Initial commit

app/models/trade.rb

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+# encoding: UTF-8
+# frozen_string_literal: true
+
+require 'peatio/influxdb'
+class Trade < ApplicationRecord
+  # == Constants ============================================================
+
+  extend Enumerize
+  ZERO = '0.0'.to_d
+
+  # == Relationships ========================================================
+
+  belongs_to :market, required: true
+  belongs_to :maker_order, class_name: 'Order', foreign_key: :maker_order_id, required: true
+  belongs_to :taker_order, class_name: 'Order', foreign_key: :taker_order_id, required: true
+  belongs_to :maker, class_name: 'Member', foreign_key: :maker_id, required: true
+  belongs_to :taker, class_name: 'Member', foreign_key: :taker_id, required: true
+  has_many :bonus
+  # == Validations ==========================================================
+
+  validates :price, :amount, :total, numericality: { greater_than_or_equal_to: 0.to_d }
+
+  # == Scopes ===============================================================
+
+  scope :h24, -> { where('created_at > ?', 24.hours.ago) }
+  scope :with_market, ->(market) { where(market_id: market) }
+  scope :last_month, -> { where('created_at > ?', 1.month.ago) }
+
+  # == Callbacks ============================================================
+
+  after_validation(on: :create) do
+    # Set taker type before creation
+    self.taker_type = taker_order&.side
+  end
+
+  after_commit on: :create do
+    EventAPI.notify ['market', market_id, 'trade_completed'].join('.'), \
+      Serializers::EventAPI::TradeCompleted.call(self)
+  end
+  before_save :rial_total!
+  # before_create :rial_total!
+
+  # == Class Methods ========================================================
+
+  class << self
+    def to_csv
+      attributes = %w[id price amount maker_order_id taker_order_id market_id maker_id taker_id total created_at updated_at]
+      CSV.generate(headers: true) do |csv|
+        csv << attributes
+
+        all.each do |trade|
+          data = attributes[0...-2].map { |attr| trade.send(attr) }
+          data += attributes[-2..-1].map { |attr| trade.send(attr).iso8601 }
+          csv << data
+        end
+      end
+    end
+
+    def public_from_influx(market, limit = 100, options = {})
+      trades_query = ['SELECT id, price, amount, total, taker_type, market, created_at FROM trades WHERE market=%{market}']
+      trades_query << 'AND taker_type=%{type}' if options[:type].present?
+      trades_query << 'AND created_at>=%{start_time}' if options[:start_time].present?
+      trades_query << 'AND created_at<=%{end_time}' if options[:end_time].present?
+      trades_query << 'AND price=%{price_eq}' if options[:price_eq].present?
+      trades_query << 'AND price>=%{price_gt}' if options[:price_gt].present?
+      trades_query << 'AND price=%{price_lt}' if options[:price_lt].present?
+      trades_query << 'ORDER BY desc'
+
+      unless limit.to_i.zero?
+        trades_query << 'LIMIT %{limit}'
+        options.merge!(limit: limit)
+      end
+      Peatio::InfluxDB.client(keyshard: market).query trades_query.join(' '), params: options.merge(market: market) do |_name, _tags, points|
+        return points.map(&:deep_symbolize_keys!)
+      end
+    end
+
+    # Low, High, First, Last, sum total (amount * price), sum 24 hours amount and average 24 hours price calculated using VWAP ratio for 24 hours trades
+    def market_ticker_from_influx(market)
+      tickers_query = 'SELECT MIN(price), MAX(price), FIRST(price), LAST(price), SUM(total) AS volume, SUM(amount) AS amount, SUM(total) / SUM(amount) AS vwap FROM trades WHERE market=%{market} AND time > now() - 24h'
+      Peatio::InfluxDB.client(keyshard: market).query tickers_query, params: { market: market } do |_name, _tags, points|
+        return points.map(&:deep_symbolize_keys!).first
+      end
+    end
+
+    def trade_from_influx_before_date(market, date)
+      trades_query = 'SELECT id, price, amount, total, taker_type, market, created_at FROM trades WHERE market=%{market} AND created_at < %{date} ORDER BY DESC LIMIT 1 '
+      Peatio::InfluxDB.client(keyshard: market).query trades_query, params: { market: market, date: date.to_i } do |_name, _tags, points|
+        return points.map(&:deep_symbolize_keys!).first
+      end
+    end
+
+    def trade_from_influx_after_date(market, date)
+      trades_query = 'SELECT id, price, amount, total, taker_type, market, created_at FROM trades WHERE market=%{market} AND created_at >= %{date} ORDER BY ASC LIMIT 1 '
+      Peatio::InfluxDB.client(keyshard: market).query trades_query, params: { market: market, date: date.to_i } do |_name, _tags, points|
+        return points.map(&:deep_symbolize_keys!).first
+      end
+    end
+
+    def nearest_trade_from_influx(market, date)
+      res = trade_from_influx_before_date(market, date)
+      res.blank? ? trade_from_influx_after_date(market, date) : res
+    end
+  end
+
+  # == Instance Methods =====================================================
+
+  def irt_price
+    rls / total
+  end
+
+  def rial_total!
+    return self.rls = total if market.quote.code == 'irt'
+
+    tether_market = Market.find_by(quote: 'irt', base: 'usdt')
+    tether_price = tether_market.price_now
+    self.rls = tether_price * self.total
+  end
+
+  def order_fee(order)
+    maker_order_id == order.id ? order.maker_fee : order.taker_fee
+  end
+
+  def side(member)
+    return unless member
+
+    order_for_member(member).side
+  end
+
+  def order_for_member(member)
+    return unless member
+
+    if member.id == maker_id
+      maker_order
+    elsif member.id == taker_id
+      taker_order
+    end
+  end
+
+  def sell_order
+    [maker_order, taker_order].find { |o| o.side == 'sell' }
+  end
+
+  def buy_order
+    [maker_order, taker_order].find { |o| o.side == 'buy' }
+  end
+
+  def trigger_event
+    ::AMQP::Queue.enqueue_event("private", maker.uid, "trade", for_notify(maker))
+    ::AMQP::Queue.enqueue_event("private", taker.uid, "trade", for_notify(taker))
+    ::AMQP::Queue.enqueue_event("public", market.id, "trades", {trades: [for_global]})
+  end
+
+  def for_notify(member = nil)
+    { id:             id,
+      price:          price.to_s  || ZERO,
+      amount:         amount.to_s || ZERO,
+      total:          total.to_s || ZERO,
+      market:         market.id,
+      side:           side(member),
+      taker_type:     taker_type,
+      created_at:     created_at.to_i,
+      order_id:       order_for_member(member).id }
+  end
+
+  def for_global
+    { tid:        id,
+      taker_type: taker_type,
+      date:       created_at.to_i,
+      price:      price.to_s || ZERO,
+      amount:     amount.to_s || ZERO }
+  end
+
+  def record_complete_operations!
+    transaction do
+
+      record_liability_debit!
+      record_liability_credit!
+      record_liability_transfer!
+      record_revenues!
+    end
+  end
+
+  def revert_trade!
+    transaction do
+      revert_sell_side!
+      revert_buy_side!
+      revert_fees!
+    end
+  end
+
+  def influx_data
+    { values:     { id:         id,
+                    price:      price,
+                    amount:     amount,
+                    total:      total,
+                    taker_type: taker_type,
+                    created_at: created_at.to_i },
+      tags:       { market: market.id } }
+  end
+
+  def write_to_influx
+    Peatio::InfluxDB.client(keyshard: market_id).write_point(self.class.table_name, influx_data, "ns")
+  end
+
+  private
+
+  def record_liability_debit!
+    seller_outcome = amount
+    buyer_outcome = total
+
+    # Debit locked fiat/crypto Liability account for member who created ask.
+    Operations::Liability.debit!(
+      amount:    seller_outcome,
+      currency:  sell_order.outcome_currency,
+      reference: self,
+      kind:      :locked,
+      member_id: sell_order.member_id,
+    )
+    # Debit locked fiat/crypto Liability account for member who created bid.
+    Operations::Liability.debit!(
+      amount:    buyer_outcome,
+      currency:  buy_order.outcome_currency,
+      reference: self,
+      kind:      :locked,
+      member_id: buy_order.member_id,
+    )
+  end
+
+  def record_liability_credit!
+    seller_income = total - total * order_fee(sell_order)
+    buyer_income = amount - amount * order_fee(buy_order)
+
+    # Credit main fiat/crypto Liability account for member who created ask.
+    Operations::Liability.credit!(
+      amount:    buyer_income,
+      currency:  buy_order.income_currency,
+      reference: self,
+      kind:      :main,
+      member_id: buy_order.member_id
+    )
+
+    # Credit main fiat/crypto Liability account for member who created bid.
+    Operations::Liability.credit!(
+      amount:    seller_income,
+      currency:  sell_order.income_currency,
+      reference: self,
+      kind:      :main,
+      member_id: sell_order.member_id
+    )
+  end
+
+  def record_liability_transfer!
+    # Unlock unused funds.
+    [maker_order, taker_order].each do |order|
+      if order.volume.zero? && !order.locked.zero?
+        Operations::Liability.transfer!(
+          amount:    order.locked,
+          currency:  order.outcome_currency,
+          reference: self,
+          from_kind: :locked,
+          to_kind:   :main,
+          member_id: order.member_id
+        )
+      end
+    end
+  end
+
+  def record_revenues!
+    seller_fee = total * order_fee(sell_order)
+    buyer_fee = amount * order_fee(buy_order)
+
+    # Credit main fiat/crypto Revenue account.
+    Operations::Revenue.credit!(
+      amount:    seller_fee,
+      currency:  sell_order.income_currency,
+      reference: self,
+      member_id: sell_order.member_id
+    )
+
+    # Credit main fiat/crypto Revenue account.
+    Operations::Revenue.credit!(
+      amount:    buyer_fee,
+      currency:  buy_order.income_currency,
+      reference: self,
+      member_id: buy_order.member_id
+    )
+  end
+
+  def revert_sell_side!
+    seller_outcome = amount
+    seller_income = total - total * order_fee(sell_order)
+
+    # Revert Trade for Sell side
+    # Debit main fiat/crypto Liability account for member who created bid.
+    Operations::Liability.debit!(
+      amount: seller_income,
+      currency: sell_order.income_currency,
+      reference: self,
+      kind: :main,
+      member_id: sell_order.member_id
+    )
+    Account.find_by(currency_id: sell_order.income_currency.id, member_id: sell_order.member_id).sub_funds(seller_income)
+
+    # Credit main fiat/crypto Liability account for member who created ask.
+    Operations::Liability.credit!(
+      amount: seller_outcome,
+      currency: sell_order.outcome_currency,
+      reference: self,
+      kind: :main,
+      member_id: sell_order.member_id
+    )
+    Account.find_by(currency_id: sell_order.outcome_currency.id, member_id: sell_order.member_id).plus_funds(seller_outcome)
+  end
+
+  def revert_buy_side!
+    buyer_outcome = total
+    buyer_income = amount - amount * order_fee(buy_order)
+
+    # Revert Trade for Buy side
+    # Debit main fiat/crypto Liability account for member who created ask
+    Operations::Liability.debit!(
+      amount: buyer_income,
+      currency: buy_order.income_currency,
+      reference: self,
+      kind: :main,
+      member_id: buy_order.member_id
+    )
+    Account.find_by(currency_id: buy_order.income_currency.id, member_id: buy_order.member_id).sub_funds(buyer_income)
+
+    # Credit main fiat/crypto Liability account for member who created bid.
+    Operations::Liability.credit!(
+      amount: buyer_outcome,
+      currency: buy_order.outcome_currency,
+      reference: self,
+      kind: :main,
+      member_id: buy_order.member_id
+    )
+    Account.find_by(currency_id: buy_order.outcome_currency.id, member_id: buy_order.member_id).plus_funds(buyer_outcome)
+  end
+
+  def revert_fees!
+    seller_fee = total * order_fee(sell_order)
+    buyer_fee = amount * order_fee(buy_order)
+
+    # Revert Revenues
+    Operations::Revenue.debit!(
+      amount:    seller_fee,
+      currency:  sell_order.income_currency,
+      reference: self,
+      member_id: sell_order.member_id
+    )
+
+    Operations::Revenue.debit!(
+      amount:    buyer_fee,
+      currency:  buy_order.income_currency,
+      reference: self,
+      member_id: buy_order.member_id
+    )
+  end
+end
+
+# == Schema Information
+# Schema version: 20210120133912
+#
+# Table name: trades
+#
+#  id             :integer          not null, primary key
+#  price          :decimal(32, 16)  not null
+#  amount         :decimal(32, 16)  not null
+#  total          :decimal(32, 16)  default(0.0), not null
+#  maker_order_id :integer          not null
+#  taker_order_id :integer          not null
+#  market_id      :string(20)       not null
+#  maker_id       :integer          not null
+#  taker_id       :integer          not null
+#  taker_type     :string(20)       default(""), not null
+#  created_at     :datetime         not null
+#  updated_at     :datetime         not null
+#
+# Indexes
+#
+#  index_trades_on_created_at                (created_at)
+#  index_trades_on_maker_id                  (maker_id)
+#  index_trades_on_maker_order_id            (maker_order_id)
+#  index_trades_on_market_id_and_created_at  (market_id,created_at)
+#  index_trades_on_taker_id                  (taker_id)
+#  index_trades_on_taker_order_id            (taker_order_id)
+#