The buy margin is calculated from `initial_price`, `quantity` and `leverage`.
The sell margin is calculated from `initial_price` and `quantity` (no leverage trading for the seller at the moment).
Includes several refactors:
- Separate API interface for `Cfd` and `CfdOffer` when mapping `toSseEvent`. This allows internal modelling to be different than the exposed API.
- Remove the profit calculation internally, it is only relevant on the UI feed API level.
- Move code that is specific to taker/maker http API from `model` to the respective `routes` module.
- Some simplification of the calculation model of `Usd` (could be further improved by deriving calculation traits)
- Introduces `OfferOrigin` used to save the offer's origin as `mine` and `others` in the database. This is used to properly derive the CFD position from the offer.
- Add wallet to maker and taker.
For now we have different, static descriptors with a hardcoded DB
path. We also only operate on testnet and use sled as a database.
- Associate each CET with a unique nonce_pk
Eventually a set of `(message, nonce_pk)`.
- Share transactions with maker
- Add serialisation support to adaptor signature
Co-authored-by: Mariusz Klochowicz <mariusz@klochowicz.com>
Co-authored-by: Lucas Soriano del Pino <l.soriano.del.pino@gmail.com>
Philipp Hoenisch
Daniel Karzel
Thomas Eizinger