 @@ checksum = "3831453b3449ceb48b6d9c7ad7c96d5ea673e9b470a1dc578c2ce6521230884c"
 
 [[package]]
 name = "polygon"
-version = "0.9.1"
-source = "git+ssh://git@github.com/Overmuse/polygon?tag=v0.9.1#03d0ae986c3673f699936cd5552de908757f7621"
+version = "0.11.1"
+source = "git+ssh://git@github.com/Overmuse/polygon?tag=v0.11.1#79b924e4704777c33da550fcb995fe1d0a7733a4"
 dependencies = [
  "chrono",
  "futures",
@@ -906,6 +1064,51 @@ dependencies = [
  "tracing",
 ]
 
+[[package]]
+name = "postgres"
+version = "0.19.1"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "c7871ee579860d8183f542e387b176a25f2656b9fb5211e045397f745a68d1c2"
+dependencies = [
+ "bytes",
+ "fallible-iterator",
+ "futures",
+ "log",
+ "tokio",
+ "tokio-postgres",
+]
+
+[[package]]
+name = "postgres-protocol"
+version = "0.6.1"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "ff3e0f70d32e20923cabf2df02913be7c1842d4c772db8065c00fcfdd1d1bff3"
+dependencies = [
+ "base64",
+ "byteorder",
+ "bytes",
+ "fallible-iterator",
+ "hmac",
+ "md-5",
+ "memchr",
+ "rand 0.8.4",
+ "sha2",
+ "stringprep",
+]
+
+[[package]]
+name = "postgres-types"
+version = "0.2.1"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "430f4131e1b7657b0cd9a2b0c3408d77c9a43a042d300b8c77f981dffcc43a2f"
+dependencies = [
+ "bytes",
+ "chrono",
+ "fallible-iterator",
+ "postgres-protocol",
+ "uuid",
+]
+
 [[package]]
 name = "ppv-lite86"
 version = "0.2.10"
@@ -914,10 +1117,11 @@ checksum = "ac74c624d6b2d21f425f752262f42188365d7b8ff1aff74c82e45136510a4857"
 
 [[package]]
 name = "proc-macro-crate"
-version = "0.1.5"
+version = "1.0.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "1d6ea3c4595b96363c13943497db34af4460fb474a95c43f4446ad341b8c9785"
+checksum = "41fdbd1df62156fbc5945f4762632564d7d038153091c3fcf1067f6aef7cff92"
 dependencies = [
+ "thiserror",
  "toml",
 ]
 
@@ -935,9 +1139,9 @@ checksum = "bc881b2c22681370c6a780e47af9840ef841837bc98118431d4e1868bd0c1086"
 
 [[package]]
 name = "proc-macro2"
-version = "1.0.27"
+version = "1.0.28"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "f0d8caf72986c1a598726adc988bb5984792ef84f5ee5aa50209145ee8077038"
+checksum = "5c7ed8b8c7b886ea3ed7dde405212185f423ab44682667c8c6dd14aa1d9f6612"
 dependencies = [
  "unicode-xid",
 ]
@@ -966,14 +1170,14 @@ dependencies = [
 
 [[package]]
 name = "rand"
-version = "0.8.3"
+version = "0.8.4"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "0ef9e7e66b4468674bfcb0c81af8b7fa0bb154fa9f28eb840da5c447baeb8d7e"
+checksum = "2e7573632e6454cf6b99d7aac4ccca54be06da05aca2ef7423d22d27d4d4bcd8"
 dependencies = [
  "libc",
- "rand_chacha 0.3.0",
- "rand_core 0.6.2",
- "rand_hc 0.3.0",
+ "rand_chacha 0.3.1",
+ "rand_core 0.6.3",
+ "rand_hc 0.3.1",
 ]
 
 [[package]]
@@ -988,12 +1192,12 @@ dependencies = [
 
 [[package]]
 name = "rand_chacha"
-version = "0.3.0"
+version = "0.3.1"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "e12735cf05c9e10bf21534da50a147b924d555dc7a547c42e6bb2d5b6017ae0d"
+checksum = "e6c10a63a0fa32252be49d21e7709d4d4baf8d231c2dbce1eaa8141b9b127d88"
 dependencies = [
  "ppv-lite86",
- "rand_core 0.6.2",
+ "rand_core 0.6.3",
 ]
 
 [[package]]
@@ -1007,9 +1211,9 @@ dependencies = [
 
 [[package]]
 name = "rand_core"
-version = "0.6.2"
+version = "0.6.3"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "34cf66eb183df1c5876e2dcf6b13d57340741e8dc255b48e40a26de954d06ae7"
+checksum = "d34f1408f55294453790c48b2f1ebbb1c5b4b7563eb1f418bcfcfdbb06ebb4e7"
 dependencies = [
  "getrandom 0.2.3",
 ]
@@ -1034,11 +1238,11 @@ dependencies = [
 
 [[package]]
 name = "rand_hc"
-version = "0.3.0"
+version = "0.3.1"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "3190ef7066a446f2e7f42e239d161e905420ccab01eb967c9eb27d21b2322a73"
+checksum = "d51e9f596de227fda2ea6c84607f5558e196eeaf43c986b724ba4fb8fdf497e7"
 dependencies = [
- "rand_core 0.6.2",
+ "rand_core 0.6.3",
 ]
 
 [[package]]
@@ -1079,9 +1283,9 @@ dependencies = [
 
 [[package]]
 name = "redox_syscall"
-version = "0.2.8"
+version = "0.2.9"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "742739e41cd49414de871ea5e549afb7e2a3ac77b589bcbebe8c82fab37147fc"
+checksum = "5ab49abadf3f9e1c4bc499e8845e152ad87d2ad2d30371841171169e9d75feee"
 dependencies = [
  "bitflags",
 ]
@@ -1099,11 +1303,10 @@ dependencies = [
 
 [[package]]
 name = "regex-automata"
-version = "0.1.9"
+version = "0.1.10"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "ae1ded71d66a4a97f5e961fd0cb25a5f366a42a41570d16a763a69c092c26ae4"
+checksum = "6c230d73fb8d8c1b9c0b3135c5142a8acee3a0558fb8db5cf1cb65f8d7862132"
 dependencies = [
- "byteorder",
  "regex-syntax",
 ]
 
@@ -1124,9 +1327,9 @@ dependencies = [
 
 [[package]]
 name = "reqwest"
-version = "0.11.3"
+version = "0.11.4"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "2296f2fac53979e8ccbc4a1136b25dcefd37be9ed7e4a1f6b05a6029c84ff124"
+checksum = "246e9f61b9bb77df069a947682be06e31ac43ea37862e244a69f177694ea6d22"
 dependencies = [
  "base64",
  "bytes",
@@ -1170,8 +1373,12 @@ source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "01127cb8617e5e21bcf2e19b5eb48317735ca677f1d0a94833c21c331c446582"
 dependencies = [
  "arrayvec",
+ "byteorder",
+ "bytes",
  "num-traits 0.2.14",
+ "postgres",
  "serde 1.0.126",
+ "tokio-postgres",
 ]
 
 [[package]]
@@ -1190,11 +1397,17 @@ dependencies = [
  "winapi",
 ]
 
+[[package]]
+name = "scopeguard"
+version = "1.1.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "d29ab0c6d3fc0ee92fe66e2d99f700eab17a8d57d1c1d3b748380fb20baa78cd"
+
 [[package]]
 name = "security-framework"
-version = "2.2.0"
+version = "2.3.1"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "3670b1d2fdf6084d192bc71ead7aabe6c06aa2ea3fbd9cc3ac111fa5c2b1bd84"
+checksum = "23a2ac85147a3a11d77ecf1bc7166ec0b92febfa4461c37944e180f319ece467"
 dependencies = [
  "bitflags",
  "core-foundation",
@@ -1205,9 +1418,9 @@ dependencies = [
 
 [[package]]
 name = "security-framework-sys"
-version = "2.2.0"
+version = "2.3.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "3676258fd3cfe2c9a0ec99ce3038798d847ce3e4bb17746373eb9f0f1ac16339"
+checksum = "7e4effb91b4b8b6fb7732e670b6cee160278ff8e6bf485c7805d9e319d76e284"
 dependencies = [
  "core-foundation-sys",
  "libc",
@@ -1285,6 +1498,19 @@ dependencies = [
  "serde 1.0.126",
 ]
 
+[[package]]
+name = "sha2"
+version = "0.9.5"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "b362ae5752fd2137731f9fa25fd4d9058af34666ca1966fb969119cc35719f12"
+dependencies = [
+ "block-buffer",
+ "cfg-if",
+ "cpufeatures",
+ "digest",
+ "opaque-debug",
+]
+
 [[package]]
 name = "sharded-slab"
 version = "0.1.1"
@@ -1294,6 +1520,12 @@ dependencies = [
  "lazy_static",
 ]
 
+[[package]]
+name = "siphasher"
+version = "0.3.5"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "cbce6d4507c7e4a3962091436e56e95290cb71fa302d0d270e32130b75fbff27"
+
 [[package]]
 name = "slab"
 version = "0.4.3"
@@ -1332,11 +1564,27 @@ dependencies = [
  "rand 0.7.3",
 ]
 
+[[package]]
+name = "stringprep"
+version = "0.1.2"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "8ee348cb74b87454fff4b551cbf727025810a004f88aeacae7f85b87f4e9a1c1"
+dependencies = [
+ "unicode-bidi",
+ "unicode-normalization",
+]
+
+[[package]]
+name = "subtle"
+version = "2.4.1"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "6bdef32e8150c2a081110b42772ffe7d7c9032b606bc226c8260fd97e0976601"
+
 [[package]]
 name = "syn"
-version = "1.0.72"
+version = "1.0.74"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "a1e8cdbefb79a9a5a65e0db8b47b723ee907b7c7f8496c76a1770b5c310bab82"
+checksum = "1873d832550d4588c3dbc20f01361ab00bfe741048f71e3fecf145a7cc18b29c"
 dependencies = [
  "proc-macro2",
  "quote",
@@ -1351,7 +1599,7 @@ checksum = "dac1c663cfc93810f88aed9b8941d48cabf856a1b111c29a40439018d870eb22"
 dependencies = [
  "cfg-if",
  "libc",
- "rand 0.8.3",
+ "rand 0.8.4",
  "redox_syscall",
  "remove_dir_all",
  "winapi",
@@ -1359,18 +1607,18 @@ dependencies = [
 
 [[package]]
 name = "thiserror"
-version = "1.0.25"
+version = "1.0.26"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "fa6f76457f59514c7eeb4e59d891395fab0b2fd1d40723ae737d64153392e9c6"
+checksum = "93119e4feac1cbe6c798c34d3a53ea0026b0b1de6a120deef895137c0529bfe2"
 dependencies = [
  "thiserror-impl",
 ]
 
 [[package]]
 name = "thiserror-impl"
-version = "1.0.25"
+version = "1.0.26"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "8a36768c0fbf1bb15eca10defa29526bda730a2376c2ab4393ccfa16fb1a318d"
+checksum = "060d69a0afe7796bf42e9e2ff91f5ee691fb15c53d38b4b62a9a53eb23164745"
 dependencies = [
  "proc-macro2",
  "quote",
@@ -1399,9 +1647,9 @@ dependencies = [
 
 [[package]]
 name = "tinyvec"
-version = "1.2.0"
+version = "1.3.1"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "5b5220f05bb7de7f3f53c7c065e1199b3172696fe2db9f9c4d8ad9b4ee74c342"
+checksum = "848a1e1181b9f6753b5e96a092749e29b11d19ede67dfbbd6c7dc7e0f49b5338"
 dependencies = [
  "tinyvec_macros",
 ]
@@ -1414,9 +1662,9 @@ checksum = "cda74da7e1a664f795bb1f8a87ec406fb89a02522cf6e50620d016add6dbbf5c"
 
 [[package]]
 name = "tokio"
-version = "1.6.0"
+version = "1.9.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "bd3076b5c8cc18138b8f8814895c11eb4de37114a5d127bafdc5e55798ceef37"
+checksum = "4b7b349f11a7047e6d1276853e612d152f5e8a352c61917887cc2169e2366b4c"
 dependencies = [
  "autocfg",
  "bytes",
@@ -1426,13 +1674,14 @@ dependencies = [
  "num_cpus",
  "pin-project-lite",
  "tokio-macros",
+ "winapi",
 ]
 
 [[package]]
 name = "tokio-macros"
-version = "1.2.0"
+version = "1.3.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "c49e3df43841dafb86046472506755d8501c5615673955f6aa17181125d13c37"
+checksum = "54473be61f4ebe4efd09cec9bd5d16fa51d70ea0192213d754d2d500457db110"
 dependencies = [
  "proc-macro2",
  "quote",
@@ -1449,6 +1698,29 @@ dependencies = [
  "tokio",
 ]
 
+[[package]]
+name = "tokio-postgres"
+version = "0.7.2"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "2d2b1383c7e4fb9a09e292c7c6afb7da54418d53b045f1c1fac7a911411a2b8b"
+dependencies = [
+ "async-trait",
+ "byteorder",
+ "bytes",
+ "fallible-iterator",
+ "futures",
+ "log",
+ "parking_lot",
+ "percent-encoding",
+ "phf",
+ "pin-project-lite",
+ "postgres-protocol",
+ "postgres-types",
+ "socket2",
+ "tokio",
+ "tokio-util",
+]
+
 [[package]]
 name = "tokio-util"
 version = "0.6.7"
@@ -1533,9 +1805,9 @@ dependencies = [
 
 [[package]]
 name = "tracing-subscriber"
-version = "0.2.18"
+version = "0.2.19"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "aa5553bf0883ba7c9cbe493b085c29926bd41b66afc31ff72cf17ff4fb60dcd5"
+checksum = "ab69019741fca4d98be3c62d2b75254528b5432233fd8a4d2739fec20278de48"
 dependencies = [
  "ansi_term",
  "chrono",
@@ -1588,9 +1860,9 @@ dependencies = [
 
 [[package]]
 name = "unicode-normalization"
-version = "0.1.17"
+version = "0.1.19"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "07fbfce1c8a97d547e8b5334978438d9d6ec8c20e38f56d4a4374d181493eaef"
+checksum = "d54590932941a9e9266f0832deed84ebe1bf2e4c9e4a3554d393d18f5e854bf9"
 dependencies = [
  "tinyvec",
 ]
@@ -1625,9 +1897,9 @@ dependencies = [
 
 [[package]]
 name = "vcpkg"
-version = "0.2.12"
+version = "0.2.15"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "cbdbff6266a24120518560b5dc983096efb98462e51d0d68169895b237be3e5d"
+checksum = "accd4ea62f7bb7a82fe23066fb0957d48ef677f6eeb8215f372f52e48bb32426"
 
 [[package]]
 name = "version_check"
diff --git a/Cargo.toml b/Cargo.toml
index 39e6b40..ae5272c 100644
--- a/Cargo.toml
+++ b/Cargo.toml
@@ -1,27 +1,28 @@
 [package]
 name = "jump-diffusion"
-version = "0.7.9"
+version = "0.8.0"
 authors = ["Sebastian Rollen <seb@overmu.se>"]
 edition = "2018"
 
 # See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html
 
 [dependencies]
-anyhow = "1.0.40"
-chrono = "0.4.19"
-chrono-tz = "0.5.3"
-config = "0.11.0"
-dotenv = "0.15.0"
-futures = "0.3.15"
-itertools = "0.10.0"
+anyhow = "1.0"
+chrono = "0.4"
+chrono-tz = "0.5"
+config = "0.11"
+datastore-client = { git = "ssh://git@github.com/Overmuse/datastore.git", tag = "v0.4.0" }
+dotenv = "0.15"
+futures = "0.3"
+itertools = "0.10"
 kafka-settings = {git = "ssh://git@github.com/Overmuse/kafka-settings.git", tag = "v0.3.1" }
-polygon = { git = "ssh://git@github.com/Overmuse/polygon", tag = "v0.9.1", default-features = false, features = ["rest"] }
-rdkafka = { version = "0.26.0", features = ["ssl-vendored"] }
-rust_decimal = { version = "1.14.3", features = ["maths"] }
-serde = "1.0.126"
-serde_json = "1.0.64"
-statrs = "0.13.0"
-tokio = { version = "1.6.0", features = ["macros", "rt-multi-thread"] }
-tracing = "0.1.26"
-tracing-subscriber = "0.2.18"
+polygon = { git = "ssh://git@github.com/Overmuse/polygon", tag = "v0.11.1", default-features = false, features = ["rest"] }
+rdkafka = { version = "0.26", features = ["ssl-vendored"] }
+rust_decimal = { version = "1.14", features = ["maths"] }
+serde = "1.0"
+serde_json = "1.0"
+statrs = "0.13"
+tokio = { version = "1.6", features = ["macros", "rt-multi-thread"] }
+tracing = "0.1"
+tracing-subscriber = "0.2"
 trading-base = { git = "ssh://git@github.com/Overmuse/trading-base", tag = "v0.1.0" }
diff --git a/src/aggregates.rs b/src/aggregates.rs
index 61bbac2..b67063a 100644
--- a/src/aggregates.rs
+++ b/src/aggregates.rs
@@ -8,7 +8,7 @@ pub trait JumpDiffusionAggregate {
 
 impl JumpDiffusionAggregate for Aggregate {
     fn is_open(&self) -> bool {
-        let datetime = Utc.timestamp(self.t as i64 / 1000, 0);
+        let datetime = self.t;
         let zoned = datetime.with_timezone(&New_York);
         (zoned.time() >= NaiveTime::from_hms(9, 30, 00))
             && (zoned.time() < NaiveTime::from_hms(16, 00, 00))
@@ -29,7 +29,7 @@ mod test {
             c: Decimal::new(100, 2),
             v: Decimal::new(100, 2),
             vw: Some(Decimal::new(100, 2)),
-            t: 1620999000000,
+            t: Utc.ymd(2021, 5, 14).and_hms(13, 30, 00),
             n: Some(100),
         };
         assert!(agg.is_open())
@@ -44,7 +44,7 @@ mod test {
             c: Decimal::new(100, 2),
             v: Decimal::new(100, 2),
             vw: Some(Decimal::new(100, 2)),
-            t: 1620998999999,
+            t: Utc.ymd(2021, 5, 14).and_hms(13, 29, 59),
             n: Some(100),
         };
         assert!(!agg.is_open())
diff --git a/src/data.rs b/src/data.rs
index 917250f..74d0f5b 100644
--- a/src/data.rs
+++ b/src/data.rs
@@ -1,8 +1,9 @@
 use anyhow::{anyhow, Result};
 use chrono::NaiveDate;
+use datastore_client::{Client as DatastoreClient, GetLastOpen};
 use futures::prelude::*;
 use itertools::Itertools;
-use polygon::rest::{Client, GetAggregate, GetTickerSnapshot, SortOrder, Timespan};
+use polygon::rest::{Client as PolygonClient, GetAggregate, SortOrder, Timespan};
 use rust_decimal::prelude::*;
 use tracing::debug;
 
@@ -15,8 +16,13 @@ pub struct Data {
     pub current_price: Decimal,
 }
 
-async fn download_ticker_data(client: &Client<'_>, ticker: &str, date: &NaiveDate) -> Result<Data> {
-    let agg = client
+async fn download_ticker_data(
+    polygon_client: &PolygonClient<'_>,
+    datastore_client: &DatastoreClient<'_>,
+    ticker: &str,
+    date: &NaiveDate,
+) -> Result<Data> {
+    let agg = polygon_client
         .send(
             GetAggregate::new(ticker, *date, *date)
                 .multiplier(1)
@@ -25,16 +31,19 @@ async fn download_ticker_data(client: &Client<'_>, ticker: &str, date: &NaiveDat
                 .sort(SortOrder::Asc),
         )
         .await?;
-    let snapshot = client.send(GetTickerSnapshot(ticker)).await?;
+    let open = datastore_client
+        .send(GetLastOpen::new(ticker.to_string()))
+        .await?;
     if let Some(res) = agg.results {
-        if snapshot.ticker.minute.c.is_zero() {
-            return Err(anyhow!("Zero price for ticker {}", ticker));
+        if open.is_none() {
+            return Err(anyhow!("Missing open price for ticker {}", ticker));
         };
+        let open = Decimal::from_f64(open.expect("Guaranteed to exist")).unwrap();
         let prices = res
             .iter()
             .filter(|x| x.is_open())
             .map(|x| x.c)
-            .chain(std::iter::once(snapshot.ticker.minute.c));
+            .chain(std::iter::once(open));
         let log_returns = prices
             .tuple_windows()
             .map(|(p1, p2)| (p2.ln() - p1.ln()).to_f64().unwrap())
@@ -42,7 +51,7 @@ async fn download_ticker_data(client: &Client<'_>, ticker: &str, date: &NaiveDat
         Ok(Data {
             ticker: ticker.to_string(),
             log_returns,
-            current_price: snapshot.ticker.minute.c,
+            current_price: open,
         })
     } else {
         Err(anyhow!("Missing data"))
@@ -50,13 +59,14 @@ async fn download_ticker_data(client: &Client<'_>, ticker: &str, date: &NaiveDat
 }
 
 pub async fn download_data(
-    client: &Client<'_>,
+    polygon_client: &PolygonClient<'_>,
+    datastore_client: &DatastoreClient<'_>,
     tickers: &[String],
     date: NaiveDate,
 ) -> Vec<Result<Data>> {
     debug!("Beginning data download");
     stream::iter(tickers)
-        .map(|ticker| download_ticker_data(client, ticker, &date))
+        .map(|ticker| download_ticker_data(polygon_client, datastore_client, ticker, &date))
         .buffered(100)
         .collect()
         .await
diff --git a/src/main.rs b/src/main.rs
index f25b69e..578e648 100644
--- a/src/main.rs
+++ b/src/main.rs
@@ -1,8 +1,9 @@
 use anyhow::{Context, Result};
 use chrono::{Duration, Local, NaiveTime, TimeZone, Utc};
 use chrono_tz::US::Eastern;
+use datastore_client::Client as DatastoreClient;
 use kafka_settings::producer;
-use polygon::rest::{Client, GetPreviousClose};
+use polygon::rest::{Client as PolygonClient, GetPreviousClose};
 use rdkafka::producer::FutureRecord;
 use rust_decimal::prelude::*;
 use tracing::{debug, error, info, subscriber::set_global_default};
@@ -65,11 +66,13 @@ async fn main() -> Result<()> {
     let tickers = settings.app.tickers;
     let cash = settings.app.initial_equity;
     let producer = producer(&settings.kafka).context("Failed to initialize Kafka producer")?;
-    let client =
-        Client::from_env().context("Failed to create client from environment variables")?;
+    let datastore_client = DatastoreClient::from_env()
+        .context("Failed to create datastore client from environment variables")?;
+    let polygon_client = PolygonClient::from_env()
+        .context("Failed to create polygon client from environment variables")?;
     // Use `GetPreviousClose` in order to find the previous close *date*
     debug!("Fetching previous close date");
-    let res = client
+    let res = polygon_client
         .send(GetPreviousClose {
             ticker: &tickers[0],
             unadjusted: false,
@@ -77,13 +80,15 @@ async fn main() -> Result<()> {
         .await
         .context("Failed to get previous close")?;
 
-    let last_trading_date = Utc
-        .timestamp(res.results[0].t as i64 / 1000, 0)
-        .naive_utc()
-        .date();
+    let last_trading_date = res.results[0].t.naive_utc().date();
     debug!("Downloading data");
-    let data = download_data(&client, &tickers, last_trading_date).await;
-
+    let data = download_data(
+        &polygon_client,
+        &datastore_client,
+        &tickers,
+        last_trading_date,
+    )
+    .await;
     let data: Vec<Data> = data
         .into_iter()
         .filter_map(|x| match x {