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electrum
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exchange_rate: normalise some internal types, saner Decimal conversion 

fix https://github.com/spesmilo/electrum/issues/7770
patch-4
SomberNight 3 years ago
parent
81d0928abd
commit
583089d57b
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1 changed files with 58 additions and 40 deletions
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  1. 98
      electrum/exchange_rate.py

98
electrum/exchange_rate.py
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@ -8,7 +8,7 @@ import time
import csv
import decimal
from decimal import Decimal
from typing import Sequence, Optional, Mapping, Dict, Union
from typing import Sequence, Optional, Mapping, Dict, Union, Any
from aiorpcx.curio import timeout_after, TaskTimeout
import aiohttp
@ -37,12 +37,23 @@ CCY_PRECISIONS = {'BHD': 3, 'BIF': 0, 'BYR': 0, 'CLF': 4, 'CLP': 0,
'VUV': 0, 'XAF': 0, 'XAU': 4, 'XOF': 0, 'XPF': 0}
def to_decimal(x: Union[str, float, int, Decimal]) -> Decimal:
# helper function mainly for float->Decimal conversion, i.e.:
# >>> Decimal(41754.681)
# Decimal('41754.680999999996856786310672760009765625')
# >>> Decimal("41754.681")
# Decimal('41754.681')
if isinstance(x, Decimal):
return x
return Decimal(str(x))
class ExchangeBase(Logger):
def __init__(self, on_quotes, on_history):
Logger.__init__(self)
self.history = {} # type: Dict[str, Dict[str, Union[str, float, Decimal]]]
self.quotes = {} # type: Dict[str, Union[str, float, Decimal, None]]
self._history = {} # type: Dict[str, Dict[str, str]]
self.quotes = {} # type: Dict[str, Optional[Decimal]]
self.on_quotes = on_quotes
self.on_history = on_history
@ -79,6 +90,8 @@ class ExchangeBase(Logger):
try:
self.logger.info(f"getting fx quotes for {ccy}")
self.quotes = await self.get_rates(ccy)
assert all(isinstance(rate, (Decimal, type(None))) for rate in self.quotes.values()), \
f"fx rate must be Decimal, got {self.quotes}"
self.logger.info("received fx quotes")
except (aiohttp.ClientError, asyncio.TimeoutError) as e:
self.logger.info(f"failed fx quotes: {repr(e)}")
@ -100,8 +113,10 @@ class ExchangeBase(Logger):
return None
if not h: # e.g. empty dict
return None
# cast rates to str
h = {date_str: str(rate) for (date_str, rate) in h.items()}
h['timestamp'] = timestamp
self.history[ccy] = h
self._history[ccy] = h
self.on_history()
return h
@ -117,17 +132,19 @@ class ExchangeBase(Logger):
except Exception as e:
self.logger.exception(f"failed fx history: {repr(e)}")
return
# cast rates to str
h = {date_str: str(rate) for (date_str, rate) in h.items()}
filename = os.path.join(cache_dir, self.name() + '_' + ccy)
with open(filename, 'w', encoding='utf-8') as f:
f.write(json.dumps(h))
h['timestamp'] = time.time()
self.history[ccy] = h
self._history[ccy] = h
self.on_history()
def get_historical_rates(self, ccy: str, cache_dir: str) -> None:
if ccy not in self.history_ccys():
return
h = self.history.get(ccy)
h = self._history.get(ccy)
if h is None:
h = self.read_historical_rates(ccy, cache_dir)
if h is None or h['timestamp'] < time.time() - 24*3600:
@ -136,13 +153,14 @@ class ExchangeBase(Logger):
def history_ccys(self) -> Sequence[str]:
return []
def historical_rate(self, ccy: str, d_t: datetime) -> Union[str, float, Decimal]:
return self.history.get(ccy, {}).get(d_t.strftime('%Y-%m-%d'), 'NaN')
def historical_rate(self, ccy: str, d_t: datetime) -> Decimal:
rate = self._history.get(ccy, {}).get(d_t.strftime('%Y-%m-%d')) or 'NaN'
return Decimal(rate)
async def request_history(self, ccy: str) -> Dict[str, Union[str, float, Decimal]]:
async def request_history(self, ccy: str) -> Dict[str, Union[str, float]]:
raise NotImplementedError() # implemented by subclasses
async def get_rates(self, ccy: str) -> Mapping[str, Union[str, float, Decimal, None]]:
async def get_rates(self, ccy: str) -> Mapping[str, Optional[Decimal]]:
raise NotImplementedError() # implemented by subclasses
async def get_currencies(self) -> Sequence[str]:
@ -156,7 +174,7 @@ class BitcoinAverage(ExchangeBase):
async def get_rates(self, ccy):
json = await self.get_json('apiv2.bitcoinaverage.com', '/indices/global/ticker/short')
return dict([(r.replace("BTC", ""), Decimal(json[r]['last']))
return dict([(r.replace("BTC", ""), to_decimal(json[r]['last']))
for r in json if r != 'timestamp'])
@ -164,14 +182,14 @@ class Bitcointoyou(ExchangeBase):
async def get_rates(self, ccy):
json = await self.get_json('bitcointoyou.com', "/API/ticker.aspx")
return {'BRL': Decimal(json['ticker']['last'])}
return {'BRL': to_decimal(json['ticker']['last'])}
class BitcoinVenezuela(ExchangeBase):
async def get_rates(self, ccy):
json = await self.get_json('api.bitcoinvenezuela.com', '/')
rates = [(r, json['BTC'][r]) for r in json['BTC']
rates = [(r, to_decimal(json['BTC'][r])) for r in json['BTC']
if json['BTC'][r] is not None] # Giving NULL for LTC
return dict(rates)
@ -188,28 +206,28 @@ class Bitbank(ExchangeBase):
async def get_rates(self, ccy):
json = await self.get_json('public.bitbank.cc', '/btc_jpy/ticker')
return {'JPY': Decimal(json['data']['last'])}
return {'JPY': to_decimal(json['data']['last'])}
class BitFlyer(ExchangeBase):
async def get_rates(self, ccy):
json = await self.get_json('bitflyer.jp', '/api/echo/price')
return {'JPY': Decimal(json['mid'])}
return {'JPY': to_decimal(json['mid'])}
class BitPay(ExchangeBase):
async def get_rates(self, ccy):
json = await self.get_json('bitpay.com', '/api/rates')
return dict([(r['code'], Decimal(r['rate'])) for r in json])
return dict([(r['code'], to_decimal(r['rate'])) for r in json])
class Bitso(ExchangeBase):
async def get_rates(self, ccy):
json = await self.get_json('api.bitso.com', '/v2/ticker')
return {'MXN': Decimal(json['last'])}
return {'MXN': to_decimal(json['last'])}
class BitStamp(ExchangeBase):
@ -220,7 +238,7 @@ class BitStamp(ExchangeBase):
async def get_rates(self, ccy):
if ccy in CURRENCIES[self.name()]:
json = await self.get_json('www.bitstamp.net', f'/api/v2/ticker/btc{ccy.lower()}/')
return {ccy: Decimal(json['last'])}
return {ccy: to_decimal(json['last'])}
return {}
@ -228,21 +246,21 @@ class Bitvalor(ExchangeBase):
async def get_rates(self,ccy):
json = await self.get_json('api.bitvalor.com', '/v1/ticker.json')
return {'BRL': Decimal(json['ticker_1h']['total']['last'])}
return {'BRL': to_decimal(json['ticker_1h']['total']['last'])}
class BlockchainInfo(ExchangeBase):
async def get_rates(self, ccy):
json = await self.get_json('blockchain.info', '/ticker')
return dict([(r, Decimal(json[r]['15m'])) for r in json])
return dict([(r, to_decimal(json[r]['15m'])) for r in json])
class Bylls(ExchangeBase):
async def get_rates(self, ccy):
json = await self.get_json('bylls.com', '/api/price?from_currency=BTC&to_currency=CAD')
return {'CAD': Decimal(json['public_price']['to_price'])}
return {'CAD': to_decimal(json['public_price']['to_price'])}
class Coinbase(ExchangeBase):
@ -250,14 +268,14 @@ class Coinbase(ExchangeBase):
async def get_rates(self, ccy):
json = await self.get_json('api.coinbase.com',
'/v2/exchange-rates?currency=BTC')
return {ccy: Decimal(rate) for (ccy, rate) in json["data"]["rates"].items()}
return {ccy: to_decimal(rate) for (ccy, rate) in json["data"]["rates"].items()}
class CoinCap(ExchangeBase):
async def get_rates(self, ccy):
json = await self.get_json('api.coincap.io', '/v2/rates/bitcoin/')
return {'USD': Decimal(json['data']['rateUsd'])}
return {'USD': to_decimal(json['data']['rateUsd'])}
def history_ccys(self):
return ['USD']
@ -267,7 +285,7 @@ class CoinCap(ExchangeBase):
# (and history starts on 2017-03-23)
history = await self.get_json('api.coincap.io',
'/v2/assets/bitcoin/history?interval=d1&limit=2000')
return dict([(datetime.utcfromtimestamp(h['time']/1000).strftime('%Y-%m-%d'), h['priceUsd'])
return dict([(datetime.utcfromtimestamp(h['time']/1000).strftime('%Y-%m-%d'), str(h['priceUsd']))
for h in history['data']])
@ -281,7 +299,7 @@ class CoinDesk(ExchangeBase):
async def get_rates(self, ccy):
json = await self.get_json('api.coindesk.com',
'/v1/bpi/currentprice/%s.json' % ccy)
result = {ccy: Decimal(json['bpi'][ccy]['rate_float'])}
result = {ccy: to_decimal(json['bpi'][ccy]['rate_float'])}
return result
def history_starts(self):
@ -304,7 +322,7 @@ class CoinGecko(ExchangeBase):
async def get_rates(self, ccy):
json = await self.get_json('api.coingecko.com', '/api/v3/exchange_rates')
return dict([(ccy.upper(), Decimal(d['value']))
return dict([(ccy.upper(), to_decimal(d['value']))
for ccy, d in json['rates'].items()])
def history_ccys(self):
@ -315,7 +333,7 @@ class CoinGecko(ExchangeBase):
history = await self.get_json('api.coingecko.com',
'/api/v3/coins/bitcoin/market_chart?vs_currency=%s&days=max' % ccy)
return dict([(datetime.utcfromtimestamp(h[0]/1000).strftime('%Y-%m-%d'), h[1])
return dict([(datetime.utcfromtimestamp(h[0]/1000).strftime('%Y-%m-%d'), str(h[1]))
for h in history['prices']])
@ -323,7 +341,7 @@ class CointraderMonitor(ExchangeBase):
async def get_rates(self, ccy):
json = await self.get_json('cointradermonitor.com', '/api/pbb/v1/ticker')
return {'BRL': Decimal(json['last'])}
return {'BRL': to_decimal(json['last'])}
class itBit(ExchangeBase):
@ -333,7 +351,7 @@ class itBit(ExchangeBase):
json = await self.get_json('api.itbit.com', '/v1/markets/XBT%s/ticker' % ccy)
result = dict.fromkeys(ccys)
if ccy in ccys:
result[ccy] = Decimal(json['lastPrice'])
result[ccy] = to_decimal(json['lastPrice'])
return result
@ -344,7 +362,7 @@ class Kraken(ExchangeBase):
pairs = ['XBT%s' % c for c in ccys]
json = await self.get_json('api.kraken.com',
'/0/public/Ticker?pair=%s' % ','.join(pairs))
return dict((k[-3:], Decimal(float(v['c'][0])))
return dict((k[-3:], to_decimal(v['c'][0]))
for k, v in json['result'].items())
@ -353,14 +371,14 @@ class LocalBitcoins(ExchangeBase):
async def get_rates(self, ccy):
json = await self.get_json('localbitcoins.com',
'/bitcoinaverage/ticker-all-currencies/')
return dict([(r, Decimal(json[r]['rates']['last'])) for r in json])
return dict([(r, to_decimal(json[r]['rates']['last'])) for r in json])
class MercadoBitcoin(ExchangeBase):
async def get_rates(self, ccy):
json = await self.get_json('api.bitvalor.com', '/v1/ticker.json')
return {'BRL': Decimal(json['ticker_1h']['exchanges']['MBT']['last'])}
return {'BRL': to_decimal(json['ticker_1h']['exchanges']['MBT']['last'])}
class TheRockTrading(ExchangeBase):
@ -368,14 +386,14 @@ class TheRockTrading(ExchangeBase):
async def get_rates(self, ccy):
json = await self.get_json('api.therocktrading.com',
'/v1/funds/BTCEUR/ticker')
return {'EUR': Decimal(json['last'])}
return {'EUR': to_decimal(json['last'])}
class Winkdex(ExchangeBase):
async def get_rates(self, ccy):
json = await self.get_json('winkdex.com', '/api/v0/price')
return {'USD': Decimal(json['price'] / 100.0)}
return {'USD': to_decimal(json['price']) / 100}
def history_ccys(self):
return ['USD']
@ -384,28 +402,28 @@ class Winkdex(ExchangeBase):
json = await self.get_json('winkdex.com',
"/api/v0/series?start_time=1342915200")
history = json['series'][0]['results']
return dict([(h['timestamp'][:10], h['price'] / 100.0)
return dict([(h['timestamp'][:10], str(to_decimal(h['price']) / 100))
for h in history])
class Zaif(ExchangeBase):
async def get_rates(self, ccy):
json = await self.get_json('api.zaif.jp', '/api/1/last_price/btc_jpy')
return {'JPY': Decimal(json['last_price'])}
return {'JPY': to_decimal(json['last_price'])}
class Bitragem(ExchangeBase):
async def get_rates(self,ccy):
json = await self.get_json('api.bitragem.com', '/v1/index?asset=BTC&market=BRL')
return {'BRL': Decimal(json['response']['index'])}
return {'BRL': to_decimal(json['response']['index'])}
class Biscoint(ExchangeBase):
async def get_rates(self,ccy):
json = await self.get_json('api.biscoint.io', '/v1/ticker?base=BTC&quote=BRL')
return {'BRL': Decimal(json['data']['last'])}
return {'BRL': to_decimal(json['data']['last'])}
class Walltime(ExchangeBase):
@ -413,7 +431,7 @@ class Walltime(ExchangeBase):
async def get_rates(self, ccy):
json = await self.get_json('s3.amazonaws.com',
'/data-production-walltime-info/production/dynamic/walltime-info.json')
return {'BRL': Decimal(json['BRL_XBT']['last_inexact'])}
return {'BRL': to_decimal(json['BRL_XBT']['last_inexact'])}
def dictinvert(d):
@ -647,7 +665,7 @@ class FxThread(ThreadJob):
rate = self.exchange.historical_rate(self.ccy, d_t)
# Frequently there is no rate for today, until tomorrow :)
# Use spot quotes in that case
if rate in ('NaN', None) and (datetime.today().date() - d_t.date()).days <= 2:
if rate.is_nan() and (datetime.today().date() - d_t.date()).days <= 2:
rate = self.exchange.quotes.get(self.ccy, 'NaN')
self.history_used_spot = True
if rate is None:

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