Loading the CFD by oracle event id, based on the "initial oracle event id" that we store in the CFD is wrong.
We should actually no store this even id at all, as it only becomes relevant once the setup is completed and we have a DLC.
If we load based on the event id that was stored in the CFD we might still load based on an outdated id once we roll over!
Thus, the event id of the cfd was removed. We always use the one stored in the DLC.
Since it is very hard to load a CFD based on the event id in the DLC (because that only exists in some states) this was removed.
Instead, upon attestation, we load all CFDs and then decide if we care about the attestation.
This should be optimized to loading all **open** CFDs at some point.
We need this on the maker side to be able to get stats on what takers do.
For the taker it will also become relevant in the future so it is not wrong to add it.
Created new Timestamp struct that only uses seconds (as i64 in order
to play nice with both sqlx and chrono) and removed use of SytemTime::now()
throughout in the process.
This PR addresses #352 but also had the effect of doing a better job of
addressing #434, making #435 pointless.
This PR does a few things:
* cleans up the SQL to make the queries clearer in terms of intent, as well as eliminating the use of an extra transaction in some write queries.
* adds some additional testing
* (mostly) eliminates the use of `serde_json::to_string()`, making the data columns behave in a more sane manner
The primary goal was to remove all of the calls to `serde_json::to_string()`
for the data-handling, thus enabling us to do (more or less):
```rust
Order {
row.column,
...
}
```
as well as clean up the SQL for easier reading. This has mostly been
accomplished, with further refinements easily accomplished once the
upstream issues in `sqlx` are addressed. See #314 for issues we are
tracking.
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.
Daniel Karzel
Thomas Eizinger
luckysori
DelicioiusHair