forked from LBRYCommunity/lbry-sdk
Refactor exchange rate manager
This commit is contained in:
parent
1e6542d12d
commit
73613d1583
2 changed files with 226 additions and 66 deletions
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@ -4,6 +4,7 @@ import logging
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import json
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from decimal import Decimal
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from typing import Optional
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from json.decoder import JSONDecodeError
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from aiohttp.client_exceptions import ClientError
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from lbry.error import InvalidExchangeRateResponseError, CurrencyConversionError
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from lbry.utils import aiohttp_request
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@ -34,17 +35,59 @@ class ExchangeRate:
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return {'spot': self.spot, 'ts': self.ts}
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class MarketFeed:
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REQUESTS_TIMEOUT = 20
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EXCHANGE_RATE_UPDATE_RATE_SEC = 300
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class Deserializer:
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def __init__(self, content_type):
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self.content_type = content_type
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self._deserializer = self._get_deserializer(content_type)
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def __init__(self, market: str, name: str, url: str, params, fee):
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self.market = market
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self.name = name
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def deserialize(self, body):
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return self._deserializer(body)
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def _get_deserializer(self, content_type):
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if content_type == 'json':
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return self._deserialize_json
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else:
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raise ValueError('Content type {content_type} is not supported')
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def _deserialize_json(self, body):
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try:
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return json.loads(body)
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except (ValueError, JSONDecodeError):
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log.error('Failed to deserialize response body: %s', body)
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raise
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class AioHttpManager:
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REQUESTS_TIMEOUT = 20
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def __init__(self, url, params, content_type):
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self.url = url
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self.params = params
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self.content_type = content_type
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async def _make_request(self):
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async with aiohttp_request('get', self.url, params=self.params) as response:
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return await response
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async def get_response_body(self):
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response = await asyncio.wait_for(self._make_request(), self.REQUESTS_TIMEOUT)
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if self.content_type not in response.headers.get('Content-Type'):
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raise InvalidExchangeRateResponse(self.url, f'Received response is not of type {self.content_type}')
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return response.read().decode()
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class MarketFeed:
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EXCHANGE_RATE_UPDATE_RATE_SEC = 300
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def __init__(self, market: str, name: str, url: str, params: dict, fee: float,
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content_type: str = 'json', network_manager=AioHttpManager,
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deserializer=Deserializer):
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self.market = market
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self.name = name
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self.fee = fee
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self.rate = None
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self._network_manager = network_manager(url, params, content_type)
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self._deserializer = deserializer(content_type)
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self._task: Optional[asyncio.Task] = None
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self._online = True
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@ -54,11 +97,13 @@ class MarketFeed:
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def is_online(self):
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return self._online
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async def _make_request(self) -> str:
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async with aiohttp_request('get', self.url, params=self.params) as response:
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return (await response.read()).decode()
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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)
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log.debug("Exchange rate error (%s from %s): %s", self.market, self.name, err)
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self._online = False
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def _handle_response(self, response):
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def _handle_response(self, body):
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raise NotImplementedError()
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def _subtract_fee(self, from_amount):
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@ -70,24 +115,24 @@ class MarketFeed:
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self.rate = ExchangeRate(self.market, price, int(time.time()))
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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)
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log.debug("Exchange rate error (%s from %s): %s", self.market, self.name, err)
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self._online = False
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async def _get_current_price(self):
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body = self._deserializer.deserialize(await self._network_manager.get_response_body())
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return self._subtract_fee(self._handle_response(body))
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async def _update_price(self):
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try:
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self._save_price(await self._get_current_price())
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except (asyncio.TimeoutError, InvalidExchangeRateResponseError, ClientError) as err:
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self._on_error(err)
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async def _keep_updated(self):
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while True:
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try:
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response = await asyncio.wait_for(self._make_request(), self.REQUESTS_TIMEOUT)
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self._save_price(self._subtract_fee(self._handle_response(response)))
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except (asyncio.TimeoutError, InvalidExchangeRateResponseError, ClientError) as err:
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self._on_error(err)
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self._update_price()
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await asyncio.sleep(self.EXCHANGE_RATE_UPDATE_RATE_SEC)
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def start(self):
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if not self._task:
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self._task = asyncio.create_task(self._update_price())
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self._task = asyncio.create_task(self._keep_updated)
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def stop(self):
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if self._task and not self._task.done():
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@ -105,8 +150,7 @@ class BittrexFeed(MarketFeed):
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BITTREX_FEE
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)
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def _handle_response(self, response):
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json_response = json.loads(response)
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def _handle_response(self, json_response):
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if 'result' not in json_response:
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raise InvalidExchangeRateResponseError(self.name, 'result not found')
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trades = json_response['result']
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@ -130,8 +174,7 @@ class LBRYioFeed(MarketFeed):
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0.0,
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)
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def _handle_response(self, response):
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json_response = json.loads(response)
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def _handle_response(self, json_response):
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if 'data' not in json_response:
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raise InvalidExchangeRateResponseError(self.name, 'result not found')
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return 1.0 / json_response['data']['lbc_btc']
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@ -147,11 +190,7 @@ class LBRYioBTCFeed(MarketFeed):
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0.0,
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)
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def _handle_response(self, response):
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try:
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json_response = json.loads(response)
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except ValueError:
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raise InvalidExchangeRateResponseError(self.name, "invalid rate response : %s" % response)
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def _handle_response(self, json_response):
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if 'data' not in json_response:
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raise InvalidExchangeRateResponseError(self.name, 'result not found')
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return 1.0 / json_response['data']['btc_usd']
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@ -167,11 +206,7 @@ class CryptonatorBTCFeed(MarketFeed):
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0.0,
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)
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def _handle_response(self, response):
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try:
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json_response = json.loads(response)
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except ValueError:
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raise InvalidExchangeRateResponseError(self.name, "invalid rate response")
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def _handle_response(self, json_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:
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raise InvalidExchangeRateResponseError(self.name, 'result not found')
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@ -188,11 +223,7 @@ class CryptonatorFeed(MarketFeed):
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0.0,
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)
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def _handle_response(self, response):
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try:
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json_response = json.loads(response)
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except ValueError:
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raise InvalidExchangeRateResponseError(self.name, "invalid rate response")
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def _handle_response(self, json_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:
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raise InvalidExchangeRateResponseError(self.name, 'result not found')
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@ -1,7 +1,9 @@
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import unittest
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import logging
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from decimal import Decimal
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from lbry.schema.claim import Claim
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from lbry.extras.daemon import exchange_rate_manager
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from torba.testcase import AsyncioTestCase
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from lbry.error import InvalidExchangeRateResponseError
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from tests import test_utils
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@ -93,18 +95,25 @@ class LBRYioFeedTest(unittest.TestCase):
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def test_handle_response(self):
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feed = exchange_rate_manager.LBRYioFeed()
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response = '{\"data\": {\"fresh\": 0, \"lbc_usd\": 0.05863062523378918, ' \
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'\"lbc_btc\": 5.065289549855739e-05, \"btc_usd\": 1157.498}, ' \
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'\"success\": true, \"error\": null}'
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response = {
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'data': {
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'fresh': 0, 'lbc_usd': 0.05863062523378918, 'lbc_btc': 5.065289549855739e-05, 'btc_usd': 1157.498
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},
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'success': True,
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'error': None
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}
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out = feed._handle_response(response)
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expected = 1.0 / 5.065289549855739e-05
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self.assertEqual(expected, out)
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response = '{}'
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response = {}
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with self.assertRaises(InvalidExchangeRateResponseError):
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feed._handle_response(response)
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response = '{"success":true,"result":[]}'
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response = {
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"success": True,
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"result": []
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}
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with self.assertRaises(InvalidExchangeRateResponseError):
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feed._handle_response(response)
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@ -113,45 +122,66 @@ class TestExchangeRateFeeds(unittest.TestCase):
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def test_handle_lbryio_btc_response(self):
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feed = exchange_rate_manager.LBRYioBTCFeed()
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response = '{\"data\": {\"fresh\": 0, \"lbc_usd\": 0.05863062523378918, ' \
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'\"lbc_btc\": 5.065289549855739e-05, \"btc_usd\": 1157.498}, ' \
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'\"success\": true, \"error\": null}'
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response = {
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'data': {
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'fresh': 0, 'lbc_usd': 0.05863062523378918, 'lbc_btc': 5.065289549855739e-05, 'btc_usd': 1157.498
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},
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'success': True,
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'error': None
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}
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out = feed._handle_response(response)
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expected = 1.0 / 1157.498
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self.assertEqual(expected, out)
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response = '{}'
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response = {}
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with self.assertRaises(InvalidExchangeRateResponseError):
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out = feed._handle_response(response)
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response = '{"success":true,"result":[]}'
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response = {
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"success": True,
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"result": {}
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}
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with self.assertRaises(InvalidExchangeRateResponseError):
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out = feed._handle_response(response)
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def test_handle_cryptonator_lbc_response(self):
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feed = exchange_rate_manager.CryptonatorFeed()
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response = '{\"ticker\":{\"base\":\"BTC\",\"target\":\"LBC\",\"price\":\"23657.44026496\"' \
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',\"volume\":\"\",\"change\":\"-5.59806916\"},\"timestamp\":1507470422' \
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',\"success\":true,\"error\":\"\"}'
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response = {
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'ticker': {
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'base': 'BTC', 'target': 'LBC', 'price': 23657.44026496, 'volume': '', 'change': -5.59806916,
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},
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'timestamp': 1507470422,
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'success': True,
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'error': ""
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}
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out = feed._handle_response(response)
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expected = 23657.44026496
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self.assertEqual(expected, out)
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response = '{}'
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response = {}
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with self.assertRaises(InvalidExchangeRateResponseError):
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feed._handle_response(response)
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response = '{"success":true,"ticker":{}}'
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response = {
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"success": True,
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"ticker": {}
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}
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with self.assertRaises(InvalidExchangeRateResponseError):
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feed._handle_response(response)
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def test_handle_cryptonator_btc_response(self):
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feed = exchange_rate_manager.CryptonatorBTCFeed()
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response = '{\"ticker\":{\"base\":\"USD\",\"target\":\"BTC\",\"price\":\"0.00022123\",' \
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'\"volume\":\"\",\"change\":\"-0.00000259\"},\"timestamp\":1507471141,' \
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'\"success\":true,\"error\":\"\"}'
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response = {
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'ticker': {
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'base': 'BTC', 'target': 'LBC', 'price': 0.00022123, 'volume': '', 'change': -0.00000259,
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},
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'timestamp': 1507471141,
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'success': True,
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'error': ''
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}
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out = feed._handle_response(response)
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expected = 0.00022123
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self.assertEqual(expected, out)
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@ -160,26 +190,125 @@ class TestExchangeRateFeeds(unittest.TestCase):
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with self.assertRaises(InvalidExchangeRateResponseError):
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feed._handle_response(response)
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response = '{"success":true,"ticker":{}}'
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response = {
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"success": True,
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"ticker": {}
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}
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with self.assertRaises(InvalidExchangeRateResponseError):
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feed._handle_response(response)
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def test_handle_bittrex_response(self):
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feed = exchange_rate_manager.BittrexFeed()
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response = '{"success":true,"message":"","result":[{"Id":6902471,"TimeStamp":"2017-02-2'\
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'7T23:41:52.213","Quantity":56.12611239,"Price":0.00001621,"Total":0.00090980,"FillType":"'\
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'PARTIAL_FILL","OrderType":"SELL"},{"Id":6902403,"TimeStamp":"2017-02-27T23:31:40.463","Qu'\
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'antity":430.99988180,"Price":0.00001592,"Total":0.00686151,"FillType":"PARTIAL_FILL","Ord'\
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'erType":"SELL"}]}'
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response = {
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"success": True,
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"message": "",
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"result": [
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{
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'Id': 6902471, 'TimeStamp': '2017-02-27T23:41:52.213', 'Quantity': 56.12611239,
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"Price": 0.00001621, "Total": 0.00090980, "FillType": "PARTIAL_FILL", "OrderType": "SELL"
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},
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{
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"Id": 6902403, "TimeStamp": "2017-02-27t23:31:40.463", "Quantity": 430.99988180,
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"Price": 0.00001592, "Total": 0.00686151, "FillType": "PARTIAL_FILL", "OrderType": "SELL"
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}
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]
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}
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out = feed._handle_response(response)
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expected = 1.0 / ((0.00090980+0.00686151) / (56.12611239+430.99988180))
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self.assertEqual(expected, out)
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response = '{}'
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response = {}
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with self.assertRaises(InvalidExchangeRateResponseError):
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feed._handle_response(response)
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response = '{"success":true,"result":[]}'
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response = {
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"success": True,
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"result": []
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}
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with self.assertRaises(InvalidExchangeRateResponseError):
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feed._handle_response(response)
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class TestMarketFeed(AsyncioTestCase):
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def setUp(self):
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self.feed = exchange_rate_manager.MarketFeed('some market', 'some name', 'some url', {'param': 1}, 0.005)
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def test_save_price(self):
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with self.assertLogs('lbry.extras.daemon.exchange_rate_manager', logging.DEBUG) as cm:
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self.feed._save_price(1)
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self.assertIn(self.feed.market, ' '.join(cm.output))
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self.assertIn(self.feed.name, ' '.join(cm.output))
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self.assertTrue(self.feed.is_online())
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self.assertIsNotNone(self.feed.rate)
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with self.assertRaises(ValueError):
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self.feed._save_price(0)
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with self.assertRaises(TypeError):
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self.feed._save_price('not a price')
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async def test_update_price(self):
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def mock_handle_response(json_obj):
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return json_obj['data']['lbc_btc']
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async def get_response_body_mock(self):
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return '{\"data\": {\"fresh\": 0, \"lbc_usd\": 0.05863062523378918, ' \
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'\"lbc_btc\": 5.065289549855739e-05, \"btc_usd\": 1157.498}, ' \
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'\"success\": true, \"error\": null}'
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self.feed._handle_response = mock_handle_response
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with unittest.mock.patch.object(
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exchange_rate_manager.AioHttpManager, 'get_response_body', get_response_body_mock
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):
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await self.feed._update_price()
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self.assertEqual(self.feed.rate.spot, 5.090743266186672e-05)
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self.assertTrue(self.feed.is_online())
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async def get_response_body_mock(self):
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return '<h1>not a json</h1>'
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with unittest.mock.patch.object(
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exchange_rate_manager.AioHttpManager, 'get_response_body', get_response_body_mock
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), self.assertRaises(ValueError):
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await self.feed._update_price()
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class TestDeserializer(unittest.TestCase):
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def test_valid_json(self):
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deserializer = exchange_rate_manager.Deserializer('json')
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body = '{"data": "valid json", "some_float": 3.1415, "and_a_dict": {"value": true}}'
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json_obj = deserializer.deserialize(body)
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self.assertEqual(json_obj['data'], 'valid json')
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self.assertEqual(json_obj['some_float'], 3.1415)
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self.assertTrue(json_obj['and_a_dict']['value'])
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def test_invalid_json(self):
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def assert_raises_error(body):
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with self.assertRaises(ValueError):
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deserializer.deserialize(body)
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deserializer = exchange_rate_manager.Deserializer('json')
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assert_raises_error('<h1>not a json</h1>')
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assert_raises_error('')
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assert_raises_error('{')
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def test_invalid_content_type(self):
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with self.assertRaises(ValueError):
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exchange_rate_manager.Deserializer('not a format')
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class TestAioHttpManager(AsyncioTestCase):
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async def test_get_response_body(self):
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async def make_request_mock(self):
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response = unittest.mock.Mock(
|
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headers={'Content-Type': 'jibberish'}
|
||||
)
|
||||
return response
|
||||
|
||||
manager = exchange_rate_manager.AioHttpManager('some url', 'some params', 'json')
|
||||
with unittest.mock.patch.object(
|
||||
exchange_rate_manager.AioHttpManager, '_make_request', make_request_mock
|
||||
), self.assertRaises(InvalidExchangeRateResponse):
|
||||
await manager.get_response_body()
|
||||
|
|
Loading…
Reference in a new issue