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app/models/market.rb

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+# encoding: UTF-8
+# frozen_string_literal: true
+
+# People exchange commodities in markets. Each market focuses on certain
+# commodity pair `{A, B}`. By convention, we call people exchange A for B
+# *sellers* who submit *ask* orders, and people exchange B for A *buyers*
+# who submit *bid* orders.
+#
+# ID of market is always in the form "#{B}#{A}". For example, in 'btcusd'
+# market, the commodity pair is `{btc, usd}`. Sellers sell out _btc_ for
+# _usd_, buyers buy in _btc_ with _usd_. _btc_ is the `base_unit`, while
+# _usd_ is the `quote_unit`.
+#
+# Given market BTCUSD.
+# Ask/Base currency/unit = BTC.
+# Bid/Quote currency/unit = USD.
+
+class Market < ApplicationRecord
+
+  # == Constants ============================================================
+
+  # Since we use decimal with 16 digits fractional part for storing numbers in DB
+  # sum of multipliers fractional parts must not be greater then 16.
+  # In the worst situation we have 3 multipliers (price * amount * fee).
+  # For fee we define static precision - 6. See TradingFee::FEE_PRECISION.
+  # So 10 left for amount and price precision.
+  DB_DECIMAL_PRECISION = 16
+  FUNDS_PRECISION = 10
+  TOP_POSITION = 1
+  AVERAGE_NUMBER = 5
+  
+  STATES = %w[enabled disabled hidden locked sale presale].freeze
+  # enabled - user can view and trade.
+  # disabled - none can trade, user can't view.
+  # hidden - user can't view but can trade.
+  # locked - user can view but can't trade.
+  # sale - user can't view but can trade with market orders.
+  # presale - user can't view and trade. Admin can trade.
+
+  # == Attributes ===========================================================
+
+  attr_readonly :base_unit, :quote_unit
+
+  # base_currency & quote_currency is preferred names instead of legacy
+  # base_unit & quote_unit.
+  # For avoiding DB migration and config we use alias as temporary solution.
+  alias_attribute :base_currency, :base_unit
+  alias_attribute :quote_currency, :quote_unit
+
+  # == Extensions ===========================================================
+
+  serialize :data, JSON unless ::Rails.configuration.database_support_json
+
+  include Helpers::ReorderPosition
+
+  # == Relationships ========================================================
+
+  has_one :base, class_name: 'Currency', foreign_key: :id, primary_key: :base_unit
+  has_one :quote, class_name: 'Currency', foreign_key: :id, primary_key: :quote_unit
+  belongs_to :engine, required: true
+
+  has_many :trading_fees, dependent: :delete_all
+
+  # == Validations ==========================================================
+
+  validate do
+    if quote_currency == base_currency
+      errors.add(:quote_currency, 'duplicates base currency')
+    end
+  end
+
+  validate on: :create do
+    if ENV['MAX_MARKETS'].present? && Market.count >= ENV['MAX_MARKETS'].to_i
+      errors.add(:max, 'Market limit has been reached')
+    end
+
+    if Market.where(base_currency: quote_currency, quote_currency: base_currency).present? ||
+       Market.where(base_currency: base_currency, quote_currency: quote_currency).present?
+      errors.add(:base, "#{base_currency.upcase}, #{quote_currency.upcase} market already exists")
+    end
+  end
+
+  validates :id, uniqueness: { case_sensitive: false }, presence: true
+
+  validates :base_currency, :quote_currency, presence: true
+
+  validates :min_price, :max_price, precision: { less_than_or_eq_to: ->(m) { m.price_precision } }
+
+  validates :min_amount, precision: { less_than_or_eq_to: ->(m) { m.amount_precision } }
+
+  validates :position,
+            presence: true,
+            numericality: { greater_than_or_equal_to: TOP_POSITION, only_integer: true }
+
+  validates :amount_precision,
+            :price_precision,
+            numericality: { greater_than_or_equal_to: 0, only_integer: true }
+
+  validates :price_precision,
+            numericality: {
+              less_than_or_equal_to: ->(_m) { FUNDS_PRECISION }
+            }
+
+  validates :amount_precision,
+            numericality: {
+              less_than_or_equal_to: ->(m) { FUNDS_PRECISION - m.price_precision }
+            }
+
+  validates :base_currency, :quote_currency, inclusion: { in: -> (_) { Currency.codes } }
+
+  validates :min_price,
+            presence: true,
+            numericality: { greater_than_or_equal_to: ->(market) { market.min_price_by_precision } }
+  validates :max_price,
+            numericality: { allow_blank: true, greater_than_or_equal_to: ->(market) { market.min_price }},
+            if: ->(market) { !market.max_price.zero? }
+
+  validates :min_amount,
+            presence: true,
+            numericality: { greater_than_or_equal_to: ->(market) { market.min_amount_by_precision } }
+
+  validates :state, inclusion: { in: STATES }
+
+  # == Scopes ===============================================================
+
+  scope :ordered, -> { order(position: :asc) }
+  scope :active, -> { where(state: %i[enabled hidden]) }
+  scope :enabled, -> { where(state: :enabled) }
+
+  # == Callbacks ============================================================
+
+  after_initialize :initialize_defaults, if: :new_record?
+  before_validation(on: :create) { self.id = "#{base_currency}#{quote_currency}" }
+  before_validation(on: :create) { self.position = Market.count + 1 unless position.present? }
+
+  after_commit { AMQP::Queue.enqueue(:matching, action: 'new', market: id) }
+  after_commit :wipe_cache
+  after_create { insert_position(self) }
+
+  before_update { update_position(self) if position_changed? }
+
+  # == Instance Methods =====================================================
+
+
+  def price_now
+    last_trades = Trade.public_from_influx(self.id, AVERAGE_NUMBER)
+    prices = last_trades.inject(0) { |sum,x| sum + x[:price] }
+    prices / AVERAGE_NUMBER
+  end
+
+
+
+  def initialize_defaults
+    self.data = {} if data.blank?
+  end
+
+  def wipe_cache
+    Rails.cache.delete_matched("markets*")
+  end
+
+  def name
+    "#{base_currency}/#{quote_currency}".upcase
+  end
+
+  def underscore_name
+    "#{base_currency.upcase}_#{quote_currency.upcase}"
+  end
+
+  alias to_s name
+
+  def round_amount(d)
+    d.round(amount_precision, BigDecimal::ROUND_DOWN)
+  end
+
+  def round_price(d)
+    d.round(price_precision, BigDecimal::ROUND_DOWN)
+  end
+
+  def unit_info
+    { name: name, base_unit: base_currency, quote_unit: quote_currency }
+  end
+
+  # min_amount_by_precision - is the smallest positive number which could be
+  # rounded to value greater then 0 with precision defined by
+  # Market #amount_precision. So min_amount_by_precision is the smallest amount
+  # of order/trade for current market.
+  # E.g.
+  #   market.amount_precision => 4
+  #   min_amount_by_precision => 0.0001
+  #
+  #   market.amount_precision => 2
+  #   min_amount_by_precision => 0.01
+  #
+  def min_amount_by_precision
+    0.1.to_d**amount_precision
+  end
+
+  # See #min_amount_by_precision.
+  def min_price_by_precision
+    0.1.to_d**price_precision
+  end
+
+  def engine_name=(engine_name)
+    self.engine = Engine.find_by(name: engine_name)
+  end
+end
+
+# == Schema Information
+# Schema version: 20200909083000
+#
+# Table name: markets
+#
+#  id               :string(20)       not null, primary key
+#  base_unit        :string(10)       not null
+#  quote_unit       :string(10)       not null
+#  engine_id        :bigint           not null
+#  amount_precision :integer          default(4), not null
+#  price_precision  :integer          default(4), not null
+#  min_price        :decimal(32, 16)  default(0.0), not null
+#  max_price        :decimal(32, 16)  default(0.0), not null
+#  min_amount       :decimal(32, 16)  default(0.0), not null
+#  position         :integer          not null
+#  data             :json
+#  state            :string(32)       default("enabled"), not null
+#  created_at       :datetime         not null
+#  updated_at       :datetime         not null
+#
+# Indexes
+#
+#  index_markets_on_base_unit                 (base_unit)
+#  index_markets_on_base_unit_and_quote_unit  (base_unit,quote_unit) UNIQUE
+#  index_markets_on_engine_id                 (engine_id)
+#  index_markets_on_position                  (position)
+#  index_markets_on_quote_unit                (quote_unit)
+#