lbry-sdk/lbry/extras/daemon/exchange_rate_manager.py

251 lines
7.7 KiB
Python
Raw Normal View History

2019-12-15 07:02:18 +01:00
import json
2016-07-28 11:30:13 +02:00
import time
2019-12-15 07:02:18 +01:00
import asyncio
2016-07-28 11:30:13 +02:00
import logging
from statistics import median
2019-03-20 06:46:23 +01:00
from decimal import Decimal
2019-12-15 07:02:18 +01:00
from typing import Optional, Iterable, Type
from aiohttp.client_exceptions import ContentTypeError, ClientConnectionError
from lbry.error import InvalidExchangeRateResponseError, CurrencyConversionError
2019-06-21 02:55:47 +02:00
from lbry.utils import aiohttp_request
from lbry.wallet.dewies import lbc_to_dewies
2016-12-05 22:51:16 +01:00
2016-07-28 11:30:13 +02:00
log = logging.getLogger(__name__)
class ExchangeRate:
2016-07-28 11:30:13 +02:00
def __init__(self, market, spot, ts):
if not int(time.time()) - ts < 600:
raise ValueError('The timestamp is too dated.')
if not spot > 0:
raise ValueError('Spot must be greater than 0.')
2016-07-28 11:30:13 +02:00
self.currency_pair = (market[0:3], market[3:6])
self.spot = spot
self.ts = ts
2017-02-28 02:18:57 +01:00
def __repr__(self):
2019-12-15 07:02:18 +01:00
return f"Currency pair:{self.currency_pair}, spot:{self.spot}, ts:{self.ts}"
2017-02-28 02:18:57 +01:00
2016-07-28 11:30:13 +02:00
def as_dict(self):
return {'spot': self.spot, 'ts': self.ts}
2019-12-15 07:02:18 +01:00
class MarketFeed:
name: str = ""
market: str = ""
url: str = ""
2019-12-15 07:02:18 +01:00
params = {}
fee = 0
2019-10-14 11:17:18 +02:00
2019-12-15 07:02:18 +01:00
update_interval = 300
request_timeout = 50
2019-10-14 11:17:18 +02:00
2019-12-15 07:02:18 +01:00
def __init__(self):
self.rate: Optional[float] = None
self.last_check = 0
self._last_response = None
self._task: Optional[asyncio.Task] = None
2019-12-15 07:02:18 +01:00
self.event = asyncio.Event()
2016-07-28 11:30:13 +02:00
2019-12-15 07:02:18 +01:00
@property
def has_rate(self):
2017-02-28 02:18:57 +01:00
return self.rate is not None
2019-12-15 07:02:18 +01:00
@property
def is_online(self):
2019-12-15 07:02:18 +01:00
return self.last_check+self.update_interval+self.request_timeout > time.time()
2016-07-28 11:30:13 +02:00
def get_rate_from_response(self, json_response):
raise NotImplementedError()
2016-07-28 11:30:13 +02:00
2019-12-15 07:02:18 +01:00
async def get_response(self):
async with aiohttp_request(
2021-02-10 19:45:35 +01:00
'get', self.url, params=self.params,
timeout=self.request_timeout, headers={"User-Agent": "lbrynet"}
) as response:
try:
self._last_response = await response.json(content_type=None)
except ContentTypeError as e:
self._last_response = {}
log.warning("Could not parse exchange rate response from %s: %s", self.name, e.message)
log.debug(await response.text())
2019-12-15 07:02:18 +01:00
return self._last_response
2016-07-28 11:30:13 +02:00
2019-12-15 07:02:18 +01:00
async def get_rate(self):
2019-10-14 11:17:18 +02:00
try:
2019-12-15 07:02:18 +01:00
data = await self.get_response()
rate = self.get_rate_from_response(data)
rate = rate / (1.0 - self.fee)
log.debug("Saving rate update %f for %s from %s", rate, self.market, self.name)
self.rate = ExchangeRate(self.market, rate, int(time.time()))
self.last_check = time.time()
return self.rate
except asyncio.CancelledError:
raise
except asyncio.TimeoutError:
log.warning("Timed out fetching exchange rate from %s.", self.name)
except json.JSONDecodeError as e:
2021-05-04 06:16:29 +02:00
msg = e.doc if '<html>' not in e.doc else 'unexpected content type.'
log.warning("Could not parse exchange rate response from %s: %s", self.name, msg)
2021-05-04 06:43:51 +02:00
log.debug(e.doc)
2019-12-15 07:02:18 +01:00
except InvalidExchangeRateResponseError as e:
log.warning(str(e))
except ClientConnectionError as e:
log.warning("Error trying to connect to exchange rate %s: %s", self.name, str(e))
2019-12-15 07:02:18 +01:00
except Exception as e:
log.exception("Exchange rate error (%s from %s):", self.market, self.name)
finally:
self.event.set()
2019-12-15 07:02:18 +01:00
async def keep_updated(self):
while True:
2019-12-15 07:02:18 +01:00
await self.get_rate()
await asyncio.sleep(self.update_interval)
2016-07-28 11:30:13 +02:00
def start(self):
if not self._task:
2019-12-15 07:02:18 +01:00
self._task = asyncio.create_task(self.keep_updated())
2016-07-28 11:30:13 +02:00
def stop(self):
if self._task and not self._task.done():
self._task.cancel()
self._task = None
2019-12-15 07:02:18 +01:00
self.event.clear()
2016-07-28 11:30:13 +02:00
class BaseBittrexFeed(MarketFeed):
2019-12-15 07:02:18 +01:00
name = "Bittrex"
market = None
url = None
2019-12-15 07:02:18 +01:00
fee = 0.0025
2016-07-28 11:30:13 +02:00
2019-12-15 07:02:18 +01:00
def get_rate_from_response(self, json_response):
if 'lastTradeRate' not in json_response:
raise InvalidExchangeRateResponseError(self.name, 'result not found')
return 1.0 / float(json_response['lastTradeRate'])
2016-07-28 11:30:13 +02:00
class BittrexBTCFeed(BaseBittrexFeed):
2019-12-15 07:02:18 +01:00
market = "BTCLBC"
url = "https://api.bittrex.com/v3/markets/LBC-BTC/ticker"
class BittrexUSDFeed(BaseBittrexFeed):
market = "USDLBC"
url = "https://api.bittrex.com/v3/markets/LBC-USD/ticker"
class BaseCoinExFeed(MarketFeed):
name = "CoinEx"
market = None
url = None
2016-07-28 11:30:13 +02:00
2019-12-15 07:02:18 +01:00
def get_rate_from_response(self, json_response):
if 'data' not in json_response or \
'ticker' not in json_response['data'] or \
'last' not in json_response['data']['ticker']:
raise InvalidExchangeRateResponseError(self.name, 'result not found')
return 1.0 / float(json_response['data']['ticker']['last'])
2016-07-28 11:30:13 +02:00
class CoinExBTCFeed(BaseCoinExFeed):
2019-12-15 07:02:18 +01:00
market = "BTCLBC"
url = "https://api.coinex.com/v1/market/ticker?market=LBCBTC"
class CoinExUSDFeed(BaseCoinExFeed):
market = "USDLBC"
url = "https://api.coinex.com/v1/market/ticker?market=LBCUSDT"
class BaseHotbitFeed(MarketFeed):
name = "hotbit"
market = None
url = "https://api.hotbit.io/api/v1/market.last"
2019-12-15 07:02:18 +01:00
def get_rate_from_response(self, json_response):
if 'result' not in json_response:
raise InvalidExchangeRateResponseError(self.name, 'result not found')
return 1.0 / float(json_response['result'])
class HotbitBTCFeed(BaseHotbitFeed):
market = "BTCLBC"
params = {"market": "LBC/BTC"}
class HotbitUSDFeed(BaseHotbitFeed):
market = "USDLBC"
params = {"market": "LBC/USDT"}
class UPbitBTCFeed(MarketFeed):
name = "UPbit"
market = "BTCLBC"
url = "https://api.upbit.com/v1/ticker"
params = {"markets": "BTC-LBC"}
def get_rate_from_response(self, json_response):
if "error" in json_response or len(json_response) != 1 or 'trade_price' not in json_response[0]:
raise InvalidExchangeRateResponseError(self.name, 'result not found')
return 1.0 / float(json_response[0]['trade_price'])
2019-12-15 07:02:18 +01:00
FEEDS: Iterable[Type[MarketFeed]] = (
BittrexBTCFeed,
BittrexUSDFeed,
CoinExBTCFeed,
CoinExUSDFeed,
# HotbitBTCFeed,
# HotbitUSDFeed,
# UPbitBTCFeed,
2019-12-15 07:02:18 +01:00
)
class ExchangeRateManager:
2019-12-15 07:02:18 +01:00
def __init__(self, feeds=FEEDS):
self.market_feeds = [Feed() for Feed in feeds]
def wait(self):
return asyncio.wait(
[feed.event.wait() for feed in self.market_feeds],
)
2016-07-28 11:30:13 +02:00
def start(self):
log.info("Starting exchange rate manager")
for feed in self.market_feeds:
feed.start()
def stop(self):
log.info("Stopping exchange rate manager")
for source in self.market_feeds:
source.stop()
def convert_currency(self, from_currency, to_currency, amount):
log.debug(
"Converting %f %s to %s, rates: %s",
amount, from_currency, to_currency,
[market.rate for market in self.market_feeds]
)
if from_currency == to_currency:
return round(amount, 8)
rates = []
2016-07-28 11:30:13 +02:00
for market in self.market_feeds:
2019-12-15 07:02:18 +01:00
if (market.has_rate and market.is_online and
2018-07-24 18:36:00 +02:00
market.rate.currency_pair == (from_currency, to_currency)):
rates.append(market.rate.spot)
if rates:
return round(amount * Decimal(median(rates)), 8)
raise CurrencyConversionError(
f'Unable to convert {amount} from {from_currency} to {to_currency}')
2016-07-28 11:30:13 +02:00
def to_dewies(self, currency, amount) -> int:
converted = self.convert_currency(currency, "LBC", amount)
return lbc_to_dewies(str(converted))
2016-07-28 11:30:13 +02:00
def fee_dict(self):
return {market: market.rate.as_dict() for market in self.market_feeds}