riftenlabs-indexer/src/rpc/price.rs

// Copyright (C) 2024 Riften Labs AS
//
// This software is licensed under the GNU Affero General Public License (AGPL), version 3.0 or later.
// A copy of the license can be found in the LICENSE file or at https://www.gnu.org/licenses/agpl-3.0.html

use anyhow::{bail, Context, Result};
use rocket::{get, http::Status, response::status::Custom, serde::json::Json, State};
use rusqlite::{params, Connection};
use rust_decimal::prelude::*;
use serde_json::{json, Value};

use crate::{db::DBPool, timeutil::time_now};

struct PriceInterval {
    start: i64,
    step: i64,
    sats: i64,
    tokens: i64,
    min: f64,
    max: f64,
}

impl PriceInterval {
    pub fn new(start: i64, step: i64) -> Self {
        Self {
            start,
            step,
            sats: 0,
            tokens: 0,
            min: f64::MAX,
            max: f64::MIN,
        }
    }

    pub fn next(&self) -> Self {
        let new_start = self.start + self.step;
        Self::new(new_start, self.step)
    }

    pub fn end(&self) -> i64 {
        self.start + self.step
    }

    pub fn avg_price(&self) -> Option<f64> {
        if self.tokens == 0 {
            return None;
        }
        Some(self.sats as f64 / self.tokens as f64)
    }

    pub fn add_pool(&mut self, sats: i64, tokens: i64) {
        if tokens != 0 {
            let price = sats as f64 / tokens as f64;
            if price > self.max {
                self.max = price
            }
            if price < self.min {
                self.min = price
            }
        }
        self.sats += sats;
        self.tokens += tokens;
    }

    pub fn to_result(&self) -> Option<(i64, f64, f64, f64)> {
        if self.tokens == 0 {
            None
        } else {
            Some((
                self.start,
                self.avg_price().expect("avg price not calculated"),
                self.max,
                self.min,
            ))
        }
    }
}

// Get the current price of a given token
fn current_price(db: &Connection, token_id: &str) -> Result<f64> {
    let sql = "SELECT uf.sats, uf.token_amount
        FROM utxo_funding uf
        LEFT JOIN utxo_spending us ON uf.new_utxo_hash = us.spent_utxo_hash
        WHERE us.spent_utxo_hash IS NULL AND uf.token_id = ?";

    let mut statement = db.prepare(sql)?;

    let mut rows = statement.query(params![token_id])?;

    let mut sum_sats: u64 = 0;
    let mut sum_tokens: u64 = 0;

    while let Some(row) = rows.next()? {
        let sats: i64 = row.get(0)?;
        let tokens: i64 = row.get(1)?;

        sum_sats += sats as u64;
        sum_tokens += tokens as u64;
    }

    let price = Decimal::from_u64(sum_sats).context("overflow")?
        / Decimal::from_u64(sum_tokens).context("overflow")?;

    price.to_f64().context("overflow")
}

#[allow(clippy::type_complexity)]
fn historic_price(
    connection: &Connection,
    timestamp_start: i64, // Start timestamp in posix
    timestamp_end: i64,   // End timestamp in posix
    step_size: i64,       // Interval in seconds (e.g., 600 for 10 minutes)
    token_id: &str,
) -> Result<Vec<(i64, f64, f64, f64)>> {
    if timestamp_start > timestamp_end {
        bail!("Start cannot be higher than end");
    }

    let total_intervals = (timestamp_end - timestamp_start) / step_size;

    const MAX_INTERVALS: i64 = 10000;
    if total_intervals > MAX_INTERVALS {
        bail!(
            "Too many intervals ({} > {})",
            total_intervals,
            MAX_INTERVALS
        );
    }

    // Prepare and execute the SQL query for the current interval
    let sql = "
    SELECT
        COALESCE(tx.first_seen_timestamp, tx.mtp_timestamp) AS effective_timestamp,
        utxo_funding.sats,
        utxo_funding.token_amount
    FROM
        utxo_funding
    LEFT JOIN
        tx ON utxo_funding.txid = tx.txid
    WHERE
        utxo_funding.token_id = ? AND
        effective_timestamp >= ? AND
        effective_timestamp < ?
    ORDER BY
        effective_timestamp ASC
";
    let mut statement = connection.prepare(sql)?;

    let mut rows = statement.query(params![token_id, timestamp_start, timestamp_end])?;

    let mut result: Vec<(i64, f64, f64, f64)> = Vec::with_capacity(total_intervals as usize);

    let mut current_interval = PriceInterval::new(timestamp_start, step_size);

    while let Some(row) = rows.next()? {
        let timestamp: i64 = row.get(0)?;
        let sats: i64 = row.get(1)?;
        let tokens: i64 = row.get(2)?;

        if timestamp >= current_interval.end() {
            if let Some(r) = current_interval.to_result() {
                result.push(r);
            }
            loop {
                current_interval = current_interval.next();
                if timestamp < current_interval.end() {
                    break;
                }
            }
        }

        current_interval.add_pool(sats, tokens);
    }

    // final trade window
    if let Some(r) = current_interval.to_result() {
        result.push(r);
    }

    Ok(result)
}

#[get("/price/<token>/current")]
pub fn price_current(token: &str, conn: &State<DBPool>) -> Result<Json<Value>, Custom<String>> {
    let db = conn
        .get()
        .map_err(|e| Custom(Status::InternalServerError, format!("Error: {}", e)))?;

    let price = current_price(&db, token)
        .map_err(|e| Custom(Status::InternalServerError, format!("Error: {}", e)))?;

    Ok(Json(json!({
        "price": price,
    })))
}

#[get("/price/<token>/history?<start>&<end>&<stepsize>")]
pub fn price_history(
    token: &str,
    start: Option<i64>,
    end: Option<i64>,
    stepsize: Option<i64>,
    conn: &State<DBPool>,
) -> Result<Json<Value>, Custom<String>> {
    let current_timestamp = time_now();

    let db = conn
        .get()
        .map_err(|e| Custom(Status::InternalServerError, format!("Error: {}", e)))?;

    let history = historic_price(
        &db,
        start.unwrap_or(current_timestamp - 30 * 24 * 3600 /* 30 days */),
        end.unwrap_or(current_timestamp),
        stepsize.unwrap_or(3600 /* 1 hour */),
        token,
    )
    .map_err(|e| Custom(Status::BadRequest, format!("Error: {}", e)))?;

    let history_json: Vec<Value> = history
        .iter()
        .map(|(time, avg, max, min)| {
            json!({
                "time": time,
                "avg": avg,
                "max": max,
                "min": min,
            })
        })
        .collect();

    Ok(Json(json!({
        "history": json!(history_json)
    })))
}