239 lines
8 KiB
Python
239 lines
8 KiB
Python
import asyncio
|
|
import time
|
|
import logging
|
|
import json
|
|
|
|
from lbrynet.error import InvalidExchangeRateResponse, CurrencyConversionError
|
|
from lbrynet.utils import aiohttp_request
|
|
|
|
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) -> str:
|
|
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}
|