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Merge pull request #501 from lbryio/fix_exchange_rate_manager

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Improvements to exchange rate manager
This commit is contained in:
Umpei Kay Kurokawa 2017-03-03 12:54:57 -05:00 committed by GitHub
commit 9350b9e127
7 changed files with 142 additions and 69 deletions
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2
CHANGELOG.md
View file

@ -19,7 +19,7 @@ at anytime.
*
### Fixed
*
* Fixed ExchangeRateManager freezing the app
*
*

7
lbrynet/core/Error.py
View file

@ -26,6 +26,13 @@ class KeyFeeAboveMaxAllowed(Exception):
pass
class InvalidExchangeRateResponse(Exception):
def __init__(self, source, reason):
Exception.__init__(self, 'Failed to get exchange rate from {}:{}'.format(source, reason))
self.source = source
self.reason = reason
class UnknownNameError(Exception):
def __init__(self, name):
Exception.__init__(self, 'Name {} is unknown'.format(name))

77
lbrynet/lbrynet_daemon/ExchangeRateManager.py
View file

@ -2,13 +2,12 @@ import time
import requests
import logging
import json
import googlefinance
from twisted.internet import defer, reactor
from twisted.internet import defer, threads, reactor
from twisted.internet.task import LoopingCall
from lbrynet import conf
from lbrynet.metadata.Fee import FeeValidator
from lbrynet.core.Error import InvalidExchangeRateResponse
log = logging.getLogger(__name__)
@ -24,11 +23,18 @@ class ExchangeRate(object):
self.spot = spot
self.ts = ts
def __repr__(self):
out = "Currency pair:{}, spot:{}, ts:{}".format(
self.currency_pair, self.spot, self.ts)
return out
def as_dict(self):
return {'spot': self.spot, 'ts': self.ts}
class MarketFeed(object):
REQUESTS_TIMEOUT = 20
EXCHANGE_RATE_UPDATE_RATE_SEC = 300
def __init__(self, market, name, url, params, fee):
self.market = market
self.name = name
@ -38,13 +44,13 @@ class MarketFeed(object):
self.rate = None
self._updater = LoopingCall(self._update_price)
@property
def rate_is_initialized(self):
return self.rate is not None
def _make_request(self):
try:
r = requests.get(self.url, self.params)
return defer.succeed(r.text)
except Exception as err:
log.error(err)
return defer.fail(err)
r = requests.get(self.url, self.params, timeout=self.REQUESTS_TIMEOUT)
return r.text
def _handle_response(self, response):
return NotImplementedError
@ -64,15 +70,16 @@ class MarketFeed(object):
self.market, self.name)
def _update_price(self):
d = self._make_request()
d = threads.deferToThread(self._make_request)
d.addCallback(self._handle_response)
d.addCallback(self._subtract_fee)
d.addCallback(self._save_price)
d.addErrback(self._log_error)
return d
def start(self):
if not self._updater.running:
self._updater.start(300)
self._updater.start(self.EXCHANGE_RATE_UPDATE_RATE_SEC)
def stop(self):
if self._updater.running:
@ -91,8 +98,17 @@ class BittrexFeed(MarketFeed):
)
def _handle_response(self, response):
trades = json.loads(response)['result']
vwap = sum([i['Total'] for i in trades]) / sum([i['Quantity'] for i in trades])
json_response = json.loads(response)
if 'result' not in json_response:
raise InvalidExchangeRateResponse(self.name, 'result not found')
trades = json_response['result']
if len(trades) == 0:
raise InvalidExchangeRateResponse(self.market, 'trades not found')
totals = sum([i['Total'] for i in trades])
qtys = sum([i['Quantity'] for i in trades])
if totals <= 0 or qtys <= 0:
raise InvalidExchangeRateResponse(self.market, 'quantities were not positive')
vwap = totals/qtys
return defer.succeed(float(1.0 / vwap))
@ -102,20 +118,20 @@ class GoogleBTCFeed(MarketFeed):
self,
"USDBTC",
"Coinbase via Google finance",
None,
None,
'http://finance.google.com/finance/info',
{'client':'ig', 'q':'CURRENCY:USDBTC'},
COINBASE_FEE
)
def _make_request(self):
try:
r = googlefinance.getQuotes('CURRENCY:USDBTC')[0]
return defer.succeed(r)
except Exception as err:
return defer.fail(err)
def _handle_response(self, response):
return float(response['LastTradePrice'])
response = response[3:] # response starts with "// "
json_response = json.loads(response)[0]
if 'l' not in json_response:
raise InvalidExchangeRateResponse(self.name, 'last trade not found')
last_trade_price = float(json_response['l'])
if last_trade_price <= 0:
raise InvalidExchangeRateResponse(self.name, 'trade price was not positive')
return defer.succeed(last_trade_price)
def get_default_market_feed(currency_pair):
@ -149,14 +165,17 @@ class ExchangeRateManager(object):
source.stop()
def convert_currency(self, from_currency, to_currency, amount):
log.info("Converting %f %s to %s" % (amount, from_currency, to_currency))
rates = [market.rate for market in self.market_feeds]
log.info("Converting %f %s to %s, rates: %s" % (amount, from_currency, to_currency, rates))
if from_currency == to_currency:
return amount
for market in self.market_feeds:
if market.rate.currency_pair == (from_currency, to_currency):
if (market.rate_is_initialized and
market.rate.currency_pair == (from_currency, to_currency)):
return amount * market.rate.spot
for market in self.market_feeds:
if market.rate.currency_pair[0] == from_currency:
if (market.rate_is_initialized and
market.rate.currency_pair[0] == from_currency):
return self.convert_currency(
market.rate.currency_pair[1], to_currency, amount * market.rate.spot)
raise Exception(
@ -215,10 +234,12 @@ class DummyExchangeRateManager(object):
def convert_currency(self, from_currency, to_currency, amount):
log.debug("Converting %f %s to %s" % (amount, from_currency, to_currency))
for market in self.market_feeds:
if market.rate.currency_pair == (from_currency, to_currency):
if (market.rate_is_initialized and
market.rate.currency_pair == (from_currency, to_currency)):
return amount * market.rate.spot
for market in self.market_feeds:
if market.rate.currency_pair[0] == from_currency:
if (market.rate_is_initialized and
market.rate.currency_pair[0] == from_currency):
return self.convert_currency(
market.rate.currency_pair[1], to_currency, amount * market.rate.spot)

1
requirements.txt
View file

@ -7,7 +7,6 @@ dnspython==1.12.0
ecdsa==0.13
envparse==0.2.0
gmpy==1.17
googlefinance==0.7
jsonrpc==1.2
jsonrpclib==0.1.7
jsonschema==2.5.1

1
setup.py
View file

@ -30,7 +30,6 @@ requires = [
'appdirs',
'base58',
'envparse',
'googlefinance',
'jsonrpc',
'jsonschema',
'lbryum>=2.7.6',

38
tests/unit/core/test_ExchangeRateManager.py
View file

@ -1,38 +0,0 @@
from lbrynet.metadata import Fee
from lbrynet.lbrynet_daemon import ExchangeRateManager
from twisted.trial import unittest
from tests import util
class FeeFormatTest(unittest.TestCase):
def test_fee_created_with_correct_inputs(self):
fee_dict = {
'USD': {
'amount': 10.0,
'address': "bRcHraa8bYJZL7vkh5sNmGwPDERFUjGPP9"
}
}
fee = Fee.FeeValidator(fee_dict)
self.assertEqual(10.0, fee['USD']['amount'])
class FeeTest(unittest.TestCase):
def setUp(self):
util.resetTime(self)
def test_fee_converts_to_lbc(self):
fee_dict = {
'USD': {
'amount': 10.0,
'address': "bRcHraa8bYJZL7vkh5sNmGwPDERFUjGPP9"
}
}
rates = {
'BTCLBC': {'spot': 3.0, 'ts': util.DEFAULT_ISO_TIME + 1},
'USDBTC': {'spot': 2.0, 'ts': util.DEFAULT_ISO_TIME + 2}
}
manager = ExchangeRateManager.DummyExchangeRateManager(rates)
result = manager.to_lbc(fee_dict).amount
self.assertEqual(60.0, result)

85
tests/unit/lbrynet_daemon/test_ExchangeRateManager.py Normal file
View file

@ -0,0 +1,85 @@
from lbrynet.metadata import Fee
from lbrynet.lbrynet_daemon import ExchangeRateManager
from lbrynet import conf
from lbrynet.core.Error import InvalidExchangeRateResponse
from twisted.trial import unittest
from twisted.internet import defer
from tests import util
class FeeFormatTest(unittest.TestCase):
def test_fee_created_with_correct_inputs(self):
fee_dict = {
'USD': {
'amount': 10.0,
'address': "bRcHraa8bYJZL7vkh5sNmGwPDERFUjGPP9"
}
}
fee = Fee.FeeValidator(fee_dict)
self.assertEqual(10.0, fee['USD']['amount'])
class FeeTest(unittest.TestCase):
def setUp(self):
util.resetTime(self)
def test_fee_converts_to_lbc(self):
fee_dict = {
'USD': {
'amount': 10.0,
'address': "bRcHraa8bYJZL7vkh5sNmGwPDERFUjGPP9"
}
}
rates = {
'BTCLBC': {'spot': 3.0, 'ts': util.DEFAULT_ISO_TIME + 1},
'USDBTC': {'spot': 2.0, 'ts': util.DEFAULT_ISO_TIME + 2}
}
manager = ExchangeRateManager.DummyExchangeRateManager(rates)
result = manager.to_lbc(fee_dict).amount
self.assertEqual(60.0, result)
class GoogleBTCFeedTest(unittest.TestCase):
@defer.inlineCallbacks
def test_handle_response(self):
feed = ExchangeRateManager.GoogleBTCFeed()
response = '// [ { "id": "-2001" ,"t" : "USDBTC" ,"e" : "CURRENCY" ,"l" : "0.0008" ,"l_fix" : "" ,"l_cur" : "" ,"s": "0" ,"ltt":"" ,"lt" : "Feb 27, 10:21PM GMT" ,"lt_dts" : "2017-02-27T22:21:39Z" ,"c" : "-0.00001" ,"c_fix" : "" ,"cp" : "-0.917" ,"cp_fix" : "" ,"ccol" : "chr" ,"pcls_fix" : "" } ]'
out = yield feed._handle_response(response)
self.assertEqual(0.0008, out)
# check negative trade price throws exception
response = '// [ { "id": "-2001" ,"t" : "USDBTC" ,"e" : "CURRENCY" ,"l" : "-0.0008" ,"l_fix" : "" ,"l_cur" : "" ,"s": "0" ,"ltt":"" ,"lt" : "Feb 27, 10:21PM GMT" ,"lt_dts" : "2017-02-27T22:21:39Z" ,"c" : "-0.00001" ,"c_fix" : "" ,"cp" : "-0.917" ,"cp_fix" : "" ,"ccol" : "chr" ,"pcls_fix" : "" } ]'
with self.assertRaises(InvalidExchangeRateResponse):
out = yield feed._handle_response(response)
class BittrexFeedTest(unittest.TestCase):
def setUp(self):
conf.initialize_settings()
def tearDown(self):
conf.settings = None
@defer.inlineCallbacks
def test_handle_response(self):
feed = ExchangeRateManager.BittrexFeed()
response ='{"success":true,"message":"","result":[{"Id":6902471,"TimeStamp":"2017-02-27T23:41:52.213","Quantity":56.12611239,"Price":0.00001621,"Total":0.00090980,"FillType":"PARTIAL_FILL","OrderType":"SELL"},{"Id":6902403,"TimeStamp":"2017-02-27T23:31:40.463","Quantity":430.99988180,"Price":0.00001592,"Total":0.00686151,"FillType":"PARTIAL_FILL","OrderType":"SELL"}]}'
out = yield feed._handle_response(response)
expected= 1.0 / ((0.00090980+0.00686151) / (56.12611239+430.99988180))
self.assertEqual(expected, out)
response='{}'
with self.assertRaises(InvalidExchangeRateResponse):
out = yield feed._handle_response(response)
response='{"success":true,"result":[]}'
with self.assertRaises(InvalidExchangeRateResponse):
out = yield feed._handle_response(response)