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Merge pull request #7772 from SomberNight/202204_fxrate_floats 

exchange_rate: normalise some internal types, saner Decimal conversion
patch-4
ghost43 3 years ago
committed by GitHub
parent
149cccbc4a 583089d57b
commit
b765959dd5
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1 changed files with 65 additions and 47 deletions
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  1. 112
      electrum/exchange_rate.py

112
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
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 = {}
self.quotes = {}
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
@ -75,10 +86,12 @@ class ExchangeBase(Logger):
def name(self):
return self.__class__.__name__
async def update_safe(self, ccy):
async def update_safe(self, ccy: str) -> None:
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)}")
@ -88,7 +101,7 @@ class ExchangeBase(Logger):
self.quotes = {}
self.on_quotes()
def read_historical_rates(self, ccy, cache_dir) -> Optional[dict]:
def read_historical_rates(self, ccy: str, cache_dir: str) -> Optional[dict]:
filename = os.path.join(cache_dir, self.name() + '_'+ ccy)
if not os.path.exists(filename):
return None
@ -100,13 +113,15 @@ 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
@log_exceptions
async def get_historical_rates_safe(self, ccy, cache_dir):
async def get_historical_rates_safe(self, ccy: str, cache_dir: str) -> None:
try:
self.logger.info(f"requesting fx history for {ccy}")
h = await self.request_history(ccy)
@ -117,35 +132,38 @@ 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, cache_dir):
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:
asyncio.get_event_loop().create_task(self.get_historical_rates_safe(ccy, cache_dir))
def history_ccys(self):
def history_ccys(self) -> Sequence[str]:
return []
def historical_rate(self, ccy, d_t):
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):
async def request_history(self, ccy: str) -> Dict[str, Union[str, float]]:
raise NotImplementedError() # implemented by subclasses
async def get_rates(self, ccy):
async def get_rates(self, ccy: str) -> Mapping[str, Optional[Decimal]]:
raise NotImplementedError() # implemented by subclasses
async def get_currencies(self):
async def get_currencies(self) -> Sequence[str]:
rates = await self.get_rates('')
return sorted([str(a) for (a, b) in rates.items() if b is not None and len(a)==3])
@ -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):
@ -489,7 +507,7 @@ class FxThread(ThreadJob):
self.history_used_spot = False
self.ccy_combo = None
self.hist_checkbox = None
self.cache_dir = os.path.join(config.path, 'cache')
self.cache_dir = os.path.join(config.path, 'cache') # type: str
self._trigger = asyncio.Event()
self._trigger.set()
self.set_exchange(self.config_exchange())
@ -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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