chore: Remove taken from orders

The taken flag is not needed anymore as it is replaced by a more elaborate order state.

coordinator/migrations/2023-09-08-090156_remove_taken/down.sql

@@ -0,0 +1,5 @@
+-- This file should undo anything in `up.sql`
+ALTER TABLE "orders"
+    ADD COLUMN "taken" BOOLEAN NOT NULL DEFAULT FALSE;
+
+UPDATE orders SET taken = true WHERE order_state = 'Taken';

coordinator/migrations/2023-09-08-090156_remove_taken/up.sql

@@ -0,0 +1,3 @@
+-- This file should undo anything in `up.sql`
+ALTER TABLE "orders"
+    DROP COLUMN "taken";

coordinator/src/orderbook/db/orders.rs

@@ -86,7 +86,6 @@ struct Order {
     pub trader_order_id: Uuid,
     pub price: f32,
     pub trader_id: String,
-    pub taken: bool,
     pub direction: Direction,
     pub quantity: f32,
     pub timestamp: OffsetDateTime,
@@ -104,7 +103,6 @@ impl From<Order> for OrderbookOrder {
             id: value.trader_order_id,
             price: Decimal::from_f32(value.price).expect("To be able to convert f32 to decimal"),
             trader_id: value.trader_id.parse().expect("to have a valid pubkey"),
-            taken: value.taken,
             leverage: value.leverage,
             contract_symbol: value.contract_symbol.into(),
             direction: value.direction.into(),
@@ -143,7 +141,6 @@ struct NewOrder {
     pub trader_order_id: Uuid,
     pub price: f32,
     pub trader_id: String,
-    pub taken: bool,
     pub direction: Direction,
     pub quantity: f32,
     pub order_type: OrderType,
@@ -163,7 +160,6 @@ impl From<OrderbookNewOrder> for NewOrder {
                 .to_f32()
                 .expect("To be able to convert decimal to f32"),
             trader_id: value.trader_id.to_string(),
-            taken: false,
             direction: value.direction.into(),
             quantity: value
                 .quantity
@@ -196,13 +192,13 @@ pub fn all_by_direction_and_type(
     conn: &mut PgConnection,
     direction: OrderbookDirection,
     order_type: OrderBookOrderType,
-    taken: bool,
     filter_expired: bool,
 ) -> QueryResult<Vec<OrderbookOrder>> {
     let filters = orders::table
         .filter(orders::direction.eq(Direction::from(direction)))
         .filter(orders::order_type.eq(OrderType::from(order_type)))
-        .filter(orders::taken.eq(taken));
+        .filter(orders::order_state.eq(OrderState::Open));
+
     let orders: Vec<Order> = if filter_expired {
         filters
             .filter(orders::expiry.gt(OffsetDateTime::now_utc()))
@@ -270,17 +266,9 @@ pub fn set_order_state(
     id: Uuid,
     order_state: orderbook_commons::OrderState,
 ) -> QueryResult<OrderbookOrder> {
-    let mut is_taken = false;
-    if order_state == orderbook_commons::OrderState::Taken {
-        is_taken = true;
-    }
-
     let order: Order = diesel::update(orders::table)
         .filter(orders::trader_order_id.eq(id))
-        .set((
-            orders::taken.eq(is_taken),
-            orders::order_state.eq(OrderState::from(order_state)),
-        ))
+        .set((orders::order_state.eq(OrderState::from(order_state)),))
         .get_result(conn)?;
 
     Ok(OrderbookOrder::from(order))

coordinator/src/orderbook/tests/sample_test.rs

@@ -5,6 +5,7 @@ use crate::orderbook::tests::start_postgres;
 use bitcoin::secp256k1::PublicKey;
 use orderbook_commons::NewOrder;
 use orderbook_commons::OrderReason;
+use orderbook_commons::OrderState;
 use orderbook_commons::OrderType;
 use rust_decimal_macros::dec;
 use std::str::FromStr;
@@ -34,7 +35,7 @@ async fn crud_test() {
     .unwrap();
 
     let order = orders::set_is_taken(&mut conn, order.id, true).unwrap();
-    assert!(order.taken);
+    assert_eq!(order.order_state, OrderState::Taken);
 
     let deleted = orders::delete_with_id(&mut conn, order.id).unwrap();
     assert_eq!(deleted, 1);

coordinator/src/orderbook/trading.rs

@@ -187,7 +187,6 @@ impl Trading {
                 &mut conn,
                 order.direction.opposite(),
                 OrderType::Limit,
-                false,
                 true,
             )?;
 
@@ -480,7 +479,6 @@ pub mod tests {
                 "027f31ebc5462c1fdce1b737ecff52d37d75dea43ce11c74d25aa297165faa2007",
             )
             .unwrap(),
-            taken: false,
             direction: Direction::Long,
             leverage: 1.0,
             contract_symbol: ContractSymbol::BtcUsd,
@@ -621,7 +619,6 @@ pub mod tests {
                 "027f31ebc5462c1fdce1b737ecff52d37d75dea43ce11c74d25aa297165faa2007",
             )
             .unwrap(),
-            taken: false,
             direction: Direction::Short,
             leverage: 1.0,
             contract_symbol: ContractSymbol::BtcUsd,
@@ -696,7 +693,6 @@ pub mod tests {
                 "027f31ebc5462c1fdce1b737ecff52d37d75dea43ce11c74d25aa297165faa2007",
             )
             .unwrap(),
-            taken: false,
             direction: Direction::Short,
             leverage: 1.0,
             contract_symbol: ContractSymbol::BtcUsd,
@@ -747,7 +743,6 @@ pub mod tests {
                 "027f31ebc5462c1fdce1b737ecff52d37d75dea43ce11c74d25aa297165faa2007",
             )
             .unwrap(),
-            taken: false,
             direction: Direction::Long,
             leverage: 1.0,
             contract_symbol: ContractSymbol::BtcUsd,

coordinator/src/schema.rs

@@ -92,7 +92,6 @@ diesel::table! {
         trader_order_id -> Uuid,
         price -> Float4,
         trader_id -> Text,
-        taken -> Bool,
         direction -> DirectionType,
         quantity -> Float4,
         timestamp -> Timestamptz,

crates/orderbook-commons/src/lib.rs

@@ -48,7 +48,6 @@ pub struct Order {
     pub leverage: f32,
     pub contract_symbol: ContractSymbol,
     pub trader_id: PublicKey,
-    pub taken: bool,
     pub direction: Direction,
     #[serde(with = "rust_decimal::serde::float")]
     pub quantity: Decimal,
@@ -104,7 +103,6 @@ pub struct OrderResponse {
     #[serde(with = "rust_decimal::serde::float")]
     pub price: Decimal,
     pub trader_id: PublicKey,
-    pub taken: bool,
     pub direction: Direction,
     #[serde(with = "rust_decimal::serde::float")]
     pub quantity: Decimal,

crates/orderbook-commons/src/price.rs

@@ -1,4 +1,5 @@
 use crate::Order;
+use crate::OrderState;
 use crate::ToPrimitive;
 use rust_decimal::Decimal;
 use serde::Deserialize;
@@ -55,7 +56,7 @@ fn best_price_for(
     let use_max = direction == Direction::Long;
     current_orders
         .iter()
-        .filter(|order| !order.taken && order.direction == direction)
+        .filter(|order| order.order_state == OrderState::Open && order.direction == direction)
         .map(|order| order.price.to_f64().expect("to represent decimal as f64"))
         // get the best price
         .fold(None, |acc, x| match acc {
@@ -89,16 +90,11 @@ mod test {
             .unwrap()
     }
 
-    fn dummy_order(price: Decimal, direction: Direction, taken: bool) -> Order {
-        let mut order_state = OrderState::Open;
-        if taken {
-            order_state = OrderState::Taken;
-        }
+    fn dummy_order(price: Decimal, direction: Direction, order_state: OrderState) -> Order {
         Order {
             id: Uuid::new_v4(),
             price,
             trader_id: dummy_public_key(),
-            taken,
             direction,
             leverage: 1.0,
             contract_symbol: BtcUsd,
@@ -114,32 +110,32 @@ mod test {
     #[test]
     fn test_best_bid_price() {
         let current_orders = vec![
-            dummy_order(dec!(10_000), Direction::Long, false),
-            dummy_order(dec!(30_000), Direction::Long, false),
-            dummy_order(dec!(500_000), Direction::Long, true), // taken
-            dummy_order(dec!(50_000), Direction::Short, false), // wrong direction
+            dummy_order(dec!(10_000), Direction::Long, OrderState::Open),
+            dummy_order(dec!(30_000), Direction::Long, OrderState::Open),
+            dummy_order(dec!(500_000), Direction::Long, OrderState::Taken), // taken
+            dummy_order(dec!(50_000), Direction::Short, OrderState::Open),  // wrong direction
         ];
         assert_eq!(best_bid_price(&current_orders, BtcUsd), Some(dec!(30_000)));
     }
 
     #[test]
     fn test_best_ask_price() {
         let current_orders = vec![
-            dummy_order(dec!(10_000), Direction::Short, false),
-            dummy_order(dec!(30_000), Direction::Short, false),
+            dummy_order(dec!(10_000), Direction::Short, OrderState::Open),
+            dummy_order(dec!(30_000), Direction::Short, OrderState::Open),
             // ignored in the calculations - this order is taken
-            dummy_order(dec!(5_000), Direction::Short, true),
+            dummy_order(dec!(5_000), Direction::Short, OrderState::Taken),
             // ignored in the calculations - it's the bid price
-            dummy_order(dec!(50_000), Direction::Long, false),
+            dummy_order(dec!(50_000), Direction::Long, OrderState::Open),
         ];
         assert_eq!(best_ask_price(&current_orders, BtcUsd), Some(dec!(10_000)));
     }
 
     #[test]
     fn test_no_price() {
         let all_orders_taken = vec![
-            dummy_order(dec!(10_000), Direction::Short, true),
-            dummy_order(dec!(30_000), Direction::Long, true),
+            dummy_order(dec!(10_000), Direction::Short, OrderState::Taken),
+            dummy_order(dec!(30_000), Direction::Long, OrderState::Taken),
         ];
 
         assert_eq!(best_ask_price(&all_orders_taken, BtcUsd), None);

maker/src/schema.rs

@@ -1,10 +1 @@
 // @generated automatically by Diesel CLI.
-
-diesel::table! {
-    orders (id) {
-        id -> Int4,
-        price -> Int4,
-        maker_id -> Text,
-        taken -> Bool,
-    }
-}