Maker publishes `OracleEventId` as part of offer

The latest announcement known to the maker's cfd actor is used for extracting the event id.

daemon/migrations/20210903050345_create_cfd_and_order_tables.sql

@@ -12,7 +12,8 @@ create table if not exists orders
     liquidation_price  text        not null,
     creation_timestamp text        not null,
     term               text        not null,
-    origin             text        not null
+    origin             text        not null,
+    oracle_event_id    text        not null
 );
 
 create unique index if not exists orders_uuid

daemon/sqlx-data.json

@@ -1,35 +1,7 @@
 {
   "db": "SQLite",
-  "3ec696a1077ae52f21230ac33b9083ae3420698ff4d6bb1bba2d71ad518daf85": {
-    "query": "\n            insert into orders (\n                uuid,\n                trading_pair,\n                position,\n                initial_price,\n                min_quantity,\n                max_quantity,\n                leverage,\n                liquidation_price,\n                creation_timestamp,\n                term,\n                origin\n            ) values (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?);\n            ",
-    "describe": {
-      "columns": [],
-      "parameters": {
-        "Right": 11
-      },
-      "nullable": []
-    }
-  },
-  "50abbb297394739ec9d85917f8c32aa8bcfa0bfe140b24e9eeda4ce8d30d4f8d": {
-    "query": "\n        select\n            state\n        from cfd_states\n        where cfd_id = ?\n        order by id desc\n        limit 1;\n        ",
-    "describe": {
-      "columns": [
-        {
-          "name": "state",
-          "ordinal": 0,
-          "type_info": "Text"
-        }
-      ],
-      "parameters": {
-        "Right": 1
-      },
-      "nullable": [
-        false
-      ]
-    }
-  },
-  "57c0eb6669321997352d87372431788aa039dd1898ca0b11ba4600f743ff4d93": {
-    "query": "\n        select\n            cfds.id as cfd_id,\n            orders.uuid as order_id,\n            orders.initial_price as price,\n            orders.min_quantity as min_quantity,\n            orders.max_quantity as max_quantity,\n            orders.leverage as leverage,\n            orders.trading_pair as trading_pair,\n            orders.position as position,\n            orders.origin as origin,\n            orders.liquidation_price as liquidation_price,\n            orders.creation_timestamp as creation_timestamp,\n            orders.term as term,\n            cfds.quantity_usd as quantity_usd,\n            cfd_states.state as state\n        from cfds as cfds\n        inner join orders as orders on cfds.order_id = orders.id\n        inner join cfd_states as cfd_states on cfd_states.cfd_id = cfds.id\n        where cfd_states.state in (\n            select\n              state\n              from cfd_states\n            where cfd_id = cfds.id\n            order by id desc\n            limit 1\n        )\n        ",
+  "41fb3bea22bde82a79aee6096d579a16494a20cfcfb2e8cfffe0a56073460bbf": {
+    "query": "\n        select\n            cfds.id as cfd_id,\n            orders.uuid as order_id,\n            orders.initial_price as price,\n            orders.min_quantity as min_quantity,\n            orders.max_quantity as max_quantity,\n            orders.leverage as leverage,\n            orders.trading_pair as trading_pair,\n            orders.position as position,\n            orders.origin as origin,\n            orders.liquidation_price as liquidation_price,\n            orders.creation_timestamp as creation_timestamp,\n            orders.term as term,\n            orders.oracle_event_id,\n            cfds.quantity_usd as quantity_usd,\n            cfd_states.state as state\n        from cfds as cfds\n        inner join orders as orders on cfds.order_id = orders.id\n        inner join cfd_states as cfd_states on cfd_states.cfd_id = cfds.id\n        where cfd_states.state in (\n            select\n              state\n              from cfd_states\n            where cfd_id = cfds.id\n            order by id desc\n            limit 1\n        )\n        ",
     "describe": {
       "columns": [
         {
@@ -93,14 +65,19 @@
           "type_info": "Text"
         },
         {
-          "name": "quantity_usd",
+          "name": "oracle_event_id",
           "ordinal": 12,
           "type_info": "Text"
         },
         {
-          "name": "state",
+          "name": "quantity_usd",
           "ordinal": 13,
           "type_info": "Text"
+        },
+        {
+          "name": "state",
+          "ordinal": 14,
+          "type_info": "Text"
         }
       ],
       "parameters": {
@@ -120,12 +97,69 @@
         false,
         false,
         false,
+        false,
+        false
+      ]
+    }
+  },
+  "50abbb297394739ec9d85917f8c32aa8bcfa0bfe140b24e9eeda4ce8d30d4f8d": {
+    "query": "\n        select\n            state\n        from cfd_states\n        where cfd_id = ?\n        order by id desc\n        limit 1;\n        ",
+    "describe": {
+      "columns": [
+        {
+          "name": "state",
+          "ordinal": 0,
+          "type_info": "Text"
+        }
+      ],
+      "parameters": {
+        "Right": 1
+      },
+      "nullable": [
         false
       ]
     }
   },
-  "62c8df2dde7a305757a070149a7066faf15da1ef2d6c6fc4c0bd83e385e4750e": {
-    "query": "\n        select\n            cfds.id as cfd_id,\n            orders.uuid as order_id,\n            orders.initial_price as price,\n            orders.min_quantity as min_quantity,\n            orders.max_quantity as max_quantity,\n            orders.leverage as leverage,\n            orders.trading_pair as trading_pair,\n            orders.position as position,\n            orders.origin as origin,\n            orders.liquidation_price as liquidation_price,\n            orders.creation_timestamp as creation_timestamp,\n            orders.term as term,\n            cfds.quantity_usd as quantity_usd,\n            cfd_states.state as state\n        from cfds as cfds\n        inner join orders as orders on cfds.order_id = orders.id\n        inner join cfd_states as cfd_states on cfd_states.cfd_id = cfds.id\n        where cfd_states.state in (\n            select\n              state\n              from cfd_states\n            where cfd_id = cfds.id\n            order by id desc\n            limit 1\n        )\n        and orders.uuid = ?\n        ",
+  "8e7571250da58b12f5884f17656e5966957c7798ea029c701a4fc43fd613f015": {
+    "query": "\n        select\n            id\n        from cfds\n        where order_uuid = ?;\n        ",
+    "describe": {
+      "columns": [
+        {
+          "name": "id",
+          "ordinal": 0,
+          "type_info": "Int64"
+        }
+      ],
+      "parameters": {
+        "Right": 1
+      },
+      "nullable": [
+        true
+      ]
+    }
+  },
+  "a464a1feb12abadff8bfd5b2b3b7362f3846869c0702944b21737eff8f420be5": {
+    "query": "\n        insert into cfd_states (\n            cfd_id,\n            state\n        ) values (?, ?);\n        ",
+    "describe": {
+      "columns": [],
+      "parameters": {
+        "Right": 2
+      },
+      "nullable": []
+    }
+  },
+  "a59cf0824b5e4191c94c229086ce464d1b8084f65a6fafb165d27ce6df5b815b": {
+    "query": "\n            insert into orders (\n                uuid,\n                trading_pair,\n                position,\n                initial_price,\n                min_quantity,\n                max_quantity,\n                leverage,\n                liquidation_price,\n                creation_timestamp,\n                term,\n                origin,\n                oracle_event_id\n            ) values (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?);\n            ",
+    "describe": {
+      "columns": [],
+      "parameters": {
+        "Right": 12
+      },
+      "nullable": []
+    }
+  },
+  "c404a4eebb7118fd4e716fe4155e011a52e12a3594b698ca4f0662674cd067f8": {
+    "query": "\n        select\n            cfds.id as cfd_id,\n            orders.uuid as order_id,\n            orders.initial_price as price,\n            orders.min_quantity as min_quantity,\n            orders.max_quantity as max_quantity,\n            orders.leverage as leverage,\n            orders.trading_pair as trading_pair,\n            orders.position as position,\n            orders.origin as origin,\n            orders.liquidation_price as liquidation_price,\n            orders.creation_timestamp as creation_timestamp,\n            orders.term as term,\n            orders.oracle_event_id,\n            cfds.quantity_usd as quantity_usd,\n            cfd_states.state as state\n        from cfds as cfds\n        inner join orders as orders on cfds.order_id = orders.id\n        inner join cfd_states as cfd_states on cfd_states.cfd_id = cfds.id\n        where cfd_states.state in (\n            select\n              state\n              from cfd_states\n            where cfd_id = cfds.id\n            order by id desc\n            limit 1\n        )\n        and orders.uuid = ?\n        ",
     "describe": {
       "columns": [
         {
@@ -189,14 +223,19 @@
           "type_info": "Text"
         },
         {
-          "name": "quantity_usd",
+          "name": "oracle_event_id",
           "ordinal": 12,
           "type_info": "Text"
         },
         {
-          "name": "state",
+          "name": "quantity_usd",
           "ordinal": 13,
           "type_info": "Text"
+        },
+        {
+          "name": "state",
+          "ordinal": 14,
+          "type_info": "Text"
         }
       ],
       "parameters": {
@@ -216,38 +255,11 @@
         false,
         false,
         false,
+        false,
         false
       ]
     }
   },
-  "8e7571250da58b12f5884f17656e5966957c7798ea029c701a4fc43fd613f015": {
-    "query": "\n        select\n            id\n        from cfds\n        where order_uuid = ?;\n        ",
-    "describe": {
-      "columns": [
-        {
-          "name": "id",
-          "ordinal": 0,
-          "type_info": "Int64"
-        }
-      ],
-      "parameters": {
-        "Right": 1
-      },
-      "nullable": [
-        true
-      ]
-    }
-  },
-  "a464a1feb12abadff8bfd5b2b3b7362f3846869c0702944b21737eff8f420be5": {
-    "query": "\n        insert into cfd_states (\n            cfd_id,\n            state\n        ) values (?, ?);\n        ",
-    "describe": {
-      "columns": [],
-      "parameters": {
-        "Right": 2
-      },
-      "nullable": []
-    }
-  },
   "f3dce76f316212c91cb3402b0cef00f1c9adbef8519c54e9bdbd373aab946209": {
     "query": "\n        select * from orders where uuid = ?;\n        ",
     "describe": {
@@ -311,6 +323,11 @@
           "name": "origin",
           "ordinal": 11,
           "type_info": "Text"
+        },
+        {
+          "name": "oracle_event_id",
+          "ordinal": 12,
+          "type_info": "Text"
         }
       ],
       "parameters": {
@@ -328,6 +345,7 @@
         false,
         false,
         false,
+        false,
         false
       ]
     }

daemon/src/db.rs

@@ -1,5 +1,5 @@
 use crate::model::cfd::{Cfd, CfdState, Order, OrderId, Origin};
-use crate::model::{Leverage, Position};
+use crate::model::{Leverage, OracleEventId, Position};
 use anyhow::{Context, Result};
 use rocket_db_pools::sqlx;
 use sqlx::pool::PoolConnection;
@@ -24,6 +24,7 @@ pub async fn insert_order(order: &Order, conn: &mut PoolConnection<Sqlite>) -> a
     let creation_timestamp = serde_json::to_string(&order.creation_timestamp).unwrap();
     let term = serde_json::to_string(&order.term).unwrap();
     let origin = serde_json::to_string(&order.origin).unwrap();
+    let oracle_event_id = order.oracle_event_id.0.clone();
 
     sqlx::query!(
         r#"
@@ -38,8 +39,9 @@ pub async fn insert_order(order: &Order, conn: &mut PoolConnection<Sqlite>) -> a
                 liquidation_price,
                 creation_timestamp,
                 term,
-                origin
-            ) values (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?);
+                origin,
+                oracle_event_id
+            ) values (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?);
             "#,
         uuid,
         trading_pair,
@@ -51,7 +53,8 @@ pub async fn insert_order(order: &Order, conn: &mut PoolConnection<Sqlite>) -> a
         liquidation_price,
         creation_timestamp,
         term,
-        origin
+        origin,
+        oracle_event_id
     )
     .execute(conn)
     .await?;
@@ -85,6 +88,7 @@ pub async fn load_order_by_id(
     let creation_timestamp = serde_json::from_str(row.creation_timestamp.as_str()).unwrap();
     let term = serde_json::from_str(row.term.as_str()).unwrap();
     let origin = serde_json::from_str(row.origin.as_str()).unwrap();
+    let oracle_event_id = OracleEventId(row.oracle_event_id);
 
     Ok(Order {
         id: uuid,
@@ -98,6 +102,7 @@ pub async fn load_order_by_id(
         creation_timestamp,
         term,
         origin,
+        oracle_event_id,
     })
 }
 
@@ -264,6 +269,7 @@ pub async fn load_cfd_by_order_id(
             orders.liquidation_price as liquidation_price,
             orders.creation_timestamp as creation_timestamp,
             orders.term as term,
+            orders.oracle_event_id,
             cfds.quantity_usd as quantity_usd,
             cfd_states.state as state
         from cfds as cfds
@@ -295,6 +301,7 @@ pub async fn load_cfd_by_order_id(
     let creation_timestamp = serde_json::from_str(row.creation_timestamp.as_str()).unwrap();
     let term = serde_json::from_str(row.term.as_str()).unwrap();
     let origin: Origin = serde_json::from_str(row.origin.as_str()).unwrap();
+    let oracle_event_id = OracleEventId(row.oracle_event_id.clone());
 
     let quantity = serde_json::from_str(row.quantity_usd.as_str()).unwrap();
     let latest_state = serde_json::from_str(row.state.as_str()).unwrap();
@@ -311,6 +318,7 @@ pub async fn load_cfd_by_order_id(
         creation_timestamp,
         term,
         origin,
+        oracle_event_id,
     };
 
     Ok(Cfd {
@@ -339,6 +347,7 @@ pub async fn load_all_cfds(conn: &mut PoolConnection<Sqlite>) -> anyhow::Result<
             orders.liquidation_price as liquidation_price,
             orders.creation_timestamp as creation_timestamp,
             orders.term as term,
+            orders.oracle_event_id,
             cfds.quantity_usd as quantity_usd,
             cfd_states.state as state
         from cfds as cfds
@@ -371,6 +380,7 @@ pub async fn load_all_cfds(conn: &mut PoolConnection<Sqlite>) -> anyhow::Result<
             let creation_timestamp = serde_json::from_str(row.creation_timestamp.as_str()).unwrap();
             let term = serde_json::from_str(row.term.as_str()).unwrap();
             let origin: Origin = serde_json::from_str(row.origin.as_str()).unwrap();
+            let oracle_event_id = OracleEventId(row.oracle_event_id.clone());
 
             let quantity = serde_json::from_str(row.quantity_usd.as_str()).unwrap();
             let latest_state = serde_json::from_str(row.state.as_str()).unwrap();
@@ -387,6 +397,7 @@ pub async fn load_all_cfds(conn: &mut PoolConnection<Sqlite>) -> anyhow::Result<
                 creation_timestamp,
                 term,
                 origin,
+                oracle_event_id,
             };
 
             Cfd {
@@ -420,7 +431,7 @@ mod tests {
         let pool = setup_test_db().await;
         let mut conn = pool.acquire().await.unwrap();
 
-        let order = Order::from_default_with_price(Usd(dec!(10000)), Origin::Theirs).unwrap();
+        let order = Order::default();
         insert_order(&order, &mut conn).await.unwrap();
 
         let order_loaded = load_order_by_id(order.id, &mut conn).await.unwrap();
@@ -433,7 +444,7 @@ mod tests {
         let pool = setup_test_db().await;
         let mut conn = pool.acquire().await.unwrap();
 
-        let order = Order::from_default_with_price(Usd(dec!(10000)), Origin::Theirs).unwrap();
+        let order = Order::default();
         let cfd = Cfd::new(
             order.clone(),
             Usd(dec!(1000)),
@@ -457,7 +468,7 @@ mod tests {
         let pool = setup_test_db().await;
         let mut conn = pool.acquire().await.unwrap();
 
-        let order = Order::from_default_with_price(Usd(dec!(10000)), Origin::Theirs).unwrap();
+        let order = Order::default();
         let cfd = Cfd::new(
             order.clone(),
             Usd(dec!(1000)),
@@ -482,8 +493,7 @@ mod tests {
         let pool = setup_test_db().await;
         let mut conn = pool.acquire().await.unwrap();
 
-        let order = Order::from_default_with_price(Usd(dec!(10000)), Origin::Theirs).unwrap();
-
+        let order = Order::default();
         let cfd = Cfd::new(
             order.clone(),
             Usd(dec!(1000)),
@@ -502,8 +512,7 @@ mod tests {
         let cfd_from_db = load_cfd_by_order_id(order_id, &mut conn).await.unwrap();
         assert_eq!(cfd, cfd_from_db);
 
-        let order = Order::from_default_with_price(Usd(dec!(10000)), Origin::Theirs).unwrap();
-
+        let order = Order::default();
         let cfd = Cfd::new(
             order.clone(),
             Usd(dec!(1000)),
@@ -528,7 +537,7 @@ mod tests {
         let pool = setup_test_db().await;
         let mut conn = pool.acquire().await.unwrap();
 
-        let order = Order::from_default_with_price(Usd(dec!(10000)), Origin::Theirs).unwrap();
+        let order = Order::default();
         let mut cfd = Cfd::new(
             order.clone(),
             Usd(dec!(1000)),
@@ -572,4 +581,17 @@ mod tests {
 
         pool
     }
+
+    impl Default for Order {
+        fn default() -> Self {
+            Order::new(
+                Usd(dec!(1000)),
+                Usd(dec!(100)),
+                Usd(dec!(1000)),
+                Origin::Theirs,
+                OracleEventId("Dummy".to_string()),
+            )
+            .unwrap()
+        }
+    }
 }

daemon/src/maker_cfd.rs

@@ -5,7 +5,7 @@ use crate::db::{
 };
 use crate::maker_inc_connections::TakerCommand;
 use crate::model::cfd::{
-    Cfd, CfdState, CfdStateChangeEvent, CfdStateCommon, Dlc, Order, OrderId, Role,
+    Cfd, CfdState, CfdStateChangeEvent, CfdStateCommon, Dlc, Order, OrderId, Origin, Role,
     SettlementProposal, SettlementProposals,
 };
 use crate::model::{TakerId, Usd};
@@ -43,7 +43,11 @@ pub struct RejectSettlement {
     pub order_id: OrderId,
 }
 
-pub struct NewOrder(pub Order);
+pub struct NewOrder {
+    pub price: Usd,
+    pub min_quantity: Usd,
+    pub max_quantity: Usd,
+}
 
 pub struct NewTakerOnline {
     pub id: TakerId,
@@ -121,7 +125,26 @@ impl Actor {
             ))?)
     }
 
-    async fn handle_new_order(&mut self, order: Order) -> Result<()> {
+    async fn handle_new_order(
+        &mut self,
+        price: Usd,
+        min_quantity: Usd,
+        max_quantity: Usd,
+    ) -> Result<()> {
+        let oracle_event_id = if let Some(latest_announcement) = self.latest_announcement.clone() {
+            latest_announcement.id
+        } else {
+            bail!("Cannot create order because no announcement from oracle")
+        };
+
+        let order = Order::new(
+            price,
+            min_quantity,
+            max_quantity,
+            Origin::Ours,
+            oracle_event_id,
+        )?;
+
         // 1. Save to DB
         let mut conn = self.db.acquire().await?;
         insert_order(&order, &mut conn).await?;
@@ -565,7 +588,7 @@ impl Handler<Commit> for Actor {
 #[async_trait]
 impl Handler<NewOrder> for Actor {
     async fn handle(&mut self, msg: NewOrder, _ctx: &mut Context<Self>) {
-        log_error!(self.handle_new_order(msg.0));
+        log_error!(self.handle_new_order(msg.price, msg.min_quantity, msg.max_quantity));
     }
 }
 

daemon/src/model/cfd.rs

@@ -1,4 +1,4 @@
-use crate::model::{Leverage, Percent, Position, TakerId, TradingPair, Usd};
+use crate::model::{Leverage, OracleEventId, Percent, Position, TakerId, TradingPair, Usd};
 use crate::monitor;
 use anyhow::{bail, Context, Result};
 use bdk::bitcoin::secp256k1::{SecretKey, Signature};
@@ -91,11 +91,22 @@ pub struct Order {
     pub term: Duration,
 
     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: OracleEventId,
 }
 
 #[allow(dead_code)] // Only one binary and the tests use this.
 impl Order {
-    pub fn from_default_with_price(price: Usd, origin: Origin) -> Result<Self> {
+    pub fn new(
+        price: Usd,
+        min_quantity: Usd,
+        max_quantity: Usd,
+        origin: Origin,
+        oracle_event_id: OracleEventId,
+    ) -> Result<Self> {
         let leverage = Leverage(5);
         let maintenance_margin_rate = dec!(0.005);
         let liquidation_price =
@@ -104,8 +115,8 @@ impl Order {
         Ok(Order {
             id: OrderId::default(),
             price,
-            min_quantity: Usd(dec!(1000)),
-            max_quantity: Usd(dec!(10000)),
+            min_quantity,
+            max_quantity,
             leverage,
             trading_pair: TradingPair::BtcUsd,
             liquidation_price,
@@ -113,17 +124,9 @@ impl Order {
             creation_timestamp: SystemTime::now(),
             term: Duration::from_secs(60 * 60 * 8), // 8 hours
             origin,
+            oracle_event_id,
         })
     }
-    pub fn with_min_quantity(mut self, min_quantity: Usd) -> Order {
-        self.min_quantity = min_quantity;
-        self
-    }
-
-    pub fn with_max_quantity(mut self, max_quantity: Usd) -> Order {
-        self.max_quantity = max_quantity;
-        self
-    }
 }
 
 fn calculate_liquidation_price(

daemon/src/routes_maker.rs

@@ -1,5 +1,5 @@
 use crate::auth::Authenticated;
-use crate::model::cfd::{Cfd, Order, OrderId, Origin, Role, SettlementProposals};
+use crate::model::cfd::{Cfd, Order, OrderId, Role, SettlementProposals};
 use crate::model::{Usd, WalletInfo};
 use crate::routes::EmbeddedFileExt;
 use crate::to_sse_event::{CfdAction, CfdsWithAuxData, ToSseEvent};
@@ -87,16 +87,15 @@ pub async fn post_sell_order(
     order: Json<CfdNewOrderRequest>,
     cfd_actor_address: &State<Address<maker_cfd::Actor>>,
     _auth: Authenticated,
-) -> Result<status::Accepted<()>, status::BadRequest<String>> {
-    let order = Order::from_default_with_price(order.price, Origin::Ours)
-        .map_err(|e| status::BadRequest(Some(e.to_string())))?
-        .with_min_quantity(order.min_quantity)
-        .with_max_quantity(order.max_quantity);
-
+) -> Result<status::Accepted<()>, Status> {
     cfd_actor_address
-        .do_send_async(maker_cfd::NewOrder(order))
+        .do_send_async(maker_cfd::NewOrder {
+            price: order.price,
+            min_quantity: order.min_quantity,
+            max_quantity: order.max_quantity,
+        })
         .await
-        .expect("actor to always be available");
+        .map_err(|_| Status::new(500))?;
 
     Ok(status::Accepted(None))
 }