Merge pull request #4706 from freqtrade/simplify_fiat_convert
Simplify fiat convert and fix USD coingecko problem
This commit is contained in:
Matthias
GitHub
commit
be0dc737dc
@ -4,9 +4,9 @@ e.g BTC to USD
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"""
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import logging
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import time
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from typing import Dict, List
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from typing import Dict
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from cachetools.ttl import TTLCache
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from pycoingecko import CoinGeckoAPI
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from freqtrade.constants import SUPPORTED_FIAT
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@ -15,51 +15,6 @@ from freqtrade.constants import SUPPORTED_FIAT
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logger = logging.getLogger(__name__)
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class CryptoFiat:
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"""
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Object to describe what is the price of Crypto-currency in a FIAT
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"""
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# Constants
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CACHE_DURATION = 6 * 60 * 60 # 6 hours
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def __init__(self, crypto_symbol: str, fiat_symbol: str, price: float) -> None:
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"""
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Create an object that will contains the price for a crypto-currency in fiat
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:param crypto_symbol: Crypto-currency you want to convert (e.g BTC)
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:param fiat_symbol: FIAT currency you want to convert to (e.g USD)
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:param price: Price in FIAT
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"""
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# Public attributes
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self.crypto_symbol = None
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self.fiat_symbol = None
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self.price = 0.0
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# Private attributes
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self._expiration = 0.0
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self.crypto_symbol = crypto_symbol.lower()
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self.fiat_symbol = fiat_symbol.lower()
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self.set_price(price=price)
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def set_price(self, price: float) -> None:
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"""
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Set the price of the Crypto-currency in FIAT and set the expiration time
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:param price: Price of the current Crypto currency in the fiat
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:return: None
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"""
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self.price = price
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self._expiration = time.time() + self.CACHE_DURATION
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def is_expired(self) -> bool:
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"""
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Return if the current price is still valid or needs to be refreshed
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:return: bool, true the price is expired and needs to be refreshed, false the price is
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still valid
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"""
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return self._expiration - time.time() <= 0
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class CryptoToFiatConverter:
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"""
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Main class to initiate Crypto to FIAT.
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@ -84,7 +39,9 @@ class CryptoToFiatConverter:
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return CryptoToFiatConverter.__instance
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def __init__(self) -> None:
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self._pairs: List[CryptoFiat] = []
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# Timeout: 6h
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self._pair_price: TTLCache = TTLCache(maxsize=500, ttl=6 * 60 * 60)
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self._load_cryptomap()
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def _load_cryptomap(self) -> None:
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@ -118,49 +75,31 @@ class CryptoToFiatConverter:
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"""
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crypto_symbol = crypto_symbol.lower()
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fiat_symbol = fiat_symbol.lower()
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inverse = False
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if crypto_symbol == 'usd':
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# usd corresponds to "uniswap-state-dollar" for coingecko.
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# We'll therefore need to "swap" the currencies
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logger.info(f"reversing Rates {crypto_symbol}, {fiat_symbol}")
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crypto_symbol = fiat_symbol
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fiat_symbol = 'usd'
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inverse = True
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symbol = f"{crypto_symbol}/{fiat_symbol}"
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# Check if the fiat convertion you want is supported
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if not self._is_supported_fiat(fiat=fiat_symbol):
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raise ValueError(f'The fiat {fiat_symbol} is not supported.')
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# Get the pair that interest us and return the price in fiat
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for pair in self._pairs:
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if pair.crypto_symbol == crypto_symbol and pair.fiat_symbol == fiat_symbol:
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# If the price is expired we refresh it, avoid to call the API all the time
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if pair.is_expired():
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pair.set_price(
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price=self._find_price(
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crypto_symbol=pair.crypto_symbol,
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fiat_symbol=pair.fiat_symbol
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)
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)
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price = self._pair_price.get(symbol, None)
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# return the last price we have for this pair
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return pair.price
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# The pair does not exist, so we create it and return the price
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return self._add_pair(
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crypto_symbol=crypto_symbol,
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fiat_symbol=fiat_symbol,
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if not price:
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price = self._find_price(
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crypto_symbol=crypto_symbol,
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fiat_symbol=fiat_symbol
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)
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)
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def _add_pair(self, crypto_symbol: str, fiat_symbol: str, price: float) -> float:
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"""
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:param crypto_symbol: Crypto-currency you want to convert (e.g BTC)
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:param fiat_symbol: FIAT currency you want to convert to (e.g USD)
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:return: price in FIAT
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"""
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self._pairs.append(
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CryptoFiat(
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crypto_symbol=crypto_symbol,
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fiat_symbol=fiat_symbol,
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price=price
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)
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)
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if inverse and price != 0.0:
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price = 1 / price
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self._pair_price[symbol] = price
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return price
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@ -1,44 +1,15 @@
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# pragma pylint: disable=missing-docstring, too-many-arguments, too-many-ancestors,
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# pragma pylint: disable=protected-access, C0103
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import time
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from unittest.mock import MagicMock
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import pytest
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from requests.exceptions import RequestException
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from freqtrade.rpc.fiat_convert import CryptoFiat, CryptoToFiatConverter
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from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
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from tests.conftest import log_has, log_has_re
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def test_pair_convertion_object():
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pair_convertion = CryptoFiat(
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crypto_symbol='btc',
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fiat_symbol='usd',
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price=12345.0
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)
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# Check the cache duration is 6 hours
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assert pair_convertion.CACHE_DURATION == 6 * 60 * 60
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# Check a regular usage
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assert pair_convertion.crypto_symbol == 'btc'
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assert pair_convertion.fiat_symbol == 'usd'
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assert pair_convertion.price == 12345.0
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assert pair_convertion.is_expired() is False
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# Update the expiration time (- 2 hours) and check the behavior
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pair_convertion._expiration = time.time() - 2 * 60 * 60
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assert pair_convertion.is_expired() is True
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# Check set price behaviour
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time_reference = time.time() + pair_convertion.CACHE_DURATION
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pair_convertion.set_price(price=30000.123)
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assert pair_convertion.is_expired() is False
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assert pair_convertion._expiration >= time_reference
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assert pair_convertion.price == 30000.123
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def test_fiat_convert_is_supported(mocker):
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fiat_convert = CryptoToFiatConverter()
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assert fiat_convert._is_supported_fiat(fiat='USD') is True
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@ -47,28 +18,6 @@ def test_fiat_convert_is_supported(mocker):
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assert fiat_convert._is_supported_fiat(fiat='ABC') is False
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def test_fiat_convert_add_pair(mocker):
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fiat_convert = CryptoToFiatConverter()
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pair_len = len(fiat_convert._pairs)
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assert pair_len == 0
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fiat_convert._add_pair(crypto_symbol='btc', fiat_symbol='usd', price=12345.0)
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pair_len = len(fiat_convert._pairs)
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assert pair_len == 1
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assert fiat_convert._pairs[0].crypto_symbol == 'btc'
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assert fiat_convert._pairs[0].fiat_symbol == 'usd'
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assert fiat_convert._pairs[0].price == 12345.0
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fiat_convert._add_pair(crypto_symbol='btc', fiat_symbol='Eur', price=13000.2)
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pair_len = len(fiat_convert._pairs)
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assert pair_len == 2
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assert fiat_convert._pairs[1].crypto_symbol == 'btc'
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assert fiat_convert._pairs[1].fiat_symbol == 'eur'
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assert fiat_convert._pairs[1].price == 13000.2
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def test_fiat_convert_find_price(mocker):
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fiat_convert = CryptoToFiatConverter()
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@ -95,7 +44,7 @@ def test_fiat_convert_unsupported_crypto(mocker, caplog):
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def test_fiat_convert_get_price(mocker):
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mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
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find_price = mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
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return_value=28000.0)
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fiat_convert = CryptoToFiatConverter()
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@ -104,26 +53,17 @@ def test_fiat_convert_get_price(mocker):
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fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='US Dollar')
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# Check the value return by the method
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pair_len = len(fiat_convert._pairs)
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pair_len = len(fiat_convert._pair_price)
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assert pair_len == 0
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assert fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='usd') == 28000.0
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assert fiat_convert._pairs[0].crypto_symbol == 'btc'
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assert fiat_convert._pairs[0].fiat_symbol == 'usd'
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assert fiat_convert._pairs[0].price == 28000.0
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assert fiat_convert._pairs[0]._expiration != 0
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assert len(fiat_convert._pairs) == 1
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assert fiat_convert._pair_price['btc/usd'] == 28000.0
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assert len(fiat_convert._pair_price) == 1
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assert find_price.call_count == 1
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# Verify the cached is used
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fiat_convert._pairs[0].price = 9867.543
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expiration = fiat_convert._pairs[0]._expiration
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fiat_convert._pair_price['btc/usd'] = 9867.543
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assert fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='usd') == 9867.543
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assert fiat_convert._pairs[0]._expiration == expiration
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# Verify the cache expiration
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expiration = time.time() - 2 * 60 * 60
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fiat_convert._pairs[0]._expiration = expiration
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assert fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='usd') == 28000.0
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assert fiat_convert._pairs[0]._expiration is not expiration
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assert find_price.call_count == 1
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def test_fiat_convert_same_currencies(mocker):
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