forked from stellar/go
/
order_book_summary.go
169 lines (136 loc) · 4.05 KB
/
order_book_summary.go
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package core
import (
"bytes"
"fmt"
"text/template"
"github.com/go-errors/errors"
"github.com/stellar/go/xdr"
)
type orderbookQueryBuilder struct {
SellingType xdr.AssetType
SellingCode string
SellingIssuer string
BuyingType xdr.AssetType
BuyingCode string
BuyingIssuer string
args []interface{}
}
var orderbookQueryTemplate *template.Template
// Asks filters the summary into a slice of PriceLevelRecords where the type is 'ask'
func (o *OrderBookSummary) Asks() []OrderBookSummaryPriceLevel {
return o.filter("ask", false)
}
// Bids filters the summary into a slice of PriceLevelRecords where the type is 'bid'
func (o *OrderBookSummary) Bids() []OrderBookSummaryPriceLevel {
return o.filter("bid", true)
}
func (o *OrderBookSummary) filter(typ string, prepend bool) []OrderBookSummaryPriceLevel {
result := []OrderBookSummaryPriceLevel{}
for _, r := range *o {
if r.Type != typ {
continue
}
if prepend {
head := []OrderBookSummaryPriceLevel{r}
result = append(head, result...)
} else {
result = append(result, r)
}
}
return result
}
// GetOrderBookSummary loads a summary of an order book identified by a
// selling/buying pair. It is designed to drive an order book summary client
// interface (bid/ask spread, prices and volume, etc).
func (q *Q) GetOrderBookSummary(dest interface{}, selling xdr.Asset, buying xdr.Asset, limit uint64) error {
var sql bytes.Buffer
var oq orderbookQueryBuilder
err := selling.Extract(&oq.SellingType, &oq.SellingCode, &oq.SellingIssuer)
if err != nil {
return err
}
err = buying.Extract(&oq.BuyingType, &oq.BuyingCode, &oq.BuyingIssuer)
if err != nil {
return err
}
oq.pushArg(limit)
err = orderbookQueryTemplate.Execute(&sql, &oq)
if err != nil {
return errors.Wrap(err, 1)
}
err = q.SelectRaw(dest, sql.String(), oq.args...)
if err != nil {
return errors.Wrap(err, 1)
}
return nil
}
// Filter helps manage positional parameters and "IS NULL" checks for an order
// book query. An empty string will be converted into a null comparison.
func (q *orderbookQueryBuilder) Filter(col string, v interface{}) string {
str, ok := v.(string)
if ok && str == "" {
return fmt.Sprintf("%s IS NULL", col)
}
n := q.pushArg(v)
return fmt.Sprintf("%s = $%d", col, n)
}
// pushArg appends the provided value to this queries argument list and returns
// the placeholder position to use in a sql snippet
func (q *orderbookQueryBuilder) pushArg(v interface{}) int {
q.args = append(q.args, v)
return len(q.args)
}
func init() {
orderbookQueryTemplate = template.Must(template.New("sql").Parse(`
SELECT
*,
(pricen :: double precision / priced :: double precision) as pricef
FROM
((
-- This query returns the "asks" portion of the summary, and it is very straightforward
SELECT
'ask' as type,
co.pricen,
co.priced,
SUM(co.amount) as amount
FROM offers co
WHERE 1=1
AND {{ .Filter "co.sellingassettype" .SellingType }}
AND {{ .Filter "co.sellingassetcode" .SellingCode}}
AND {{ .Filter "co.sellingissuer" .SellingIssuer}}
AND {{ .Filter "co.buyingassettype" .BuyingType }}
AND {{ .Filter "co.buyingassetcode" .BuyingCode}}
AND {{ .Filter "co.buyingissuer" .BuyingIssuer}}
GROUP BY
co.pricen,
co.priced,
co.price
ORDER BY co.price ASC
LIMIT $1
) UNION (
-- This query returns the "bids" portion, inverting the where clauses
-- and the pricen/priced. This inversion is necessary to produce the "bid"
-- view of a given offer (which are stored in the db as an offer to sell)
SELECT
'bid' as type,
co.priced as pricen,
co.pricen as priced,
SUM(co.amount) as amount
FROM offers co
WHERE 1=1
AND {{ .Filter "co.sellingassettype" .BuyingType }}
AND {{ .Filter "co.sellingassetcode" .BuyingCode}}
AND {{ .Filter "co.sellingissuer" .BuyingIssuer}}
AND {{ .Filter "co.buyingassettype" .SellingType }}
AND {{ .Filter "co.buyingassetcode" .SellingCode}}
AND {{ .Filter "co.buyingissuer" .SellingIssuer}}
GROUP BY
co.pricen,
co.priced,
co.price
ORDER BY co.price ASC
LIMIT $1
)) summary
ORDER BY type, pricef
`))
}