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markets.go
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markets.go
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// Copyright (c) 2022 Gobalsky Labs Limited
//
// Use of this software is governed by the Business Source License included
// in the LICENSE.DATANODE file and at https://www.mariadb.com/bsl11.
//
// Change Date: 18 months from the later of the date of the first publicly
// available Distribution of this version of the repository, and 25 June 2022.
//
// On the date above, in accordance with the Business Source License, use
// of this software will be governed by version 3 or later of the GNU General
// Public License.
package sqlstore
import (
"context"
"fmt"
"sync"
"code.vegaprotocol.io/vega/datanode/entities"
"code.vegaprotocol.io/vega/datanode/metrics"
v2 "code.vegaprotocol.io/vega/protos/data-node/api/v2"
"github.com/georgysavva/scany/pgxscan"
"golang.org/x/exp/maps"
)
type cacheKey struct {
forwardOffset int32
backwardOffset int32
forwardCursor string
backwardCursor string
newestFirst bool
marketID string
includeSettled bool
}
type cacheValue struct {
markets []entities.Market
pageInfo entities.PageInfo
}
func newCacheKey(marketID string, pagination entities.CursorPagination, includeSettled bool) cacheKey {
k := cacheKey{
marketID: marketID,
newestFirst: pagination.NewestFirst,
includeSettled: includeSettled,
}
if pagination.Forward != nil {
if pagination.Forward.Limit != nil {
k.forwardOffset = *pagination.Forward.Limit
}
if pagination.Forward.Cursor != nil {
k.forwardCursor = pagination.Forward.Cursor.Value()
}
}
if pagination.Backward != nil {
if pagination.Backward.Limit != nil {
k.backwardOffset = *pagination.Backward.Limit
}
if pagination.Backward.Cursor != nil {
k.backwardCursor = pagination.Backward.Cursor.Value()
}
}
return k
}
type Markets struct {
*ConnectionSource
cache map[string]entities.Market
cacheLock sync.Mutex
allCache map[cacheKey]cacheValue
allCacheLock sync.Mutex
}
var marketOrdering = TableOrdering{
ColumnOrdering{Name: "vega_time", Sorting: ASC},
}
const (
sqlMarketsColumns = `id, tx_hash, vega_time, instrument_id, tradable_instrument, decimal_places,
fees, opening_auction, price_monitoring_settings, liquidity_monitoring_parameters,
trading_mode, state, market_timestamps, position_decimal_places, lp_price_range, linear_slippage_factor, quadratic_slippage_factor`
)
func NewMarkets(connectionSource *ConnectionSource) *Markets {
return &Markets{
ConnectionSource: connectionSource,
cache: make(map[string]entities.Market),
allCache: make(map[cacheKey]cacheValue),
}
}
func (m *Markets) Upsert(ctx context.Context, market *entities.Market) error {
query := fmt.Sprintf(`insert into markets(%s)
values ($1, $2, $3, $4, $5, $6, $7, $8, $9, $10, $11, $12, $13, $14, $15, $16, $17)
on conflict (id, vega_time) do update
set
instrument_id=EXCLUDED.instrument_id,
tradable_instrument=EXCLUDED.tradable_instrument,
decimal_places=EXCLUDED.decimal_places,
fees=EXCLUDED.fees,
opening_auction=EXCLUDED.opening_auction,
price_monitoring_settings=EXCLUDED.price_monitoring_settings,
liquidity_monitoring_parameters=EXCLUDED.liquidity_monitoring_parameters,
trading_mode=EXCLUDED.trading_mode,
state=EXCLUDED.state,
market_timestamps=EXCLUDED.market_timestamps,
position_decimal_places=EXCLUDED.position_decimal_places,
lp_price_range=EXCLUDED.lp_price_range,
linear_slippage_factor=EXCLUDED.linear_slippage_factor,
quadratic_slippage_factor=EXCLUDED.quadratic_slippage_factor,
tx_hash=EXCLUDED.tx_hash;`, sqlMarketsColumns)
defer metrics.StartSQLQuery("Markets", "Upsert")()
if _, err := m.Connection.Exec(ctx, query, market.ID, market.TxHash, market.VegaTime, market.InstrumentID, market.TradableInstrument, market.DecimalPlaces,
market.Fees, market.OpeningAuction, market.PriceMonitoringSettings, market.LiquidityMonitoringParameters,
market.TradingMode, market.State, market.MarketTimestamps, market.PositionDecimalPlaces, market.LpPriceRange,
market.LinearSlippageFactor, market.QuadraticSlippageFactor); err != nil {
err = fmt.Errorf("could not insert market into database: %w", err)
return err
}
m.AfterCommit(ctx, func() {
// delete cache
m.cacheLock.Lock()
defer m.cacheLock.Unlock()
delete(m.cache, market.ID.String())
m.allCacheLock.Lock()
defer m.allCacheLock.Unlock()
maps.Clear(m.allCache)
})
return nil
}
func (m *Markets) GetByID(ctx context.Context, marketID string) (entities.Market, error) {
m.cacheLock.Lock()
defer m.cacheLock.Unlock()
var market entities.Market
if market, ok := m.cache[marketID]; ok {
return market, nil
}
query := fmt.Sprintf(`select %s
from markets_current
where id = $1
order by id, vega_time desc
`, sqlMarketsColumns)
defer metrics.StartSQLQuery("Markets", "GetByID")()
err := pgxscan.Get(ctx, m.Connection, &market, query, entities.MarketID(marketID))
if err == nil {
m.cache[marketID] = market
}
return market, m.wrapE(err)
}
func (m *Markets) GetByTxHash(ctx context.Context, txHash entities.TxHash) ([]entities.Market, error) {
defer metrics.StartSQLQuery("Markets", "GetByTxHash")()
var markets []entities.Market
query := fmt.Sprintf(`SELECT %s FROM markets where tx_hash = $1`, sqlMarketsColumns)
err := pgxscan.Select(ctx, m.Connection, &markets, query, txHash)
if err == nil {
m.cacheLock.Lock()
for _, market := range markets {
m.cache[market.ID.String()] = market
}
m.cacheLock.Unlock()
}
return markets, m.wrapE(err)
}
func (m *Markets) GetAllPaged(ctx context.Context, marketID string, pagination entities.CursorPagination, includeSettled bool) ([]entities.Market, entities.PageInfo, error) {
key := newCacheKey(marketID, pagination, includeSettled)
m.allCacheLock.Lock()
defer m.allCacheLock.Unlock()
if value, ok := m.allCache[key]; ok {
return value.markets, value.pageInfo, nil
}
if marketID != "" {
market, err := m.GetByID(ctx, marketID)
if err != nil {
return nil, entities.PageInfo{}, err
}
return []entities.Market{market}, entities.PageInfo{
HasNextPage: false,
HasPreviousPage: false,
StartCursor: market.Cursor().Encode(),
EndCursor: market.Cursor().Encode(),
}, nil
}
markets := make([]entities.Market, 0)
args := make([]interface{}, 0)
settledClause := ""
if !includeSettled {
settledClause = " AND state != 'STATE_SETTLED'"
}
query := fmt.Sprintf(`select %s
from markets_current
where state != 'STATE_REJECTED' %s`, sqlMarketsColumns, settledClause)
var (
pageInfo entities.PageInfo
err error
)
query, args, err = PaginateQuery[entities.MarketCursor](query, args, marketOrdering, pagination)
if err != nil {
return markets, pageInfo, err
}
if err = pgxscan.Select(ctx, m.Connection, &markets, query, args...); err != nil {
return markets, pageInfo, err
}
markets, pageInfo = entities.PageEntities[*v2.MarketEdge](markets, pagination)
m.allCache[key] = cacheValue{markets: markets, pageInfo: pageInfo}
return markets, pageInfo, nil
}