Merge pull request #2584 from get10101/feat/funding-fee-extravaganza

Funding fee feature

.github/workflows/ci.yml

@@ -270,6 +270,10 @@ jobs:
           ./target/debug/coordinator &> ./data/coordinator/regtest.log &
           just wait-for-coordinator-to-be-ready
           echo "Coordinator successfully started."
+
+          echo "Starting coordinator postgrest server"
+          just postgrest-coordinator
+          echo "Started coordinator postgrest server"
       - name: Run maker
         run: |
           just run-maker-detached

coordinator/Cargo.toml

@@ -33,6 +33,7 @@ parking_lot = { version = "0.12.1" }
 payout_curve = { path = "../crates/payout_curve" }
 prometheus = "0.13.3"
 rand = "0.8.5"
+reqwest = { version = "0.11" }
 rust_decimal = { version = "1", features = ["serde-with-float"] }
 rust_decimal_macros = "1"
 semver = "1.0"

coordinator/example-settings/prod-coordinator-settings.toml

@@ -5,11 +5,13 @@ close_expired_position_scheduler = "0 0 12 * * *"
 close_liquidated_position_scheduler = "0 0 12 * * *"
 update_user_bonus_status_scheduler = "0 0 0 * * *"
 collect_metrics_scheduler = "0 0 * * * *"
+generate_funding_fee_events_scheduler = "* * * * *"
 whitelist_enabled = false
 whitelisted_makers = []
 min_quantity = 1
 maintenance_margin_rate = 0.1
 order_matching_fee_rate = 0.003
+index_price_source = "Bitmex"
 
 [xxi]
 off_chain_sync_interval = 5

coordinator/example-settings/test-coordinator-settings.toml

@@ -5,12 +5,14 @@ close_expired_position_scheduler = "0 0 12 * * *"
 close_liquidated_position_scheduler = "0 0 12 * * *"
 update_user_bonus_status_scheduler = "0 0 0 * * *"
 collect_metrics_scheduler = "0 0 * * * *"
+generate_funding_fee_events_scheduler = "1/5 * * * * *"
 whitelist_enabled = false
 # Default testnet maker
 whitelisted_makers = ["035eccdd1f05c65b433cf38e3b2597e33715e0392cb14d183e812f1319eb7b6794"]
 min_quantity = 1
 maintenance_margin_rate = 0.1
 order_matching_fee_rate = 0.003
+index_price_source = "Test"
 
 [xxi]
 off_chain_sync_interval = 5

coordinator/migrations/2024-05-01-042936_add_rollover_params_table/down.sql

@@ -0,0 +1 @@
+DROP TABLE IF EXISTS rollover_params;

coordinator/migrations/2024-05-01-042936_add_rollover_params_table/up.sql

@@ -0,0 +1,13 @@
+CREATE TABLE rollover_params
+(
+    id SERIAL PRIMARY KEY NOT NULL,
+    protocol_id UUID NOT NULL REFERENCES dlc_protocols (protocol_id),
+    trader_pubkey TEXT NOT NULL,
+    margin_coordinator_sat BIGINT NOT NULL,
+    margin_trader_sat BIGINT NOT NULL,
+    leverage_coordinator REAL NOT NULL,
+    leverage_trader REAL NOT NULL,
+    liquidation_price_coordinator REAL NOT NULL,
+    liquidation_price_trader REAL NOT NULL,
+    expiry_timestamp TIMESTAMP WITH TIME ZONE NOT NULL
+);

coordinator/migrations/2024-05-01-062836_add_funding_rate_tables/down.sql

@@ -0,0 +1,2 @@
+drop table if exists funding_rates;
+drop table if exists funding_fee_event;

coordinator/migrations/2024-05-01-062836_add_funding_rate_tables/up.sql

@@ -0,0 +1,31 @@
+CREATE TABLE funding_rates
+(
+    id SERIAL PRIMARY KEY NOT NULL,
+    start_date TIMESTAMP WITH TIME ZONE NOT NULL,
+    end_date TIMESTAMP WITH TIME ZONE NOT NULL,
+    rate REAL NOT NULL,
+    timestamp TIMESTAMP WITH TIME ZONE NOT NULL DEFAULT CURRENT_TIMESTAMP
+);
+
+CREATE TABLE funding_fee_events
+(
+    id SERIAL PRIMARY KEY NOT NULL,
+    amount_sats BIGINT NOT NULL,
+    trader_pubkey TEXT NOT NULL,
+    position_id INTEGER REFERENCES positions (id) NOT NULL,
+    due_date TIMESTAMP WITH TIME ZONE NOT NULL,
+    price REAL NOT NULL,
+    funding_rate REAL NOT NULL,
+    paid_date TIMESTAMP WITH TIME ZONE,
+    timestamp TIMESTAMP WITH TIME ZONE NOT NULL DEFAULT CURRENT_TIMESTAMP,
+    -- To prevent generating duplicates for the same position.
+    UNIQUE (position_id, due_date)
+);
+
+CREATE TABLE protocol_funding_fee_events
+(
+    id SERIAL PRIMARY KEY NOT NULL,
+    protocol_id UUID REFERENCES dlc_protocols (protocol_id) NOT NULL,
+    funding_fee_event_id INTEGER REFERENCES funding_fee_events (id) NOT NULL,
+    timestamp TIMESTAMP WITH TIME ZONE NOT NULL DEFAULT CURRENT_TIMESTAMP
+);

coordinator/src/bin/coordinator.rs

@@ -6,6 +6,7 @@ use coordinator::cli::Opts;
 use coordinator::db;
 use coordinator::dlc_handler;
 use coordinator::dlc_handler::DlcHandler;
+use coordinator::funding_fee::generate_funding_fee_events_periodically;
 use coordinator::logger;
 use coordinator::message::spawn_delivering_messages_to_authenticated_users;
 use coordinator::message::NewUserMessage;
@@ -41,6 +42,7 @@ use std::sync::Arc;
 use std::time::Duration;
 use tokio::sync::broadcast;
 use tokio::task::spawn_blocking;
+use tokio_cron_scheduler::JobScheduler;
 use tracing::metadata::LevelFilter;
 use xxi_node::node::event::NodeEventHandler;
 use xxi_node::seed::Bip39Seed;
@@ -319,12 +321,10 @@ async fn main() -> Result<()> {
     );
 
     let sender = notification_service.get_sender();
-    let notification_scheduler = NotificationScheduler::new(sender, settings, network, node);
+    let scheduler = NotificationScheduler::new(sender, settings.clone(), network, node).await;
     tokio::spawn({
         let pool = pool.clone();
-        let scheduler = notification_scheduler;
         async move {
-            let scheduler = scheduler.await;
             scheduler
                 .add_rollover_window_reminder_job(pool.clone())
                 .await
@@ -371,6 +371,16 @@ async fn main() -> Result<()> {
         tracing::error!("Failed to set expired hodl invoices to canceled. Error: {e:#}");
     }
 
+    generate_funding_fee_events_periodically(
+        &JobScheduler::new().await?,
+        pool.clone(),
+        auth_users_notifier,
+        settings.generate_funding_fee_events_scheduler,
+        settings.index_price_source,
+    )
+    .await
+    .expect("to start task");
+
     tracing::debug!("Listening on http://{}", http_address);
 
     match axum::Server::bind(&http_address)

coordinator/src/db/dlc_protocols.rs

@@ -102,9 +102,10 @@ pub(crate) fn get_dlc_protocol(
         DlcProtocolType::ForceClose => dlc_protocol::DlcProtocolType::ForceClose {
             trader: PublicKey::from_str(&dlc_protocol.trader_pubkey).expect("valid public key"),
         },
-        DlcProtocolType::Rollover => dlc_protocol::DlcProtocolType::Rollover {
-            trader: PublicKey::from_str(&dlc_protocol.trader_pubkey).expect("valid public key"),
-        },
+        DlcProtocolType::Rollover => {
+            let rollover_params = db::rollover_params::get(conn, protocol_id)?;
+            dlc_protocol::DlcProtocolType::Rollover { rollover_params }
+        }
         DlcProtocolType::ResizePosition => {
             let trade_params = db::trade_params::get(conn, protocol_id)?;
             dlc_protocol::DlcProtocolType::ResizePosition { trade_params }
@@ -173,7 +174,7 @@ pub(crate) fn create(
     previous_protocol_id: Option<ProtocolId>,
     contract_id: Option<&ContractId>,
     channel_id: &DlcChannelId,
-    protocol_type: dlc_protocol::DlcProtocolType,
+    protocol_type: impl Into<DlcProtocolType>,
     trader: &PublicKey,
 ) -> QueryResult<()> {
     let affected_rows = diesel::insert_into(dlc_protocols::table)
@@ -185,7 +186,7 @@ pub(crate) fn create(
             dlc_protocols::protocol_state.eq(DlcProtocolState::Pending),
             dlc_protocols::trader_pubkey.eq(trader.to_string()),
             dlc_protocols::timestamp.eq(OffsetDateTime::now_utc()),
-            dlc_protocols::protocol_type.eq(DlcProtocolType::from(protocol_type)),
+            dlc_protocols::protocol_type.eq(protocol_type.into()),
         ))
         .execute(conn)?;
 
@@ -216,8 +217,8 @@ impl From<DlcProtocolState> for dlc_protocol::DlcProtocolState {
     }
 }
 
-impl From<dlc_protocol::DlcProtocolType> for DlcProtocolType {
-    fn from(value: dlc_protocol::DlcProtocolType) -> Self {
+impl From<&dlc_protocol::DlcProtocolType> for DlcProtocolType {
+    fn from(value: &dlc_protocol::DlcProtocolType) -> Self {
         match value {
             dlc_protocol::DlcProtocolType::OpenChannel { .. } => DlcProtocolType::OpenChannel,
             dlc_protocol::DlcProtocolType::OpenPosition { .. } => DlcProtocolType::OpenPosition,