Merge #877

877: Remove oracle event id from cfd r=da-kami a=da-kami

Loading the CFD by oracle event id, based on the "initial oracle event id" that we store in the CFD is wrong.
We should actually not store this even id at all, as it only becomes relevant once the setup is completed and we have a DLC.
If we load based on the event id that was stored in the CFD we might still load based on an outdated id once we roll over!
Thus, the event id of the cfd was removed. We always use the one stored in the DLC.
Since it is very hard to load a CFD based on the event id in the DLC (because that only exists in some states) this was removed.
Instead, upon attestation, we load all CFDs and then decide if we care about the attestation.
This should be optimized to loading all **open** CFDs at some point.

Co-authored-by: Daniel Karzel <daniel@comit.network>

daemon/migrations/20211213000000_remove-oracle_event_id_from_cfd.sql

@@ -0,0 +1,29 @@
+drop table cfd_states;
+drop table cfds;
+
+create table if not exists cfds
+(
+    id                               integer primary key autoincrement,
+    uuid                             text unique not null,
+    trading_pair                     text        not null,
+    position                         text        not null,
+    initial_price                    text        not null,
+    leverage                         integer     not null,
+    liquidation_price                text        not null,
+    creation_timestamp_seconds       integer     not null,
+    settlement_time_interval_seconds integer     not null,
+    origin                           text        not null,
+    fee_rate                         integer     not null,
+    quantity_usd                     text        not null,
+    counterparty                     text        not null
+);
+
+create unique index if not exists cfd_uuid on cfds (uuid);
+
+create table if not exists cfd_states
+(
+    id     integer primary key autoincrement,
+    cfd_id integer not null,
+    state  text    not null,
+    foreign key (cfd_id) references cfds (id)
+);

daemon/sqlx-data.json

@@ -18,8 +18,8 @@
       ]
     }
   },
-  "3efef7791c6a33eff33426e4b68e1f908be8da5efd2f991ba8e67df99f7ab360": {
+  "368233f70eed9dff137d884994a4863063459d53be75ed97bbf5297df70ffdb1": {
-    "query": "\n        with state as (\n            select\n                cfd_id,\n                state\n            from cfd_states\n                inner join cfds on cfds.id = cfd_states.cfd_id\n            where cfd_states.id in (\n                select\n                    max(id) as id\n                from cfd_states\n                group by (cfd_id)\n            )\n        )\n\n        select\n            cfds.uuid as \"uuid: crate::model::cfd::OrderId\",\n            cfds.trading_pair as \"trading_pair: crate::model::TradingPair\",\n            cfds.position as \"position: crate::model::Position\",\n            cfds.initial_price as \"initial_price: crate::model::Price\",\n            cfds.leverage as \"leverage: crate::model::Leverage\",\n            cfds.liquidation_price as \"liquidation_price: crate::model::Price\",\n            cfds.creation_timestamp_seconds as \"creation_timestamp_seconds: crate::model::Timestamp\",\n            cfds.settlement_time_interval_seconds as \"settlement_time_interval_secs: i64\",\n            cfds.origin as \"origin: crate::model::cfd::Origin\",\n            cfds.oracle_event_id as \"oracle_event_id: crate::model::BitMexPriceEventId\",\n            cfds.fee_rate as \"fee_rate: u32\",\n            cfds.quantity_usd as \"quantity_usd: crate::model::Usd\",\n            cfds.counterparty as \"counterparty: crate::model::Identity\",\n            state.state\n\n        from cfds\n            inner join state on state.cfd_id = cfds.id\n\n        where cfds.oracle_event_id = $1\n        ",
+    "query": "\n        with state as (\n            select\n                cfd_id,\n                state\n            from cfd_states\n                inner join cfds on cfds.id = cfd_states.cfd_id\n            where cfd_states.id in (\n                select\n                    max(id) as id\n                from cfd_states\n                group by (cfd_id)\n            )\n        )\n\n        select\n            cfds.uuid as \"uuid: crate::model::cfd::OrderId\",\n            cfds.trading_pair as \"trading_pair: crate::model::TradingPair\",\n            cfds.position as \"position: crate::model::Position\",\n            cfds.initial_price as \"initial_price: crate::model::Price\",\n            cfds.leverage as \"leverage: crate::model::Leverage\",\n            cfds.liquidation_price as \"liquidation_price: crate::model::Price\",\n            cfds.creation_timestamp_seconds as \"creation_timestamp_seconds: crate::model::Timestamp\",\n            cfds.settlement_time_interval_seconds as \"settlement_time_interval_secs: i64\",\n            cfds.origin as \"origin: crate::model::cfd::Origin\",\n            cfds.fee_rate as \"fee_rate: u32\",\n            cfds.quantity_usd as \"quantity_usd: crate::model::Usd\",\n            cfds.counterparty as \"counterparty: crate::model::Identity\",\n            state.state\n\n        from cfds\n            inner join state on state.cfd_id = cfds.id\n\n        where cfds.uuid = $1\n        ",
     "describe": {
       "columns": [
         {
@@ -67,29 +67,24 @@
           "ordinal": 8,
           "type_info": "Text"
         },
-        {
-          "name": "oracle_event_id: crate::model::BitMexPriceEventId",
-          "ordinal": 9,
-          "type_info": "Text"
-        },
         {
           "name": "fee_rate: u32",
-          "ordinal": 10,
+          "ordinal": 9,
           "type_info": "Int64"
         },
         {
           "name": "quantity_usd: crate::model::Usd",
-          "ordinal": 11,
+          "ordinal": 10,
           "type_info": "Text"
         },
         {
           "name": "counterparty: crate::model::Identity",
-          "ordinal": 12,
+          "ordinal": 11,
           "type_info": "Text"
         },
         {
           "name": "state",
-          "ordinal": 13,
+          "ordinal": 12,
           "type_info": "Text"
         }
       ],
@@ -109,7 +104,6 @@
         false,
         false,
         false,
-        false,
         false
       ]
     }
@@ -132,8 +126,8 @@
       ]
     }
   },
-  "c64374031a424b78b1061d05d0087d79c7251fe6da1dd3cb5d146d1e2b4dd12f": {
+  "e38578559a3a9bd5a082579cecc52c976f55f2ed25e3bedebab85bb8dcd69354": {
-    "query": "\n        with state as (\n            select\n                cfd_id,\n                state\n            from cfd_states\n                inner join cfds on cfds.id = cfd_states.cfd_id\n            where cfd_states.id in (\n                select\n                    max(id) as id\n                from cfd_states\n                group by (cfd_id)\n            )\n        )\n\n        select\n            cfds.uuid as \"uuid: crate::model::cfd::OrderId\",\n            cfds.trading_pair as \"trading_pair: crate::model::TradingPair\",\n            cfds.position as \"position: crate::model::Position\",\n            cfds.initial_price as \"initial_price: crate::model::Price\",\n            cfds.leverage as \"leverage: crate::model::Leverage\",\n            cfds.liquidation_price as \"liquidation_price: crate::model::Price\",\n            cfds.creation_timestamp_seconds as \"creation_timestamp_seconds: crate::model::Timestamp\",\n            cfds.settlement_time_interval_seconds as \"settlement_time_interval_secs: i64\",\n            cfds.origin as \"origin: crate::model::cfd::Origin\",\n            cfds.oracle_event_id as \"oracle_event_id: crate::model::BitMexPriceEventId\",\n            cfds.fee_rate as \"fee_rate: u32\",\n            cfds.quantity_usd as \"quantity_usd: crate::model::Usd\",\n            cfds.counterparty as \"counterparty: crate::model::Identity\",\n            state.state\n\n        from cfds\n            inner join state on state.cfd_id = cfds.id\n        ",
+    "query": "\n        with state as (\n            select\n                cfd_id,\n                state\n            from cfd_states\n                inner join cfds on cfds.id = cfd_states.cfd_id\n            where cfd_states.id in (\n                select\n                    max(id) as id\n                from cfd_states\n                group by (cfd_id)\n            )\n        )\n\n        select\n            cfds.uuid as \"uuid: crate::model::cfd::OrderId\",\n            cfds.trading_pair as \"trading_pair: crate::model::TradingPair\",\n            cfds.position as \"position: crate::model::Position\",\n            cfds.initial_price as \"initial_price: crate::model::Price\",\n            cfds.leverage as \"leverage: crate::model::Leverage\",\n            cfds.liquidation_price as \"liquidation_price: crate::model::Price\",\n            cfds.creation_timestamp_seconds as \"creation_timestamp_seconds: crate::model::Timestamp\",\n            cfds.settlement_time_interval_seconds as \"settlement_time_interval_secs: i64\",\n            cfds.origin as \"origin: crate::model::cfd::Origin\",\n            cfds.fee_rate as \"fee_rate: u32\",\n            cfds.quantity_usd as \"quantity_usd: crate::model::Usd\",\n            cfds.counterparty as \"counterparty: crate::model::Identity\",\n            state.state\n\n        from cfds\n            inner join state on state.cfd_id = cfds.id\n        ",
     "describe": {
       "columns": [
         {
@@ -181,130 +175,29 @@
           "ordinal": 8,
           "type_info": "Text"
         },
-        {
-          "name": "oracle_event_id: crate::model::BitMexPriceEventId",
-          "ordinal": 9,
-          "type_info": "Text"
-        },
         {
           "name": "fee_rate: u32",
-          "ordinal": 10,
-          "type_info": "Int64"
-        },
-        {
-          "name": "quantity_usd: crate::model::Usd",
-          "ordinal": 11,
-          "type_info": "Text"
-        },
-        {
-          "name": "counterparty: crate::model::Identity",
-          "ordinal": 12,
-          "type_info": "Text"
-        },
-        {
-          "name": "state",
-          "ordinal": 13,
-          "type_info": "Text"
-        }
-      ],
-      "parameters": {
-        "Right": 0
-      },
-      "nullable": [
-        false,
-        false,
-        false,
-        false,
-        false,
-        false,
-        false,
-        false,
-        false,
-        false,
-        false,
-        false,
-        false,
-        false
-      ]
-    }
-  },
-  "ff0e5909f36d03a19434acef0bf307c5b8a70beae6f619853f4e3ce5a8c53b61": {
-    "query": "\n        with state as (\n            select\n                cfd_id,\n                state\n            from cfd_states\n                inner join cfds on cfds.id = cfd_states.cfd_id\n            where cfd_states.id in (\n                select\n                    max(id) as id\n                from cfd_states\n                group by (cfd_id)\n            )\n        )\n\n        select\n            cfds.uuid as \"uuid: crate::model::cfd::OrderId\",\n            cfds.trading_pair as \"trading_pair: crate::model::TradingPair\",\n            cfds.position as \"position: crate::model::Position\",\n            cfds.initial_price as \"initial_price: crate::model::Price\",\n            cfds.leverage as \"leverage: crate::model::Leverage\",\n            cfds.liquidation_price as \"liquidation_price: crate::model::Price\",\n            cfds.creation_timestamp_seconds as \"creation_timestamp_seconds: crate::model::Timestamp\",\n            cfds.settlement_time_interval_seconds as \"settlement_time_interval_secs: i64\",\n            cfds.origin as \"origin: crate::model::cfd::Origin\",\n            cfds.oracle_event_id as \"oracle_event_id: crate::model::BitMexPriceEventId\",\n            cfds.fee_rate as \"fee_rate: u32\",\n            cfds.quantity_usd as \"quantity_usd: crate::model::Usd\",\n            cfds.counterparty as \"counterparty: crate::model::Identity\",\n            state.state\n\n        from cfds\n            inner join state on state.cfd_id = cfds.id\n\n        where cfds.uuid = $1\n        ",
-    "describe": {
-      "columns": [
-        {
-          "name": "uuid: crate::model::cfd::OrderId",
-          "ordinal": 0,
-          "type_info": "Text"
-        },
-        {
-          "name": "trading_pair: crate::model::TradingPair",
-          "ordinal": 1,
-          "type_info": "Text"
-        },
-        {
-          "name": "position: crate::model::Position",
-          "ordinal": 2,
-          "type_info": "Text"
-        },
-        {
-          "name": "initial_price: crate::model::Price",
-          "ordinal": 3,
-          "type_info": "Text"
-        },
-        {
-          "name": "leverage: crate::model::Leverage",
-          "ordinal": 4,
-          "type_info": "Int64"
-        },
-        {
-          "name": "liquidation_price: crate::model::Price",
-          "ordinal": 5,
-          "type_info": "Text"
-        },
-        {
-          "name": "creation_timestamp_seconds: crate::model::Timestamp",
-          "ordinal": 6,
-          "type_info": "Int64"
-        },
-        {
-          "name": "settlement_time_interval_secs: i64",
-          "ordinal": 7,
-          "type_info": "Int64"
-        },
-        {
-          "name": "origin: crate::model::cfd::Origin",
-          "ordinal": 8,
-          "type_info": "Text"
-        },
-        {
-          "name": "oracle_event_id: crate::model::BitMexPriceEventId",
           "ordinal": 9,
-          "type_info": "Text"
-        },
-        {
-          "name": "fee_rate: u32",
-          "ordinal": 10,
           "type_info": "Int64"
         },
         {
           "name": "quantity_usd: crate::model::Usd",
-          "ordinal": 11,
+          "ordinal": 10,
           "type_info": "Text"
         },
         {
           "name": "counterparty: crate::model::Identity",
-          "ordinal": 12,
+          "ordinal": 11,
           "type_info": "Text"
         },
         {
           "name": "state",
-          "ordinal": 13,
+          "ordinal": 12,
           "type_info": "Text"
         }
       ],
       "parameters": {
-        "Right": 1
+        "Right": 0
       },
       "nullable": [
         false,
@@ -319,7 +212,6 @@
         false,
         false,
         false,
-        false,
         false
       ]
     }

daemon/src/cfd_actors.rs

@@ -147,12 +147,17 @@ where
         attestation.id
     );
 
-    let mut cfds = db::load_cfds_by_oracle_event_id(attestation.id, conn).await?;
+    let mut cfds = db::load_all_cfds(conn).await?;
 
     for (cfd, dlc) in cfds
         .iter_mut()
         .filter_map(|cfd| cfd.dlc().map(|dlc| (cfd, dlc)))
     {
+        if dlc.settlement_event_id != attestation.id {
+            // If this CFD is not interested in this attestation we ignore it
+            continue;
+        }
+
         let attestation = try_continue!(Attestation::new(
             attestation.id,
             attestation.price,

daemon/src/db.rs

@@ -1,7 +1,6 @@
 use crate::model::cfd::Cfd;
 use crate::model::cfd::CfdState;
 use crate::model::cfd::OrderId;
-use crate::model::BitMexPriceEventId;
 use anyhow::Context;
 use anyhow::Result;
 use sqlx::pool::PoolConnection;
@@ -29,11 +28,10 @@ pub async fn insert_cfd(cfd: &Cfd, conn: &mut PoolConnection<Sqlite>) -> anyhow:
             creation_timestamp_seconds,
             settlement_time_interval_seconds,
             origin,
-            oracle_event_id,
             fee_rate,
             quantity_usd,
             counterparty
-        ) values ($1, $2, $3, $4, $5, $6, $7, $8, $9, $10, $11, $12, $13);
+        ) values ($1, $2, $3, $4, $5, $6, $7, $8, $9, $10, $11, $12);
 
         insert into cfd_states (
             cfd_id,
@@ -41,7 +39,7 @@ pub async fn insert_cfd(cfd: &Cfd, conn: &mut PoolConnection<Sqlite>) -> anyhow:
         )
         select
             id as cfd_id,
-            $14 as state
+            $13 as state
         from cfds
         order by id desc limit 1;
         "#,
@@ -55,7 +53,6 @@ pub async fn insert_cfd(cfd: &Cfd, conn: &mut PoolConnection<Sqlite>) -> anyhow:
     .bind(&cfd.creation_timestamp)
     .bind(&cfd.settlement_interval.whole_seconds())
     .bind(&cfd.origin)
-    .bind(&cfd.oracle_event_id)
     .bind(&cfd.fee_rate)
     .bind(&cfd.quantity_usd)
     .bind(&cfd.counterparty)
@@ -180,7 +177,6 @@ pub async fn load_cfd_by_order_id(
             cfds.creation_timestamp_seconds as "creation_timestamp_seconds: crate::model::Timestamp",
             cfds.settlement_time_interval_seconds as "settlement_time_interval_secs: i64",
             cfds.origin as "origin: crate::model::cfd::Origin",
-            cfds.oracle_event_id as "oracle_event_id: crate::model::BitMexPriceEventId",
             cfds.fee_rate as "fee_rate: u32",
             cfds.quantity_usd as "quantity_usd: crate::model::Usd",
             cfds.counterparty as "counterparty: crate::model::Identity",
@@ -209,7 +205,6 @@ pub async fn load_cfd_by_order_id(
         creation_timestamp: row.creation_timestamp_seconds,
         settlement_interval: Duration::new(row.settlement_time_interval_secs, 0),
         origin: row.origin,
-        oracle_event_id: row.oracle_event_id,
         fee_rate: row.fee_rate,
         quantity_usd: row.quantity_usd,
         state: serde_json::from_str(row.state.as_str())?,
@@ -245,7 +240,6 @@ pub async fn load_all_cfds(conn: &mut PoolConnection<Sqlite>) -> anyhow::Result<
             cfds.creation_timestamp_seconds as "creation_timestamp_seconds: crate::model::Timestamp",
             cfds.settlement_time_interval_seconds as "settlement_time_interval_secs: i64",
             cfds.origin as "origin: crate::model::cfd::Origin",
-            cfds.oracle_event_id as "oracle_event_id: crate::model::BitMexPriceEventId",
             cfds.fee_rate as "fee_rate: u32",
             cfds.quantity_usd as "quantity_usd: crate::model::Usd",
             cfds.counterparty as "counterparty: crate::model::Identity",
@@ -271,80 +265,6 @@ pub async fn load_all_cfds(conn: &mut PoolConnection<Sqlite>) -> anyhow::Result<
                 creation_timestamp: row.creation_timestamp_seconds,
                 settlement_interval: Duration::new(row.settlement_time_interval_secs, 0),
                 origin: row.origin,
-                oracle_event_id: row.oracle_event_id,
-                fee_rate: row.fee_rate,
-                quantity_usd: row.quantity_usd,
-                state: serde_json::from_str(row.state.as_str())?,
-                counterparty: row.counterparty,
-            })
-        })
-        .collect::<Result<Vec<_>>>()?;
-
-    Ok(cfds)
-}
-
-/// Loads all CFDs with the latest state as the CFD state
-pub async fn load_cfds_by_oracle_event_id(
-    oracle_event_id: BitMexPriceEventId,
-    conn: &mut PoolConnection<Sqlite>,
-) -> anyhow::Result<Vec<Cfd>> {
-    let event_id = oracle_event_id.to_string();
-    let rows = sqlx::query!(
-        r#"
-        with state as (
-            select
-                cfd_id,
-                state
-            from cfd_states
-                inner join cfds on cfds.id = cfd_states.cfd_id
-            where cfd_states.id in (
-                select
-                    max(id) as id
-                from cfd_states
-                group by (cfd_id)
-            )
-        )
-
-        select
-            cfds.uuid as "uuid: crate::model::cfd::OrderId",
-            cfds.trading_pair as "trading_pair: crate::model::TradingPair",
-            cfds.position as "position: crate::model::Position",
-            cfds.initial_price as "initial_price: crate::model::Price",
-            cfds.leverage as "leverage: crate::model::Leverage",
-            cfds.liquidation_price as "liquidation_price: crate::model::Price",
-            cfds.creation_timestamp_seconds as "creation_timestamp_seconds: crate::model::Timestamp",
-            cfds.settlement_time_interval_seconds as "settlement_time_interval_secs: i64",
-            cfds.origin as "origin: crate::model::cfd::Origin",
-            cfds.oracle_event_id as "oracle_event_id: crate::model::BitMexPriceEventId",
-            cfds.fee_rate as "fee_rate: u32",
-            cfds.quantity_usd as "quantity_usd: crate::model::Usd",
-            cfds.counterparty as "counterparty: crate::model::Identity",
-            state.state
-
-        from cfds
-            inner join state on state.cfd_id = cfds.id
-
-        where cfds.oracle_event_id = $1
-        "#,
-        event_id
-    )
-    .fetch_all(conn)
-    .await?;
-
-    let cfds = rows
-        .into_iter()
-        .map(|row| {
-            Ok(Cfd {
-                id: row.uuid,
-                trading_pair: row.trading_pair,
-                position: row.position,
-                price: row.initial_price,
-                leverage: row.leverage,
-                liquidation_price: row.liquidation_price,
-                creation_timestamp: row.creation_timestamp_seconds,
-                settlement_interval: Duration::new(row.settlement_time_interval_secs, 0),
-                origin: row.origin,
-                oracle_event_id: row.oracle_event_id,
                 fee_rate: row.fee_rate,
                 quantity_usd: row.quantity_usd,
                 state: serde_json::from_str(row.state.as_str())?,
@@ -363,15 +283,14 @@ mod tests {
     use crate::model::cfd::CfdState;
     use crate::model::cfd::Order;
     use crate::model::cfd::Origin;
+    use crate::model::BitMexPriceEventId;
     use crate::model::Identity;
     use crate::model::Price;
     use crate::model::Usd;
     use crate::seed::Seed;
     use pretty_assertions::assert_eq;
-    use rand::Rng;
     use rust_decimal_macros::dec;
     use sqlx::SqlitePool;
-    use time::macros::datetime;
     use time::OffsetDateTime;
 
     #[tokio::test]
@@ -408,35 +327,6 @@ mod tests {
         assert_eq!(cfd2, loaded_2);
     }
 
-    #[tokio::test]
-    async fn test_insert_and_load_cfd_by_oracle_event_id() {
-        let mut conn = setup_test_db().await;
-
-        let cfd_1 = Cfd::dummy()
-            .with_event_id(BitMexPriceEventId::event1())
-            .insert(&mut conn)
-            .await;
-        let cfd_2 = Cfd::dummy()
-            .with_event_id(BitMexPriceEventId::event1())
-            .insert(&mut conn)
-            .await;
-        let cfd_3 = Cfd::dummy()
-            .with_event_id(BitMexPriceEventId::event2())
-            .insert(&mut conn)
-            .await;
-
-        let cfds_event_1 = load_cfds_by_oracle_event_id(BitMexPriceEventId::event1(), &mut conn)
-            .await
-            .unwrap();
-
-        let cfds_event_2 = load_cfds_by_oracle_event_id(BitMexPriceEventId::event2(), &mut conn)
-            .await
-            .unwrap();
-
-        assert_eq!(vec![cfd_1, cfd_2], cfds_event_1);
-        assert_eq!(vec![cfd_3], cfds_event_2);
-    }
-
     #[tokio::test]
     async fn test_insert_new_cfd_state_and_load_with_multiple_cfd() {
         let mut conn = setup_test_db().await;
@@ -461,43 +351,6 @@ mod tests {
         assert_eq!(vec![cfd_1, cfd_2], cfds_from_db);
     }
 
-    // test more data; test will add 100 cfds to the database, with each
-    // having a random number of random updates. Final results are deterministic.
-    #[tokio::test]
-    async fn test_multiple_cfd_updates_per_cfd() {
-        let mut conn = setup_test_db().await;
-
-        for i in 0..100 {
-            let mut cfd = Cfd::dummy()
-                .with_event_id(BitMexPriceEventId::event1())
-                .insert(&mut conn)
-                .await;
-
-            let n_updates = rand::thread_rng().gen_range(1, 30);
-
-            for _ in 0..n_updates {
-                cfd.state = random_simple_state();
-                append_cfd_state(&cfd, &mut conn).await.unwrap();
-            }
-
-            // verify current state is correct
-            let loaded_by_order_id = load_cfd_by_order_id(cfd.id, &mut conn).await.unwrap();
-            assert_eq!(loaded_by_order_id, cfd);
-
-            // load_cfds_by_oracle_event_id can return multiple CFDs
-            let loaded_by_oracle_event_id =
-                load_cfds_by_oracle_event_id(BitMexPriceEventId::event1(), &mut conn)
-                    .await
-                    .unwrap();
-            assert_eq!(loaded_by_oracle_event_id.len(), i + 1);
-        }
-
-        // verify query returns only one state per CFD
-        let data = load_all_cfds(&mut conn).await.unwrap();
-
-        assert_eq!(data.len(), 100);
-    }
-
     #[tokio::test]
     async fn inserting_two_cfds_with_same_order_id_should_fail() {
         let mut conn = setup_test_db().await;
@@ -514,16 +367,6 @@ mod tests {
         );
     }
 
-    fn random_simple_state() -> CfdState {
-        match rand::thread_rng().gen_range(0, 5) {
-            0 => CfdState::outgoing_order_request(),
-            1 => CfdState::accepted(),
-            2 => CfdState::rejected(),
-            3 => CfdState::contract_setup(),
-            _ => CfdState::setup_failed(String::from("dummy failure")),
-        }
-    }
-
     async fn setup_test_db() -> PoolConnection<Sqlite> {
         let pool = SqlitePool::connect(":memory:").await.unwrap();
 
@@ -532,16 +375,6 @@ mod tests {
         pool.acquire().await.unwrap()
     }
 
-    impl BitMexPriceEventId {
-        fn event1() -> Self {
-            BitMexPriceEventId::with_20_digits(datetime!(2021-10-13 10:00:00).assume_utc())
-        }
-
-        fn event2() -> Self {
-            BitMexPriceEventId::with_20_digits(datetime!(2021-10-25 18:00:00).assume_utc())
-        }
-    }
-
     impl Cfd {
         fn dummy() -> Self {
             let (pub_key, _) = Seed::default().derive_identity();
@@ -561,11 +394,6 @@ mod tests {
 
             self
         }
-
-        fn with_event_id(mut self, id: BitMexPriceEventId) -> Self {
-            self.oracle_event_id = id;
-            self
-        }
     }
 
     impl Order {

daemon/src/maker_cfd.rs

@@ -443,7 +443,7 @@ where
         // state
         let announcement = self
             .oracle_actor
-            .send(oracle::GetAnnouncement(cfd.oracle_event_id))
+            .send(oracle::GetAnnouncement(current_order.oracle_event_id))
             .await??;
 
         // 5. Start up contract setup actor

daemon/src/model/cfd.rs

@@ -614,11 +614,6 @@ pub struct Cfd {
 
     pub origin: Origin,
 
-    /// The id of the event to be used for price attestation
-    ///
-    /// The maker includes this into the Order based on the Oracle announcement to be used.
-    pub oracle_event_id: BitMexPriceEventId,
-
     pub fee_rate: u32,
 
     pub quantity_usd: Usd,
@@ -643,7 +638,6 @@ impl Cfd {
             creation_timestamp: Timestamp::now(),
             settlement_interval: order.settlement_interval,
             origin: order.origin,
-            oracle_event_id: order.oracle_event_id,
             fee_rate: order.fee_rate,
             counterparty,
         }

daemon/src/projection.rs

@@ -506,8 +506,7 @@ pub struct Cfd {
 
     pub details: CfdDetails,
 
-    #[serde(with = "::time::serde::timestamp")]
+    pub expiry_timestamp: Option<OffsetDateTime>,
-    pub expiry_timestamp: OffsetDateTime,
 
     pub counterparty: Identity,
 }
@@ -560,10 +559,7 @@ impl From<CfdsWithAuxData> for Vec<Cfd> {
                     margin: cfd.margin().expect("margin to be available"),
                     margin_counterparty: cfd.counterparty_margin().expect("margin to be available"),
                     details: to_cfd_details(cfd, network),
-                    expiry_timestamp: match cfd.expiry_timestamp() {
+                    expiry_timestamp: cfd.expiry_timestamp(),
-                        None => cfd.oracle_event_id.timestamp(),
-                        Some(timestamp) => timestamp,
-                    },
                     counterparty: cfd.counterparty.into(),
                 }
             })

daemon/src/taker_cfd.rs

@@ -332,9 +332,9 @@ where
 
         let announcement = self
             .oracle_actor
-            .send(oracle::GetAnnouncement(cfd.oracle_event_id))
+            .send(oracle::GetAnnouncement(current_order.oracle_event_id))
             .await?
-            .with_context(|| format!("Announcement {} not found", cfd.oracle_event_id))?;
+            .with_context(|| format!("Announcement {} not found", current_order.oracle_event_id))?;
 
         let this = ctx
             .address()

maker-frontend/src/components/Types.tsx

@@ -49,7 +49,7 @@ export interface Cfd {
     actions: Action[];
     state_transition_timestamp: number;
     details: CfdDetails;
-    expiry_timestamp: number;
+    expiry_timestamp?: number;
 
     counterparty: string;
 }

maker-frontend/src/components/cfdtables/CfdTable.tsx

@@ -104,10 +104,10 @@ export function CfdTable(
                             <VStack>
                                 {txs}
                                 {details.payout && <Box>Payout: {details.payout}</Box>}
-                                <HStack>
+                                {expiry_timestamp && <HStack>
                                     <Text>Expires on:</Text>
                                     <Timestamp timestamp={expiry_timestamp} />
-                                </HStack>
+                                </HStack>}
                             </VStack>
                         </Box>
                     );

taker-frontend/src/components/CloseButton.tsx

@@ -40,7 +40,8 @@ export default function CloseButton({ cfd, request, status, buttonTitle, isForce
             <Text>
                 This will force close your position with the counterparty. The exchange rate at
             </Text>
-            <Timestamp timestamp={cfd.expiry_timestamp} />
+            {/*Close button is only available if we have a DLC*/}
+            <Timestamp timestamp={cfd.expiry_timestamp!} />
             <Text>
                 will determine your profit/losses. It is likely that the rate will change until then.
             </Text>

taker-frontend/src/types.ts

@@ -58,7 +58,7 @@ export interface Cfd {
     state: State;
     state_transition_timestamp: number;
     details: CfdDetails;
-    expiry_timestamp: number;
+    expiry_timestamp?: number;
 
     counterparty: string;
 }