Simplify fiat convert and fix USD coingecko problem

This commit is contained in:
Matthias 2021-04-10 13:36:16 +02:00
parent 4996bd443e
commit ebbe47f38d
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 logging
import time from typing import Dict
from typing import Dict, List
from cachetools.ttl import TTLCache
from pycoingecko import CoinGeckoAPI from pycoingecko import CoinGeckoAPI
from freqtrade.constants import SUPPORTED_FIAT from freqtrade.constants import SUPPORTED_FIAT
@ -15,51 +15,6 @@ from freqtrade.constants import SUPPORTED_FIAT
logger = logging.getLogger(__name__) 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: class CryptoToFiatConverter:
""" """
Main class to initiate Crypto to FIAT. Main class to initiate Crypto to FIAT.
@ -84,7 +39,9 @@ class CryptoToFiatConverter:
return CryptoToFiatConverter.__instance return CryptoToFiatConverter.__instance
def __init__(self) -> None: def __init__(self) -> None:
self._pairs: List[CryptoFiat] = [] # Timeout: 6h
self._pair_price: TTLCache = TTLCache(maxsize=500, ttl=6 * 60 * 60)
self._load_cryptomap() self._load_cryptomap()
def _load_cryptomap(self) -> None: def _load_cryptomap(self) -> None:
@ -118,49 +75,31 @@ class CryptoToFiatConverter:
""" """
crypto_symbol = crypto_symbol.lower() crypto_symbol = crypto_symbol.lower()
fiat_symbol = fiat_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 # Check if the fiat convertion you want is supported
if not self._is_supported_fiat(fiat=fiat_symbol): if not self._is_supported_fiat(fiat=fiat_symbol):
raise ValueError(f'The fiat {fiat_symbol} is not supported.') raise ValueError(f'The fiat {fiat_symbol} is not supported.')
# Get the pair that interest us and return the price in fiat price = self._pair_price.get(symbol, None)
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
)
)
# return the last price we have for this pair if not price:
return pair.price price = self._find_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(
crypto_symbol=crypto_symbol, crypto_symbol=crypto_symbol,
fiat_symbol=fiat_symbol fiat_symbol=fiat_symbol
) )
) if inverse and price != 0.0:
price = 1 / price
def _add_pair(self, crypto_symbol: str, fiat_symbol: str, price: float) -> float: self._pair_price[symbol] = price
"""
: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
)
)
return 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=missing-docstring, too-many-arguments, too-many-ancestors,
# pragma pylint: disable=protected-access, C0103 # pragma pylint: disable=protected-access, C0103
import time
from unittest.mock import MagicMock from unittest.mock import MagicMock
import pytest import pytest
from requests.exceptions import RequestException 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 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): def test_fiat_convert_is_supported(mocker):
fiat_convert = CryptoToFiatConverter() fiat_convert = CryptoToFiatConverter()
assert fiat_convert._is_supported_fiat(fiat='USD') is True 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 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): def test_fiat_convert_find_price(mocker):
fiat_convert = CryptoToFiatConverter() fiat_convert = CryptoToFiatConverter()
@ -95,8 +44,8 @@ def test_fiat_convert_unsupported_crypto(mocker, caplog):
def test_fiat_convert_get_price(mocker): def test_fiat_convert_get_price(mocker):
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price', find_price = mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
return_value=28000.0) return_value=28000.0)
fiat_convert = CryptoToFiatConverter() 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') fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='US Dollar')
# Check the value return by the method # 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 pair_len == 0
assert fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='usd') == 28000.0 assert fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='usd') == 28000.0
assert fiat_convert._pairs[0].crypto_symbol == 'btc' assert fiat_convert._pair_price['btc/usd'] == 28000.0
assert fiat_convert._pairs[0].fiat_symbol == 'usd' assert len(fiat_convert._pair_price) == 1
assert fiat_convert._pairs[0].price == 28000.0 assert find_price.call_count == 1
assert fiat_convert._pairs[0]._expiration != 0
assert len(fiat_convert._pairs) == 1
# Verify the cached is used # Verify the cached is used
fiat_convert._pairs[0].price = 9867.543 fiat_convert._pair_price['btc/usd'] = 9867.543
expiration = fiat_convert._pairs[0]._expiration
assert fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='usd') == 9867.543 assert fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='usd') == 9867.543
assert fiat_convert._pairs[0]._expiration == expiration assert find_price.call_count == 1
# 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
def test_fiat_convert_same_currencies(mocker): def test_fiat_convert_same_currencies(mocker):