Feature/get swaps (#161)

* support open and resolved GetSwap * parse startAt endAt query params with default vals * getSwapFills * add fill struct hybrid of order & fragment * support func for getSwapFills * code clean * Reduce log level (#162) --------- Co-authored-by: Luke Rogerson <[email protected]>
orbs-network · Mar 25, 2024 · cd20569 · cd20569
1 parent 1d395b5
commit cd20569
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Showing 17 changed files with 232 additions and 16 deletions.
diff --git a/data/redisrepo/get_open_swaps.go b/data/redisrepo/get_open_swaps.go
@@ -43,7 +43,7 @@ func (r *redisRepository) GetOpenSwaps(ctx context.Context) ([]models.Swap, erro
 	for _, key := range keys {
 		id := Key2UUID(ctx, key)
 		if id != nil {
-			swap, err := r.GetSwap(ctx, *id)
+			swap, err := r.GetSwap(ctx, *id, true)
 			if err != nil {
 				logctx.Error(ctx, "failed to get swap", logger.String("swapId", id.String()))
 			} else {

diff --git a/data/redisrepo/resolve_swap.go b/data/redisrepo/resolve_swap.go
@@ -7,6 +7,7 @@ import (
 	"github.com/orbs-network/order-book/models"
 	"github.com/orbs-network/order-book/utils/logger"
 	"github.com/orbs-network/order-book/utils/logger/logctx"
+	"github.com/redis/go-redis/v9"
 )
 
 // ProcessCompletedSwapOrders stores the updated swap orders and removes the swap from Redis. It should be called after a swap is completed.
@@ -39,3 +40,16 @@ func (r *redisRepository) StoreUserResolvedSwap(ctx context.Context, userId uuid
 	key := CreateUserResolvedSwapsKey(userId)
 	return AddVal2Set(ctx, r.client, key, swap.Id.String())
 }
+
+func (r *redisRepository) GetUserResolvedSwapIds(ctx context.Context, userId uuid.UUID) ([]string, error) {
+	key := CreateUserResolvedSwapsKey(userId)
+	res, err := r.client.SMembers(ctx, key).Result()
+	if err != nil {
+		if err == redis.Nil {
+			return nil, models.ErrNotFound
+		}
+		logctx.Error(ctx, "could not get user swaps", logger.Error(err), logger.String("user_id", userId.String()))
+		return nil, err
+	}
+	return res, nil
+}
diff --git a/data/redisrepo/store_new_pending_swap.go b/data/redisrepo/store_new_pending_swap.go
@@ -13,7 +13,7 @@ import (
 // StoreNewPendingSwap stores a new pending swap in order for its status (pending/complete) to be checked later
 func (r *redisRepository) StoreNewPendingSwap(ctx context.Context, p models.SwapTx) error {
 	// confirm swapID is valid
-	swap, err := r.GetSwap(ctx, p.SwapId)
+	swap, err := r.GetSwap(ctx, p.SwapId, true)
 	if err != nil {
 		if err == models.ErrNotFound {
 			logctx.Warn(ctx, "no swap found by that ID", logger.Error(err), logger.String("swapId", p.SwapId.String()), logger.String("txHash", p.TxHash))

diff --git a/data/redisrepo/taker.go b/data/redisrepo/taker.go
@@ -40,8 +40,11 @@ func (r *redisRepository) StoreSwap(ctx context.Context, swapId uuid.UUID, frags
 	return nil
 }
 
-func (r *redisRepository) GetSwap(ctx context.Context, swapId uuid.UUID) (*models.Swap, error) {
+func (r *redisRepository) GetSwap(ctx context.Context, swapId uuid.UUID, open bool) (*models.Swap, error) {
 	swapKey := CreateOpenSwapKey(swapId)
+	if !open {
+		swapKey = CreateResolvedSwapKey(swapId)
+	}
 
 	swapJson, err := r.client.Get(ctx, swapKey).Result()
 	// Error

diff --git a/data/redisrepo/taker_test.go b/data/redisrepo/taker_test.go
@@ -26,7 +26,7 @@ func TestRedisRepository_GetSwap(t *testing.T) {
 
 		mock.ExpectGet(CreateOpenSwapKey(swapId)).SetVal(swapJson[0])
 
-		swap, err := repo.GetSwap(ctx, swapId)
+		swap, err := repo.GetSwap(ctx, swapId, true)
 		assert.NoError(t, err)
 		assert.Len(t, swap.Frags, 2, "Should have 2 orders in the swap")
 	})
@@ -40,7 +40,7 @@ func TestRedisRepository_GetSwap(t *testing.T) {
 
 		mock.ExpectSMembers(CreateOpenSwapKey(swapId)).SetErr(assert.AnError)
 
-		_, err := repo.GetSwap(ctx, swapId)
+		_, err := repo.GetSwap(ctx, swapId, true)
 		assert.Equal(t, models.ErrUnexpectedError, err)
 	})
 }

diff --git a/data/store/store.go b/data/store/store.go
@@ -59,7 +59,7 @@ type OrderBookStore interface {
 	GetMinAsk(ctx context.Context, symbol models.Symbol) models.OrderIter
 	GetMaxBid(ctx context.Context, symbol models.Symbol) models.OrderIter
 	// taker side
-	GetSwap(ctx context.Context, swapId uuid.UUID) (*models.Swap, error)
+	GetSwap(ctx context.Context, swapId uuid.UUID, open bool) (*models.Swap, error)
 	StoreSwap(ctx context.Context, swapId uuid.UUID, frags []models.OrderFrag) error
 	RemoveSwap(ctx context.Context, swapId uuid.UUID) error
 	GetOpenSwaps(ctx context.Context) ([]models.Swap, error)
@@ -70,6 +70,8 @@ type OrderBookStore interface {
 	ResolveSwap(ctx context.Context, swap models.Swap) error
 	// save swapId in a set of the userId:resolvedSwap key
 	StoreUserResolvedSwap(ctx context.Context, userId uuid.UUID, swap models.Swap) error
+	GetUserResolvedSwapIds(ctx context.Context, userId uuid.UUID) ([]string, error)
+
 	// utils
 	EnumSubKeysOf(ctx context.Context, key string) ([]string, error)
 

diff --git a/mocks/service.go b/mocks/service.go
@@ -147,7 +147,7 @@ func (m *MockOrderBookStore) StoreUserByPublicKey(ctx context.Context, user mode
 	return m.Error
 }
 
-func (m *MockOrderBookStore) GetSwap(ctx context.Context, swapId uuid.UUID) (*models.Swap, error) {
+func (m *MockOrderBookStore) GetSwap(ctx context.Context, swapId uuid.UUID, open bool) (*models.Swap, error) {
 	if m.Error != nil {
 		return nil, m.Error
 	}
@@ -183,6 +183,10 @@ func (m *MockOrderBookStore) StoreUserResolvedSwap(ctx context.Context, userId u
 	return m.Error
 }
 
+func (m *MockOrderBookStore) GetUserResolvedSwapIds(ctx context.Context, userId uuid.UUID) ([]string, error) {
+	return []string{"111", "222"}, m.Error
+}
+
 func (m *MockOrderBookStore) EnumSubKeysOf(tx context.Context, key string) ([]string, error) {
 	return []string{key + "111", key + "222"}, m.Error
 }

diff --git a/mocks/transport.go b/mocks/transport.go
@@ -2,6 +2,7 @@ package mocks
 
 import (
 	"context"
+	"time"
 
 	"github.com/google/uuid"
 	"github.com/orbs-network/order-book/models"
@@ -66,6 +67,10 @@ func (m *MockOrderBookService) GetFilledOrdersForUser(ctx context.Context, userI
 	return m.Orders, len(m.Orders), m.Error
 }
 
+func (m *MockOrderBookService) GetSwapFills(ctx context.Context, userId uuid.UUID, symbol models.Symbol, startAt, endAt time.Time) ([]models.Fill, error) {
+	return nil, m.Error
+}
+
 func (m *MockOrderBookService) CancelOrdersForUser(ctx context.Context, userId uuid.UUID, symbol models.Symbol) (orderIds []uuid.UUID, err error) {
 	var ids []uuid.UUID
 	for _, order := range m.Orders {

diff --git a/models/errors.go b/models/errors.go
@@ -27,6 +27,7 @@ var ErrUnexpectedSizePending = errors.New("unexpected sizePending")
 var ErrIterFail = errors.New("failed to get bid/ask iterator from store")
 var ErrTokenNotsupported = errors.New("token is not supported")
 var ErrMinOutAmount = errors.New("OutAmount is less than MinOutAmount")
+var ErrMaxRecExceeded = errors.New("max number of records exceeded, narrow down the range")
 
 // store generic errors
 var ErrValAlreadyInSet = errors.New("the value is already a member of the set")
diff --git a/models/swap.go b/models/swap.go
@@ -31,6 +31,22 @@ type OrderFrag struct {
 	InSize  decimal.Decimal
 }
 
+// Individual Fill
+// get SwapFills for user
+type Fill struct {
+	OrderId   uuid.UUID       `json:"orderId"`
+	ClientOId uuid.UUID       `json:"clientOrderId"`
+	SwapId    uuid.UUID       `json:"swapId"`
+	Side      Side            `json:"side"`
+	Symbol    Symbol          `json:"symbol"`
+	Timestamp time.Time       `json:"timestamp"`
+	Price     decimal.Decimal `json:"price"`
+	Size      decimal.Decimal `json:"size"`
+	OrderSize decimal.Decimal `json:"orderSize"`
+
+	Cancelled bool `json:"cancelled"`
+}
+
 func (f *OrderFrag) ToMap() map[string]string {
 	return map[string]string{
 		"inSize":  f.InSize.String(),

diff --git a/scripts/redis-repo/main.go b/scripts/redis-repo/main.go
@@ -239,7 +239,7 @@ func createSwaps() {
 		log.Fatalf("error storing swap: %v", err)
 	}
 
-	swap, err := repository.GetSwap(ctx, swapId)
+	swap, err := repository.GetSwap(ctx, swapId, true)
 	if err != nil {
 		log.Fatalf("error getting swap: %v", err)
 	}

diff --git a/service/get_orders_for_user.go b/service/get_orders_for_user.go
@@ -3,6 +3,7 @@ package service
 import (
 	"context"
 	"fmt"
+	"time"
 
 	"github.com/google/uuid"
 	"github.com/orbs-network/order-book/models"
@@ -37,3 +38,76 @@ func (s *Service) GetFilledOrdersForUser(ctx context.Context, userId uuid.UUID)
 
 	return orders, totalOrders, nil
 }
+
+const MAX_FILLS = 256
+
+// get all fills from all swaps of the user in a given time range
+func (s *Service) GetSwapFills(ctx context.Context, userId uuid.UUID, symbol models.Symbol, startAt, endAt time.Time) ([]models.Fill, error) {
+	logctx.Debug(ctx, "getting open orders for user", logger.String("user_id", userId.String()))
+
+	swapIds, err := s.orderBookStore.GetUserResolvedSwapIds(ctx, userId)
+	if err != nil {
+		logctx.Error(ctx, "error getting user resolve swapIds", logger.Error(err), logger.String("user_id", userId.String()))
+		return nil, err
+	}
+
+	if len(swapIds) == 0 {
+		logctx.Warn(ctx, "user has no resolved swaps", logger.Error(err), logger.String("user_id", userId.String()))
+		return []models.Fill{}, models.ErrNotFound
+	}
+
+	fills := []models.Fill{}
+
+	// fetch swaps
+	for _, id := range swapIds {
+		uid, err := uuid.Parse(id)
+		if err != nil {
+			logctx.Error(ctx, "failed to parse swapID", logger.Error(err), logger.String("user_id", userId.String()), logger.String("swap_id", id))
+			return nil, err
+		}
+		// get resolved swaps
+		swap, err := s.orderBookStore.GetSwap(ctx, uid, false)
+		if err != nil {
+			logctx.Error(ctx, "error getting a swap", logger.Error(err), logger.String("user_id", userId.String()), logger.String("swap_id", id))
+			return nil, err
+		}
+		// check if swap is in time range
+		if swap.Resolved.After(startAt) && swap.Resolved.Before(endAt) {
+			// iterate through fragments
+			for _, frag := range swap.Frags {
+				// create fill res
+				fill := models.Fill{
+					OrderId:   frag.OrderId,
+					SwapId:    swap.Id,
+					Symbol:    symbol,
+					Timestamp: swap.Resolved,
+				}
+
+				// get order
+				order, err := s.orderBookStore.FindOrderById(ctx, frag.OrderId, false)
+				if err != nil {
+					logctx.Warn(ctx, "error getting a order", logger.Error(err), logger.String("user_id", userId.String()), logger.String("order_id", id))
+				} else {
+					// fill size is dependent on the side of the order
+					fill.Size = frag.InSize
+					if order.Side == models.SELL {
+						fill.Size = frag.OutSize
+					}
+					// enrich fill data
+					fill.Side = order.Side
+					fill.ClientOId = order.ClientOId
+					fill.Price = order.Price
+					fill.OrderSize = order.Size
+				}
+
+				fills = append(fills, fill)
+
+				if len(fills) >= MAX_FILLS {
+					return nil, models.ErrMaxRecExceeded
+				}
+			}
+		}
+	}
+
+	return fills, nil
+}
diff --git a/service/service.go b/service/service.go
@@ -5,6 +5,7 @@ package service
 import (
 	"context"
 	"errors"
+	"time"
 
 	"github.com/google/uuid"
 	"github.com/orbs-network/order-book/data/store"
@@ -22,6 +23,7 @@ type OrderBookService interface {
 	GetSymbols(ctx context.Context) ([]models.Symbol, error)
 	GetOpenOrdersForUser(ctx context.Context, userId uuid.UUID) (orders []models.Order, totalOrders int, err error)
 	GetFilledOrdersForUser(ctx context.Context, userId uuid.UUID) (orders []models.Order, totalOrders int, err error)
+	GetSwapFills(ctx context.Context, userId uuid.UUID, symbol models.Symbol, startAt, endAt time.Time) ([]models.Fill, error)
 	// Subscribe to order updates for a specific user
 	SubscribeUserOrders(ctx context.Context, userId uuid.UUID) (chan []byte, error)
 

diff --git a/service/taker.go b/service/taker.go
@@ -104,7 +104,7 @@ func (s *Service) SwapStarted(ctx context.Context, swapId uuid.UUID, txHash stri
 func (s *Service) AbortSwap(ctx context.Context, swapId uuid.UUID) error {
 	logctx.Debug(ctx, "AbortSwap", logger.String("swapId", swapId.String()))
 	// get swap from store
-	swap, err := s.orderBookStore.GetSwap(ctx, swapId)
+	swap, err := s.orderBookStore.GetSwap(ctx, swapId, true)
 	if err != nil {
 		logctx.Warn(ctx, "GetSwap Failed", logger.Error(err))
 		return err
@@ -187,7 +187,7 @@ func (s *Service) FillSwap(ctx context.Context, swapId uuid.UUID) error {
 	logctx.Debug(ctx, "FillSwap", logger.String("swapId", swapId.String()))
 
 	// get swap from store
-	swap, err := s.orderBookStore.GetSwap(ctx, swapId)
+	swap, err := s.orderBookStore.GetSwap(ctx, swapId, true)
 	if err != nil {
 		logctx.Warn(ctx, "GetSwap Failed", logger.Error(err))
 		return err

diff --git a/transport/rest/get_orders_for_user.go b/transport/rest/get_orders_for_user.go
@@ -72,16 +72,51 @@ func (h *Handler) GetFilledOrdersForUser(w http.ResponseWriter, r *http.Request)
 
 	jsonData, err := json.Marshal(res)
 	if err != nil {
-		logctx.Error(r.Context(), "failed to marshal response", logger.Error(err), logger.String("orderId", user.Id.String()))
+		logctx.Error(r.Context(), "failed to marshal response", logger.Error(err), logger.String("userId", user.Id.String()))
 		restutils.WriteJSONError(ctx, w, http.StatusInternalServerError, "Error getting orders. Try again later")
 		return
 	}
 
 	w.Header().Set("Content-Type", "application/json")
 	w.WriteHeader(http.StatusOK)
 	if _, err := w.Write(jsonData); err != nil {
-		logctx.Error(r.Context(), "failed to write response", logger.Error(err), logger.String("orderId", user.Id.String()))
+		logctx.Error(r.Context(), "failed to write response", logger.Error(err), logger.String("userId", user.Id.String()))
 		restutils.WriteJSONError(ctx, w, http.StatusInternalServerError, "Error getting orders. Try again later")
 	}
 
 }
+
+func (h *Handler) GetSwapFills(w http.ResponseWriter, r *http.Request) {
+	ctx := r.Context()
+	user := utils.GetUserCtx(ctx)
+	if user == nil {
+		logctx.Error(ctx, "user should be in context")
+		restutils.WriteJSONError(ctx, w, http.StatusUnauthorized, "User not found")
+		return
+	}
+
+	logctx.Debug(r.Context(), "user trying to get their filled orders", logger.String("userId", user.Id.String()))
+
+	symbol := models.Symbol("MATIC-USDC")
+	startAt, endAt := getStartEndTime(r)
+	fills, err := h.svc.GetSwapFills(r.Context(), user.Id, symbol, startAt, endAt)
+	if err != nil {
+		logctx.Error(r.Context(), "failed GetSwapFills", logger.Error(err), logger.String("userId", user.Id.String()))
+		if err == models.ErrMaxRecExceeded {
+			// narrow down the time range, 256 exceeded
+			restutils.WriteJSONError(ctx, w, http.StatusRequestEntityTooLarge, err.Error())
+		} else {
+			restutils.WriteJSONError(ctx, w, http.StatusInternalServerError, "Error getting swaps. Try again later")
+		}
+	}
+	jsonData, err := json.Marshal(fills)
+	if err != nil {
+		logctx.Error(r.Context(), "failed to Marshal orders", logger.Error(err), logger.String("userId", user.Id.String()))
+		restutils.WriteJSONError(ctx, w, http.StatusInternalServerError, "Error Marshalling swap orders.")
+	}
+
+	if _, err := w.Write(jsonData); err != nil {
+		logctx.Error(r.Context(), "failed to write response", logger.Error(err), logger.String("orderId", user.Id.String()))
+		restutils.WriteJSONError(ctx, w, http.StatusInternalServerError, "Error write response.")
+	}
+}
diff --git a/transport/rest/handler.go b/transport/rest/handler.go
@@ -102,8 +102,10 @@ func (h *Handler) initMakerRoutes(getUserByApiKey middleware.GetUserByApiKeyFunc
 	mmApi.HandleFunc("/order/{orderId}", h.GetOrderById).Methods("GET")
 	// Get all open orders for a user
 	mmApi.HandleFunc("/orders", middleware.PaginationMiddleware(h.GetOpenOrdersForUser)).Methods("GET")
-	// Get all filled orders for a user
-	mmApi.HandleFunc("/fills", middleware.PaginationMiddleware(h.GetFilledOrdersForUser)).Methods("GET")
+	// Legacy way to Get all filled orders for a user
+	mmApi.HandleFunc("/fills-page", middleware.PaginationMiddleware(h.GetFilledOrdersForUser)).Methods("GET")
+	// correct way to Get fills using data in swaps
+	mmApi.HandleFunc("/fills", h.GetSwapFills).Methods("GET")
 	// Get all symbols
 	mmApi.HandleFunc("/symbols", h.GetSymbols).Methods("GET")
 	// Get market depth
@@ -118,6 +120,8 @@ func (h *Handler) initMakerRoutes(getUserByApiKey middleware.GetUserByApiKeyFunc
 	mmApi.HandleFunc("/order/{orderId}", h.CancelOrderByOrderId).Methods("DELETE")
 	// Cancel all orders for a user
 	mmApi.HandleFunc("/orders", h.CancelOrdersForUser).Methods("DELETE")
+
+	// ------- WEBSOCKET -------
 	// Subscribe to order events (websocket)
 	mmApi.HandleFunc("/ws/orders", websocket.WebSocketOrderHandler(h.svc, getUserByApiKey)).Methods("GET")
 }
@@ -129,8 +133,8 @@ func (h *Handler) initTakerRoutes(getUserByApiKey middleware.GetUserByApiKeyFunc
 	takerApi := h.Router.PathPrefix("/taker/v1").Subrouter()
 
 	// disabled!
-	//middlewareValidUser := middleware.ValidateUserMiddleware(getUserByApiKey)
-	//takerApi.Use(middlewareValidUser) disable for now
+	middlewareValidUser := middleware.ValidateUserMiddleware(getUserByApiKey)
+	takerApi.Use(middlewareValidUser)
 
 	// IN: InAmount, InToken, OutToken or InTokenAddress, OutTokenAddress
 	// OUT: CURRENT potential outAmount