Merge pull request #4706 from freqtrade/simplify_fiat_convert

Simplify fiat convert and fix USD coingecko problem
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Matthias 2021-04-10 14:57:34 +02:00 committed by GitHub
commit be0dc737dc
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2 changed files with 30 additions and 151 deletions

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@ -4,9 +4,9 @@ e.g BTC to USD
"""
import logging
import time
from typing import Dict, List
from typing import Dict
from cachetools.ttl import TTLCache
from pycoingecko import CoinGeckoAPI
from freqtrade.constants import SUPPORTED_FIAT
@ -15,51 +15,6 @@ from freqtrade.constants import SUPPORTED_FIAT
logger = logging.getLogger(__name__)
class CryptoFiat:
"""
Object to describe what is the price of Crypto-currency in a FIAT
"""
# Constants
CACHE_DURATION = 6 * 60 * 60 # 6 hours
def __init__(self, crypto_symbol: str, fiat_symbol: str, price: float) -> None:
"""
Create an object that will contains the price for a crypto-currency in fiat
:param crypto_symbol: Crypto-currency you want to convert (e.g BTC)
:param fiat_symbol: FIAT currency you want to convert to (e.g USD)
:param price: Price in FIAT
"""
# Public attributes
self.crypto_symbol = None
self.fiat_symbol = None
self.price = 0.0
# Private attributes
self._expiration = 0.0
self.crypto_symbol = crypto_symbol.lower()
self.fiat_symbol = fiat_symbol.lower()
self.set_price(price=price)
def set_price(self, price: float) -> None:
"""
Set the price of the Crypto-currency in FIAT and set the expiration time
:param price: Price of the current Crypto currency in the fiat
:return: None
"""
self.price = price
self._expiration = time.time() + self.CACHE_DURATION
def is_expired(self) -> bool:
"""
Return if the current price is still valid or needs to be refreshed
:return: bool, true the price is expired and needs to be refreshed, false the price is
still valid
"""
return self._expiration - time.time() <= 0
class CryptoToFiatConverter:
"""
Main class to initiate Crypto to FIAT.
@ -84,7 +39,9 @@ class CryptoToFiatConverter:
return CryptoToFiatConverter.__instance
def __init__(self) -> None:
self._pairs: List[CryptoFiat] = []
# Timeout: 6h
self._pair_price: TTLCache = TTLCache(maxsize=500, ttl=6 * 60 * 60)
self._load_cryptomap()
def _load_cryptomap(self) -> None:
@ -118,49 +75,31 @@ class CryptoToFiatConverter:
"""
crypto_symbol = crypto_symbol.lower()
fiat_symbol = fiat_symbol.lower()
inverse = False
if crypto_symbol == 'usd':
# usd corresponds to "uniswap-state-dollar" for coingecko.
# We'll therefore need to "swap" the currencies
logger.info(f"reversing Rates {crypto_symbol}, {fiat_symbol}")
crypto_symbol = fiat_symbol
fiat_symbol = 'usd'
inverse = True
symbol = f"{crypto_symbol}/{fiat_symbol}"
# Check if the fiat convertion you want is supported
if not self._is_supported_fiat(fiat=fiat_symbol):
raise ValueError(f'The fiat {fiat_symbol} is not supported.')
# Get the pair that interest us and return the price in fiat
for pair in self._pairs:
if pair.crypto_symbol == crypto_symbol and pair.fiat_symbol == fiat_symbol:
# If the price is expired we refresh it, avoid to call the API all the time
if pair.is_expired():
pair.set_price(
price=self._find_price(
crypto_symbol=pair.crypto_symbol,
fiat_symbol=pair.fiat_symbol
)
)
price = self._pair_price.get(symbol, None)
# return the last price we have for this pair
return pair.price
# The pair does not exist, so we create it and return the price
return self._add_pair(
crypto_symbol=crypto_symbol,
fiat_symbol=fiat_symbol,
price=self._find_price(
if not price:
price = self._find_price(
crypto_symbol=crypto_symbol,
fiat_symbol=fiat_symbol
)
)
def _add_pair(self, crypto_symbol: str, fiat_symbol: str, price: float) -> float:
"""
:param crypto_symbol: Crypto-currency you want to convert (e.g BTC)
:param fiat_symbol: FIAT currency you want to convert to (e.g USD)
:return: price in FIAT
"""
self._pairs.append(
CryptoFiat(
crypto_symbol=crypto_symbol,
fiat_symbol=fiat_symbol,
price=price
)
)
if inverse and price != 0.0:
price = 1 / price
self._pair_price[symbol] = price
return price

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@ -1,44 +1,15 @@
# pragma pylint: disable=missing-docstring, too-many-arguments, too-many-ancestors,
# pragma pylint: disable=protected-access, C0103
import time
from unittest.mock import MagicMock
import pytest
from requests.exceptions import RequestException
from freqtrade.rpc.fiat_convert import CryptoFiat, CryptoToFiatConverter
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
from tests.conftest import log_has, log_has_re
def test_pair_convertion_object():
pair_convertion = CryptoFiat(
crypto_symbol='btc',
fiat_symbol='usd',
price=12345.0
)
# Check the cache duration is 6 hours
assert pair_convertion.CACHE_DURATION == 6 * 60 * 60
# Check a regular usage
assert pair_convertion.crypto_symbol == 'btc'
assert pair_convertion.fiat_symbol == 'usd'
assert pair_convertion.price == 12345.0
assert pair_convertion.is_expired() is False
# Update the expiration time (- 2 hours) and check the behavior
pair_convertion._expiration = time.time() - 2 * 60 * 60
assert pair_convertion.is_expired() is True
# Check set price behaviour
time_reference = time.time() + pair_convertion.CACHE_DURATION
pair_convertion.set_price(price=30000.123)
assert pair_convertion.is_expired() is False
assert pair_convertion._expiration >= time_reference
assert pair_convertion.price == 30000.123
def test_fiat_convert_is_supported(mocker):
fiat_convert = CryptoToFiatConverter()
assert fiat_convert._is_supported_fiat(fiat='USD') is True
@ -47,28 +18,6 @@ def test_fiat_convert_is_supported(mocker):
assert fiat_convert._is_supported_fiat(fiat='ABC') is False
def test_fiat_convert_add_pair(mocker):
fiat_convert = CryptoToFiatConverter()
pair_len = len(fiat_convert._pairs)
assert pair_len == 0
fiat_convert._add_pair(crypto_symbol='btc', fiat_symbol='usd', price=12345.0)
pair_len = len(fiat_convert._pairs)
assert pair_len == 1
assert fiat_convert._pairs[0].crypto_symbol == 'btc'
assert fiat_convert._pairs[0].fiat_symbol == 'usd'
assert fiat_convert._pairs[0].price == 12345.0
fiat_convert._add_pair(crypto_symbol='btc', fiat_symbol='Eur', price=13000.2)
pair_len = len(fiat_convert._pairs)
assert pair_len == 2
assert fiat_convert._pairs[1].crypto_symbol == 'btc'
assert fiat_convert._pairs[1].fiat_symbol == 'eur'
assert fiat_convert._pairs[1].price == 13000.2
def test_fiat_convert_find_price(mocker):
fiat_convert = CryptoToFiatConverter()
@ -95,8 +44,8 @@ def test_fiat_convert_unsupported_crypto(mocker, caplog):
def test_fiat_convert_get_price(mocker):
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
return_value=28000.0)
find_price = mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
return_value=28000.0)
fiat_convert = CryptoToFiatConverter()
@ -104,26 +53,17 @@ def test_fiat_convert_get_price(mocker):
fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='US Dollar')
# Check the value return by the method
pair_len = len(fiat_convert._pairs)
pair_len = len(fiat_convert._pair_price)
assert pair_len == 0
assert fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='usd') == 28000.0
assert fiat_convert._pairs[0].crypto_symbol == 'btc'
assert fiat_convert._pairs[0].fiat_symbol == 'usd'
assert fiat_convert._pairs[0].price == 28000.0
assert fiat_convert._pairs[0]._expiration != 0
assert len(fiat_convert._pairs) == 1
assert fiat_convert._pair_price['btc/usd'] == 28000.0
assert len(fiat_convert._pair_price) == 1
assert find_price.call_count == 1
# Verify the cached is used
fiat_convert._pairs[0].price = 9867.543
expiration = fiat_convert._pairs[0]._expiration
fiat_convert._pair_price['btc/usd'] = 9867.543
assert fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='usd') == 9867.543
assert fiat_convert._pairs[0]._expiration == expiration
# Verify the cache expiration
expiration = time.time() - 2 * 60 * 60
fiat_convert._pairs[0]._expiration = expiration
assert fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='usd') == 28000.0
assert fiat_convert._pairs[0]._expiration is not expiration
assert find_price.call_count == 1
def test_fiat_convert_same_currencies(mocker):