feat: Rollover DLC

This introduces the rollover of a signed dlc. It uses the renew offer api of the rust dlc. A couple of design choices.

- The payout amount is calculated from the original average entry price - as we are rolling over a position nothing should change. However, this is most likely the place where we would like to add paying the funding rates for the rollover.
- The state `Rollover` is introduced to the position on the coordinator and the app side. It helps to show a rollover in progress as with the dlc creation a lot of messages are exchanged in between. We also need that state to prevent the coordinator from accidentally setting the position to `Closed` as the underlying contract is Closed after the new one is set. Therefore the `temporary_contract_id` is also updated.

I left a some todos regarding the dlc messages. It would be nice if we could process them similar to the lightning messages through the or a event handler. That would allow for the design to be nicer decoupled.

CHANGELOG.md

@@ -10,6 +10,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - Add support for push notifications.
 - Added new setting to coordinator to configure max channel size to traders.
 - Speed up DLC channel setup and settlement by checking for messages more often.
+- Add support for perpetual futures.
 
 ## [1.2.0] - 2023-08-04
 

coordinator/Cargo.toml

@@ -15,6 +15,7 @@ console-subscriber = "0.1.6"
 coordinator-commons = { path = "../crates/coordinator-commons" }
 diesel = { version = "2.0.0", features = ["r2d2", "postgres", "time", "uuid"] }
 diesel_migrations = "2.0.0"
+dlc = "0.4.0"
 dlc-manager = { version = "0.4.0", features = ["use-serde"] }
 dlc-messages = "0.4.0"
 dlc-trie = "0.4.0"

coordinator/migrations/2023-08-18-105400_rollover_dlc/down.sql

@@ -0,0 +1,2 @@
+-- This file should undo anything in `up.sql`
+-- Note: There is no down migration for removing the `Rollover` variant that was added to `PositionState_Type` because it is not feasible to remove enum variants in the db!

coordinator/migrations/2023-08-18-105400_rollover_dlc/up.sql

@@ -0,0 +1,4 @@
+-- Your SQL goes here
+ALTER TYPE "PositionState_Type"
+    ADD
+    VALUE IF NOT EXISTS 'Rollover';

coordinator/src/db/custom_types.rs

@@ -44,6 +44,7 @@ impl ToSql<PositionStateType, Pg> for PositionState {
             PositionState::Open => out.write_all(b"Open")?,
             PositionState::Closing => out.write_all(b"Closing")?,
             PositionState::Closed => out.write_all(b"Closed")?,
+            PositionState::Rollover => out.write_all(b"Rollover")?,
         }
         Ok(IsNull::No)
     }
@@ -55,6 +56,7 @@ impl FromSql<PositionStateType, Pg> for PositionState {
             b"Open" => Ok(PositionState::Open),
             b"Closing" => Ok(PositionState::Closing),
             b"Closed" => Ok(PositionState::Closed),
+            b"Rollover" => Ok(PositionState::Rollover),
             _ => Err("Unrecognized enum variant".into()),
         }
     }

coordinator/src/db/positions.rs

@@ -3,6 +3,7 @@ use crate::schema::positions;
 use crate::schema::sql_types::ContractSymbolType;
 use crate::schema::sql_types::PositionStateType;
 use anyhow::bail;
+use anyhow::ensure;
 use anyhow::Result;
 use autometrics::autometrics;
 use bitcoin::hashes::hex::ToHex;
@@ -129,6 +130,25 @@ impl Position {
         Ok(())
     }
 
+    pub fn set_position_to_open(
+        conn: &mut PgConnection,
+        trader_pubkey: String,
+        temporary_contract_id: ContractId,
+    ) -> Result<()> {
+        let affected_rows = diesel::update(positions::table)
+            .filter(positions::trader_pubkey.eq(trader_pubkey))
+            .set((
+                positions::position_state.eq(PositionState::Open),
+                positions::temporary_contract_id.eq(temporary_contract_id.to_hex()),
+                positions::update_timestamp.eq(OffsetDateTime::now_utc()),
+            ))
+            .execute(conn)?;
+
+        ensure!(affected_rows > 0, "Could not set position to open");
+
+        Ok(())
+    }
+
     pub fn update_unrealized_pnl(conn: &mut PgConnection, id: i32, pnl: i64) -> Result<()> {
         let affected_rows = diesel::update(positions::table)
             .filter(positions::id.eq(id))
@@ -145,6 +165,25 @@ impl Position {
         Ok(())
     }
 
+    pub fn rollover_position(
+        conn: &mut PgConnection,
+        trader_pubkey: String,
+        expiry_timestamp: &OffsetDateTime,
+    ) -> Result<()> {
+        let affected_rows = diesel::update(positions::table)
+            .filter(positions::trader_pubkey.eq(trader_pubkey))
+            .set((
+                positions::expiry_timestamp.eq(expiry_timestamp),
+                positions::position_state.eq(PositionState::Rollover),
+                positions::update_timestamp.eq(OffsetDateTime::now_utc()),
+            ))
+            .execute(conn)?;
+
+        ensure!(affected_rows > 0, "Could not set position to rollover");
+
+        Ok(())
+    }
+
     /// inserts the given position into the db. Returns the position if successful
     #[autometrics]
     pub fn insert(
@@ -226,6 +265,7 @@ impl From<crate::position::models::NewPosition> for NewPosition {
 pub enum PositionState {
     Open,
     Closing,
+    Rollover,
     Closed,
 }
 
@@ -254,6 +294,7 @@ impl From<(PositionState, Option<i64>, Option<f32>)> for crate::position::models
                 // `Closed` state
                 pnl: realized_pnl.unwrap_or(0),
             },
+            PositionState::Rollover => crate::position::models::PositionState::Rollover,
         }
     }
 }

coordinator/src/lib.rs

@@ -1,3 +1,15 @@
+use axum::http::StatusCode;
+use axum::response::IntoResponse;
+use axum::response::Response;
+use axum::Json;
+use diesel::PgConnection;
+use diesel_migrations::embed_migrations;
+use diesel_migrations::EmbeddedMigrations;
+use diesel_migrations::MigrationHarness;
+use serde_json::json;
+
+mod rollover;
+
 pub mod admin;
 pub mod cli;
 pub mod db;
@@ -12,16 +24,6 @@ pub mod schema;
 pub mod settings;
 pub mod trade;
 
-use axum::http::StatusCode;
-use axum::response::IntoResponse;
-use axum::response::Response;
-use axum::Json;
-use diesel::PgConnection;
-use diesel_migrations::embed_migrations;
-use diesel_migrations::EmbeddedMigrations;
-use diesel_migrations::MigrationHarness;
-use serde_json::json;
-
 pub const MIGRATIONS: EmbeddedMigrations = embed_migrations!();
 
 pub fn run_migration(conn: &mut PgConnection) {

coordinator/src/node.rs

@@ -28,6 +28,7 @@ use dlc_manager::payout_curve::RoundingInterval;
 use dlc_manager::payout_curve::RoundingIntervals;
 use dlc_manager::ChannelId;
 use dlc_manager::ContractId;
+use dlc_messages::ChannelMessage;
 use dlc_messages::Message;
 use lightning::ln::channelmanager::ChannelDetails;
 use lightning::ln::PaymentHash;
@@ -409,7 +410,7 @@ impl Node {
             "Processing message"
         );
 
-        let resp = match msg {
+        let resp = match &msg {
             Message::OnChain(_) | Message::Channel(_) => self
                 .inner
                 .dlc_manager
@@ -423,16 +424,23 @@ impl Node {
             Message::SubChannel(msg) => self
                 .inner
                 .sub_channel_manager
-                .on_sub_channel_message(&msg, &node_id)
+                .on_sub_channel_message(msg, &node_id)
                 .with_context(|| {
                     format!(
                         "Failed to handle {} message from {node_id}",
-                        sub_channel_message_name(&msg)
+                        sub_channel_message_name(msg)
                     )
                 })?
                 .map(Message::SubChannel),
         };
 
+        // todo(holzeis): It would be nice if dlc messages are also propagated via events, so the
+        // receiver can decide what events to process and we can skip this component specific logic
+        // here.
+        if let Message::Channel(ChannelMessage::RenewFinalize(r)) = msg {
+            self.finalize_rollover(r.channel_id)?;
+        }
+
         if let Some(msg) = resp {
             tracing::info!(
                 to = %node_id,

coordinator/src/node/closed_positions.rs

@@ -31,6 +31,11 @@ pub fn sync(node: Node) -> Result<()> {
             }
         };
 
+        tracing::debug!(
+            ?position,
+            "Setting position to closed to match the contract state."
+        );
+
         if let Err(e) =
             db::positions::Position::set_position_to_closed(&mut conn, position.id, contract.pnl)
         {

coordinator/src/position/models.rs

@@ -38,6 +38,7 @@ pub enum PositionState {
     Closed {
         pnl: i64,
     },
+    Rollover,
 }
 
 /// A trader's position