Merge pull request #501 from lbryio/fix_exchange_rate_manager

Improvements to exchange rate manager

CHANGELOG.md

@@ -19,7 +19,7 @@ at anytime.
   *
 
 ### Fixed
-  *
+  * Fixed ExchangeRateManager freezing the app
   *
   *
 

lbrynet/core/Error.py

@@ -26,6 +26,13 @@ class KeyFeeAboveMaxAllowed(Exception):
     pass
 
 
+class InvalidExchangeRateResponse(Exception):
+    def __init__(self, source, reason):
+        Exception.__init__(self, 'Failed to get exchange rate from {}:{}'.format(source, reason))
+        self.source = source
+        self.reason = reason
+
+
 class UnknownNameError(Exception):
     def __init__(self, name):
         Exception.__init__(self, 'Name {} is unknown'.format(name))

lbrynet/lbrynet_daemon/ExchangeRateManager.py

@@ -2,13 +2,12 @@ import time
 import requests
 import logging
 import json
-import googlefinance
+from twisted.internet import defer, threads, reactor
-from twisted.internet import defer, reactor
 from twisted.internet.task import LoopingCall
 
 from lbrynet import conf
 from lbrynet.metadata.Fee import FeeValidator
-
+from lbrynet.core.Error import InvalidExchangeRateResponse
 
 log = logging.getLogger(__name__)
 
@@ -24,11 +23,18 @@ class ExchangeRate(object):
         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(object):
+    REQUESTS_TIMEOUT = 20
+    EXCHANGE_RATE_UPDATE_RATE_SEC = 300
     def __init__(self, market, name, url, params, fee):
         self.market = market
         self.name = name
@@ -38,13 +44,13 @@ class MarketFeed(object):
         self.rate = None
         self._updater = LoopingCall(self._update_price)
 
+    @property
+    def rate_is_initialized(self):
+        return self.rate is not None
+
     def _make_request(self):
-        try:
+        r = requests.get(self.url, self.params, timeout=self.REQUESTS_TIMEOUT)
-            r = requests.get(self.url, self.params)
+        return r.text
-            return defer.succeed(r.text)
-        except Exception as err:
-            log.error(err)
-            return defer.fail(err)
 
     def _handle_response(self, response):
         return NotImplementedError
@@ -64,15 +70,16 @@ class MarketFeed(object):
             self.market, self.name)
 
     def _update_price(self):
-        d = self._make_request()
+        d = threads.deferToThread(self._make_request)
         d.addCallback(self._handle_response)
         d.addCallback(self._subtract_fee)
         d.addCallback(self._save_price)
         d.addErrback(self._log_error)
+        return d
 
     def start(self):
         if not self._updater.running:
-            self._updater.start(300)
+            self._updater.start(self.EXCHANGE_RATE_UPDATE_RATE_SEC)
 
     def stop(self):
         if self._updater.running:
@@ -91,8 +98,17 @@ class BittrexFeed(MarketFeed):
         )
 
     def _handle_response(self, response):
-        trades = json.loads(response)['result']
+        json_response = json.loads(response)
-        vwap = sum([i['Total'] for i in trades]) / sum([i['Quantity'] for i in trades])
+        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 defer.succeed(float(1.0 / vwap))
 
 
@@ -102,20 +118,20 @@ class GoogleBTCFeed(MarketFeed):
             self,
             "USDBTC",
             "Coinbase via Google finance",
-            None,
+            'http://finance.google.com/finance/info',
-            None,
+            {'client':'ig', 'q':'CURRENCY:USDBTC'},
             COINBASE_FEE
         )
 
-    def _make_request(self):
-        try:
-            r = googlefinance.getQuotes('CURRENCY:USDBTC')[0]
-            return defer.succeed(r)
-        except Exception as err:
-            return defer.fail(err)
-
     def _handle_response(self, response):
-        return float(response['LastTradePrice'])
+        response = response[3:] # response starts with "// "
+        json_response = json.loads(response)[0]
+        if 'l' not in json_response:
+            raise InvalidExchangeRateResponse(self.name, 'last trade not found')
+        last_trade_price = float(json_response['l'])
+        if last_trade_price <= 0:
+            raise InvalidExchangeRateResponse(self.name, 'trade price was not positive')
+        return defer.succeed(last_trade_price)
 
 
 def get_default_market_feed(currency_pair):
@@ -149,14 +165,17 @@ class ExchangeRateManager(object):
             source.stop()
 
     def convert_currency(self, from_currency, to_currency, amount):
-        log.info("Converting %f %s to %s" % (amount, from_currency, to_currency))
+        rates = [market.rate for market in self.market_feeds]
+        log.info("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.currency_pair == (from_currency, to_currency):
+            if (market.rate_is_initialized and
+                market.rate.currency_pair == (from_currency, to_currency)):
                 return amount * market.rate.spot
         for market in self.market_feeds:
-            if market.rate.currency_pair[0] == from_currency:
+            if (market.rate_is_initialized and
+                market.rate.currency_pair[0] == from_currency):
                 return self.convert_currency(
                     market.rate.currency_pair[1], to_currency, amount * market.rate.spot)
         raise Exception(
@@ -215,10 +234,12 @@ class DummyExchangeRateManager(object):
     def convert_currency(self, from_currency, to_currency, amount):
         log.debug("Converting %f %s to %s" % (amount, from_currency, to_currency))
         for market in self.market_feeds:
-            if market.rate.currency_pair == (from_currency, to_currency):
+            if (market.rate_is_initialized and
+                market.rate.currency_pair == (from_currency, to_currency)):
                 return amount * market.rate.spot
         for market in self.market_feeds:
-            if market.rate.currency_pair[0] == from_currency:
+            if (market.rate_is_initialized and
+                market.rate.currency_pair[0] == from_currency):
                 return self.convert_currency(
                     market.rate.currency_pair[1], to_currency, amount * market.rate.spot)
 

requirements.txt

@@ -7,7 +7,6 @@ dnspython==1.12.0
 ecdsa==0.13
 envparse==0.2.0
 gmpy==1.17
-googlefinance==0.7
 jsonrpc==1.2
 jsonrpclib==0.1.7
 jsonschema==2.5.1

setup.py

@@ -30,7 +30,6 @@ requires = [
     'appdirs',
     'base58',
     'envparse',
-    'googlefinance',
     'jsonrpc',
     'jsonschema',
     'lbryum>=2.7.6',

tests/unit/core/test_ExchangeRateManager.py

@@ -1,38 +0,0 @@
-from lbrynet.metadata import Fee
-from lbrynet.lbrynet_daemon import ExchangeRateManager
-
-from twisted.trial import unittest
-
-from tests import util
-
-
-class FeeFormatTest(unittest.TestCase):
-    def test_fee_created_with_correct_inputs(self):
-        fee_dict = {
-            'USD': {
-                'amount': 10.0,
-                'address': "bRcHraa8bYJZL7vkh5sNmGwPDERFUjGPP9"
-            }
-        }
-        fee = Fee.FeeValidator(fee_dict)
-        self.assertEqual(10.0, fee['USD']['amount'])
-
-
-class FeeTest(unittest.TestCase):
-    def setUp(self):
-        util.resetTime(self)
-
-    def test_fee_converts_to_lbc(self):
-        fee_dict = {
-            'USD': {
-                'amount': 10.0,
-                'address': "bRcHraa8bYJZL7vkh5sNmGwPDERFUjGPP9"
-            }
-        }
-        rates = {
-            'BTCLBC': {'spot': 3.0, 'ts': util.DEFAULT_ISO_TIME + 1},
-            'USDBTC': {'spot': 2.0, 'ts': util.DEFAULT_ISO_TIME + 2}
-        }
-        manager = ExchangeRateManager.DummyExchangeRateManager(rates)
-        result = manager.to_lbc(fee_dict).amount
-        self.assertEqual(60.0, result)

tests/unit/lbrynet_daemon/test_ExchangeRateManager.py

@@ -0,0 +1,85 @@
+from lbrynet.metadata import Fee
+from lbrynet.lbrynet_daemon import ExchangeRateManager
+from lbrynet import conf
+from lbrynet.core.Error import InvalidExchangeRateResponse
+
+from twisted.trial import unittest
+from twisted.internet import defer
+from tests import util
+
+
+class FeeFormatTest(unittest.TestCase):
+    def test_fee_created_with_correct_inputs(self):
+        fee_dict = {
+            'USD': {
+                'amount': 10.0,
+                'address': "bRcHraa8bYJZL7vkh5sNmGwPDERFUjGPP9"
+            }
+        }
+        fee = Fee.FeeValidator(fee_dict)
+        self.assertEqual(10.0, fee['USD']['amount'])
+
+
+class FeeTest(unittest.TestCase):
+    def setUp(self):
+        util.resetTime(self)
+
+    def test_fee_converts_to_lbc(self):
+        fee_dict = {
+            'USD': {
+                'amount': 10.0,
+                'address': "bRcHraa8bYJZL7vkh5sNmGwPDERFUjGPP9"
+            }
+        }
+        rates = {
+            'BTCLBC': {'spot': 3.0, 'ts': util.DEFAULT_ISO_TIME + 1},
+            'USDBTC': {'spot': 2.0, 'ts': util.DEFAULT_ISO_TIME + 2}
+        }
+        manager = ExchangeRateManager.DummyExchangeRateManager(rates)
+        result = manager.to_lbc(fee_dict).amount
+        self.assertEqual(60.0, result)
+
+class GoogleBTCFeedTest(unittest.TestCase):
+
+    @defer.inlineCallbacks
+    def test_handle_response(self):
+        feed = ExchangeRateManager.GoogleBTCFeed()
+
+        response = '// [ { "id": "-2001" ,"t" : "USDBTC" ,"e" : "CURRENCY" ,"l" : "0.0008" ,"l_fix" : "" ,"l_cur" : "" ,"s": "0" ,"ltt":"" ,"lt" : "Feb 27, 10:21PM GMT" ,"lt_dts" : "2017-02-27T22:21:39Z" ,"c" : "-0.00001" ,"c_fix" : "" ,"cp" : "-0.917" ,"cp_fix" : "" ,"ccol" : "chr" ,"pcls_fix" : "" } ]'
+        out = yield feed._handle_response(response)
+        self.assertEqual(0.0008, out)
+
+        # check negative trade price throws exception
+        response = '// [ { "id": "-2001" ,"t" : "USDBTC" ,"e" : "CURRENCY" ,"l" : "-0.0008" ,"l_fix" : "" ,"l_cur" : "" ,"s": "0" ,"ltt":"" ,"lt" : "Feb 27, 10:21PM GMT" ,"lt_dts" : "2017-02-27T22:21:39Z" ,"c" : "-0.00001" ,"c_fix" : "" ,"cp" : "-0.917" ,"cp_fix" : "" ,"ccol" : "chr" ,"pcls_fix" : "" } ]'
+        with self.assertRaises(InvalidExchangeRateResponse):
+            out = yield feed._handle_response(response)
+
+
+
+
+class BittrexFeedTest(unittest.TestCase):
+    def setUp(self):
+        conf.initialize_settings()
+
+    def tearDown(self):
+        conf.settings = None
+
+    @defer.inlineCallbacks
+    def test_handle_response(self):
+        feed = ExchangeRateManager.BittrexFeed()
+
+        response ='{"success":true,"message":"","result":[{"Id":6902471,"TimeStamp":"2017-02-27T23:41:52.213","Quantity":56.12611239,"Price":0.00001621,"Total":0.00090980,"FillType":"PARTIAL_FILL","OrderType":"SELL"},{"Id":6902403,"TimeStamp":"2017-02-27T23:31:40.463","Quantity":430.99988180,"Price":0.00001592,"Total":0.00686151,"FillType":"PARTIAL_FILL","OrderType":"SELL"}]}'
+        out = yield feed._handle_response(response)
+        expected= 1.0 / ((0.00090980+0.00686151) / (56.12611239+430.99988180))
+        self.assertEqual(expected, out)
+
+        response='{}'
+        with self.assertRaises(InvalidExchangeRateResponse):
+            out = yield feed._handle_response(response)
+
+        response='{"success":true,"result":[]}'
+        with self.assertRaises(InvalidExchangeRateResponse):
+            out = yield feed._handle_response(response)
+
+
+