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Move fee policy database structs (#2657)
# Description Moves `struct FeePolicy`, used to read/write fee policies from database, to database crate, for reuse. A prerequisite for #2642 (comment), as we need to expose fee policies as a new field in `trades` query, and for this we need to reuse `FeePolicy` struct. The code change is mostly just a move, no new functionality. ## How to test Existing tests.
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Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -1,166 +1,18 @@ | ||
use { | ||
crate::{domain, infra::persistence::dto}, | ||
sqlx::{PgConnection, QueryBuilder}, | ||
sqlx::PgConnection, | ||
}; | ||
|
||
pub async fn insert_batch( | ||
ex: &mut PgConnection, | ||
auction_id: domain::auction::Id, | ||
fee_policies: impl IntoIterator<Item = (domain::OrderUid, Vec<domain::fee::Policy>)>, | ||
) -> Result<(), sqlx::Error> { | ||
let mut fee_policies = fee_policies | ||
.into_iter() | ||
.flat_map(|(order_uid, policies)| { | ||
policies | ||
.into_iter() | ||
.map(move |policy| dto::FeePolicy::from_domain(auction_id, order_uid, policy)) | ||
}) | ||
.peekable(); | ||
|
||
if fee_policies.peek().is_none() { | ||
return Ok(()); | ||
} | ||
|
||
let mut query_builder = QueryBuilder::new( | ||
"INSERT INTO fee_policies (auction_id, order_uid, kind, surplus_factor, \ | ||
surplus_max_volume_factor, volume_factor, price_improvement_factor, \ | ||
price_improvement_max_volume_factor)", | ||
); | ||
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query_builder.push_values(fee_policies, |mut b, fee_policy| { | ||
b.push_bind(fee_policy.auction_id) | ||
.push_bind(fee_policy.order_uid) | ||
.push_bind(fee_policy.kind) | ||
.push_bind(fee_policy.surplus_factor) | ||
.push_bind(fee_policy.surplus_max_volume_factor) | ||
.push_bind(fee_policy.volume_factor) | ||
.push_bind(fee_policy.price_improvement_factor) | ||
.push_bind(fee_policy.price_improvement_max_volume_factor); | ||
}); | ||
|
||
query_builder.build().execute(ex).await.map(|_| ()) | ||
} | ||
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#[cfg(test)] | ||
mod tests { | ||
use { | ||
super::*, | ||
crate::domain::fee::FeeFactor, | ||
database::byte_array::ByteArray, | ||
sqlx::Connection, | ||
}; | ||
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pub async fn fetch( | ||
ex: &mut PgConnection, | ||
auction_id: dto::AuctionId, | ||
order_uid: database::OrderUid, | ||
) -> Result<Vec<dto::FeePolicy>, sqlx::Error> { | ||
const QUERY: &str = r#" | ||
SELECT * FROM fee_policies | ||
WHERE auction_id = $1 AND order_uid = $2 | ||
ORDER BY application_order | ||
"#; | ||
let rows = sqlx::query_as::<_, dto::FeePolicy>(QUERY) | ||
.bind(auction_id) | ||
.bind(order_uid) | ||
.fetch_all(ex) | ||
.await? | ||
let fee_policies = fee_policies.into_iter().flat_map(|(order_uid, policies)| { | ||
policies | ||
.into_iter() | ||
.collect(); | ||
Ok(rows) | ||
} | ||
|
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#[tokio::test] | ||
#[ignore] | ||
async fn postgres_roundtrip() { | ||
let mut db = PgConnection::connect("postgresql://").await.unwrap(); | ||
let mut db = db.begin().await.unwrap(); | ||
database::clear_DANGER_(&mut db).await.unwrap(); | ||
|
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// same primary key for all fee policies | ||
let (auction_id, order_uid) = (1, ByteArray([1; 56])); | ||
|
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// surplus fee policy without caps | ||
let fee_policy_1 = domain::fee::Policy::Surplus { | ||
factor: FeeFactor::try_from(0.1).unwrap(), | ||
max_volume_factor: FeeFactor::try_from(0.99999).unwrap(), | ||
}; | ||
// surplus fee policy with caps | ||
let fee_policy_2 = domain::fee::Policy::Surplus { | ||
factor: FeeFactor::try_from(0.2).unwrap(), | ||
max_volume_factor: FeeFactor::try_from(0.05).unwrap(), | ||
}; | ||
// volume based fee policy | ||
let fee_policy_3 = domain::fee::Policy::Volume { | ||
factor: FeeFactor::try_from(0.06).unwrap(), | ||
}; | ||
// price improvement fee policy | ||
let fee_policy_4 = domain::fee::Policy::PriceImprovement { | ||
factor: FeeFactor::try_from(0.1).unwrap(), | ||
max_volume_factor: FeeFactor::try_from(0.99999).unwrap(), | ||
quote: domain::fee::Quote { | ||
sell_amount: 10.into(), | ||
buy_amount: 20.into(), | ||
fee: 1.into(), | ||
}, | ||
}; | ||
let input_policies = vec![fee_policy_1, fee_policy_2, fee_policy_3, fee_policy_4]; | ||
|
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insert_batch( | ||
&mut db, | ||
auction_id, | ||
vec![(domain::OrderUid(order_uid.0), input_policies)], | ||
) | ||
.await | ||
.unwrap(); | ||
|
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// surplus fee policy without caps | ||
let fee_policy_1 = dto::FeePolicy { | ||
auction_id, | ||
order_uid, | ||
kind: dto::fee_policy::FeePolicyKind::Surplus, | ||
surplus_factor: Some(0.1), | ||
surplus_max_volume_factor: Some(0.99999), | ||
volume_factor: None, | ||
price_improvement_factor: None, | ||
price_improvement_max_volume_factor: None, | ||
}; | ||
// surplus fee policy with caps | ||
let fee_policy_2 = dto::FeePolicy { | ||
auction_id, | ||
order_uid, | ||
kind: dto::fee_policy::FeePolicyKind::Surplus, | ||
surplus_factor: Some(0.2), | ||
surplus_max_volume_factor: Some(0.05), | ||
volume_factor: None, | ||
price_improvement_factor: None, | ||
price_improvement_max_volume_factor: None, | ||
}; | ||
// volume based fee policy | ||
let fee_policy_3 = dto::FeePolicy { | ||
auction_id, | ||
order_uid, | ||
kind: dto::fee_policy::FeePolicyKind::Volume, | ||
surplus_factor: None, | ||
surplus_max_volume_factor: None, | ||
volume_factor: Some(0.06), | ||
price_improvement_factor: None, | ||
price_improvement_max_volume_factor: None, | ||
}; | ||
// price improvement fee policy | ||
let fee_policy_4 = dto::FeePolicy { | ||
auction_id, | ||
order_uid, | ||
kind: dto::fee_policy::FeePolicyKind::PriceImprovement, | ||
surplus_factor: None, | ||
surplus_max_volume_factor: None, | ||
volume_factor: None, | ||
price_improvement_factor: Some(0.1), | ||
price_improvement_max_volume_factor: Some(0.99999), | ||
}; | ||
let expected = vec![fee_policy_1, fee_policy_2, fee_policy_3, fee_policy_4]; | ||
.map(move |policy| dto::fee_policy::from_domain(auction_id, order_uid, policy)) | ||
}); | ||
|
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let output = fetch(&mut db, 1, order_uid).await.unwrap(); | ||
assert_eq!(output, expected); | ||
} | ||
database::fee_policies::insert_batch(ex, fee_policies).await | ||
} |
113 changes: 47 additions & 66 deletions
113
crates/autopilot/src/infra/persistence/dto/fee_policy.rs
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Original file line number | Diff line number | Diff line change |
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@@ -1,69 +1,50 @@ | ||
use crate::{boundary, domain}; | ||
use { | ||
crate::{boundary, domain}, | ||
database::fee_policies::{FeePolicy, FeePolicyKind}, | ||
}; | ||
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#[derive(Debug, Clone, PartialEq, sqlx::FromRow)] | ||
pub struct FeePolicy { | ||
pub auction_id: database::auction::AuctionId, | ||
pub order_uid: boundary::database::OrderUid, | ||
pub kind: FeePolicyKind, | ||
pub surplus_factor: Option<f64>, | ||
pub surplus_max_volume_factor: Option<f64>, | ||
pub volume_factor: Option<f64>, | ||
pub price_improvement_factor: Option<f64>, | ||
pub price_improvement_max_volume_factor: Option<f64>, | ||
} | ||
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impl FeePolicy { | ||
pub fn from_domain( | ||
auction_id: domain::auction::Id, | ||
order_uid: domain::OrderUid, | ||
policy: domain::fee::Policy, | ||
) -> Self { | ||
match policy { | ||
domain::fee::Policy::Surplus { | ||
factor, | ||
max_volume_factor, | ||
} => Self { | ||
auction_id, | ||
order_uid: boundary::database::byte_array::ByteArray(order_uid.0), | ||
kind: FeePolicyKind::Surplus, | ||
surplus_factor: Some(factor.into()), | ||
surplus_max_volume_factor: Some(max_volume_factor.into()), | ||
volume_factor: None, | ||
price_improvement_factor: None, | ||
price_improvement_max_volume_factor: None, | ||
}, | ||
domain::fee::Policy::Volume { factor } => Self { | ||
auction_id, | ||
order_uid: boundary::database::byte_array::ByteArray(order_uid.0), | ||
kind: FeePolicyKind::Volume, | ||
surplus_factor: None, | ||
surplus_max_volume_factor: None, | ||
volume_factor: Some(factor.into()), | ||
price_improvement_factor: None, | ||
price_improvement_max_volume_factor: None, | ||
}, | ||
domain::fee::Policy::PriceImprovement { | ||
factor, | ||
max_volume_factor, | ||
quote: _, | ||
} => Self { | ||
auction_id, | ||
order_uid: boundary::database::byte_array::ByteArray(order_uid.0), | ||
kind: FeePolicyKind::PriceImprovement, | ||
surplus_factor: None, | ||
surplus_max_volume_factor: None, | ||
volume_factor: None, | ||
price_improvement_factor: Some(factor.into()), | ||
price_improvement_max_volume_factor: Some(max_volume_factor.into()), | ||
}, | ||
} | ||
pub fn from_domain( | ||
auction_id: domain::auction::Id, | ||
order_uid: domain::OrderUid, | ||
policy: domain::fee::Policy, | ||
) -> FeePolicy { | ||
match policy { | ||
domain::fee::Policy::Surplus { | ||
factor, | ||
max_volume_factor, | ||
} => FeePolicy { | ||
auction_id, | ||
order_uid: boundary::database::byte_array::ByteArray(order_uid.0), | ||
kind: FeePolicyKind::Surplus, | ||
surplus_factor: Some(factor.into()), | ||
surplus_max_volume_factor: Some(max_volume_factor.into()), | ||
volume_factor: None, | ||
price_improvement_factor: None, | ||
price_improvement_max_volume_factor: None, | ||
}, | ||
domain::fee::Policy::Volume { factor } => FeePolicy { | ||
auction_id, | ||
order_uid: boundary::database::byte_array::ByteArray(order_uid.0), | ||
kind: FeePolicyKind::Volume, | ||
surplus_factor: None, | ||
surplus_max_volume_factor: None, | ||
volume_factor: Some(factor.into()), | ||
price_improvement_factor: None, | ||
price_improvement_max_volume_factor: None, | ||
}, | ||
domain::fee::Policy::PriceImprovement { | ||
factor, | ||
max_volume_factor, | ||
quote: _, | ||
} => FeePolicy { | ||
auction_id, | ||
order_uid: boundary::database::byte_array::ByteArray(order_uid.0), | ||
kind: FeePolicyKind::PriceImprovement, | ||
surplus_factor: None, | ||
surplus_max_volume_factor: None, | ||
volume_factor: None, | ||
price_improvement_factor: Some(factor.into()), | ||
price_improvement_max_volume_factor: Some(max_volume_factor.into()), | ||
}, | ||
} | ||
} | ||
|
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#[derive(Debug, Clone, PartialEq, sqlx::Type)] | ||
#[sqlx(type_name = "PolicyKind", rename_all = "lowercase")] | ||
pub enum FeePolicyKind { | ||
Surplus, | ||
Volume, | ||
PriceImprovement, | ||
} |
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