delphi.market/db/market.go

325 lines
11 KiB
Go

package db
import (
"context"
"database/sql"
"log"
"time"
)
type FetchOrdersWhere struct {
MarketId int
Pubkey string
Confirmed bool
}
func (db *DB) CreateMarket(tx *sql.Tx, ctx context.Context, market *Market) error {
if err := tx.QueryRowContext(ctx, ""+
"INSERT INTO markets(description, end_date, invoice_id) "+
"VALUES($1, $2, $3) "+
"RETURNING id", market.Description, market.EndDate, market.InvoiceId).Scan(&market.Id); err != nil {
return err
}
// For now, we only support binary markets.
if _, err := tx.Exec("INSERT INTO shares(market_id, description) VALUES ($1, 'YES'), ($1, 'NO')", market.Id); err != nil {
return err
}
return nil
}
func (db *DB) FetchMarket(marketId int, market *Market) error {
if err := db.QueryRow("SELECT id, description, end_date FROM markets WHERE id = $1", marketId).Scan(&market.Id, &market.Description, &market.EndDate); err != nil {
return err
}
return nil
}
func (db *DB) FetchActiveMarkets(markets *[]Market) error {
var (
rows *sql.Rows
market Market
err error
)
if rows, err = db.Query("" +
"SELECT m.id, m.description, m.end_date FROM markets m " +
"JOIN invoices i ON i.id = m.invoice_id WHERE i.confirmed_at IS NOT NULL"); err != nil {
return err
}
defer rows.Close()
for rows.Next() {
rows.Scan(&market.Id, &market.Description, &market.EndDate)
*markets = append(*markets, market)
}
return nil
}
func (db *DB) FetchShares(marketId int, shares *[]Share) error {
rows, err := db.Query("SELECT id, market_id, description FROM shares WHERE market_id = $1 ORDER BY description DESC", marketId)
if err != nil {
return err
}
defer rows.Close()
for rows.Next() {
var share Share
rows.Scan(&share.Id, &share.MarketId, &share.Description)
*shares = append(*shares, share)
}
return nil
}
func (db *DB) FetchShare(tx *sql.Tx, ctx context.Context, shareId string, share *Share) error {
return tx.QueryRowContext(ctx, "SELECT id, market_id, description FROM shares WHERE id = $1", shareId).Scan(&share.Id, &share.MarketId, &share.Description)
}
func (db *DB) FetchOrders(where *FetchOrdersWhere, orders *[]Order) error {
query := "" +
"SELECT o.id, share_id, o.pubkey, o.side, o.quantity, o.price, o.invoice_id, o.created_at, o.deleted_at, s.description, s.market_id, i.confirmed_at " +
"FROM orders o " +
"JOIN invoices i ON o.invoice_id = i.id " +
"JOIN shares s ON o.share_id = s.id " +
"WHERE o.deleted_at IS NULL "
var args []any
if where.MarketId > 0 {
query += "AND share_id = ANY(SELECT id FROM shares WHERE market_id = $1) "
args = append(args, where.MarketId)
} else if where.Pubkey != "" {
query += "AND o.pubkey = $1 "
args = append(args, where.Pubkey)
}
if where.Confirmed {
query += "AND o.order_id IS NOT NULL "
}
query += "AND (i.confirmed_at IS NOT NULL OR i.expires_at > CURRENT_TIMESTAMP) "
query += "ORDER BY price DESC"
rows, err := db.Query(query, args...)
if err != nil {
return err
}
defer rows.Close()
for rows.Next() {
var order Order
rows.Scan(&order.Id, &order.ShareId, &order.Pubkey, &order.Side, &order.Quantity, &order.Price, &order.InvoiceId, &order.CreatedAt, &order.DeletedAt, &order.Share.Description, &order.Share.MarketId, &order.Invoice.ConfirmedAt)
*orders = append(*orders, order)
}
return nil
}
func (db *DB) CreateOrder(tx *sql.Tx, ctx context.Context, order *Order) error {
if _, err := tx.ExecContext(ctx, ""+
"INSERT INTO orders(share_id, pubkey, side, quantity, price, invoice_id) "+
"VALUES ($1, $2, $3, $4, $5, CASE WHEN $6 = '' THEN NULL ELSE $6::UUID END)",
order.ShareId, order.Pubkey, order.Side, order.Quantity, order.Price, order.InvoiceId.String); err != nil {
return err
}
return nil
}
func (db *DB) FetchOrder(tx *sql.Tx, ctx context.Context, orderId string, order *Order) error {
query := "" +
"SELECT o.id, o.share_id, o.pubkey, o.side, o.quantity, o.price, o.created_at, o.deleted_at, o.order_id, s.description, s.market_id, i.confirmed_at, o.invoice_id, COALESCE(i.msats_received, 0) " +
"FROM orders o " +
"LEFT JOIN invoices i ON o.invoice_id = i.id " +
"JOIN shares s ON o.share_id = s.id " +
"WHERE o.id = $1"
return tx.QueryRowContext(ctx, query, orderId).Scan(&order.Id, &order.ShareId, &order.Pubkey, &order.Side, &order.Quantity, &order.Price, &order.CreatedAt, &order.DeletedAt, &order.OrderId, &order.Share.Description, &order.MarketId, &order.Invoice.ConfirmedAt, &order.InvoiceId, &order.Invoice.MsatsReceived)
}
func (db *DB) FetchUserOrders(pubkey string, orders *[]Order) error {
query := "" +
"SELECT o.id, share_id, o.pubkey, o.side, o.quantity, o.price, o.created_at, o.deleted_at, s.description, s.market_id, i.confirmed_at, " +
"CASE WHEN o.order_id IS NOT NULL THEN 'EXECUTED' WHEN o.deleted_at IS NOT NULL THEN 'CANCELED' ELSE 'PENDING' END AS status, o.order_id, o.invoice_id " +
"FROM orders o " +
"LEFT JOIN invoices i ON o.invoice_id = i.id " +
"JOIN shares s ON o.share_id = s.id " +
"WHERE o.pubkey = $1 AND ( (o.side = 'BUY' AND i.confirmed_at IS NOT NULL) OR o.side = 'SELL' ) " +
"ORDER BY o.created_at DESC"
rows, err := db.Query(query, pubkey)
if err != nil {
return err
}
defer rows.Close()
for rows.Next() {
var order Order
rows.Scan(&order.Id, &order.ShareId, &order.Pubkey, &order.Side, &order.Quantity, &order.Price, &order.CreatedAt, &order.DeletedAt, &order.ShareDescription, &order.Share.MarketId, &order.Invoice.ConfirmedAt, &order.Status, &order.OrderId, &order.InvoiceId)
*orders = append(*orders, order)
}
return nil
}
func (db *DB) FetchMarketOrders(marketId int64, orders *[]Order) error {
query := "" +
"SELECT o.id, share_id, o.pubkey, o.side, o.quantity, o.price, o.created_at, s.description, s.market_id, " +
"CASE WHEN o.order_id IS NOT NULL THEN 'EXECUTED' ELSE 'PENDING' END AS status, o.order_id, o.invoice_id " +
"FROM orders o " +
"JOIN shares s ON o.share_id = s.id " +
"LEFT JOIN invoices i ON o.invoice_id = i.id " +
"WHERE s.market_id = $1 AND o.deleted_at IS NULL " +
"ORDER BY o.created_at DESC"
rows, err := db.Query(query, marketId)
if err != nil {
return err
}
defer rows.Close()
for rows.Next() {
var order Order
rows.Scan(&order.Id, &order.ShareId, &order.Pubkey, &order.Side, &order.Quantity, &order.Price, &order.CreatedAt, &order.ShareDescription, &order.Share.MarketId, &order.Status, &order.OrderId, &order.InvoiceId)
*orders = append(*orders, order)
}
return nil
}
func (db *DB) RunMatchmaking(orderId string) {
var (
ctx context.Context
cancel context.CancelFunc
tx *sql.Tx
o1 Order
o2 Order
err error
)
ctx, cancel = context.WithTimeout(context.TODO(), 10*time.Second)
defer cancel()
if tx, err = db.BeginTx(ctx, nil); err != nil {
log.Println(err)
return
}
// TODO: assert that order was confirmed
if err = db.FetchOrder(tx, ctx, orderId, &o1); err != nil {
log.Println(err)
tx.Rollback()
return
}
if err = db.FindOrderMatches(tx, ctx, &o1, &o2); err != nil {
log.Println(err)
tx.Rollback()
return
}
if o2.OrderId.Valid {
log.Printf("assertion failed: order %s matched order %s but order_id already set to %s\n", o1.Id, o2.Id, o2.OrderId.String)
tx.Rollback()
return
}
if o1.Id == o2.Id {
log.Printf("assertion failed: order %s matched itself", o1.Id)
tx.Rollback()
return
}
if _, err = tx.ExecContext(ctx, "UPDATE orders SET order_id = $1 WHERE id = $2", o1.Id, o2.Id); err != nil {
log.Println(err)
tx.Rollback()
return
}
if _, err = tx.ExecContext(ctx, "UPDATE orders SET order_id = $1 WHERE id = $2", o2.Id, o1.Id); err != nil {
log.Println(err)
tx.Rollback()
return
}
log.Printf("Matched orders: %s <> %s\n", o1.Id, o2.Id)
tx.Commit()
}
func (db *DB) FindOrderMatches(tx *sql.Tx, ctx context.Context, o1 *Order, o2 *Order) error {
query := "" +
"SELECT o.id, o.order_id FROM orders o " +
"JOIN shares s ON s.id = o.share_id " +
"LEFT JOIN invoices i ON i.id = o.invoice_id " +
// only match orders which are not soft deleted
"WHERE o.deleted_at IS NULL " +
// only match orders which are not already settled
"AND o.order_id IS NULL " +
// only match orders from other users
"AND o.pubkey <> $1 " +
// orders must always be for same market and have same quantity
"AND o.quantity = $2 AND s.market_id = $3 " +
// BUY orders must have been confirmed by paying the invoice
"AND CASE WHEN o.side = 'BUY' THEN i.confirmed_at IS NOT NULL ELSE 1=1 END " +
"AND (" +
// -- BUY orders match if they are for different shares and the sum of their prices equal 100
// -- example: BUY 5 YES @ 60 <> BUY 5 NO @ 40
" ( $5 = 'BUY' AND o.side = 'BUY' AND o.price = (100-$6) AND o.share_id <> $4 ) " +
// -- BUY orders match SELL orders if they are for the same share and have same price
// -- example: BUY 5 YES @ 60 <> SELL 5 YES @ 60
" OR ( $5 = 'BUY' AND o.side = 'SELL' AND o.price = $6 AND o.share_id = $4 ) " +
// -- SELL orders match BUY orders if they are for the same share and have same price
// -- example: SELL 5 YES @ 60 <> BUY 5 YES @ 60
" OR ( $5 = 'SELL' AND o.side = 'BUY' AND o.price = $6 AND o.share_id = $4 ) " +
") " +
// match oldest order first
"ORDER BY o.created_at ASC LIMIT 1"
return tx.QueryRowContext(ctx, query, o1.Pubkey, o1.Quantity, o1.Share.MarketId, o1.ShareId, o1.Side, o1.Price).Scan(&o2.Id, &o2.OrderId)
}
// [
//
// { "x": <timestamp>, "y": { <share_description>: <score>, ... } },
//
// ]
type MarketStat struct {
X time.Time `json:"x"`
Y map[string]int `json:"y"`
}
type MarketStats = []MarketStat
func (db *DB) FetchMarketStats(marketId int64, stats *MarketStats) error {
query := "" +
"SELECT " +
"s.description, " +
"GREATEST(i.confirmed_at, i2.confirmed_at) AS confirmed_at, " +
"SUM(o.price * o.quantity) OVER (PARTITION BY o.share_id ORDER BY o.created_at ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS score " +
"FROM orders o " +
"JOIN orders o2 ON o2.id = o.order_id " +
"JOIN shares s ON s.id = o.share_id " +
"JOIN invoices i ON i.id = o.invoice_id " +
"JOIN invoices i2 ON i2.id = o2.invoice_id " +
"WHERE s.market_id = $1 AND i.confirmed_at IS NOT NULL AND o.order_id IS NOT NULL ORDER BY i.confirmed_at ASC"
rows, err := db.Query(query, marketId)
if err != nil {
return err
}
defer rows.Close()
for rows.Next() {
var stat MarketStat
var (
timestamp time.Time
description string
score int
)
rows.Scan(&description, &timestamp, &score)
stat.X = timestamp
stat.Y = map[string]int{
description: score,
}
*stats = append(*stats, stat)
}
return nil
}
func (db *DB) FetchUserBalance(tx *sql.Tx, ctx context.Context, marketId int, pubkey string, balance *map[string]any) error {
query := "" +
"SELECT s.description, " +
"SUM(CASE WHEN o.side = 'BUY' THEN o.quantity ELSE -o.quantity END) " +
"FROM orders o " +
"LEFT JOIN invoices i ON i.id = o.invoice_id " +
"JOIN shares s ON s.id = o.share_id " +
"WHERE o.pubkey = $1 AND s.market_id = $2 AND ( (o.side = 'BUY' AND i.confirmed_at IS NOT NULL AND o.order_id IS NOT NULL) OR o.side = 'SELL' ) " +
"GROUP BY o.pubkey, s.description"
rows, err := tx.QueryContext(ctx, query, pubkey, marketId)
if err != nil {
return err
}
defer rows.Close()
for rows.Next() {
var (
sdesc string
val int
)
if err = rows.Scan(&sdesc, &val); err != nil {
return err
}
(*balance)[sdesc] = val
}
return nil
}