Initial commit

app/models/trading_fee.rb

@@ -0,0 +1,137 @@
+# encoding: UTF-8
+# frozen_string_literal: true
+
+# A trading fee schedule is a complete listing of maker and taker fees.
+#
+# E.g
+# +-----------+---------+---------+---------+---------------------+---------------------+
+# | market_id |  group  |  maker  |  taker  |     created_at      |      updated_at     |
+# +-----------+---------+---------+---------+---------------------+---------------------+
+# |   any     | any     | 0.0012  | 0.0012  | 2019-07-31 13:41:00 | 2019-07-31 13:41:00 |
+# |   any     | vip-0   | 0.0011  | 0.0011  | 2019-07-31 13:41:00 | 2019-07-31 13:41:00 |
+# | btcusd    | any     | 0.0011  | 0.0011  | 2019-07-31 13:41:00 | 2019-07-31 13:41:00 |
+# | btcusd    | vip-0   | 0.001   | 0.001   | 2019-07-31 13:41:00 | 2019-07-31 13:41:00 |
+# | btcusd    | vip-1   | 0.0009  | 0.001   | 2019-07-31 13:41:00 | 2019-07-31 13:41:00 |
+# | btcusd    | vip-2   | 0.0007  | 0.0009  | 2019-07-31 13:41:00 | 2019-07-31 13:41:00 |
+# +-----------+---------+---------+---------+---------------------+---------------------+
+#
+# for member with unspecified group and market
+#   maker fee will be 0.12%;
+#   taker fee will be 0.12%;
+# for member with group vip-0 and with unspecified market
+#   maker fee will be 0.11%;
+#   taker fee will be 0.11%;
+# for member with market btcusd and with unspecified group
+#   maker fee will be 0.11%;
+#   taker fee will be 0.11%;
+# for member with group vip-0 and for market btcusd
+#   maker fee will be 0.1%;
+#   taker fee will be 0.1%;
+# for member with group vip-1 and for market btcusd
+#   maker fee will be 0.09%;
+#   taker fee will be 0.1%;
+# for member with group vip-2 and for market btcusd
+#   maker fee will be 0.07%;
+#   taker fee will be 0.09%;
+#
+class TradingFee < ApplicationRecord
+  # == Constants ============================================================
+
+  # For fee we define static precision - 4.
+  FEE_PRECISION = 6
+
+  MIN_FEE = 0
+  MAX_FEE = 0.5
+
+  # Default value for group name and market_id in TradingFee table;
+  ANY = 'any'
+
+  # == Attributes ===========================================================
+
+  # == Extensions ===========================================================
+
+  # == Relationships ========================================================
+
+  belongs_to :market, optional: true
+
+  # == Validations ==========================================================
+
+  validates :group,
+            presence: true,
+            uniqueness: { scope: :market_id }
+
+  validates :maker,
+            :taker,
+            presence: true,
+            numericality: { greater_than_or_equal_to: MIN_FEE,
+                            less_than_or_equal_to: MAX_FEE }
+
+  validates :market_id,
+            presence: true,
+            inclusion: { in: ->(_fs){ Market.ids.append(ANY) } }
+
+  validates :maker, :taker, precision: { less_than_or_eq_to: FEE_PRECISION }
+
+  # == Scopes ===============================================================
+
+  # == Callbacks ============================================================
+
+  before_create { self.group = self.group.strip.downcase }
+  after_commit :wipe_cache
+
+  # == Class Methods ========================================================
+
+  class << self
+
+    # Get trading fee for specific order that based on member group and market_id.
+    # TradingFee record selected with the next priorities:
+    #  1. both group and market_id match
+    #  2. group match
+    #  3. market_id match
+    #  4. both group and market_id are 'any'
+    #  5. default (zero fees)
+    def for(group:, market_id:)
+      TradingFee
+        .where(market_id: [market_id, ANY], group: [group, ANY])
+        .max_by { |fs| fs.weight } || TradingFee.new
+    end
+  end
+
+  # == Instance Methods =====================================================
+
+  # Trading fee suitability expressed in weight.
+  # Trading fee with the greatest weight selected.
+  # Group match has greater weight then market_id match.
+  # E.g. Order for member with group 'vip-0' and market_id 'btcusd'
+  # (group == 'vip-0' && market_id == 'btcusd') >
+  # (group == 'vip-0' && market_id == 'any') >
+  # (group == 'any' && market_id == 'btcusd') >
+  # (group == 'any' && market_id == 'any')
+  def weight
+    (group == 'any' ? 0 : 10) + (market_id == 'any' ? 0 : 1)
+  end
+
+  def wipe_cache
+    Rails.cache.delete_matched("trading_fees*")
+  end
+end
+
+# == Schema Information
+# Schema version: 20201125134745
+#
+# Table name: trading_fees
+#
+#  id         :bigint           not null, primary key
+#  market_id  :string(20)       default("any"), not null
+#  group      :string(32)       default("any"), not null
+#  maker      :decimal(7, 6)    default(0.0), not null
+#  taker      :decimal(7, 6)    default(0.0), not null
+#  created_at :datetime         not null
+#  updated_at :datetime         not null
+#
+# Indexes
+#
+#  index_trading_fees_on_group                (group)
+#  index_trading_fees_on_market_id            (market_id)
+#  index_trading_fees_on_market_id_and_group  (market_id,group) UNIQUE
+#