327 lines
9.3 KiB
Rust
327 lines
9.3 KiB
Rust
use crate::structs::{
|
|
candle::Candle,
|
|
coingecko::{PgCoinGecko24HighLow, PgCoinGecko24HourVolume},
|
|
openbook::PgOpenBookFill,
|
|
resolution::Resolution,
|
|
trader::PgTrader,
|
|
};
|
|
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 = r#"SELECT
|
|
block_datetime as "time",
|
|
market as "market_key",
|
|
bid as "bid",
|
|
maker as "maker",
|
|
price as "price",
|
|
size as "size"
|
|
from openbook.openbook_fill_events
|
|
where market = $1
|
|
and maker = true
|
|
ORDER BY time asc LIMIT 1"#;
|
|
|
|
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 = r#"SELECT
|
|
block_datetime as "time",
|
|
market as "market_key",
|
|
bid as "bid",
|
|
maker as "maker",
|
|
price as "price",
|
|
size as "size"
|
|
from openbook.openbook_fill_events
|
|
where market = $1
|
|
and block_datetime >= $2::timestamptz
|
|
and block_datetime < $3::timestamptz
|
|
and maker = true
|
|
ORDER BY time asc"#;
|
|
|
|
let rows = client
|
|
.query(stmt, &[&market_address_string, &start_time, &end_time])
|
|
.await?;
|
|
Ok(rows.into_iter().map(PgOpenBookFill::from_row).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 = 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 openbook.candles
|
|
where market_name = $1
|
|
and resolution = $2
|
|
and complete = true
|
|
ORDER BY start_time desc LIMIT 1"#;
|
|
|
|
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),
|
|
}
|
|
}
|
|
|
|
/// Fetches all of the candles for the given market and resolution, starting from the earliest.
|
|
/// Note that this function will fetch at most 2000 candles.
|
|
pub async fn fetch_earliest_candles(
|
|
pool: &Pool,
|
|
market_name: &str,
|
|
resolution: Resolution,
|
|
) -> anyhow::Result<Vec<Candle>> {
|
|
let client = pool.get().await?;
|
|
|
|
let stmt = 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 openbook.candles
|
|
where market_name = $1
|
|
and resolution = $2
|
|
ORDER BY start_time asc
|
|
LIMIT 2000"#;
|
|
|
|
let rows = client
|
|
.query(stmt, &[&market_name, &resolution.to_string()])
|
|
.await?;
|
|
|
|
Ok(rows.into_iter().map(Candle::from_row).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 = 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 openbook.candles
|
|
where market_name = $1
|
|
and resolution = $2
|
|
and start_time >= $3
|
|
and end_time <= $4
|
|
ORDER BY start_time asc"#;
|
|
|
|
let rows = client
|
|
.query(
|
|
stmt,
|
|
&[
|
|
&market_name,
|
|
&resolution.to_string(),
|
|
&start_time,
|
|
&end_time,
|
|
],
|
|
)
|
|
.await?;
|
|
|
|
Ok(rows.into_iter().map(Candle::from_row).collect())
|
|
}
|
|
|
|
pub async fn fetch_top_traders_by_base_volume_from(
|
|
pool: &Pool,
|
|
market_address_string: &str,
|
|
start_time: DateTime<Utc>,
|
|
end_time: DateTime<Utc>,
|
|
) -> anyhow::Result<Vec<PgTrader>> {
|
|
let client = pool.get().await?;
|
|
|
|
let stmt = r#"SELECT
|
|
open_orders_owner,
|
|
sum(
|
|
native_quantity_paid * CASE bid WHEN true THEN 0 WHEN false THEN 1 END
|
|
) as "raw_ask_size",
|
|
sum(
|
|
native_quantity_received * CASE bid WHEN true THEN 1 WHEN false THEN 0 END
|
|
) as "raw_bid_size"
|
|
FROM openbook.openbook_fill_events
|
|
WHERE market = $1
|
|
AND time >= $2
|
|
AND time < $3
|
|
GROUP BY open_orders_owner
|
|
ORDER BY
|
|
sum(native_quantity_paid * CASE bid WHEN true THEN 0 WHEN false THEN 1 END)
|
|
+
|
|
sum(native_quantity_received * CASE bid WHEN true THEN 1 WHEN false THEN 0 END)
|
|
DESC
|
|
LIMIT 10000"#;
|
|
|
|
let rows = client
|
|
.query(stmt, &[&market_address_string, &start_time, &end_time])
|
|
.await?;
|
|
|
|
Ok(rows.into_iter().map(PgTrader::from_row).collect())
|
|
}
|
|
|
|
pub async fn fetch_top_traders_by_quote_volume_from(
|
|
pool: &Pool,
|
|
market_address_string: &str,
|
|
start_time: DateTime<Utc>,
|
|
end_time: DateTime<Utc>,
|
|
) -> anyhow::Result<Vec<PgTrader>> {
|
|
let client = pool.get().await?;
|
|
|
|
let stmt = r#"SELECT
|
|
open_orders_owner,
|
|
sum(
|
|
native_quantity_received * CASE bid WHEN true THEN 0 WHEN false THEN 1 END
|
|
) as "raw_ask_size",
|
|
sum(
|
|
native_quantity_paid * CASE bid WHEN true THEN 1 WHEN false THEN 0 END
|
|
) as "raw_bid_size"
|
|
FROM openbook.openbook_fill_events
|
|
WHERE market = $1
|
|
AND time >= $2
|
|
AND time < $3
|
|
GROUP BY open_orders_owner
|
|
ORDER BY
|
|
sum(native_quantity_received * CASE bid WHEN true THEN 0 WHEN false THEN 1 END)
|
|
+
|
|
sum(native_quantity_paid * CASE bid WHEN true THEN 1 WHEN false THEN 0 END)
|
|
DESC
|
|
LIMIT 10000"#;
|
|
|
|
let rows = client
|
|
.query(stmt, &[&market_address_string, &start_time, &end_time])
|
|
.await?;
|
|
|
|
Ok(rows.into_iter().map(PgTrader::from_row).collect())
|
|
}
|
|
|
|
pub async fn fetch_coingecko_24h_volume(
|
|
pool: &Pool,
|
|
market_address_strings: &Vec<&str>,
|
|
) -> anyhow::Result<Vec<PgCoinGecko24HourVolume>> {
|
|
let client = pool.get().await?;
|
|
|
|
let stmt = r#"SELECT
|
|
t1.market,
|
|
COALESCE(t2.base_size, 0) as "base_size",
|
|
COALESCE(t3.quote_size, 0) as "quote_size"
|
|
FROM (
|
|
SELECT unnest($1::text[]) as market
|
|
) t1
|
|
LEFT JOIN (
|
|
select market,
|
|
sum("size") as "base_size"
|
|
from openbook.openbook_fill_events
|
|
where block_datetime >= current_timestamp - interval '1 day'
|
|
and bid = true
|
|
group by market
|
|
) t2 ON t1.market = t2.market
|
|
LEFT JOIN (
|
|
select market,
|
|
sum("size" * price) as "quote_size"
|
|
from openbook.openbook_fill_events
|
|
where block_datetime >= current_timestamp - interval '1 day'
|
|
and bid = true
|
|
group by market
|
|
) t3 ON t1.market = t3.market"#;
|
|
|
|
let rows = client.query(stmt, &[&market_address_strings]).await?;
|
|
|
|
Ok(rows
|
|
.into_iter()
|
|
.map(PgCoinGecko24HourVolume::from_row)
|
|
.collect())
|
|
}
|
|
|
|
pub async fn fetch_coingecko_24h_high_low(
|
|
pool: &Pool,
|
|
market_names: &Vec<&str>,
|
|
) -> anyhow::Result<Vec<PgCoinGecko24HighLow>> {
|
|
let client = pool.get().await?;
|
|
|
|
let stmt = r#"select
|
|
r.market_name as "market_name!",
|
|
coalesce(c.high, r.high) as "high!",
|
|
coalesce(c.low, r.low) as "low!",
|
|
r."close" as "close!"
|
|
from
|
|
(
|
|
SELECT *
|
|
from
|
|
openbook.candles
|
|
where (market_name, start_time, resolution) in (
|
|
select market_name, max(start_time), resolution
|
|
from openbook.candles
|
|
where "resolution" = '1M'
|
|
and market_name = any($1)
|
|
group by market_name, resolution
|
|
)
|
|
) as r
|
|
left join (
|
|
SELECT
|
|
market_name,
|
|
max(start_time) as "start_time",
|
|
max(high) as "high",
|
|
min(low) as "low"
|
|
from
|
|
openbook.candles
|
|
where
|
|
"resolution" = '1M'
|
|
and "start_time" >= current_timestamp - interval '1 day'
|
|
group by market_name
|
|
) c on r.market_name = c.market_name"#;
|
|
|
|
let rows = client.query(stmt, &[&market_names]).await?;
|
|
|
|
Ok(rows
|
|
.into_iter()
|
|
.map(PgCoinGecko24HighLow::from_row)
|
|
.collect())
|
|
}
|