94 lines
2.3 KiB
Rust
94 lines
2.3 KiB
Rust
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use chrono::{DateTime, Utc};
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use sqlx::{Pool, Postgres};
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use crate::{database::PgOpenBookFill, utils::AnyhowWrap};
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use super::{Candle, Resolution};
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// use super::PgMarketInfo;
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pub async fn fetch_earliest_fill(
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pool: &Pool<Postgres>,
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market_address_string: &str,
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) -> anyhow::Result<Option<PgOpenBookFill>> {
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sqlx::query_as!(
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PgOpenBookFill,
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r#"SELECT
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time as "time!",
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bid as "bid!",
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maker as "maker!",
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native_qty_paid as "native_qty_paid!",
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native_qty_received as "native_qty_received!",
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native_fee_or_rebate as "native_fee_or_rebate!"
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from fills
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where market = $1
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ORDER BY time asc LIMIT 1"#,
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market_address_string
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)
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.fetch_optional(pool)
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.await
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.map_err_anyhow()
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}
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pub async fn fetch_fills_from(
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pool: &Pool<Postgres>,
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market_address_string: &str,
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start_time: DateTime<Utc>,
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end_time: DateTime<Utc>,
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) -> anyhow::Result<Vec<PgOpenBookFill>> {
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sqlx::query_as!(
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PgOpenBookFill,
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r#"SELECT
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time as "time!",
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bid as "bid!",
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maker as "maker!",
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native_qty_paid as "native_qty_paid!",
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native_qty_received as "native_qty_received!",
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native_fee_or_rebate as "native_fee_or_rebate!"
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from fills
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where market = $1
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and time >= $2
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and time < $3
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ORDER BY time asc"#,
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market_address_string,
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start_time,
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end_time
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)
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.fetch_all(pool)
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.await
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.map_err_anyhow()
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}
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pub async fn fetch_latest_finished_candle(
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pool: &Pool<Postgres>,
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market_address_string: &str,
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resolution: Resolution,
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) -> anyhow::Result<Option<Candle>> {
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sqlx::query_as!(
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Candle,
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r#"SELECT
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start_time as "start_time!",
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end_time as "end_time!",
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resolution as "resolution!",
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market as "market!",
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open as "open!",
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close as "close!",
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high as "high!",
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low as "low!",
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volume as "volume!",
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complete as "complete!"
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from candles
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where market = $1
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and resolution = $2
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and complete = true
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ORDER BY start_time desc LIMIT 1"#,
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market_address_string,
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resolution.to_string()
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)
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.fetch_optional(pool)
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.await
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.map_err_anyhow()
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}
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// fetch_candles
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