import time import requests import logging import json from twisted.internet import defer, threads from twisted.internet.task import LoopingCall from lbrynet import conf from lbrynet.core.Error import InvalidExchangeRateResponse log = logging.getLogger(__name__) CURRENCY_PAIRS = ["USDBTC", "BTCLBC"] BITTREX_FEE = 0.0025 COINBASE_FEE = 0.0 #add fee class ExchangeRate(object): def __init__(self, market, spot, ts): assert int(time.time()) - ts < 600 assert spot > 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(object): REQUESTS_TIMEOUT = 20 EXCHANGE_RATE_UPDATE_RATE_SEC = 300 def __init__(self, market, name, url, params, fee): self.market = market self.name = name self.url = url self.params = params self.fee = fee 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): r = requests.get(self.url, self.params, timeout=self.REQUESTS_TIMEOUT) return r.text def _handle_response(self, response): return NotImplementedError def _subtract_fee(self, from_amount): # increase amount to account for market fees return defer.succeed(from_amount / (1.0 - self.fee)) def _save_price(self, price): log.debug("Saving price update %f for %s" % (price, self.market)) self.rate = ExchangeRate(self.market, price, int(time.time())) def _log_error(self, err): log.warning( "There was a problem updating %s exchange rate information from %s", self.market, self.name) def _update_price(self): 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(self.EXCHANGE_RATE_UPDATE_RATE_SEC) def stop(self): if self._updater.running: self._updater.stop() class BittrexFeed(MarketFeed): def __init__(self): MarketFeed.__init__( self, "BTCLBC", "Bittrex", conf.settings['bittrex_feed'], {'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 defer.succeed(float(1.0 / vwap)) class LBRYioFeed(MarketFeed): def __init__(self): MarketFeed.__init__( self, "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 defer.succeed(1.0 / json_response['data']['lbc_btc']) class GoogleBTCFeed(MarketFeed): def __init__(self): MarketFeed.__init__( self, "USDBTC", "Coinbase via Google finance", 'http://finance.google.com/finance/info', {'client':'ig', 'q':'CURRENCY:USDBTC'}, COINBASE_FEE ) def _handle_response(self, response): 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): currencies = None if isinstance(currency_pair, str): currencies = (currency_pair[0:3], currency_pair[3:6]) elif isinstance(currency_pair, tuple): currencies = currency_pair assert currencies is not None if currencies == ("USD", "BTC"): return GoogleBTCFeed() elif currencies == ("BTC", "LBC"): return LBRYioFeed() class ExchangeRateManager(object): def __init__(self): self.market_feeds = [ get_default_market_feed(currency_pair) for currency_pair in CURRENCY_PAIRS] 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.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_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_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( 'Unable to convert {} from {} to {}'.format(amount, from_currency, to_currency)) def fee_dict(self): return {market: market.rate.as_dict() for market in self.market_feeds}