use median exchange rate when several exchange rates are available
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75ecea265d
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2 changed files with 26 additions and 9 deletions
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@ -2,6 +2,7 @@ import json
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import time
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import asyncio
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import logging
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from statistics import median
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from decimal import Decimal
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from typing import Optional, Iterable, Type
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from aiohttp.client_exceptions import ContentTypeError
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@ -239,20 +240,23 @@ class ExchangeRateManager:
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source.stop()
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def convert_currency(self, from_currency, to_currency, amount):
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rates = [market.rate for market in self.market_feeds]
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log.debug("Converting %f %s to %s, rates: %s", amount, from_currency, to_currency, rates)
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log.debug(
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"Converting %f %s to %s, rates: %s",
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amount, from_currency, to_currency,
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[market.rate for market in self.market_feeds]
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)
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if from_currency == to_currency:
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return round(amount, 8)
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rates = []
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for market in self.market_feeds:
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if (market.has_rate and market.is_online and
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market.rate.currency_pair == (from_currency, to_currency)):
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return round(amount * Decimal(market.rate.spot), 8)
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for market in self.market_feeds:
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if (market.has_rate and market.is_online and
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market.rate.currency_pair[0] == from_currency):
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return round(self.convert_currency(
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market.rate.currency_pair[1], to_currency, amount * Decimal(market.rate.spot)), 8)
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rates.append(market.rate.spot)
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if rates:
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return round(amount * Decimal(median(rates)), 8)
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raise CurrencyConversionError(
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f'Unable to convert {amount} from {from_currency} to {to_currency}')
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@ -5,7 +5,8 @@ from lbry.schema.claim import Claim
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from lbry.extras.daemon.exchange_rate_manager import (
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ExchangeRate, ExchangeRateManager, CurrencyConversionError,
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CryptonatorUSDFeed, CryptonatorBTCFeed,
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BittrexUSDFeed, BittrexBTCFeed
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BittrexUSDFeed, BittrexBTCFeed,
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CoinExBTCFeed
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)
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from lbry.testcase import AsyncioTestCase, FakeExchangeRateManager, get_fake_exchange_rate_manager
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from lbry.error import InvalidExchangeRateResponseError
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@ -106,3 +107,15 @@ class ExchangeRateManagerTests(AsyncioTestCase):
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manager.start()
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await asyncio.sleep(1)
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self.addCleanup(manager.stop)
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async def test_median_rate_used(self):
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manager = ExchangeRateManager([BittrexBTCFeed, CryptonatorBTCFeed, CoinExBTCFeed])
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for feed in manager.market_feeds:
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feed.last_check = time()
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bittrex, cryptonator, coinex = manager.market_feeds
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bittrex.rate = ExchangeRate(bittrex.market, 1.0, time())
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cryptonator.rate = ExchangeRate(cryptonator.market, 2.0, time())
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coinex.rate = ExchangeRate(coinex.market, 3.0, time())
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self.assertEqual(14.0, manager.convert_currency("BTC", "LBC", Decimal(7.0)))
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cryptonator.rate.spot = 4.0
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self.assertEqual(21.0, manager.convert_currency("BTC", "LBC", Decimal(7.0)))
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