first commit of restructured project

trahn-trade-backend/internal/repository/trade.go

@@ -0,0 +1,155 @@
+package repository
+
+import (
+	"context"
+	"fmt"
+	"time"
+
+	"github.com/jackc/pgx/v5/pgxpool"
+	"github.com/kjannette/trahn-backend/internal/models"
+)
+
+type TradeRepo struct {
+	pool *pgxpool.Pool
+}
+
+func NewTradeRepo(pool *pgxpool.Pool) *TradeRepo {
+	return &TradeRepo{pool: pool}
+}
+
+func (r *TradeRepo) Record(ctx context.Context, t *models.Trade) (*models.Trade, error) {
+	ts := t.Timestamp
+	if ts.IsZero() {
+		ts = time.Now()
+	}
+	td := TradingDay(ts)
+
+	row := r.pool.QueryRow(ctx,
+		`INSERT INTO trade_history
+		 (timestamp, trading_day, side, price, quantity, usd_value,
+		  grid_level, tx_hash, is_paper_trade, slippage_percent, gas_cost_eth)
+		 VALUES ($1,$2,$3,$4,$5,$6,$7,$8,$9,$10,$11)
+		 RETURNING *`,
+		ts, td, t.Side, t.Price, t.Quantity, t.USDValue,
+		t.GridLevel, t.TxHash, t.IsPaperTrade, t.SlippagePercent, t.GasCostETH,
+	)
+	return scanTrade(row)
+}
+
+// GetByDay returns trades for a given trading day.
+// If paperMode is non-nil, filters by is_paper_trade.
+func (r *TradeRepo) GetByDay(ctx context.Context, tradingDay string, paperMode *bool) ([]models.Trade, error) {
+	query, args := buildFilteredQuery(
+		`SELECT * FROM trade_history WHERE trading_day = $1`,
+		[]any{tradingDay},
+		paperMode,
+	)
+	query += " ORDER BY timestamp ASC"
+
+	rows, err := r.pool.Query(ctx, query, args...)
+	if err != nil {
+		return nil, err
+	}
+	defer rows.Close()
+	return collectTrades(rows)
+}
+
+// GetAll returns the most recent trades.
+// If paperMode is non-nil, filters by is_paper_trade.
+func (r *TradeRepo) GetAll(ctx context.Context, limit int, paperMode *bool) ([]models.Trade, error) {
+	query, args := buildFilteredQuery(
+		`SELECT * FROM trade_history WHERE 1=1`,
+		nil,
+		paperMode,
+	)
+	args = append(args, limit)
+	query += fmt.Sprintf(" ORDER BY timestamp DESC LIMIT $%d", len(args))
+
+	rows, err := r.pool.Query(ctx, query, args...)
+	if err != nil {
+		return nil, err
+	}
+	defer rows.Close()
+	return collectTrades(rows)
+}
+
+// GetStats returns aggregate trade statistics.
+// If paperMode is non-nil, filters by is_paper_trade.
+func (r *TradeRepo) GetStats(ctx context.Context, paperMode *bool) (*models.TradeStats, error) {
+	query, args := buildFilteredQuery(
+		`SELECT
+			COUNT(*),
+			COUNT(CASE WHEN side = 'buy' THEN 1 END),
+			COUNT(CASE WHEN side = 'sell' THEN 1 END),
+			SUM(usd_value),
+			AVG(price),
+			MIN(timestamp),
+			MAX(timestamp)
+		 FROM trade_history WHERE 1=1`,
+		nil,
+		paperMode,
+	)
+
+	var s models.TradeStats
+	err := r.pool.QueryRow(ctx, query, args...).Scan(
+		&s.TotalTrades, &s.BuyCount, &s.SellCount,
+		&s.TotalVolume, &s.AvgPrice, &s.FirstTrade, &s.LastTrade,
+	)
+	if err != nil {
+		return nil, err
+	}
+	return &s, nil
+}
+
+func (r *TradeRepo) CountToday(ctx context.Context) (int, error) {
+	var count int
+	err := r.pool.QueryRow(ctx,
+		`SELECT COUNT(*) FROM trade_history WHERE trading_day = $1`,
+		TradingDayNow(),
+	).Scan(&count)
+	return count, err
+}
+
+// buildFilteredQuery appends an is_paper_trade clause when paperMode is non-nil.
+func buildFilteredQuery(baseQuery string, baseArgs []any, paperMode *bool) (string, []any) {
+	if paperMode == nil {
+		return baseQuery, baseArgs
+	}
+	args := append(baseArgs, *paperMode)
+	return baseQuery + fmt.Sprintf(" AND is_paper_trade = $%d", len(args)), args
+}
+
+// --- scan helpers ---
+
+func scanTrade(row scannable) (*models.Trade, error) {
+	var t models.Trade
+	var td time.Time
+	err := row.Scan(
+		&t.ID, &t.Timestamp, &td, &t.Side, &t.Price, &t.Quantity, &t.USDValue,
+		&t.GridLevel, &t.TxHash, &t.IsPaperTrade, &t.SlippagePercent, &t.GasCostETH,
+		&t.CreatedAt,
+	)
+	if err != nil {
+		return nil, err
+	}
+	t.TradingDay = td.Format("2006-01-02")
+	return &t, nil
+}
+
+func collectTrades(rows rowsIter) ([]models.Trade, error) {
+	var out []models.Trade
+	for rows.Next() {
+		var t models.Trade
+		var td time.Time
+		if err := rows.Scan(
+			&t.ID, &t.Timestamp, &td, &t.Side, &t.Price, &t.Quantity, &t.USDValue,
+			&t.GridLevel, &t.TxHash, &t.IsPaperTrade, &t.SlippagePercent, &t.GasCostETH,
+			&t.CreatedAt,
+		); err != nil {
+			return nil, err
+		}
+		t.TradingDay = td.Format("2006-01-02")
+		out = append(out, t)
+	}
+	return out, rows.Err()
+}