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

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