robosats/api/models/market_tick.py

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import uuid
from decouple import config
from django.core.validators import MaxValueValidator, MinValueValidator
from django.db import models
from django.utils import timezone
FEE = float(config("FEE"))
class MarketTick(models.Model):
"""
Records tick by tick Non-KYC Bitcoin price.
Data to be aggregated and offered via public API.
It is checked against current CEX price for useful
insight on the historical premium of Non-KYC BTC
Price is set when taker bond is locked. Both
maker and taker are committed with bonds (contract
is finished and cancellation has a cost)
"""
id = models.UUIDField(primary_key=True, default=uuid.uuid4, editable=False)
price = models.DecimalField(
max_digits=16,
decimal_places=2,
default=None,
null=True,
validators=[MinValueValidator(0)],
)
volume = models.DecimalField(
max_digits=8,
decimal_places=8,
default=None,
null=True,
validators=[MinValueValidator(0)],
)
premium = models.DecimalField(
max_digits=5,
decimal_places=2,
default=None,
null=True,
validators=[MinValueValidator(-100), MaxValueValidator(999)],
blank=True,
)
currency = models.ForeignKey("api.Currency", null=True, on_delete=models.SET_NULL)
timestamp = models.DateTimeField(default=timezone.now)
# Relevant to keep record of the historical fee, so the insight on the premium can be better analyzed
fee = models.DecimalField(
max_digits=4,
decimal_places=4,
default=config("FEE", cast=float, default=0),
validators=[MinValueValidator(0), MaxValueValidator(1)],
)
def log_a_tick(order):
"""
Creates a new tick
"""
from api.models import LNPayment
if not order.taker_bond:
return None
elif order.taker_bond.status == LNPayment.Status.LOCKED:
volume = order.last_satoshis / 100_000_000
price = float(order.amount) / volume # Amount Fiat / Amount BTC
market_exchange_rate = float(order.currency.exchange_rate)
premium = 100 * (price / market_exchange_rate - 1)
market_tick = MarketTick.objects.create(
price=price, volume=volume, premium=premium, currency=order.currency
)
return market_tick
def __str__(self):
return f"Tick: {str(self.id)[:8]}"
class Meta:
verbose_name = "Market tick"
verbose_name_plural = "Market ticks"