openbook-candles/src/database/fetch.rs

use crate::structs::{candle::Candle, openbook::PgOpenBookFill, resolution::Resolution};
use chrono::{DateTime, Utc};
use deadpool_postgres::{GenericClient, Pool};

pub async fn fetch_earliest_fill(
    pool: &Pool,
    market_address_string: &str,
) -> anyhow::Result<Option<PgOpenBookFill>> {
    let client = pool.get().await?;

    let stmt = client
        .prepare(
            r#"SELECT 
    time as "time!",
    bid as "bid!",
    maker as "maker!",
    native_qty_paid as "native_qty_paid!",
    native_qty_received as "native_qty_received!",
    native_fee_or_rebate as "native_fee_or_rebate!" 
    from fills 
    where market = $1 
    and maker = true
    ORDER BY time asc LIMIT 1"#,
        )
        .await?;

    let row = client.query_opt(&stmt, &[&market_address_string]).await?;

    match row {
        Some(r) => Ok(Some(PgOpenBookFill::from_row(r))),
        None => Ok(None),
    }
}

pub async fn fetch_fills_from(
    pool: &Pool,
    market_address_string: &str,
    start_time: DateTime<Utc>,
    end_time: DateTime<Utc>,
) -> anyhow::Result<Vec<PgOpenBookFill>> {
    let client = pool.get().await?;

    let stmt = client
        .prepare(
            r#"SELECT 
         time as "time!",
         bid as "bid!",
         maker as "maker!",
         native_qty_paid as "native_qty_paid!",
         native_qty_received as "native_qty_received!",
         native_fee_or_rebate as "native_fee_or_rebate!" 
         from fills 
         where market = $1
         and time >= $2::timestamptz
         and time < $3::timestamptz
         and maker = true
         ORDER BY time asc"#,
        )
        .await?;

    let rows = client
        .query(&stmt, &[&market_address_string, &start_time, &end_time])
        .await?;
    Ok(rows
        .into_iter()
        .map(|r| PgOpenBookFill::from_row(r))
        .collect())
}

pub async fn fetch_latest_finished_candle(
    pool: &Pool,
    market_name: &str,
    resolution: Resolution,
) -> anyhow::Result<Option<Candle>> {
    let client = pool.get().await?;

    let stmt = client
        .prepare(
            r#"SELECT 
        market_name as "market_name!",
        start_time as "start_time!",
        end_time as "end_time!",
        resolution as "resolution!",
        open as "open!",
        close as "close!",
        high as "high!",
        low as "low!",
        volume as "volume!",
        complete as "complete!"
        from candles
        where market_name = $1
        and resolution = $2
        and complete = true
        ORDER BY start_time desc LIMIT 1"#,
        )
        .await?;

    let row = client
        .query_opt(&stmt, &[&market_name, &resolution.to_string()])
        .await?;

    match row {
        Some(r) => Ok(Some(Candle::from_row(r))),
        None => Ok(None),
    }
}

pub async fn fetch_earliest_candles(
    pool: &Pool,
    market_name: &str,
    resolution: Resolution,
) -> anyhow::Result<Vec<Candle>> {
    let client = pool.get().await?;

    let stmt = client
        .prepare(
            r#"SELECT 
        market_name as "market_name!",
        start_time as "start_time!",
        end_time as "end_time!",
        resolution as "resolution!",
        open as "open!",
        close as "close!",
        high as "high!",
        low as "low!",
        volume as "volume!",
        complete as "complete!"
        from candles
        where market_name = $1
        and resolution = $2
        ORDER BY start_time asc"#,
        )
        .await?;

    let rows = client
        .query(&stmt, &[&market_name, &resolution.to_string()])
        .await?;

    Ok(rows.into_iter().map(|r| Candle::from_row(r)).collect())
}

pub async fn fetch_candles_from(
    pool: &Pool,
    market_name: &str,
    resolution: Resolution,
    start_time: DateTime<Utc>,
    end_time: DateTime<Utc>,
) -> anyhow::Result<Vec<Candle>> {
    let client = pool.get().await?;

    let stmt = client
        .prepare(
            r#"SELECT 
        market_name as "market_name!",
        start_time as "start_time!",
        end_time as "end_time!",
        resolution as "resolution!",
        open as "open!",
        close as "close!",
        high as "high!",
        low as "low!",
        volume as "volume!",
        complete as "complete!"
        from candles
        where market_name = $1
        and resolution = $2
        and start_time >= $3
        and end_time <= $4
        ORDER BY start_time asc"#,
        )
        .await?;

    let rows = client
        .query(
            &stmt,
            &[
                &market_name,
                &resolution.to_string(),
                &start_time,
                &end_time,
            ],
        )
        .await?;

    Ok(rows.into_iter().map(|r| Candle::from_row(r)).collect())
}