db/report_lines.go

   1 package db
   2
   3 import (
   4         "encoding/json"
   5         "fmt"
   6         "time"
   7
   8         "github.com/go-redis/redis"
   9         "github.com/shopspring/decimal"
  10 )
  11
  12 type PortfolioStep string
  13
  14 const SELL_BEGIN PortfolioStep = "process_sell_all__1_all_sell_begin"
  15 const SELL_END PortfolioStep = "process_sell_all__1_all_sell_end"
  16 const BUY_BEGIN PortfolioStep = "process_sell_all__3_all_buy_begin"
  17 const BUY_END PortfolioStep = "process_sell_all__3_all_buy_end"
  18 const INTERMADIATE_STATE PortfolioStep = "process_print_balances__1_print_balances_begin"
  19
  20 type ViewBalances struct {
  21         Id       int64
  22         Date     time.Time
  23         ReportId int64
  24         MarketId int64
  25         Payload  struct {
  26                 Report
  27         }
  28 }
  29
  30 type Report struct {
  31         Tag      PortfolioStep
  32         Date     time.Time
  33         Balances ReportBalances
  34         Tickers  ReportTickers
  35 }
  36
  37 type ReportTickers struct {
  38         Currency string
  39         Balances map[string]decimal.Decimal
  40         Rates    BTCRates
  41         Total    decimal.Decimal
  42 }
  43
  44 func (r ReportTickers) GetBTCRate(currency string) decimal.Decimal {
  45         if currency == "BTC" {
  46                 return decimal.NewFromFloat(1.0)
  47         }
  48
  49         return r.Rates[currency]
  50 }
  51
  52 type BTCRates map[string]decimal.Decimal
  53
  54 func (b BTCRates) Rate(currency string) decimal.Decimal {
  55         if currency == "BTC" {
  56                 return decimal.NewFromFloat(1.0)
  57         }
  58
  59         return b[currency]
  60 }
  61
  62 type ReportBalances map[string]struct {
  63         Total            decimal.Decimal
  64         MarginTotal      decimal.Decimal `json:"margin_total"`
  65         MarginInPosition decimal.Decimal `json:"margin_in_position"`
  66         MarginAvailable  decimal.Decimal `json:"margin_available"`
  67 }
  68
  69 func RedisReportKey(marketConfigId int64, timestamp, entity string) string {
  70         return fmt.Sprintf("/cryptoportfolio/%v/%v/%v", marketConfigId, timestamp, entity)
  71 }
  72
  73 func GetLatestReport(marketConfig MarketConfig) (Report, error) {
  74         var reportPayload Report
  75         var err error
  76         var key string
  77
  78         // Get balance.
  79         key = RedisReportKey(marketConfig.Id, "latest", "balance")
  80
  81         payload, err := Redis.Get(key).Bytes()
  82         if err == redis.Nil {
  83                 return Report{}, fmt.Errorf("cannot find '%s' redis key", key)
  84         } else if err != nil {
  85                 return Report{}, err
  86         }
  87
  88         // Get date.
  89         key = RedisReportKey(marketConfig.Id, "latest", "date")
  90         dateString, err := Redis.Get(key).Result()
  91
  92         if err == redis.Nil {
  93                 return Report{}, fmt.Errorf("cannot find '%s' redis key", key)
  94         } else if err != nil {
  95                 return Report{}, err
  96         }
  97
  98         reportPayload.Date, err = time.Parse("2006-01-02T15:04:05", dateString)
  99         if err != nil {
 100                 return Report{}, err
 101         }
 102
 103         err = json.Unmarshal(payload, &reportPayload)
 104
 105         return reportPayload, err
 106 }
 107
 108 func GetPortfolioMilestones(marketConfig MarketConfig, step PortfolioStep, limit int) ([]Report, error) {
 109         viewBalances := make([]ViewBalances, 0)
 110         reports := make([]Report, 0)
 111
 112         err := DB.
 113                 Model(&viewBalances).
 114                 Where("market_id = ?", marketConfig.Id).
 115                 Where("payload @> ?", fmt.Sprintf(`{"tag": "%s", "checkpoint": "%s"}`, step, "begin")).
 116                 OrderExpr("date DESC").Limit(limit).Select()
 117         if err != nil {
 118                 return nil, err
 119         }
 120
 121         for _, reportLine := range viewBalances {
 122                 reportLine.Payload.Report.Date = reportLine.Date
 123                 reports = append(reports, reportLine.Payload.Report)
 124         }
 125
 126         return reports, nil
 127 }
 128
 129 func GetLastPortfolioBegin(marketConfig MarketConfig) (*Report, error) {
 130         reports, err := GetPortfolioMilestones(marketConfig, BUY_END, 1)
 131         if err != nil {
 132                 return nil, nil
 133         }
 134
 135         if len(reports) == 0 {
 136                 return nil, nil
 137         }
 138
 139         return &reports[0], nil
 140 }