From ebbe47f38d884b139610d60db09708b32dcb6b71 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 10 Apr 2021 13:36:16 +0200 Subject: [PATCH] Simplify fiat convert and fix USD coingecko problem --- freqtrade/rpc/fiat_convert.py | 103 +++++++-------------------------- tests/rpc/test_fiat_convert.py | 78 +++---------------------- 2 files changed, 30 insertions(+), 151 deletions(-) diff --git a/freqtrade/rpc/fiat_convert.py b/freqtrade/rpc/fiat_convert.py index 4e26432d4..380070deb 100644 --- a/freqtrade/rpc/fiat_convert.py +++ b/freqtrade/rpc/fiat_convert.py @@ -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 diff --git a/tests/rpc/test_fiat_convert.py b/tests/rpc/test_fiat_convert.py index ed21bc516..2d43addff 100644 --- a/tests/rpc/test_fiat_convert.py +++ b/tests/rpc/test_fiat_convert.py @@ -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):