2023-03-11 14:50:22 -08:00
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use chrono::{DateTime, Utc};
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2023-03-27 10:11:58 -07:00
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use sqlx::{pool::PoolConnection, Postgres};
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2023-03-11 14:50:22 -08:00
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2023-03-13 09:51:30 -07:00
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use crate::{
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2023-03-13 14:18:18 -07:00
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structs::{candle::Candle, openbook::PgOpenBookFill, resolution::Resolution, trader::PgTrader},
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2023-03-13 09:51:30 -07:00
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utils::AnyhowWrap,
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};
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2023-03-11 14:50:22 -08:00
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pub async fn fetch_earliest_fill(
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conn: &mut PoolConnection<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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and maker = true
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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(conn)
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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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conn: &mut PoolConnection<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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and maker = true
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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(conn)
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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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conn: &mut PoolConnection<Postgres>,
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market_name: &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_name as "market_name!",
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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_name = $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_name,
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resolution.to_string()
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)
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.fetch_optional(conn)
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.await
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.map_err_anyhow()
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}
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pub async fn fetch_earliest_candles(
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conn: &mut PoolConnection<Postgres>,
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market_name: &str,
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resolution: Resolution,
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) -> anyhow::Result<Vec<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_name as "market_name!",
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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_name = $1
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and resolution = $2
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ORDER BY start_time asc"#,
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market_name,
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resolution.to_string()
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)
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.fetch_all(conn)
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.await
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.map_err_anyhow()
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}
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pub async fn fetch_candles_from(
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conn: &mut PoolConnection<Postgres>,
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market_name: &str,
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resolution: Resolution,
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start_time: DateTime<Utc>,
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end_time: DateTime<Utc>,
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) -> anyhow::Result<Vec<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_name as "market_name!",
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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_name = $1
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and resolution = $2
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and start_time >= $3
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and end_time <= $4
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ORDER BY start_time asc"#,
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market_name,
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resolution.to_string(),
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start_time,
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end_time
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)
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.fetch_all(conn)
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.await
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.map_err_anyhow()
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}
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pub async fn fetch_tradingview_candles(
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conn: &mut PoolConnection<Postgres>,
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market_name: &str,
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resolution: Resolution,
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start_time: DateTime<Utc>,
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end_time: DateTime<Utc>,
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) -> anyhow::Result<Vec<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_name as "market_name!",
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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_name = $1
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and resolution = $2
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and start_time >= $3
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and end_time <= $4
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ORDER BY start_time asc"#, // TODO: order?
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market_name,
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resolution.to_string(),
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start_time,
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end_time
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)
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.fetch_all(conn)
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.await
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.map_err_anyhow()
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}
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pub async fn fetch_top_traders_by_base_volume_from(
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conn: &mut PoolConnection<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<PgTrader>> {
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sqlx::query_as!(
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PgTrader,
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r#"SELECT
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open_orders_owner,
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sum(
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native_qty_paid * CASE bid WHEN true THEN 0 WHEN false THEN 1 END
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) as "raw_ask_size!",
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sum(
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native_qty_received * CASE bid WHEN true THEN 1 WHEN false THEN 0 END
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) as "raw_bid_size!"
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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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GROUP BY open_orders_owner
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ORDER BY
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sum(native_qty_paid * CASE bid WHEN true THEN 0 WHEN false THEN 1 END)
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+
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sum(native_qty_received * CASE bid WHEN true THEN 1 WHEN false THEN 0 END)
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DESC
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LIMIT 10000"#,
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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(conn)
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.await
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.map_err_anyhow()
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}
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pub async fn fetch_top_traders_by_quote_volume_from(
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conn: &mut PoolConnection<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<PgTrader>> {
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sqlx::query_as!(
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PgTrader,
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r#"SELECT
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open_orders_owner,
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sum(
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native_qty_received * CASE bid WHEN true THEN 0 WHEN false THEN 1 END
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) as "raw_ask_size!",
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sum(
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native_qty_paid * CASE bid WHEN true THEN 1 WHEN false THEN 0 END
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) as "raw_bid_size!"
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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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GROUP BY open_orders_owner
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ORDER BY
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sum(native_qty_received * CASE bid WHEN true THEN 0 WHEN false THEN 1 END)
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+
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sum(native_qty_paid * CASE bid WHEN true THEN 1 WHEN false THEN 0 END)
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DESC
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LIMIT 10000"#,
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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(conn)
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.await
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.map_err_anyhow()
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}
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