rebased

Author: rsercano

package-lock.json

@@ -43,10 +43,10 @@
     "eslint": "7.1.0",
     "eslint-plugin-jest": "23.13.2",
     "google-protobuf": "3.12.1",
-    "jest": "26.0.1",
+    "jest": "26.6.3",
     "nodemon": "2.0.4",
     "prettier": "2.0.5",
-    "ts-jest": "26.0.0",
+    "ts-jest": "26.4.4",
     "typescript": "3.9.3"
   },
   "dependencies": {

package.json

@@ -1,7 +1,6 @@
 import { from, Observable, of } from 'rxjs';
 import { Sequelize, ModelCtor } from 'sequelize';
 import { Order, OrderInstance } from './order';
-import { Fee, FeeInstance } from './fee';
 import { Trade, TradeInstance } from './trade';
 import { Logger } from '../logger';
 import { mergeMap } from 'rxjs/operators';
@@ -13,14 +12,12 @@ type InitDBparams = {
 
 type InitDBResponse = {
   Order: ModelCtor<OrderInstance>;
-  Fee: ModelCtor<FeeInstance>;
   Trade: ModelCtor<TradeInstance>;
 };
 
 const createModels = (sequelize: Sequelize): InitDBResponse => {
   const models = {
     Order: Order(sequelize),
-    Fee: Fee(sequelize),
     Trade: Trade(sequelize),
   };
 
@@ -35,15 +32,6 @@ const createModels = (sequelize: Sequelize): InitDBResponse => {
     foreignKey: 'orderId',
   });
 
-  models.Fee.belongsTo(models.Order, {
-    foreignKey: 'orderId',
-    constraints: true,
-  });
-  models.Fee.belongsTo(models.Trade, {
-    foreignKey: 'tradeId',
-    constraints: true,
-  });
-
   return models;
 };
 
@@ -63,11 +51,7 @@ const initDB$ = ({
         mergeMap(() => {
           return from(models.Order.sync()).pipe(
             mergeMap(() => {
-              return from(models.Trade.sync()).pipe(
-                mergeMap(() => {
-                  return from(models.Fee.sync()).pipe(mergeMap(() => of(models)));
-                })
-              );
+              return from(models.Trade.sync()).pipe(mergeMap(() => of(models)));
             })
           );
         })

src/db/cex-repository.ts

@@ -7,7 +7,7 @@ import {
 } from 'sequelize';
 import { ModelCtor } from 'sequelize/types/lib/model';
 
-type OrderAttributes = {
+export type OrderAttributes = {
   id: string;
   datetime: string;
   timestamp: number;
@@ -23,6 +23,10 @@ type OrderAttributes = {
   remaining: number;
   cost: number;
   info: any;
+  feeType: 'taker' | 'maker';
+  feeCurrency: string;
+  feeRate: number;
+  feeCost: number;
 };
 
 export interface OrderInstance
@@ -35,17 +39,21 @@ export function Order(sequelize: Sequelize): ModelCtor<OrderInstance> {
     datetime: { type: DataTypes.STRING, allowNull: false },
     timestamp: { type: DataTypes.BIGINT, allowNull: false },
     lastTradeTimestamp: { type: DataTypes.BIGINT, allowNull: false },
-    status: { type: DataTypes.STRING, allowNull: false },
-    symbol: { type: DataTypes.STRING, allowNull: false },
+    status: { type: DataTypes.STRING(10), allowNull: false },
+    symbol: { type: DataTypes.STRING(10), allowNull: false },
     type: { type: DataTypes.STRING, allowNull: false },
-    side: { type: DataTypes.STRING, allowNull: false },
+    side: { type: DataTypes.STRING(5), allowNull: false },
     price: { type: DataTypes.DOUBLE, allowNull: false },
     average: { type: DataTypes.DOUBLE, allowNull: true },
     amount: { type: DataTypes.DOUBLE, allowNull: false },
     filled: { type: DataTypes.DOUBLE, allowNull: false },
     remaining: { type: DataTypes.DOUBLE, allowNull: false },
     cost: { type: DataTypes.DOUBLE, allowNull: false },
     info: { type: DataTypes.STRING, allowNull: false },
+    feeType: { type: DataTypes.STRING(5), allowNull: false },
+    feeCurrency: { type: DataTypes.STRING(10), allowNull: false },
+    feeRate: { type: DataTypes.DOUBLE, allowNull: false },
+    feeCost: { type: DataTypes.DOUBLE, allowNull: false },
   };
 
   const options: ModelOptions = {

src/db/db.ts

@@ -35,10 +35,10 @@ export function Trade(sequelize: Sequelize): ModelCtor<TradeInstance> {
     info: { type: DataTypes.STRING, allowNull: false },
     price: { type: DataTypes.DOUBLE, allowNull: false },
     timestamp: { type: DataTypes.BIGINT, allowNull: false },
-    type: { type: DataTypes.STRING, allowNull: false },
-    side: { type: DataTypes.STRING, allowNull: false },
-    symbol: { type: DataTypes.STRING, allowNull: false },
-    takerOrMaker: { type: DataTypes.STRING, allowNull: false },
+    type: { type: DataTypes.STRING(5), allowNull: true },
+    side: { type: DataTypes.STRING(5), allowNull: false },
+    symbol: { type: DataTypes.STRING(10), allowNull: false },
+    takerOrMaker: { type: DataTypes.STRING(5), allowNull: false },
     cost: { type: DataTypes.DOUBLE, allowNull: false },
   };