Browse Source
This reverts commit 4b8237c9d6.
After last night's conversation, we decided to return to the first version of
the PR, which will come in a subsequent commit.
fix-olivia-event-id
Mariusz Klochowicz
3 years ago
9 changed files with 113 additions and 279 deletions
@ -1,118 +0,0 @@ |
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use crate::db::load_all_cfds; |
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use crate::model::cfd::OrderId; |
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use crate::model::{Leverage, Position, TradingPair, Usd}; |
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use crate::{bitmex_price_feed, model}; |
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use anyhow::{Context as _, Result}; |
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use bdk::bitcoin::Amount; |
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use serde::Serialize; |
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use sqlx::pool::PoolConnection; |
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use sqlx::Sqlite; |
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use std::time::UNIX_EPOCH; |
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use tokio::sync::watch; |
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#[allow(dead_code)] |
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/// Role of the actor's owner in the upcoming contract
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pub enum Role { |
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Maker, |
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Taker, |
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} |
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#[derive(Debug, Clone, Serialize)] |
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pub struct Cfd { |
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pub order_id: OrderId, |
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pub initial_price: Usd, |
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pub leverage: Leverage, |
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pub trading_pair: TradingPair, |
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pub position: Position, |
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pub liquidation_price: Usd, |
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pub quantity_usd: Usd, |
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#[serde(with = "::bdk::bitcoin::util::amount::serde::as_btc")] |
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pub margin: Amount, |
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#[serde(with = "::bdk::bitcoin::util::amount::serde::as_btc")] |
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pub profit_btc: Amount, |
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pub profit_usd: Usd, |
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pub state: String, |
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pub state_transition_timestamp: u64, |
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} |
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pub struct CfdFeed { |
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role: Role, |
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cfd_feed_sender: watch::Sender<Vec<Cfd>>, |
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current_price: Option<bitmex_price_feed::Quote>, |
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} |
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impl CfdFeed { |
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pub fn new(role: Role) -> (Self, watch::Receiver<Vec<Cfd>>) { |
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let (cfd_feed_sender, cfd_feed_receiver) = watch::channel::<Vec<Cfd>>(vec![]); |
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( |
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Self { |
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role, |
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cfd_feed_sender, |
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current_price: None, |
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}, |
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cfd_feed_receiver, |
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) |
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} |
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/// Update price from BitMex. It is recommended to call `update()` afterwards.
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pub fn set_current_price(&mut self, quote: bitmex_price_feed::Quote) { |
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self.current_price = Some(quote); |
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} |
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/// Updates the CFD feed in the frontend
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pub async fn update(&self, conn: &mut PoolConnection<Sqlite>) -> Result<()> { |
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let cfds = load_all_cfds(conn).await?; |
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let cfds = cfds |
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.iter() |
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.map(|cfd| { |
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let (profit_btc, profit_usd) = self.calculate_profit(cfd); |
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Cfd { |
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order_id: cfd.order.id, |
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initial_price: cfd.order.price, |
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leverage: cfd.order.leverage, |
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trading_pair: cfd.order.trading_pair.clone(), |
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position: cfd.position(), |
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liquidation_price: cfd.order.liquidation_price, |
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quantity_usd: cfd.quantity_usd, |
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profit_btc, |
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profit_usd, |
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state: cfd.state.to_string(), |
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state_transition_timestamp: cfd |
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.state |
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.get_transition_timestamp() |
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.duration_since(UNIX_EPOCH) |
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.expect("timestamp to be convertable to duration since epoch") |
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.as_secs(), |
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// TODO: Depending on the state the margin might be set (i.e. in Open we save it
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// in the DB internally) and does not have to be calculated
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margin: cfd.margin().unwrap(), |
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} |
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}) |
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.collect::<Vec<Cfd>>(); |
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self.cfd_feed_sender |
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.send(cfds) |
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.context("Could not update CFD feed") |
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} |
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fn calculate_profit(&self, cfd: &model::cfd::Cfd) -> (Amount, Usd) { |
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if let Some(quote) = &self.current_price { |
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cfd.profit(match self.role { |
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Role::Taker => quote.for_taker(), |
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Role::Maker => quote.for_maker(), |
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}) |
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.unwrap() |
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} else { |
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// No current price set yet, returning no profits
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(Amount::ZERO, Usd::ZERO) |
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} |
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} |
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} |
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