/
market_account.go
496 lines (431 loc) · 12.1 KB
/
market_account.go
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package operator
import (
"context"
"fmt"
"sort"
"time"
"github.com/shopspring/decimal"
log "github.com/sirupsen/logrus"
"github.com/tdex-network/tdex-daemon/internal/core/domain"
"github.com/tdex-network/tdex-daemon/internal/core/ports"
)
const startYear = 2021
func (s *service) NewMarket(
ctx context.Context,
market ports.Market, marketName string,
basePercentageFee, quotePercentageFee, baseFixedFee, quoteFixedFee uint64,
baseAssetPrecision, quoteAssetPrecision, strategyType uint,
) (ports.MarketInfo, error) {
mkt, _ := s.repoManager.MarketRepository().GetMarketByAssets(
ctx, market.GetBaseAsset(), market.GetQuoteAsset(),
)
if mkt != nil {
return nil, fmt.Errorf("market already exists")
}
newMarket, err := domain.NewMarket(
market.GetBaseAsset(), market.GetQuoteAsset(), marketName,
basePercentageFee, quotePercentageFee, baseFixedFee, quoteFixedFee,
baseAssetPrecision, quoteAssetPrecision, strategyType,
)
if err != nil {
return nil, err
}
accountInfo, err := s.wallet.Account().CreateAccount(
ctx, newMarket.Name, true,
)
if err != nil {
return nil, err
}
if err := s.repoManager.MarketRepository().AddMarket(
ctx, newMarket,
); err != nil {
go func() {
if err := s.wallet.Account().DeleteAccount(
ctx, newMarket.Name,
); err != nil {
log.WithError(err).Warn(
"failed to delete wallet account, please do it manually",
)
}
}()
return nil, err
}
s.accounts.add(accountInfo.GetNamespace(), accountInfo.GetLabel())
return marketInfo{*newMarket, nil}, nil
}
func (s *service) GetMarketInfo(
ctx context.Context, market ports.Market,
) (ports.MarketInfo, error) {
mkt, err := s.repoManager.MarketRepository().GetMarketByAssets(
ctx, market.GetBaseAsset(), market.GetQuoteAsset(),
)
if err != nil {
return nil, err
}
balance, err := s.wallet.Account().GetBalance(ctx, mkt.Name)
if err != nil {
log.WithError(err).Warnf("failed to fetch balance for market %s", mkt.Name)
}
return marketInfo{*mkt, balance}, nil
}
func (s *service) DeriveMarketAddresses(
ctx context.Context, market ports.Market, num int,
) ([]string, error) {
mkt, err := s.repoManager.MarketRepository().GetMarketByAssets(
ctx, market.GetBaseAsset(), market.GetQuoteAsset(),
)
if err != nil {
return nil, err
}
return s.wallet.Account().DeriveAddresses(ctx, mkt.Name, num)
}
func (s *service) ListMarketExternalAddresses(
ctx context.Context, market ports.Market,
) ([]string, error) {
mkt, err := s.repoManager.MarketRepository().GetMarketByAssets(
ctx, market.GetBaseAsset(), market.GetQuoteAsset(),
)
if err != nil {
return nil, err
}
return s.wallet.Account().ListAddresses(ctx, mkt.Name)
}
func (s *service) GetMarketReport(
ctx context.Context, market ports.Market,
timeRange ports.TimeRange, timeFrame int,
) (ports.MarketReport, error) {
rangeStart, rangeEnd, err := timeRangeToDates(timeRange)
if err != nil {
return nil, err
}
if timeFrame == 0 {
timeFrame = getDefaultTimeFrameForRange(rangeStart, rangeEnd)
}
if int(rangeEnd.Sub(rangeStart).Hours()) < timeFrame {
return nil, fmt.Errorf("time range must be larger than time frame")
}
mkt, err := s.repoManager.MarketRepository().GetMarketByAssets(
ctx, market.GetBaseAsset(), market.GetQuoteAsset(),
)
if err != nil {
return nil, err
}
trades, err := s.repoManager.TradeRepository().GetCompletedTradesByMarket(
ctx, mkt.Name, nil,
)
if err != nil {
return nil, err
}
// Sort trades by swap request timestamp, desc order.
sort.SliceStable(trades, func(i, j int) bool {
return trades[i].SwapRequest.Timestamp > trades[j].SwapRequest.Timestamp
})
subVolumes := splitTimeRange(rangeStart, rangeEnd, timeFrame)
tradesFee := make([]tradeFeeInfo, 0)
for _, trade := range trades {
if isInTimeRange(trade.SwapRequest.Timestamp, rangeStart, rangeEnd) {
swapRequest := trade.SwapRequestMessage()
marketPrice := trade.MarketPrice.BasePrice
if trade.FeeAsset == mkt.BaseAsset {
marketPrice = trade.MarketPrice.QuotePrice
}
tradesFee = append(tradesFee, tradeFeeInfo{trade, marketPrice})
for i, v := range subVolumes {
if isInTimeRange(trade.SwapRequest.Timestamp, v.start, v.end) {
baseAmount := swapRequest.GetAmountR()
quoteAmount := swapRequest.GetAmountP()
if swapRequest.GetAssetR() == mkt.QuoteAsset {
baseAmount, quoteAmount = quoteAmount, baseAmount
}
subVolumes[i].baseVolume += baseAmount
subVolumes[i].quoteVolume += quoteAmount
}
}
}
}
var totBaseVolume, totQuoteVolume uint64
for _, v := range subVolumes {
totBaseVolume += v.baseVolume
totQuoteVolume += v.quoteVolume
}
totVolume := marketVolumeInfo{
rangeStart, rangeEnd, totBaseVolume, totQuoteVolume,
}
var totBaseFee, totQuoteFee uint64
for _, v := range tradesFee {
if v.GetFeeAsset() == v.Trade.MarketBaseAsset {
totBaseFee += v.GetFeeAmount()
} else {
totQuoteFee += v.GetFeeAmount()
}
}
feeReport := marketFeeReportInfo{
rangeStart, rangeEnd, totBaseFee, totQuoteFee, tradesFee,
}
return marketReportInfo{
*mkt, feeReport, totVolume, subVolumes,
}, nil
}
func (s *service) OpenMarket(ctx context.Context, market ports.Market) error {
mkt, err := s.repoManager.MarketRepository().GetMarketByAssets(
ctx, market.GetBaseAsset(), market.GetQuoteAsset(),
)
if err != nil {
return err
}
return s.repoManager.MarketRepository().OpenMarket(ctx, mkt.Name)
}
func (s *service) CloseMarket(ctx context.Context, market ports.Market) error {
mkt, err := s.repoManager.MarketRepository().GetMarketByAssets(
ctx, market.GetBaseAsset(), market.GetQuoteAsset(),
)
if err != nil {
return err
}
return s.repoManager.MarketRepository().CloseMarket(ctx, mkt.Name)
}
func (s *service) DropMarket(ctx context.Context, market ports.Market) error {
mkt, err := s.repoManager.MarketRepository().GetMarketByAssets(
ctx, market.GetBaseAsset(), market.GetQuoteAsset(),
)
if err != nil {
return err
}
if err := s.wallet.Account().DeleteAccount(ctx, mkt.Name); err != nil {
return err
}
return s.repoManager.MarketRepository().DeleteMarket(ctx, mkt.Name)
}
func (s *service) WithdrawMarketFunds(
ctx context.Context, password string,
market ports.Market, outputs []ports.TxOutput, millisatsPerByte uint64,
) (string, error) {
ok, err := s.wallet.Wallet().Auth(ctx, password)
if err != nil {
return "", err
}
if !ok {
return "", fmt.Errorf("invalid password")
}
mkt, err := s.repoManager.MarketRepository().GetMarketByAssets(
ctx, market.GetBaseAsset(), market.GetQuoteAsset(),
)
if err != nil {
return "", err
}
return s.wallet.SendToMany(mkt.Name, outputs, millisatsPerByte)
}
func (s *service) UpdateMarketPercentageFee(
ctx context.Context,
market ports.Market, basePercentageFee, quotePercentageFee int64,
) (ports.MarketInfo, error) {
mkt, err := s.repoManager.MarketRepository().GetMarketByAssets(
ctx, market.GetBaseAsset(), market.GetQuoteAsset(),
)
if err != nil {
return nil, err
}
if err := mkt.ChangePercentageFee(
basePercentageFee, quotePercentageFee,
); err != nil {
return nil, err
}
if err := s.repoManager.MarketRepository().UpdateMarket(
ctx, mkt.Name, func(_ *domain.Market) (*domain.Market, error) {
return mkt, nil
},
); err != nil {
return nil, err
}
return marketInfo{*mkt, nil}, nil
}
func (s *service) UpdateMarketFixedFee(
ctx context.Context,
market ports.Market, baseFixedFee, quoteFixedFee int64,
) (ports.MarketInfo, error) {
mkt, err := s.repoManager.MarketRepository().GetMarketByAssets(
ctx, market.GetBaseAsset(), market.GetQuoteAsset(),
)
if err != nil {
return nil, err
}
if err := mkt.ChangeFixedFee(baseFixedFee, quoteFixedFee); err != nil {
return nil, err
}
if err := s.repoManager.MarketRepository().UpdateMarket(
ctx, mkt.Name, func(_ *domain.Market) (*domain.Market, error) {
return mkt, nil
},
); err != nil {
return nil, err
}
return marketInfo{*mkt, nil}, nil
}
func (s *service) UpdateMarketPrice(
ctx context.Context,
market ports.Market, basePrice, quotePrice decimal.Decimal,
) error {
mkt, err := s.repoManager.MarketRepository().GetMarketByAssets(
ctx, market.GetBaseAsset(), market.GetQuoteAsset(),
)
if err != nil {
return err
}
return s.repoManager.MarketRepository().UpdateMarketPrice(
ctx, mkt.Name, domain.MarketPrice{
BasePrice: basePrice.String(),
QuotePrice: quotePrice.String(),
},
)
}
func (s *service) UpdateMarketAssetsPrecision(
ctx context.Context, market ports.Market, basePrecision, quotePrecision int,
) error {
mkt, err := s.repoManager.MarketRepository().GetMarketByAssets(
ctx, market.GetBaseAsset(), market.GetQuoteAsset(),
)
if err != nil {
return err
}
if err := mkt.ChangeAssetPrecision(
basePrecision, quotePrecision,
); err != nil {
return err
}
return s.repoManager.MarketRepository().UpdateMarket(
ctx, mkt.Name, func(_ *domain.Market) (*domain.Market, error) {
return mkt, nil
},
)
}
func (s *service) UpdateMarketStrategy(
ctx context.Context, market ports.Market, strategyType int,
) error {
mkt, err := s.repoManager.MarketRepository().GetMarketByAssets(
ctx, market.GetBaseAsset(), market.GetQuoteAsset(),
)
if err != nil {
return err
}
switch strategyType {
case domain.StrategyTypeBalanced:
if err := mkt.MakeStrategyBalanced(); err != nil {
return err
}
case domain.StrategyTypePluggable:
if err := mkt.MakeStrategyPluggable(); err != nil {
return err
}
default:
return fmt.Errorf("unknown strategy type")
}
return s.repoManager.MarketRepository().UpdateMarket(
ctx, mkt.Name, func(_ *domain.Market) (*domain.Market, error) {
return mkt, nil
},
)
}
func timeRangeToDates(tr ports.TimeRange) (startTime, endTime time.Time, err error) {
now := time.Now()
endTime = now
if p := tr.GetCustomPeriod(); p != nil {
startTime, err = time.Parse(time.RFC3339, p.GetStartDate())
if err != nil {
return
}
if p.GetEndDate() != "" {
endTime, err = time.Parse(time.RFC3339, p.GetEndDate())
if err != nil {
return
}
}
return
}
p := tr.GetPredefinedPeriod()
if p.IsLastHour() {
startTime = now.Add(time.Duration(-60) * time.Minute)
}
if p.IsLastDay() {
startTime = now.AddDate(0, 0, -1)
}
if p.IsLastWeek() {
startTime = now.AddDate(0, 0, -7)
}
if p.IsLastMonth() {
startTime = now.AddDate(0, -1, 0)
}
if p.IsLastThreeMonths() {
startTime = now.AddDate(0, -3, 0)
}
if p.IsYearToDate() {
y, _, _ := now.Date()
startTime = time.Date(y, time.January, 1, 0, 0, 0, 0, time.UTC)
}
if p.IsLastYear() {
y, _, _ := now.Date()
startTime = time.Date(y-1, time.January, 1, 0, 0, 0, 0, time.UTC)
endTime = time.Date(y-1, time.December, 31, 23, 59, 59, 0, time.UTC)
}
if p.IsAll() {
startTime = time.Date(startYear, time.January, 1, 0, 0, 0, 0, time.UTC)
}
return
}
// splitTimeRange splits the given time range (start, end) into a list of
// sub-ranges of frame hours, ordered from end to start.
// Example:
// in: 2009-11-10 19:00:00 (start), 2009-11-11 00:00:00 (end), 1 (frame)
// out: [
//
// {end: 2009-11-11 00:00:00, start: 2009-11-10 22:00:01},
// {end: 2009-11-11 22:00:00, start: 2009-11-10 20:00:01},
// {end: 2009-11-10 20:00:00, start: 2009-11-10 19:00:00},
//
// ]
func splitTimeRange(
start, end time.Time, frame int,
) marketVolumeInfoList {
subRanges := make([]*marketVolumeInfo, 0)
for {
if end.Equal(start) || end.Before(start) {
return subRanges
} else {
nextEnd := end.Add(-time.Hour * time.Duration(frame))
nextStart := start
if nextEnd.Sub(start).Seconds() > 0 {
nextStart = nextEnd.Add(time.Second)
}
subRanges = append(subRanges, &marketVolumeInfo{
start: nextStart, end: end,
})
end = nextEnd
}
}
}
func isInTimeRange(t int64, start, end time.Time) bool {
tt := time.Unix(t, 0)
return !tt.Before(start) && !tt.After(end)
}
// getDefaultTimeFrameForRange returns the appropriate time frame (tf)
// based on the delta in days between start and end.
// - delta >= 5y -> tf = 1m
// - delta >= 1y -> tf = 7d
// - delta >= 3m -> tf = 1d
// - delta >= 7d -> tf = 4h
// - otherwise tf = 1h
func getDefaultTimeFrameForRange(start, end time.Time) int {
delta := int64(end.Sub(start).Hours() / 24)
if delta >= 365*5 {
return 24 * 30
}
if delta >= 365 {
return 24 * 7
}
if delta >= 88 {
return 24
}
if delta >= 7 {
return 4
}
return 1
}