Display price feed in the UI

Display both bid and ask price feed from BitMex.

daemon/src/maker.rs

@@ -118,26 +118,15 @@ async fn main() -> Result<()> {
 
     tracing::info!("Listening on {}", local_addr);
 
-    let (task, mut quote_updates) = bitmex_price_feed::new().await?;
+    let (task, quote_updates) = bitmex_price_feed::new().await?;
     tokio::spawn(task);
 
-    // dummy usage of quote receiver
-    tokio::spawn(async move {
-        loop {
-            let bitmex_price_feed::Quote { bid, ask, .. } = *quote_updates.borrow();
-            tracing::info!(%bid, %ask, "BitMex quote updated");
-
-            if quote_updates.changed().await.is_err() {
-                return;
-            }
-        }
-    });
-
     rocket::custom(figment)
         .manage(cfd_feed_receiver)
         .manage(order_feed_receiver)
         .manage(wallet_feed_receiver)
         .manage(auth_password)
+        .manage(quote_updates)
         .attach(Db::init())
         .attach(AdHoc::try_on_ignite(
             "SQL migrations",

daemon/src/routes_maker.rs

@@ -1,4 +1,5 @@
 use crate::auth::Authenticated;
+use crate::bitmex_price_feed;
 use crate::maker_cfd;
 use crate::model::cfd::{Cfd, Order, OrderId, Origin};
 use crate::model::{Usd, WalletInfo};
@@ -23,11 +24,13 @@ pub async fn maker_feed(
     rx_cfds: &State<watch::Receiver<Vec<Cfd>>>,
     rx_order: &State<watch::Receiver<Option<Order>>>,
     rx_wallet: &State<watch::Receiver<WalletInfo>>,
+    rx_quote: &State<watch::Receiver<bitmex_price_feed::Quote>>,
     _auth: Authenticated,
 ) -> EventStream![] {
     let mut rx_cfds = rx_cfds.inner().clone();
     let mut rx_order = rx_order.inner().clone();
     let mut rx_wallet = rx_wallet.inner().clone();
+    let mut rx_quote = rx_quote.inner().clone();
 
     EventStream! {
         let wallet_info = rx_wallet.borrow().clone();
@@ -38,6 +41,9 @@ pub async fn maker_feed(
 
         let cfds = rx_cfds.borrow().clone();
         yield cfds.to_sse_event();
+        let quote = rx_quote.borrow().clone();
+        yield quote.to_sse_event();
+
 
         loop{
             select! {
@@ -52,6 +58,9 @@ pub async fn maker_feed(
                 Ok(()) = rx_cfds.changed() => {
                     let cfds = rx_cfds.borrow().clone();
                     yield cfds.to_sse_event();
+                Ok(()) = rx_quote.changed() => {
+                    let quote = rx_quote.borrow().clone();
+                    yield quote.to_sse_event();
                 }
             }
         }

daemon/src/routes_taker.rs

@@ -1,3 +1,4 @@
+use crate::bitmex_price_feed;
 use crate::model::cfd::{calculate_buy_margin, Cfd, Order, OrderId};
 use crate::model::{Leverage, Usd, WalletInfo};
 use crate::routes::EmbeddedFileExt;
@@ -22,10 +23,12 @@ pub async fn feed(
     rx_cfds: &State<watch::Receiver<Vec<Cfd>>>,
     rx_order: &State<watch::Receiver<Option<Order>>>,
     rx_wallet: &State<watch::Receiver<WalletInfo>>,
+    rx_quote: &State<watch::Receiver<bitmex_price_feed::Quote>>,
 ) -> EventStream![] {
     let mut rx_cfds = rx_cfds.inner().clone();
     let mut rx_order = rx_order.inner().clone();
     let mut rx_wallet = rx_wallet.inner().clone();
+    let mut rx_quote = rx_quote.inner().clone();
 
     EventStream! {
         let wallet_info = rx_wallet.borrow().clone();
@@ -36,6 +39,9 @@ pub async fn feed(
 
         let cfds = rx_cfds.borrow().clone();
         yield cfds.to_sse_event();
+        let quote = rx_quote.borrow().clone();
+        yield quote.to_sse_event();
+
 
         loop{
             select! {
@@ -50,6 +56,9 @@ pub async fn feed(
                 Ok(()) = rx_cfds.changed() => {
                     let cfds = rx_cfds.borrow().clone();
                     yield cfds.to_sse_event();
+                Ok(()) = rx_quote.changed() => {
+                    let quote = rx_quote.borrow().clone();
+                    yield quote.to_sse_event();
                 }
             }
         }

daemon/src/taker.rs

@@ -118,21 +118,9 @@ async fn main() -> Result<()> {
         }
     };
 
-    let (task, mut quote_updates) = bitmex_price_feed::new().await?;
+    let (task, quote_updates) = bitmex_price_feed::new().await?;
     tokio::spawn(task);
 
-    // dummy usage of quote receiver
-    tokio::spawn(async move {
-        loop {
-            let bitmex_price_feed::Quote { bid, ask, .. } = *quote_updates.borrow();
-            tracing::info!(%bid, %ask, "BitMex quote updated");
-
-            if quote_updates.changed().await.is_err() {
-                return;
-            }
-        }
-    });
-
     let figment = rocket::Config::figment()
         .merge(("databases.taker.url", data_dir.join("taker.sqlite")))
         .merge(("port", opts.http_port));
@@ -141,6 +129,7 @@ async fn main() -> Result<()> {
         .manage(cfd_feed_receiver)
         .manage(order_feed_receiver)
         .manage(wallet_feed_receiver)
+        .manage(quote_updates)
         .attach(Db::init())
         .attach(AdHoc::try_on_ignite(
             "SQL migrations",

daemon/src/to_sse_event.rs

@@ -1,10 +1,10 @@
-use crate::model;
 use crate::model::cfd::OrderId;
 use crate::model::{Leverage, Position, TradingPair, Usd};
+use crate::{bitmex_price_feed, model};
 use bdk::bitcoin::Amount;
 use rocket::response::stream::Event;
 use serde::Serialize;
-use std::time::UNIX_EPOCH;
+use std::time::{SystemTime, UNIX_EPOCH};
 
 #[derive(Debug, Clone, Serialize)]
 pub struct Cfd {
@@ -127,13 +127,34 @@ impl ToSseEvent for model::WalletInfo {
         let wallet_info = WalletInfo {
             balance: self.balance,
             address: self.address.to_string(),
-            last_updated_at: self
+            last_updated_at: into_unix_secs(self.last_updated_at),
-                .last_updated_at
-                .duration_since(UNIX_EPOCH)
-                .expect("timestamp to be convertible to duration since epoch")
-                .as_secs(),
         };
 
         Event::json(&wallet_info).event("wallet")
     }
 }
+
+#[derive(Debug, Clone, Serialize)]
+pub struct Quote {
+    bid: Usd,
+    ask: Usd,
+    last_updated_at: u64,
+}
+
+impl ToSseEvent for bitmex_price_feed::Quote {
+    fn to_sse_event(&self) -> Event {
+        let quote = Quote {
+            bid: self.bid,
+            ask: self.ask,
+            last_updated_at: into_unix_secs(self.timestamp),
+        };
+        Event::json(&quote).event("quote")
+    }
+}
+
+/// Convert to the format expected by the frontend
+fn into_unix_secs(time: SystemTime) -> u64 {
+    time.duration_since(UNIX_EPOCH)
+        .expect("timestamp to be convertible to duration since epoch")
+        .as_secs()
+}

frontend/src/MakerApp.tsx

@@ -19,9 +19,10 @@ import { useEventSource } from "react-sse-hooks";
 import { CfdTable } from "./components/cfdtables/CfdTable";
 import { CfdTableMaker } from "./components/cfdtables/CfdTableMaker";
 import CurrencyInputField from "./components/CurrencyInputField";
+import CurrentPrice from "./components/CurrentPrice";
 import useLatestEvent from "./components/Hooks";
 import OrderTile from "./components/OrderTile";
-import { Cfd, Order, WalletInfo } from "./components/Types";
+import { Cfd, Order, PriceInfo, WalletInfo } from "./components/Types";
 import Wallet from "./components/Wallet";
 import { CfdSellOrderPayload, postCfdSellOrderRequest } from "./MakerClient";
 
@@ -35,6 +36,7 @@ export default function App() {
     console.log(cfds);
 
     const walletInfo = useLatestEvent<WalletInfo>(source, "wallet");
+    const priceInfo = useLatestEvent<PriceInfo>(source, "quote");
 
     const toast = useToast();
     let [minQuantity, setMinQuantity] = useState<string>("100");
@@ -80,11 +82,8 @@ export default function App() {
             <HStack spacing={5}>
                 <VStack>
                     <Wallet walletInfo={walletInfo} />
+                    <CurrentPrice priceInfo={priceInfo} />
                     <VStack spacing={5} shadow={"md"} padding={5} width="100%" align={"stretch"}>
-                        <HStack>
-                            <Text width={labelWidth} align={"left"}>Current Price:</Text>
-                            <Text>{49000}</Text>
-                        </HStack>
                         <HStack>
                             <Text width={labelWidth}>Min Quantity:</Text>
                             <CurrencyInputField

frontend/src/TakerApp.tsx

@@ -18,8 +18,9 @@ import { useAsync } from "react-async";
 import { useEventSource } from "react-sse-hooks";
 import { CfdTable } from "./components/cfdtables/CfdTable";
 import CurrencyInputField from "./components/CurrencyInputField";
+import CurrentPrice from "./components/CurrentPrice";
 import useLatestEvent from "./components/Hooks";
-import { Cfd, Order, WalletInfo } from "./components/Types";
+import { Cfd, Order, PriceInfo, WalletInfo } from "./components/Types";
 import Wallet from "./components/Wallet";
 
 interface CfdOrderRequestPayload {
@@ -62,6 +63,7 @@ export default function App() {
     let cfds = cfdsOrUndefined ? cfdsOrUndefined! : [];
     const order = useLatestEvent<Order>(source, "order");
     const walletInfo = useLatestEvent<WalletInfo>(source, "wallet");
+    const priceInfo = useLatestEvent<PriceInfo>(source, "quote");
 
     const toast = useToast();
     let [quantity, setQuantity] = useState("0");
@@ -123,6 +125,7 @@ export default function App() {
             <HStack spacing={5}>
                 <VStack>
                     <Wallet walletInfo={walletInfo} />
+                    <CurrentPrice priceInfo={priceInfo} />
                     <VStack shadow={"md"} padding={5} align="stretch" spacing={5} width="100%">
                         <HStack>
                             <Text align={"left"} width={labelWidth}>Order Price:</Text>

frontend/src/components/CurrentPrice.tsx

@@ -0,0 +1,41 @@
+import { Box, Center, Divider, HStack, Skeleton, Text } from "@chakra-ui/react";
+import React from "react";
+import Timestamp from "./Timestamp";
+import { PriceInfo } from "./Types";
+
+interface Props {
+    priceInfo: PriceInfo | null;
+}
+
+export default function CurrentPrice(
+    {
+        priceInfo,
+    }: Props,
+) {
+    let bid = <Skeleton height="20px" />;
+    let ask = <Skeleton height="20px" />;
+    let timestamp = <Skeleton height="20px" />;
+
+    if (priceInfo) {
+        bid = <Text>{priceInfo.bid} USD</Text>;
+        ask = <Text>{priceInfo.ask} USD</Text>;
+        timestamp = <Timestamp timestamp={priceInfo.last_updated_at} />;
+    }
+
+    return (
+        <Box shadow={"md"} marginBottom={5} padding={5}>
+            <Center><Text fontWeight={"bold"}>Current Price</Text></Center>
+            <HStack>
+                <Text align={"left"}>Bid:</Text>
+                {bid}
+            </HStack>
+            <Divider marginTop={2} marginBottom={2} />
+            <HStack>
+                <Text align={"left"}>Ask:</Text>
+                {ask}
+            </HStack>
+            <Divider marginTop={2} marginBottom={2} />
+            {timestamp}
+        </Box>
+    );
+}

frontend/src/components/Timestamp.tsx

@@ -0,0 +1,26 @@
+import { Text } from "@chakra-ui/react";
+import React from "react";
+import { unixTimestampToDate } from "./Types";
+
+interface Props {
+    timestamp: number;
+}
+
+export default function Timestamp(
+    {
+        timestamp,
+    }: Props,
+) {
+    return (
+        <Text>
+            Updated: {unixTimestampToDate(timestamp).toLocaleDateString("en-US", {
+                year: "numeric",
+                month: "numeric",
+                day: "numeric",
+                hour: "2-digit",
+                minute: "2-digit",
+                second: "2-digit",
+            })}
+        </Text>
+    );
+}

frontend/src/components/Types.tsx

@@ -37,6 +37,12 @@ export interface WalletInfo {
     last_updated_at: number;
 }
 
+export interface PriceInfo {
+    bid: number;
+    ask: number;
+    last_updated_at: number;
+}
+
 export function unixTimestampToDate(unixTimestamp: number): Date {
     return new Date(unixTimestamp * 1000);
 }

frontend/src/components/Wallet.tsx

@@ -1,7 +1,8 @@
 import { CheckIcon, CopyIcon } from "@chakra-ui/icons";
 import { Box, Center, Divider, HStack, IconButton, Skeleton, Text, useClipboard } from "@chakra-ui/react";
 import React from "react";
-import { unixTimestampToDate, WalletInfo } from "./Types";
+import Timestamp from "./Timestamp";
+import { WalletInfo } from "./Types";
 
 interface WalletProps {
     walletInfo: WalletInfo | null;
@@ -30,16 +31,7 @@ export default function Wallet(
                 />
             </HStack>
         );
-        timestamp = <Text>
+        timestamp = <Timestamp timestamp={walletInfo.last_updated_at} />;
-            Updated: {unixTimestampToDate(walletInfo.last_updated_at).toLocaleDateString("en-US", {
-                year: "numeric",
-                month: "numeric",
-                day: "numeric",
-                hour: "2-digit",
-                minute: "2-digit",
-                second: "2-digit",
-            })}
-        </Text>;
     }
 
     return (