cpfm/src/exchange.cpp

/*
 * Copyright (c) 2018, evilny0
 * 
 * This file is part of cpfm.
 *
 * cpfm is free software: you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 *
 * cpm is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.

 * You should have received a copy of the GNU General Public License
 * along with cpfm. If not, see <http://www.gnu.org/licenses/>.
 * 
 */

#include "exchange.h"
#include "exchanges/kraken.h"


SQLPP_ALIAS_PROVIDER(bal);

ExchangesManager::ExchangesManager(int userId)
{
    m_userId = userId;
}

ExchangesManager::~ExchangesManager()
{

}

void ExchangesManager::analyzeUserAccounts()
{
    mysql::connection db(getMysqlConfig());
    const auto exchanges_accounts = TableExchangesAccounts{};

    // Identify coins, we need one analyzer object per exchange.
    list<ExchangeHandler*> handlers;
    for (const auto& row: db.run(select(exchanges_accounts.exchange_id,exchanges_accounts.account_id).from(exchanges_accounts).where(exchanges_accounts.user_id == m_userId)))
    {
        int exchangeId = row.exchange_id;
        int accountId = row.account_id;
        ExchangeHandler* handler;
        switch (exchangeId)
        {
        case CPFM_EXCHANGE_ID_KRAKEN:
            handler = new ExchangeHandlerKraken(m_userId,accountId);
            handlers.push_back(handler);
            break;
        default:
            lerr << "Unsupported exchange: " << exchangeId;
            break;
        }
    }

    for (auto const& handler: handlers)
    {
        handler->analyzeUserData();
        delete handler;
    }
}

ExchangeHandler::ExchangeHandler(int userId, int accountId)
{
    m_userId = userId;
    m_accountId = accountId;
}

ExchangeHandler::~ExchangeHandler()
{

}

void ExchangeHandler::getLedgersTotals()
{
    mysql::connection db(getMysqlConfig());
    const auto exchanges_ledgers = TableExchangesLedgers{};
    const auto coins = TableCoins{};

    map<int,Money> calcBalances;
    map<int,Money> sqlCalcBalances;
    map<int,Money> balances;

    for (const auto& row: db.run(select(all_of(exchanges_ledgers)).from(exchanges_ledgers).unconditionally()))
    {
        Money amount(row.amount);
        Money fee(row.fee);
        Money x = calcBalances[row.coin_id];

        Money prevBalance(x);
        x = x + amount - fee;
        
        calcBalances[row.coin_id] = x;
        balances[row.coin_id] = x;
    }

    for (const auto& row: db.run(select(exchanges_ledgers.coin_id,sum(exchanges_ledgers.amount-exchanges_ledgers.fee).as(bal)).from(exchanges_ledgers).unconditionally().group_by(exchanges_ledgers.coin_id)))
    {
        Money x(row.bal);
        sqlCalcBalances[row.coin_id] = x;
    }
}

void ExchangeHandler::getTradesTotals()
{
    mysql::connection db(getMysqlConfig());
    const auto exchanges_trades = TableExchangesTrades{};
    const auto coins = TableCoins{};

    map<int,Money> medianBuyPrices;
    map<int,Money> balances;
    map<int,Money> earnings;
    
    map<int,std::string> coinNames;
    for (const auto& row: db.run(select(all_of(coins)).from(coins).unconditionally()))
    {
        coinNames[row.coin_id] = row.coin_short;
    }

    for (const auto& row: db.run(select(all_of(exchanges_trades)).from(exchanges_trades).unconditionally()))
    {
        Money price(row.price);
        Money cost(row.cost);
        Money fee(row.fee);
        Money volume(row.volume);

        int baseCoinId = row.base_coin_id;
        int quoteCoinId = row.quote_coin_id;
        int tradeType = row.type;

        std::string sType;

        Money prevMedianPrice(medianBuyPrices[baseCoinId]);
        Money prevBalance(balances[baseCoinId]);

        if (tradeType == CPFM_TRADE_TYPE_BUY)
        {
            sType = "buy";
            medianBuyPrices[baseCoinId] = (medianBuyPrices[baseCoinId]*balances[baseCoinId] + price*volume) / (balances[baseCoinId]+volume);
            balances[baseCoinId] += volume;
        }
        else if (tradeType == CPFM_TRADE_TYPE_SELL)
        {
            sType = "sale";
            // median price does not change on sale, except if we reach balance 0. It should adjust correctly on next buy.

            if (balances[baseCoinId] < volume)
            {
                lerr << "Trying to sell " << volume << " but balance is " << balances[baseCoinId];
            }
            else
            {
                balances[baseCoinId] -= volume;
                earnings[baseCoinId] += (price-medianBuyPrices[baseCoinId])*volume;
            }
        }
    }
}

void ExchangeHandler::emptyLedgers()
{
    mysql::connection db(getMysqlConfig());
    const auto exchanges_ledgers = TableExchangesLedgers{};

    db.run(remove_from(exchanges_ledgers).unconditionally());
    linfo << "Emptied Ledgers DB table";
}

void ExchangeHandler::emptyTrades()
{
    mysql::connection db(getMysqlConfig());
    const auto exchanges_trades = TableExchangesTrades{};

    db.run(remove_from(exchanges_trades).unconditionally());
    linfo << "Emptied Trades DB table";
}