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implement profit insert
This commit is contained in:
c9s
parent
bb52fcb48f
commit
09dea3938d
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@ -1,60 +1,67 @@
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-- +up
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CREATE TABLE `profits`
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(
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`gid` BIGINT UNSIGNED NOT NULL AUTO_INCREMENT,
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`gid` BIGINT UNSIGNED NOT NULL AUTO_INCREMENT,
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`symbol` VARCHAR(8) NOT NULL,
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`strategy` VARCHAR(32) NOT NULL,
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`strategy_instance_id` VARCHAR(64) NOT NULL,
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`symbol` VARCHAR(8) NOT NULL,
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-- average_cost is the position average cost
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`average_cost` DECIMAL(16, 8) UNSIGNED NOT NULL,
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`average_cost` DECIMAL(16, 8) UNSIGNED NOT NULL,
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-- profit is the pnl (profit and loss)
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`profit` DECIMAL(16, 8) NOT NULL,
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`profit` DECIMAL(16, 8) NOT NULL,
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-- net_profit is the pnl (profit and loss)
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`net_profit` DECIMAL(16, 8) NOT NULL,
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`net_profit` DECIMAL(16, 8) NOT NULL,
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-- profit_margin is the pnl (profit and loss)
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`profit_margin` DECIMAL(16, 8) NOT NULL,
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`profit_margin` DECIMAL(16, 8) NOT NULL,
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-- net_profit_margin is the pnl (profit and loss)
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`net_profit_margin` DECIMAL(16, 8) NOT NULL,
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`net_profit_margin` DECIMAL(16, 8) NOT NULL,
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`quote_currency` VARCHAR(10) NOT NULL,
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`quote_currency` VARCHAR(10) NOT NULL,
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`base_currency` VARCHAR(10) NOT NULL,
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`base_currency` VARCHAR(10) NOT NULL,
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-- -------------------------------------------------------
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-- embedded trade data --
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-- -------------------------------------------------------
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`exchange` VARCHAR(24) NOT NULL DEFAULT '',
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`exchange` VARCHAR(24) NOT NULL DEFAULT '',
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`is_futures` BOOLEAN NOT NULL DEFAULT FALSE,
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`is_futures` BOOLEAN NOT NULL DEFAULT FALSE,
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`is_margin` BOOLEAN NOT NULL DEFAULT FALSE,
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`is_margin` BOOLEAN NOT NULL DEFAULT FALSE,
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`is_isolated` BOOLEAN NOT NULL DEFAULT FALSE,
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`is_isolated` BOOLEAN NOT NULL DEFAULT FALSE,
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`trade_id` BIGINT UNSIGNED NOT NULL,
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`trade_id` BIGINT UNSIGNED NOT NULL,
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-- side is the side of the trade that makes profit
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`side` VARCHAR(4) NOT NULL DEFAULT '',
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`side` VARCHAR(4) NOT NULL DEFAULT '',
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`is_buyer` BOOLEAN NOT NULL DEFAULT FALSE,
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`is_maker` BOOLEAN NOT NULL DEFAULT FALSE,
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-- price is the price of the trade that makes profit
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`price` DECIMAL(16, 8) UNSIGNED NOT NULL,
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`price` DECIMAL(16, 8) UNSIGNED NOT NULL,
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-- quantity is the quantity of the trade that makes profit
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`quantity` DECIMAL(16, 8) UNSIGNED NOT NULL,
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`quantity` DECIMAL(16, 8) UNSIGNED NOT NULL,
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-- trade_amount is the quote quantity of the trade that makes profit
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`trade_amount` DECIMAL(16, 8) UNSIGNED NOT NULL,
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-- quote_quantity is the quote quantity of the trade that makes profit
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`quote_quantity` DECIMAL(16, 8) UNSIGNED NOT NULL,
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`traded_at` DATETIME(3) NOT NULL,
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`traded_at` DATETIME(3) NOT NULL,
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-- fee
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`fee_in_usd` DECIMAL(16, 8) UNSIGNED NOT NULL,
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`fee` DECIMAL(16, 8) UNSIGNED NOT NULL,
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`fee_currency` VARCHAR(10) NOT NULL,
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`fee_in_usd` DECIMAL(16, 8) UNSIGNED,
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`fee` DECIMAL(16, 8) UNSIGNED NOT NULL,
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`fee_currency` VARCHAR(10) NOT NULL,
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PRIMARY KEY (`gid`),
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UNIQUE KEY `trade_id` (`trade_id`)
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@ -1,60 +1,67 @@
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-- +up
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CREATE TABLE `profits`
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(
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`gid` INTEGER PRIMARY KEY AUTOINCREMENT,
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`gid` INTEGER PRIMARY KEY AUTOINCREMENT,
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`symbol` VARCHAR(8) NOT NULL,
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`strategy` VARCHAR(32) NOT NULL,
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`strategy_instance_id` VARCHAR(64) NOT NULL,
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`symbol` VARCHAR(8) NOT NULL,
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-- average_cost is the position average cost
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`average_cost` DECIMAL(16, 8) NOT NULL,
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`average_cost` DECIMAL(16, 8) NOT NULL,
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-- profit is the pnl (profit and loss)
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`profit` DECIMAL(16, 8) NOT NULL,
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`profit` DECIMAL(16, 8) NOT NULL,
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-- net_profit is the pnl (profit and loss)
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`net_profit` DECIMAL(16, 8) NOT NULL,
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`net_profit` DECIMAL(16, 8) NOT NULL,
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-- profit_margin is the pnl (profit and loss)
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`profit_margin` DECIMAL(16, 8) NOT NULL,
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`profit_margin` DECIMAL(16, 8) NOT NULL,
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-- net_profit_margin is the pnl (profit and loss)
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`net_profit_margin` DECIMAL(16, 8) NOT NULL,
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`net_profit_margin` DECIMAL(16, 8) NOT NULL,
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`quote_currency` VARCHAR(10) NOT NULL,
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`quote_currency` VARCHAR(10) NOT NULL,
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`base_currency` VARCHAR(10) NOT NULL,
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`base_currency` VARCHAR(10) NOT NULL,
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-- -------------------------------------------------------
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-- embedded trade data --
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-- -------------------------------------------------------
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`exchange` VARCHAR(24) NOT NULL DEFAULT '',
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`exchange` VARCHAR(24) NOT NULL DEFAULT '',
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`is_futures` BOOLEAN NOT NULL DEFAULT FALSE,
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`is_futures` BOOLEAN NOT NULL DEFAULT FALSE,
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`is_margin` BOOLEAN NOT NULL DEFAULT FALSE,
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`is_margin` BOOLEAN NOT NULL DEFAULT FALSE,
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`is_isolated` BOOLEAN NOT NULL DEFAULT FALSE,
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`is_isolated` BOOLEAN NOT NULL DEFAULT FALSE,
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`trade_id` BIGINT NOT NULL,
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`trade_id` BIGINT NOT NULL,
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-- side is the side of the trade that makes profit
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`side` VARCHAR(4) NOT NULL DEFAULT '',
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`side` VARCHAR(4) NOT NULL DEFAULT '',
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`is_buyer` BOOLEAN NOT NULL DEFAULT FALSE,
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`is_maker` BOOLEAN NOT NULL DEFAULT FALSE,
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-- price is the price of the trade that makes profit
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`price` DECIMAL(16, 8) NOT NULL,
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`price` DECIMAL(16, 8) NOT NULL,
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-- quantity is the quantity of the trade that makes profit
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`quantity` DECIMAL(16, 8) NOT NULL,
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`quantity` DECIMAL(16, 8) NOT NULL,
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-- trade_amount is the quote quantity of the trade that makes profit
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`trade_amount` DECIMAL(16, 8) NOT NULL,
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`quote_quantity` DECIMAL(16, 8) NOT NULL,
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`traded_at` DATETIME(3) NOT NULL,
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`traded_at` DATETIME(3) NOT NULL,
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-- fee
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`fee_in_usd` DECIMAL(16, 8) NOT NULL,
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`fee` DECIMAL(16, 8) NOT NULL,
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`fee_currency` VARCHAR(10) NOT NULL
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`fee_in_usd` DECIMAL(16, 8),
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`fee` DECIMAL(16, 8) NOT NULL,
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`fee_currency` VARCHAR(10) NOT NULL
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);
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-- +down
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@ -37,23 +37,64 @@ func (s *ProfitService) Load(ctx context.Context, id int64) (*types.Trade, error
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return nil, errors.Wrapf(ErrTradeNotFound, "trade id:%d not found", id)
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}
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func (s *ProfitService) scanRows(rows *sqlx.Rows) (trades []types.Trade, err error) {
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func (s *ProfitService) scanRows(rows *sqlx.Rows) (profits []types.Profit, err error) {
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for rows.Next() {
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var trade types.Trade
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if err := rows.StructScan(&trade); err != nil {
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return trades, err
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var profit types.Profit
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if err := rows.StructScan(&profit); err != nil {
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return profits, err
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}
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trades = append(trades, trade)
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profits = append(profits, profit)
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}
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return trades, rows.Err()
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return profits, rows.Err()
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}
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func (s *ProfitService) Insert(trade types.Trade) error {
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func (s *ProfitService) Insert(profit types.Profit) error {
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_, err := s.DB.NamedExec(`
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INSERT INTO profits (id, exchange, symbol, trade_id, average_cost, profit, price, quantity, quote_quantity, side, traded_at, is_margin, is_futures, is_isolated)
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VALUES (:id, :exchange, :order_id, :symbol, :price, :quantity, :quote_quantity, :side, :is_buyer, :is_maker, :fee, :fee_currency, :traded_at, :is_margin, :is_futures, :is_isolated)`,
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trade)
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INSERT INTO profits (
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strategy,
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strategy_instance_id,
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symbol,
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average_cost,
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profit,
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trade_id,
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price,
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quantity,
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quote_quantity,
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side,
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is_buyer,
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is_maker,
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fee,
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fee_currency,
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fee_in_usd,
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traded_at,
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exchange,
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is_margin,
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is_futures,
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is_isolated
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) VALUES (
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:strategy,
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:strategy_instance_id,
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:symbol,
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:average_cost,
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:profit,
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:trade_id,
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:price,
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:quantity,
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:quote_quantity,
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:side,
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:is_buyer,
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:is_maker,
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:fee,
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:fee_currency,
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:fee_in_usd,
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:traded_at,
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:exchange,
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:is_margin,
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:is_futures,
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:is_isolated
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)`,
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profit)
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return err
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}
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@ -20,8 +20,7 @@ type Profit struct {
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// NetProfit is (profit - trading fee)
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NetProfit fixedpoint.Value `json:"netProfit" db:"net_profit"`
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AverageCost fixedpoint.Value `json:"averageCost" db:"average_ost"`
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TradeAmount fixedpoint.Value `json:"tradeAmount" db:"trade_amount"`
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TradeAmount fixedpoint.Value `json:"tradeAmount" db:"quote_quantity"`
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// ProfitMargin is a percentage of the profit and the capital amount
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ProfitMargin fixedpoint.Value `json:"profitMargin" db:"profit_margin"`
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@ -32,10 +31,15 @@ type Profit struct {
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QuoteCurrency string `json:"quoteCurrency" db:"quote_currency"`
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BaseCurrency string `json:"baseCurrency" db:"base_currency"`
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IsBuyer bool `json:"isBuyer" db:"is_buyer"`
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IsMaker bool `json:"isMaker" db:"is_maker"`
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// FeeInUSD is the summed fee of this profit,
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// you will need to convert the trade fee into USD since the fee currencies can be different.
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FeeInUSD fixedpoint.Value `json:"feeInUSD" db:"fee_in_usd"`
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Time time.Time `json:"time" db:"time"`
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Fee fixedpoint.Value `json:"fee" db:"fee"`
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FeeCurrency string `json:"feeCurrency" db:"fee_currency"`
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Time time.Time `json:"tradedAt" db:"traded_at"`
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Strategy string `json:"strategy" db:"strategy"`
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StrategyInstanceID string `json:"strategyInstanceID" db:"strategy_instance_id"`
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}
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