Add basic accounting capabilities

[ghost]

This issue is about adding basic accounting capabilities to arby for the end user. Details below.

[kilrau]

We just discussed adding a basic /trades endpoint which takes a date range as filter and accepts above proposed granularity, e.g. as /trades?startDate=20200101&endDate=20201231 returning data of the executed CEX trades, along with the uuid of the related OpenDEX trade + arbitrage profit.

Data fields this should return:

• cexOrderId (CEX order id, NOT tradeIDs)
• side (CEX)
• amount (e.g. 0.1 ETH, CEX)
• price (e.g. 0.002 BTC, CEX)
• time (unix timestam, CEX)
• profit (CEX - OpenDEX)
• opendexOrderId (order uuid from xud)

[kilrau]

This feature is needed for the "Closed CEX Trades" view in the Arby/MM Bot secion in xud-ui, which only shows closed arby trades on the CEX side + how much profit was made with the arbitrage to the OpenDEX trade:

It also composes some of this info into a graph:

[ghost]

What does order side mean under closed trades? It's always both - either buy on CEX and sell on DEX or vice versa.

[kilrau]

Very good point! How about now?

[ghost]

For the chart we'll need to data in the following format:

/profit?startDate=xyz&endDate=zyx&granularity=day

{
  result: [
    { label: '1st of Jan', profit: 0.1},
    { label: '2nd of Jan', profit: 0.025},
    ...
  ]
}

Thinking it might make sense to have a separate endpoint for the closed trades info since it's on a separate screen and does not need granularity.

[ghost]

Very good point! How about now?

That works.

Same question for the amount. Is it always the non-BTC asset?

[kilrau]

Thinking it might make sense to have a separate endpoint for the closed trades info since it's on a separate screen and does not need granularity.

It might in future...

[ghost]

Thinking it might make sense to have a separate endpoint for the closed trades info since it's on a separate screen and does not need granularity.

It might in future...

It just needs the date range though? startDate and endDate?

Or limit (show last 100 trades).

[kilrau]

Same question for the amount. Is it always the non-BTC asset?

Oh damn, that took a while. So we discussed at some point to expose CEX data only here on that mm bot page along with the profit info, since all OpenDEX trade data can be looked up in Tradehistory and we don't want to have that double.

Updated.

[kilrau]

Thinking it might make sense to have a separate endpoint for the closed trades info since it's on a separate screen and does not need granularity.

It might in future...

It just needs the date range though? startDate and endDate?

Or limit (show last 100 trades).

True. Adjusted to date range only in #85 (comment)

[kilrau]

I just onboarded @rsercano to this @erkarl - any questions/implementation proposal - let's track it here

[rsercano]

Hi, this's complicated for a single issue imo, and I guess either we need to split it into PRs, or sub issues somehow. So I was thinking to split into below PRs.

• Introducing sequelize and a new db type arby-order.ts
• Getting order from CEX cctx & saving into db async after converting to arby-order.ts. (Open to suggestions about async process, if it can be done on rx-js)
• Introducing http webserver to arby.
• Implementing new /trades endpoint as explained above.

or maybe two by combining implementing & introducing parts

wdyt? @erkarl @kilrau

[ghost]

Introducing sequelize and a new db type arby-order.ts

Let's start with adding sequelize support and define what we're going to save to the database.

[rsercano]

Edited my comment to be brief, @erkarl started to implement db model

[kilrau]

As just discussed with @erkarl and @rsercano :

• we can't link each Binance trade with an OpenDEX trade directly (e.g. arby might accumulate xud trades if amount is too small to execute on Binance and later issue one binance order covering multiple xud trades)
• instead we'll use the ccxt order output and save it to a binance trades db as is
• profit will be only be calculatable for a given time frame: sum up (price x amount) binance & xud, subtract binance from xud = profit

Removed Wireframe adjusted too.