Merge pull request #2338 from get10101/feat/add-realized-pnl-to-trades

feat: Add trader realized pnl to trades

Author: holzeis

coordinator/migrations/2024-03-28-112500_add_trader_realized_pnl_to_trade/down.sql

@@ -0,0 +1,2 @@
+ALTER TABLE "trades"
+    DROP COLUMN IF EXISTS "trader_realized_pnl_sat";

coordinator/migrations/2024-03-28-112500_add_trader_realized_pnl_to_trade/up.sql

@@ -0,0 +1,4 @@
+ALTER TABLE "trades"
+    ADD COLUMN "trader_realized_pnl_sat" BIGINT;
+
+UPDATE TRADES SET trader_realized_pnl_sat = (SELECT trader_realized_pnl_sat from POSITIONS where POSITIONS.ID = TRADES.POSITION_ID AND POSITIONS.TRADER_DIRECTION != TRADES.DIRECTION);

coordinator/src/db/trades.rs

@@ -22,6 +22,7 @@ struct Trade {
     average_price: f32,
     timestamp: OffsetDateTime,
     order_matching_fee_sat: i64,
+    trader_realized_pnl_sat: Option<i64>,
 }
 
 #[derive(Insertable, Debug, Clone)]
@@ -36,6 +37,7 @@ struct NewTrade {
     direction: Direction,
     average_price: f32,
     order_matching_fee_sat: i64,
+    trader_realized_pnl_sat: Option<i64>,
 }
 
 pub fn insert(
@@ -74,6 +76,7 @@ impl From<crate::trade::models::NewTrade> for NewTrade {
             direction: value.trader_direction.into(),
             average_price: value.average_price,
             order_matching_fee_sat: value.order_matching_fee.to_sat() as i64,
+            trader_realized_pnl_sat: value.trader_realized_pnl_sat,
         }
     }
 }
@@ -93,6 +96,7 @@ impl From<Trade> for crate::trade::models::Trade {
             average_price: value.average_price,
             timestamp: value.timestamp,
             order_matching_fee: Amount::from_sat(value.order_matching_fee_sat as u64),
+            trader_realized_pnl_sat: value.trader_realized_pnl_sat,
         }
     }
 }

coordinator/src/dlc_protocol.rs

@@ -412,6 +412,7 @@ impl DlcProtocolExecutor {
             trader_direction: trade_params.direction,
             average_price: trade_params.average_price,
             order_matching_fee,
+            trader_realized_pnl_sat: Some(trader_realized_pnl_sat),
         };
 
         db::trades::insert(conn, new_trade)?;
@@ -474,6 +475,7 @@ impl DlcProtocolExecutor {
             trader_direction: trade_params.direction,
             average_price: trade_params.average_price,
             order_matching_fee,
+            trader_realized_pnl_sat: None,
         };
 
         db::trades::insert(conn, new_trade)?;

coordinator/src/schema.rs

@@ -399,6 +399,7 @@ diesel::table! {
         average_price -> Float4,
         timestamp -> Timestamptz,
         order_matching_fee_sat -> Int8,
+        trader_realized_pnl_sat -> Nullable<Int8>,
     }
 }
 

coordinator/src/trade/models.rs

@@ -16,6 +16,7 @@ pub struct NewTrade {
     pub trader_direction: Direction,
     pub average_price: f32,
     pub order_matching_fee: Amount,
+    pub trader_realized_pnl_sat: Option<i64>,
 }
 
 #[derive(Debug)]
@@ -32,4 +33,5 @@ pub struct Trade {
     pub average_price: f32,
     pub timestamp: OffsetDateTime,
     pub order_matching_fee: Amount,
+    pub trader_realized_pnl_sat: Option<i64>,
 }