import asyncio import aiohttp import time import logging import json from lbrynet.error import InvalidExchangeRateResponse, CurrencyConversionError log = logging.getLogger(__name__) CURRENCY_PAIRS = ["USDBTC", "BTCLBC"] BITTREX_FEE = 0.0025 COINBASE_FEE = 0.0 # add fee class ExchangeRate: 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.') self.currency_pair = (market[0:3], market[3:6]) 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: REQUESTS_TIMEOUT = 20 EXCHANGE_RATE_UPDATE_RATE_SEC = 300 def __init__(self, market: str, name: str, url: str, params, fee): self.market = market self.name = name self.url = url self.params = params self.fee = fee self.rate = None self._task: asyncio.Task = None self._online = True def rate_is_initialized(self): return self.rate is not None def is_online(self): return self._online async def _make_request(self): async with aiohttp.request('get', self.url, params=self.params) as response: return (await response.read()).decode() def _handle_response(self, response): raise NotImplementedError() def _subtract_fee(self, from_amount): # increase amount to account for market fees return from_amount / (1.0 - self.fee) def _save_price(self, price): log.debug("Saving price update %f for %s from %s" % (price, self.market, self.name)) self.rate = ExchangeRate(self.market, price, int(time.time())) self._online = True def _on_error(self, err): log.warning("There was a problem updating %s exchange rate information from %s", self.market, self.name) log.debug("Exchange rate error (%s from %s): %s", self.market, self.name, err) self._online = False async def _update_price(self): while True: try: response = await asyncio.wait_for(self._make_request(), self.REQUESTS_TIMEOUT) self._save_price(self._subtract_fee(self._handle_response(response))) except (asyncio.TimeoutError, InvalidExchangeRateResponse) as err: self._on_error(err) await asyncio.sleep(self.EXCHANGE_RATE_UPDATE_RATE_SEC) def start(self): if not self._task: self._task = asyncio.create_task(self._update_price()) def stop(self): if self._task and not self._task.done(): self._task.cancel() self._task = None class BittrexFeed(MarketFeed): def __init__(self): super().__init__( "BTCLBC", "Bittrex", "https://bittrex.com/api/v1.1/public/getmarkethistory", {'market': 'BTC-LBC', 'count': 50}, BITTREX_FEE ) def _handle_response(self, response): 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 float(1.0 / vwap) class LBRYioFeed(MarketFeed): def __init__(self): super().__init__( "BTCLBC", "lbry.io", "https://api.lbry.io/lbc/exchange_rate", {}, 0.0, ) def _handle_response(self, response): json_response = json.loads(response) if 'data' not in json_response: raise InvalidExchangeRateResponse(self.name, 'result not found') return 1.0 / json_response['data']['lbc_btc'] class LBRYioBTCFeed(MarketFeed): def __init__(self): super().__init__( "USDBTC", "lbry.io", "https://api.lbry.io/lbc/exchange_rate", {}, 0.0, ) def _handle_response(self, response): try: json_response = json.loads(response) except ValueError: raise InvalidExchangeRateResponse(self.name, "invalid rate response : %s" % response) if 'data' not in json_response: raise InvalidExchangeRateResponse(self.name, 'result not found') return 1.0 / json_response['data']['btc_usd'] class CryptonatorBTCFeed(MarketFeed): def __init__(self): super().__init__( "USDBTC", "cryptonator.com", "https://api.cryptonator.com/api/ticker/usd-btc", {}, 0.0, ) def _handle_response(self, response): try: json_response = json.loads(response) except ValueError: raise InvalidExchangeRateResponse(self.name, "invalid rate response") if 'ticker' not in json_response or len(json_response['ticker']) == 0 or \ 'success' not in json_response or json_response['success'] is not True: raise InvalidExchangeRateResponse(self.name, 'result not found') return float(json_response['ticker']['price']) class CryptonatorFeed(MarketFeed): def __init__(self): super().__init__( "BTCLBC", "cryptonator.com", "https://api.cryptonator.com/api/ticker/btc-lbc", {}, 0.0, ) def _handle_response(self, response): try: json_response = json.loads(response) except ValueError: raise InvalidExchangeRateResponse(self.name, "invalid rate response") if 'ticker' not in json_response or len(json_response['ticker']) == 0 or \ 'success' not in json_response or json_response['success'] is not True: raise InvalidExchangeRateResponse(self.name, 'result not found') return float(json_response['ticker']['price']) class ExchangeRateManager: def __init__(self): self.market_feeds = [ LBRYioBTCFeed(), LBRYioFeed(), BittrexFeed(), # CryptonatorBTCFeed(), # CryptonatorFeed() ] 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): rates = [market.rate for market in self.market_feeds] log.debug("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_is_initialized() and market.is_online() and market.rate.currency_pair == (from_currency, to_currency)): return amount * market.rate.spot for market in self.market_feeds: if (market.rate_is_initialized() and market.is_online() and market.rate.currency_pair[0] == from_currency): return self.convert_currency( market.rate.currency_pair[1], to_currency, amount * market.rate.spot) raise CurrencyConversionError( f'Unable to convert {amount} from {from_currency} to {to_currency}') def fee_dict(self): return {market: market.rate.as_dict() for market in self.market_feeds}