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use median exchange rate when several exchange rates are available

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This commit is contained in:
Lex Berezhny 2021-02-15 13:40:56 -05:00
parent 75ecea265d
commit db9856a8db
2 changed files with 26 additions and 9 deletions
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20
lbry/extras/daemon/exchange_rate_manager.py
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@ -2,6 +2,7 @@ import json
import time
import asyncio
import logging
from statistics import median
from decimal import Decimal
from typing import Optional, Iterable, Type
from aiohttp.client_exceptions import ContentTypeError
@ -239,20 +240,23 @@ class ExchangeRateManager:
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)
log.debug(
"Converting %f %s to %s, rates: %s",
amount, from_currency, to_currency,
[market.rate for market in self.market_feeds]
)
if from_currency == to_currency:
return round(amount, 8)
rates = []
for market in self.market_feeds:
if (market.has_rate and market.is_online and
market.rate.currency_pair == (from_currency, to_currency)):
return round(amount * Decimal(market.rate.spot), 8)
for market in self.market_feeds:
if (market.has_rate and market.is_online and
market.rate.currency_pair[0] == from_currency):
return round(self.convert_currency(
market.rate.currency_pair[1], to_currency, amount * Decimal(market.rate.spot)), 8)
rates.append(market.rate.spot)
if rates:
return round(amount * Decimal(median(rates)), 8)
raise CurrencyConversionError(
f'Unable to convert {amount} from {from_currency} to {to_currency}')

15
tests/unit/lbrynet_daemon/test_exchange_rate_manager.py
View file

@ -5,7 +5,8 @@ from lbry.schema.claim import Claim
from lbry.extras.daemon.exchange_rate_manager import (
ExchangeRate, ExchangeRateManager, CurrencyConversionError,
CryptonatorUSDFeed, CryptonatorBTCFeed,
BittrexUSDFeed, BittrexBTCFeed
BittrexUSDFeed, BittrexBTCFeed,
CoinExBTCFeed
)
from lbry.testcase import AsyncioTestCase, FakeExchangeRateManager, get_fake_exchange_rate_manager
from lbry.error import InvalidExchangeRateResponseError
@ -106,3 +107,15 @@ class ExchangeRateManagerTests(AsyncioTestCase):
manager.start()
await asyncio.sleep(1)
self.addCleanup(manager.stop)
async def test_median_rate_used(self):
manager = ExchangeRateManager([BittrexBTCFeed, CryptonatorBTCFeed, CoinExBTCFeed])
for feed in manager.market_feeds:
feed.last_check = time()
bittrex, cryptonator, coinex = manager.market_feeds
bittrex.rate = ExchangeRate(bittrex.market, 1.0, time())
cryptonator.rate = ExchangeRate(cryptonator.market, 2.0, time())
coinex.rate = ExchangeRate(coinex.market, 3.0, time())
self.assertEqual(14.0, manager.convert_currency("BTC", "LBC", Decimal(7.0)))
cryptonator.rate.spot = 4.0
self.assertEqual(21.0, manager.convert_currency("BTC", "LBC", Decimal(7.0)))