lukechilds
/
itchysats
mirror of https://github.com/lukechilds/itchysats.git
1
0
Fork 0
Code Issues Projects Releases Wiki Activity
Browse Source

Merge #687 

687: Implement sqlx::Type for more datatypes r=da-kami a=thomaseizinger

This maker our DB code slightly simpler because we can directly use
our newtypes in the query and they are also constructed right away
by sqlx.

`@da-kami` `@klochowicz` Could one of you run `./prepare-db.sh` locally? It doesn't work on my machine for some reason ...

Co-authored-by: Thomas Eizinger <thomas@eizinger.io>
debug-collab-settlement
bors[bot] 3 years ago
committed by GitHub
parent
fe064ba6fe 1e0bf3de72
commit
ad2ceda3da
No known key found for this signature in database GPG Key ID: 4AEE18F83AFDEB23
6 changed files with 169 additions and 131 deletions
Whitespace
Show all changes Ignore whitespace when comparing lines Ignore changes in amount of whitespace Ignore changes in whitespace at EOL
Split View
Diff Options
Show Stats Download Patch File Download Diff File
  1. 138
      daemon/sqlx-data.json
  2. 117
      daemon/src/db.rs
  3. 2
      daemon/src/lib.rs
  4. 11
      daemon/src/model.rs
  5. 2
      daemon/src/model/cfd.rs
  6. 30
      daemon/src/sqlx_ext.rs

138
daemon/sqlx-data.json
View File

@ -1,7 +1,25 @@
{
"db": "SQLite",
"04399897350d026ee0830ccaba3638f8aa8f4ef9694d59286f32b9e2449a99fa": {
"query": "\n with ord as (\n select\n id as order_id,\n uuid,\n trading_pair,\n position,\n initial_price,\n min_quantity,\n max_quantity,\n leverage,\n liquidation_price,\n creation_timestamp_seconds as ts_secs,\n settlement_time_interval_seconds as settlement_time_interval_secs,\n origin,\n oracle_event_id\n from orders\n ),\n\n cfd as (\n select\n ord.order_id,\n id as cfd_id,\n quantity_usd\n from cfds\n inner join ord on ord.order_id = cfds.order_id\n ),\n\n state as (\n select\n id as state_id,\n cfd.order_id,\n cfd.quantity_usd,\n state\n from cfd_states\n inner join cfd on cfd.cfd_id = cfd_states.cfd_id\n where id in (\n select\n max(id) as id\n from cfd_states\n group by (cfd_id)\n )\n )\n\n select\n ord.uuid as \"uuid: crate::model::cfd::OrderId\",\n ord.trading_pair as \"trading_pair: crate::model::TradingPair\",\n ord.position as \"position: crate::model::Position\",\n ord.initial_price,\n ord.min_quantity,\n ord.max_quantity,\n ord.leverage as \"leverage: crate::model::Leverage\",\n ord.liquidation_price,\n ord.ts_secs as \"ts_secs: crate::model::Timestamp\",\n ord.settlement_time_interval_secs as \"settlement_time_interval_secs: i64\",\n ord.origin as \"origin: crate::model::cfd::Origin\",\n ord.oracle_event_id,\n state.quantity_usd,\n state.state\n\n from ord\n inner join state on state.order_id = ord.order_id\n\n where ord.uuid = $1\n ",
"221a6283db798bacaba99e7e85130f9a8bbea1299d8cb99d272b1d478dc19775": {
"query": "\n select\n state\n from cfd_states\n where cfd_id = $1\n order by id desc\n limit 1;\n ",
"describe": {
"columns": [
{
"name": "state",
"ordinal": 0,
"type_info": "Text"
}
],
"parameters": {
"Right": 1
},
"nullable": [
false
]
}
},
"3d41b8a81df84252dae228d8512b7491416520a6ad89561f67cdfb673f864a5a": {
"query": "\n with ord as (\n select\n id as order_id,\n uuid,\n trading_pair,\n position,\n initial_price,\n min_quantity,\n max_quantity,\n leverage,\n liquidation_price,\n creation_timestamp_seconds as ts_secs,\n settlement_time_interval_seconds as settlement_time_interval_secs,\n origin,\n oracle_event_id\n from orders\n ),\n\n cfd as (\n select\n ord.order_id,\n id as cfd_id,\n quantity_usd\n from cfds\n inner join ord on ord.order_id = cfds.order_id\n ),\n\n state as (\n select\n id as state_id,\n cfd.order_id,\n cfd.quantity_usd,\n state\n from cfd_states\n inner join cfd on cfd.cfd_id = cfd_states.cfd_id\n where id in (\n select\n max(id) as id\n from cfd_states\n group by (cfd_id)\n )\n )\n\n select\n ord.uuid as \"uuid: crate::model::cfd::OrderId\",\n ord.trading_pair as \"trading_pair: crate::model::TradingPair\",\n ord.position as \"position: crate::model::Position\",\n ord.initial_price as \"initial_price: crate::model::Price\",\n ord.min_quantity as \"min_quantity: crate::model::Usd\",\n ord.max_quantity as \"max_quantity: crate::model::Usd\",\n ord.leverage as \"leverage: crate::model::Leverage\",\n ord.liquidation_price as \"liquidation_price: crate::model::Price\",\n ord.ts_secs as \"ts_secs: crate::model::Timestamp\",\n ord.settlement_time_interval_secs as \"settlement_time_interval_secs: i64\",\n ord.origin as \"origin: crate::model::cfd::Origin\",\n ord.oracle_event_id as \"oracle_event_id: crate::model::BitMexPriceEventId\",\n state.quantity_usd as \"quantity_usd: crate::model::Usd\",\n state.state\n\n from ord\n inner join state on state.order_id = ord.order_id\n ",
"describe": {
"columns": [
{
@ -20,17 +38,17 @@
"type_info": "Text"
},
{
"name": "initial_price",
"name": "initial_price: crate::model::Price",
"ordinal": 3,
"type_info": "Text"
},
{
"name": "min_quantity",
"name": "min_quantity: crate::model::Usd",
"ordinal": 4,
"type_info": "Text"
},
{
"name": "max_quantity",
"name": "max_quantity: crate::model::Usd",
"ordinal": 5,
"type_info": "Text"
},
@ -40,7 +58,7 @@
"type_info": "Int64"
},
{
"name": "liquidation_price",
"name": "liquidation_price: crate::model::Price",
"ordinal": 7,
"type_info": "Text"
},
@ -60,12 +78,12 @@
"type_info": "Text"
},
{
"name": "oracle_event_id",
"name": "oracle_event_id: crate::model::BitMexPriceEventId",
"ordinal": 11,
"type_info": "Text"
},
{
"name": "quantity_usd",
"name": "quantity_usd: crate::model::Usd",
"ordinal": 12,
"type_info": "Text"
},
@ -76,7 +94,7 @@
}
],
"parameters": {
"Right": 1
"Right": 0
},
"nullable": [
false,
@ -96,26 +114,8 @@
]
}
},
"221a6283db798bacaba99e7e85130f9a8bbea1299d8cb99d272b1d478dc19775": {
"query": "\n select\n state\n from cfd_states\n where cfd_id = $1\n order by id desc\n limit 1;\n ",
"describe": {
"columns": [
{
"name": "state",
"ordinal": 0,
"type_info": "Text"
}
],
"parameters": {
"Right": 1
},
"nullable": [
false
]
}
},
"22aae04782d6d9d6fa025e7606e3dcce91bfb9aca4aef9089a9ff9407c9f2715": {
"query": "\n with ord as (\n select\n id as order_id,\n uuid,\n trading_pair,\n position,\n initial_price,\n min_quantity,\n max_quantity,\n leverage,\n liquidation_price,\n creation_timestamp_seconds as ts_secs,\n settlement_time_interval_seconds as settlement_time_interval_secs,\n origin,\n oracle_event_id\n from orders\n ),\n\n cfd as (\n select\n ord.order_id,\n id as cfd_id,\n quantity_usd\n from cfds\n inner join ord on ord.order_id = cfds.order_id\n ),\n\n state as (\n select\n id as state_id,\n cfd.order_id,\n cfd.quantity_usd,\n state\n from cfd_states\n inner join cfd on cfd.cfd_id = cfd_states.cfd_id\n where id in (\n select\n max(id) as id\n from cfd_states\n group by (cfd_id)\n )\n )\n\n select\n ord.uuid as \"uuid: crate::model::cfd::OrderId\",\n ord.trading_pair as \"trading_pair: crate::model::TradingPair\",\n ord.position as \"position: crate::model::Position\",\n ord.initial_price,\n ord.min_quantity,\n ord.max_quantity,\n ord.leverage as \"leverage: crate::model::Leverage\",\n ord.liquidation_price,\n ord.ts_secs as \"ts_secs: crate::model::Timestamp\",\n ord.settlement_time_interval_secs as \"settlement_time_interval_secs: i64\",\n ord.origin as \"origin: crate::model::cfd::Origin\",\n ord.oracle_event_id,\n state.quantity_usd,\n state.state\n\n from ord\n inner join state on state.order_id = ord.order_id\n ",
"414ecf7f0cfce0a1a482b1b430d960867df835aae7fe1b306aa7f22353795dcf": {
"query": "\n with ord as (\n select\n id as order_id,\n uuid,\n trading_pair,\n position,\n initial_price,\n min_quantity,\n max_quantity,\n leverage,\n liquidation_price,\n creation_timestamp_seconds as ts_secs,\n settlement_time_interval_seconds as settlement_time_interval_secs,\n origin,\n oracle_event_id\n from orders\n ),\n\n cfd as (\n select\n ord.order_id,\n id as cfd_id,\n quantity_usd\n from cfds\n inner join ord on ord.order_id = cfds.order_id\n ),\n\n state as (\n select\n id as state_id,\n cfd.order_id,\n cfd.quantity_usd,\n state\n from cfd_states\n inner join cfd on cfd.cfd_id = cfd_states.cfd_id\n where id in (\n select\n max(id) as id\n from cfd_states\n group by (cfd_id)\n )\n )\n\n select\n ord.uuid as \"uuid: crate::model::cfd::OrderId\",\n ord.trading_pair as \"trading_pair: crate::model::TradingPair\",\n ord.position as \"position: crate::model::Position\",\n ord.initial_price as \"initial_price: crate::model::Price\",\n ord.min_quantity as \"min_quantity: crate::model::Usd\",\n ord.max_quantity as \"max_quantity: crate::model::Usd\",\n ord.leverage as \"leverage: crate::model::Leverage\",\n ord.liquidation_price as \"liquidation_price: crate::model::Price\",\n ord.ts_secs as \"ts_secs: crate::model::Timestamp\",\n ord.settlement_time_interval_secs as \"settlement_time_interval_secs: i64\",\n ord.origin as \"origin: crate::model::cfd::Origin\",\n ord.oracle_event_id as \"oracle_event_id: crate::model::BitMexPriceEventId\",\n state.quantity_usd as \"quantity_usd: crate::model::Usd\",\n state.state\n\n from ord\n inner join state on state.order_id = ord.order_id\n\n where ord.uuid = $1\n ",
"describe": {
"columns": [
{
@ -134,17 +134,17 @@
"type_info": "Text"
},
{
"name": "initial_price",
"name": "initial_price: crate::model::Price",
"ordinal": 3,
"type_info": "Text"
},
{
"name": "min_quantity",
"name": "min_quantity: crate::model::Usd",
"ordinal": 4,
"type_info": "Text"
},
{
"name": "max_quantity",
"name": "max_quantity: crate::model::Usd",
"ordinal": 5,
"type_info": "Text"
},
@ -154,7 +154,7 @@
"type_info": "Int64"
},
{
"name": "liquidation_price",
"name": "liquidation_price: crate::model::Price",
"ordinal": 7,
"type_info": "Text"
},
@ -174,12 +174,12 @@
"type_info": "Text"
},
{
"name": "oracle_event_id",
"name": "oracle_event_id: crate::model::BitMexPriceEventId",
"ordinal": 11,
"type_info": "Text"
},
{
"name": "quantity_usd",
"name": "quantity_usd: crate::model::Usd",
"ordinal": 12,
"type_info": "Text"
},
@ -190,7 +190,7 @@
}
],
"parameters": {
"Right": 0
"Right": 1
},
"nullable": [
false,
@ -210,8 +210,8 @@
]
}
},
"4bb5424ebcd683a149f15df5560fdea6727174f4cd6e0709e526ac3a690e2e5e": {
"query": "\n select\n uuid as \"uuid: crate::model::cfd::OrderId\",\n trading_pair as \"trading_pair: crate::model::TradingPair\",\n position as \"position: crate::model::Position\",\n initial_price,\n min_quantity,\n max_quantity,\n leverage as \"leverage: crate::model::Leverage\",\n liquidation_price,\n creation_timestamp_seconds as \"ts_secs: crate::model::Timestamp\",\n settlement_time_interval_seconds as \"settlement_time_interval_secs: i64\",\n origin as \"origin: crate::model::cfd::Origin\",\n oracle_event_id\n\n from orders\n where uuid = $1\n ",
"5569292de42c8ce5cff83beb43af1f8e6c3c12b17e740550c1303a1a6d151100": {
"query": "\n select\n uuid as \"uuid: crate::model::cfd::OrderId\",\n trading_pair as \"trading_pair: crate::model::TradingPair\",\n position as \"position: crate::model::Position\",\n initial_price as \"initial_price: crate::model::Price\",\n min_quantity as \"min_quantity: crate::model::Usd\",\n max_quantity as \"max_quantity: crate::model::Usd\",\n leverage as \"leverage: crate::model::Leverage\",\n liquidation_price as \"liquidation_price: crate::model::Price\",\n creation_timestamp_seconds as \"ts_secs: crate::model::Timestamp\",\n settlement_time_interval_seconds as \"settlement_time_interval_secs: i64\",\n origin as \"origin: crate::model::cfd::Origin\",\n oracle_event_id as \"oracle_event_id: crate::model::BitMexPriceEventId\"\n from\n orders\n where\n uuid = $1\n ",
"describe": {
"columns": [
{
@ -230,17 +230,17 @@
"type_info": "Text"
},
{
"name": "initial_price",
"name": "initial_price: crate::model::Price",
"ordinal": 3,
"type_info": "Text"
},
{
"name": "min_quantity",
"name": "min_quantity: crate::model::Usd",
"ordinal": 4,
"type_info": "Text"
},
{
"name": "max_quantity",
"name": "max_quantity: crate::model::Usd",
"ordinal": 5,
"type_info": "Text"
},
@ -250,7 +250,7 @@
"type_info": "Int64"
},
{
"name": "liquidation_price",
"name": "liquidation_price: crate::model::Price",
"ordinal": 7,
"type_info": "Text"
},
@ -270,7 +270,7 @@
"type_info": "Text"
},
{
"name": "oracle_event_id",
"name": "oracle_event_id: crate::model::BitMexPriceEventId",
"ordinal": 11,
"type_info": "Text"
}
@ -294,8 +294,26 @@
]
}
},
"6dbd14a613a982521b4cc9179fd6f6b0298c0a4475508536379e9b82c9f2d0a0": {
"query": "\n with ord as (\n select\n id as order_id,\n uuid,\n trading_pair,\n position,\n initial_price,\n min_quantity,\n max_quantity,\n leverage,\n liquidation_price,\n creation_timestamp_seconds as ts_secs,\n settlement_time_interval_seconds as settlement_time_interval_secs,\n origin,\n oracle_event_id\n from orders\n ),\n\n cfd as (\n select\n ord.order_id,\n id as cfd_id,\n quantity_usd\n from cfds\n inner join ord on ord.order_id = cfds.order_id\n ),\n\n state as (\n select\n id as state_id,\n cfd.order_id,\n cfd.quantity_usd,\n state\n from cfd_states\n inner join cfd on cfd.cfd_id = cfd_states.cfd_id\n where id in (\n select\n max(id) as id\n from cfd_states\n group by (cfd_id)\n )\n )\n\n select\n ord.uuid as \"uuid: crate::model::cfd::OrderId\",\n ord.trading_pair as \"trading_pair: crate::model::TradingPair\",\n ord.position as \"position: crate::model::Position\",\n ord.initial_price,\n ord.min_quantity,\n ord.max_quantity,\n ord.leverage as \"leverage: crate::model::Leverage\",\n ord.liquidation_price,\n ord.ts_secs as \"ts_secs: crate::model::Timestamp\",\n ord.settlement_time_interval_secs as \"settlement_time_interval_secs: i64\",\n ord.origin as \"origin: crate::model::cfd::Origin\",\n ord.oracle_event_id,\n state.quantity_usd,\n state.state\n\n from ord\n inner join state on state.order_id = ord.order_id\n\n where ord.oracle_event_id = $1\n ",
"8cbe349911b35d8e79763d64b4f5813b4bd98f12e0bba5ada84d2cae8b08ef4f": {
"query": "\n select\n id\n from cfds\n where order_uuid = $1;\n ",
"describe": {
"columns": [
{
"name": "id",
"ordinal": 0,
"type_info": "Int64"
}
],
"parameters": {
"Right": 1
},
"nullable": [
true
]
}
},
"f822252e3d3eb70a03300529d8de8f553e8d97b1aac72fb964cbde49d65fe153": {
"query": "\n with ord as (\n select\n id as order_id,\n uuid,\n trading_pair,\n position,\n initial_price,\n min_quantity,\n max_quantity,\n leverage,\n liquidation_price,\n creation_timestamp_seconds as ts_secs,\n settlement_time_interval_seconds as settlement_time_interval_secs,\n origin,\n oracle_event_id\n from orders\n ),\n\n cfd as (\n select\n ord.order_id,\n id as cfd_id,\n quantity_usd\n from cfds\n inner join ord on ord.order_id = cfds.order_id\n ),\n\n state as (\n select\n id as state_id,\n cfd.order_id,\n cfd.quantity_usd,\n state\n from cfd_states\n inner join cfd on cfd.cfd_id = cfd_states.cfd_id\n where id in (\n select\n max(id) as id\n from cfd_states\n group by (cfd_id)\n )\n )\n\n select\n ord.uuid as \"uuid: crate::model::cfd::OrderId\",\n ord.trading_pair as \"trading_pair: crate::model::TradingPair\",\n ord.position as \"position: crate::model::Position\",\n ord.initial_price as \"initial_price: crate::model::Price\",\n ord.min_quantity as \"min_quantity: crate::model::Usd\",\n ord.max_quantity as \"max_quantity: crate::model::Usd\",\n ord.leverage as \"leverage: crate::model::Leverage\",\n ord.liquidation_price as \"liquidation_price: crate::model::Price\",\n ord.ts_secs as \"ts_secs: crate::model::Timestamp\",\n ord.settlement_time_interval_secs as \"settlement_time_interval_secs: i64\",\n ord.origin as \"origin: crate::model::cfd::Origin\",\n ord.oracle_event_id as \"oracle_event_id: crate::model::BitMexPriceEventId\",\n state.quantity_usd as \"quantity_usd: crate::model::Usd\",\n state.state\n\n from ord\n inner join state on state.order_id = ord.order_id\n\n where ord.oracle_event_id = $1\n ",
"describe": {
"columns": [
{
@ -314,17 +332,17 @@
"type_info": "Text"
},
{
"name": "initial_price",
"name": "initial_price: crate::model::Price",
"ordinal": 3,
"type_info": "Text"
},
{
"name": "min_quantity",
"name": "min_quantity: crate::model::Usd",
"ordinal": 4,
"type_info": "Text"
},
{
"name": "max_quantity",
"name": "max_quantity: crate::model::Usd",
"ordinal": 5,
"type_info": "Text"
},
@ -334,7 +352,7 @@
"type_info": "Int64"
},
{
"name": "liquidation_price",
"name": "liquidation_price: crate::model::Price",
"ordinal": 7,
"type_info": "Text"
},
@ -354,12 +372,12 @@
"type_info": "Text"
},
{
"name": "oracle_event_id",
"name": "oracle_event_id: crate::model::BitMexPriceEventId",
"ordinal": 11,
"type_info": "Text"
},
{
"name": "quantity_usd",
"name": "quantity_usd: crate::model::Usd",
"ordinal": 12,
"type_info": "Text"
},
@ -389,23 +407,5 @@
false
]
}
},
"8cbe349911b35d8e79763d64b4f5813b4bd98f12e0bba5ada84d2cae8b08ef4f": {
"query": "\n select\n id\n from cfds\n where order_uuid = $1;\n ",
"describe": {
"columns": [
{
"name": "id",
"ordinal": 0,
"type_info": "Int64"
}
],
"parameters": {
"Right": 1
},
"nullable": [
true
]
}
}
}

117
daemon/src/db.rs
View File

@ -1,11 +1,9 @@
use crate::model::cfd::{Cfd, CfdState, Order, OrderId};
use crate::model::{BitMexPriceEventId, Usd};
use crate::model::BitMexPriceEventId;
use anyhow::{bail, Context, Result};
use rust_decimal::Decimal;
use sqlx::pool::PoolConnection;
use sqlx::{Sqlite, SqlitePool};
use std::mem;
use std::str::FromStr;
use time::Duration;
pub async fn run_migrations(pool: &SqlitePool) -> anyhow::Result<()> {
@ -33,15 +31,15 @@ pub async fn insert_order(order: &Order, conn: &mut PoolConnection<Sqlite>) -> a
.bind(&order.id)
.bind(&order.trading_pair)
.bind(&order.position)
.bind(&order.price.to_string())
.bind(&order.min_quantity.to_string())
.bind(&order.max_quantity.to_string())
.bind(order.leverage.get())
.bind(&order.liquidation_price.to_string())
.bind(&order.price)
.bind(&order.min_quantity)
.bind(&order.max_quantity)
.bind(&order.leverage)
.bind(&order.liquidation_price)
.bind(&order.creation_timestamp.seconds())
.bind(&order.settlement_interval.whole_seconds())
.bind(&order.origin)
.bind(&order.oracle_event_id.to_string())
.bind(&order.oracle_event_id)
.execute(conn)
.await?;
@ -62,18 +60,19 @@ pub async fn load_order_by_id(
uuid as "uuid: crate::model::cfd::OrderId",
trading_pair as "trading_pair: crate::model::TradingPair",
position as "position: crate::model::Position",
initial_price,
min_quantity,
max_quantity,
initial_price as "initial_price: crate::model::Price",
min_quantity as "min_quantity: crate::model::Usd",
max_quantity as "max_quantity: crate::model::Usd",
leverage as "leverage: crate::model::Leverage",
liquidation_price,
liquidation_price as "liquidation_price: crate::model::Price",
creation_timestamp_seconds as "ts_secs: crate::model::Timestamp",
settlement_time_interval_seconds as "settlement_time_interval_secs: i64",
origin as "origin: crate::model::cfd::Origin",
oracle_event_id
from orders
where uuid = $1
oracle_event_id as "oracle_event_id: crate::model::BitMexPriceEventId"
from
orders
where
uuid = $1
"#,
id
)
@ -84,15 +83,15 @@ pub async fn load_order_by_id(
id: row.uuid,
trading_pair: row.trading_pair,
position: row.position,
price: row.initial_price.parse()?,
min_quantity: row.min_quantity.parse()?,
max_quantity: row.max_quantity.parse()?,
price: row.initial_price,
min_quantity: row.min_quantity,
max_quantity: row.max_quantity,
leverage: row.leverage,
liquidation_price: row.liquidation_price.parse()?,
liquidation_price: row.liquidation_price,
creation_timestamp: row.ts_secs,
settlement_interval: Duration::new(row.settlement_time_interval_secs, 0),
origin: row.origin,
oracle_event_id: row.oracle_event_id.parse()?,
oracle_event_id: row.oracle_event_id,
})
}
@ -131,7 +130,7 @@ pub async fn insert_cfd(cfd: &Cfd, conn: &mut PoolConnection<Sqlite>) -> anyhow:
"#,
)
.bind(&cfd.order.id)
.bind(&cfd.quantity_usd.to_string())
.bind(&cfd.quantity_usd)
.bind(state)
.execute(conn)
.await?;
@ -275,16 +274,16 @@ pub async fn load_cfd_by_order_id(
ord.uuid as "uuid: crate::model::cfd::OrderId",
ord.trading_pair as "trading_pair: crate::model::TradingPair",
ord.position as "position: crate::model::Position",
ord.initial_price,
ord.min_quantity,
ord.max_quantity,
ord.initial_price as "initial_price: crate::model::Price",
ord.min_quantity as "min_quantity: crate::model::Usd",
ord.max_quantity as "max_quantity: crate::model::Usd",
ord.leverage as "leverage: crate::model::Leverage",
ord.liquidation_price,
ord.liquidation_price as "liquidation_price: crate::model::Price",
ord.ts_secs as "ts_secs: crate::model::Timestamp",
ord.settlement_time_interval_secs as "settlement_time_interval_secs: i64",
ord.origin as "origin: crate::model::cfd::Origin",
ord.oracle_event_id,
state.quantity_usd,
ord.oracle_event_id as "oracle_event_id: crate::model::BitMexPriceEventId",
state.quantity_usd as "quantity_usd: crate::model::Usd",
state.state
from ord
@ -301,15 +300,15 @@ pub async fn load_cfd_by_order_id(
id: row.uuid,
trading_pair: row.trading_pair,
position: row.position,
price: row.initial_price.parse()?,
min_quantity: row.min_quantity.parse()?,
max_quantity: row.max_quantity.parse()?,
price: row.initial_price,
min_quantity: row.min_quantity,
max_quantity: row.max_quantity,
leverage: row.leverage,
liquidation_price: row.liquidation_price.parse()?,
liquidation_price: row.liquidation_price,
creation_timestamp: row.ts_secs,
settlement_interval: Duration::new(row.settlement_time_interval_secs, 0),
origin: row.origin,
oracle_event_id: row.oracle_event_id.parse()?,
oracle_event_id: row.oracle_event_id,
};
// TODO:
@ -317,7 +316,7 @@ pub async fn load_cfd_by_order_id(
// via https://github.com/comit-network/hermes/issues/290
Ok(Cfd {
order,
quantity_usd: Usd::new(Decimal::from_str(&row.quantity_usd)?),
quantity_usd: row.quantity_usd,
state: serde_json::from_str(row.state.as_str())?,
})
}
@ -373,16 +372,16 @@ pub async fn load_all_cfds(conn: &mut PoolConnection<Sqlite>) -> anyhow::Result<
ord.uuid as "uuid: crate::model::cfd::OrderId",
ord.trading_pair as "trading_pair: crate::model::TradingPair",
ord.position as "position: crate::model::Position",
ord.initial_price,
ord.min_quantity,
ord.max_quantity,
ord.initial_price as "initial_price: crate::model::Price",
ord.min_quantity as "min_quantity: crate::model::Usd",
ord.max_quantity as "max_quantity: crate::model::Usd",
ord.leverage as "leverage: crate::model::Leverage",
ord.liquidation_price,
ord.liquidation_price as "liquidation_price: crate::model::Price",
ord.ts_secs as "ts_secs: crate::model::Timestamp",
ord.settlement_time_interval_secs as "settlement_time_interval_secs: i64",
ord.origin as "origin: crate::model::cfd::Origin",
ord.oracle_event_id,
state.quantity_usd,
ord.oracle_event_id as "oracle_event_id: crate::model::BitMexPriceEventId",
state.quantity_usd as "quantity_usd: crate::model::Usd",
state.state
from ord
@ -399,20 +398,20 @@ pub async fn load_all_cfds(conn: &mut PoolConnection<Sqlite>) -> anyhow::Result<
id: row.uuid,
trading_pair: row.trading_pair,
position: row.position,
price: row.initial_price.parse()?,
min_quantity: row.min_quantity.parse()?,
max_quantity: row.max_quantity.parse()?,
price: row.initial_price,
min_quantity: row.min_quantity,
max_quantity: row.max_quantity,
leverage: row.leverage,
liquidation_price: row.liquidation_price.parse()?,
liquidation_price: row.liquidation_price,
creation_timestamp: row.ts_secs,
settlement_interval: Duration::new(row.settlement_time_interval_secs, 0),
origin: row.origin,
oracle_event_id: row.oracle_event_id.parse()?,
oracle_event_id: row.oracle_event_id,
};
Ok(Cfd {
order,
quantity_usd: Usd::new(Decimal::from_str(&row.quantity_usd)?),
quantity_usd: row.quantity_usd,
state: serde_json::from_str(row.state.as_str())?,
})
})
@ -476,16 +475,16 @@ pub async fn load_cfds_by_oracle_event_id(
ord.uuid as "uuid: crate::model::cfd::OrderId",
ord.trading_pair as "trading_pair: crate::model::TradingPair",
ord.position as "position: crate::model::Position",
ord.initial_price,
ord.min_quantity,
ord.max_quantity,
ord.initial_price as "initial_price: crate::model::Price",
ord.min_quantity as "min_quantity: crate::model::Usd",
ord.max_quantity as "max_quantity: crate::model::Usd",
ord.leverage as "leverage: crate::model::Leverage",
ord.liquidation_price,
ord.liquidation_price as "liquidation_price: crate::model::Price",
ord.ts_secs as "ts_secs: crate::model::Timestamp",
ord.settlement_time_interval_secs as "settlement_time_interval_secs: i64",
ord.origin as "origin: crate::model::cfd::Origin",
ord.oracle_event_id,
state.quantity_usd,
ord.oracle_event_id as "oracle_event_id: crate::model::BitMexPriceEventId",
state.quantity_usd as "quantity_usd: crate::model::Usd",
state.state
from ord
@ -505,20 +504,20 @@ pub async fn load_cfds_by_oracle_event_id(
id: row.uuid,
trading_pair: row.trading_pair,
position: row.position,
price: row.initial_price.parse()?,
min_quantity: row.min_quantity.parse()?,
max_quantity: row.max_quantity.parse()?,
price: row.initial_price,
min_quantity: row.min_quantity,
max_quantity: row.max_quantity,
leverage: row.leverage,
liquidation_price: row.liquidation_price.parse()?,
liquidation_price: row.liquidation_price,
creation_timestamp: row.ts_secs,
settlement_interval: Duration::new(row.settlement_time_interval_secs, 0),
origin: row.origin,
oracle_event_id: row.oracle_event_id.parse()?,
oracle_event_id: row.oracle_event_id,
};
Ok(Cfd {
order,
quantity_usd: row.quantity_usd.parse()?,
quantity_usd: row.quantity_usd,
state: serde_json::from_str(row.state.as_str())?,
})
})

2
daemon/src/lib.rs
View File

@ -16,6 +16,8 @@ use tokio::sync::watch;
use xtra::message_channel::{MessageChannel, StrongMessageChannel};
use xtra::{Actor, Address};
pub mod sqlx_ext; // Must come first because it is a macro.
pub mod actors;
pub mod auth;
pub mod bitmex_price_feed;

11
daemon/src/model.rs
View File

@ -1,4 +1,4 @@
use crate::olivia;
use crate::{impl_sqlx_type_display_from_str, olivia};
use anyhow::{Context, Result};
use bdk::bitcoin::{Address, Amount, Denomination};
use chrono::DateTime;
@ -62,9 +62,13 @@ impl str::FromStr for Usd {
}
}
impl_sqlx_type_display_from_str!(Usd);
#[derive(Debug, Copy, Clone, PartialEq, PartialOrd, Serialize, Deserialize)]
pub struct Price(Decimal);
impl_sqlx_type_display_from_str!(Price);
impl Price {
pub fn new(value: Decimal) -> Result<Self, Error> {
if value == Decimal::ZERO {
@ -133,6 +137,7 @@ impl InversePrice {
}
#[derive(Debug, Copy, Clone, Serialize, Deserialize, PartialEq, sqlx::Type)]
#[sqlx(transparent)]
pub struct Leverage(u8);
impl Leverage {
@ -377,7 +382,7 @@ pub enum TradingPair {
BtcUsd,
}
#[derive(Debug, Clone, Serialize, Deserialize, PartialEq, sqlx::Type)]
#[derive(Debug, Clone, Copy, Serialize, Deserialize, PartialEq, sqlx::Type)]
pub enum Position {
Long,
Short,
@ -507,6 +512,8 @@ impl str::FromStr for BitMexPriceEventId {
}
}
impl_sqlx_type_display_from_str!(BitMexPriceEventId);
#[derive(Debug, Copy, Clone, Serialize, Deserialize, PartialEq, sqlx::Type)]
pub struct Timestamp(i64);

2
daemon/src/model/cfd.rs
View File

@ -660,7 +660,7 @@ impl Cfd {
pub fn position(&self) -> Position {
match self.order.origin {
Origin::Ours => self.order.position.clone(),
Origin::Ours => self.order.position,
// If the order is not our own we take the counter-position in the CFD
Origin::Theirs => match self.order.position {

30
daemon/src/sqlx_ext.rs
View File

@ -0,0 +1,30 @@
#[macro_export]
macro_rules! impl_sqlx_type_display_from_str {
($ty:ty) => {
impl sqlx::Type<sqlx::Sqlite> for $ty {
fn type_info() -> sqlx::sqlite::SqliteTypeInfo {
String::type_info()
}
}
impl<'q> sqlx::Encode<'q, sqlx::Sqlite> for $ty {
fn encode_by_ref(
&self,
args: &mut Vec<sqlx::sqlite::SqliteArgumentValue<'q>>,
) -> sqlx::encode::IsNull {
self.to_string().encode_by_ref(args)
}
}
impl<'r> sqlx::Decode<'r, sqlx::Sqlite> for $ty {
fn decode(
value: sqlx::sqlite::SqliteValueRef<'r>,
) -> Result<Self, sqlx::error::BoxDynError> {
let string = String::decode(value)?;
let value = string.parse()?;
Ok(value)
}
}
};
}
Write Preview
Loading…
Cancel
Save