Fix DutchX Oracle

requirements.txt

@@ -1,4 +1,5 @@
 Django==2.2
+cachetools==3.1.1
 celery==4.3.0
 django-authtools==1.6.0
 django-celery-beat==1.4.0

safe_relay_service/tokens/admin.py

@@ -1,27 +1,43 @@
 from django.contrib import admin
 
 from .models import PriceOracle, PriceOracleTicker, Token
+from .exchanges import CannotGetTokenPriceFromApi
 
 
 @admin.register(PriceOracle)
 class PriceOracleAdmin(admin.ModelAdmin):
     list_display = ('name', )
+    ordering = ('name',)
 
 
 @admin.register(PriceOracleTicker)
 class PriceOracleTicker(admin.ModelAdmin):
-    list_display = ('price_oracle_name', 'token_symbol', 'ticker', 'inverse')
+    list_display = ('token_symbol', 'price_oracle_name', 'ticker', 'inverse', 'price')
+    list_filter = (('token', admin.RelatedOnlyFieldListFilter), 'inverse')
+    list_select_related = ('price_oracle', 'token')
+    search_fields = ['token__symbol', '=token__address', 'price_oracle__name']
 
     def price_oracle_name(self, obj):
         return obj.price_oracle.name
 
     def token_symbol(self, obj):
         return obj.token.symbol
 
-    def get_queryset(self, request):
-        return super().get_queryset(request).select_related('price_oracle', 'token')
-
 
 @admin.register(Token)
 class TokenAdmin(admin.ModelAdmin):
-    list_display = ('address', 'name', 'symbol', 'decimals', 'fixed_eth_conversion', 'relevance', 'gas')
+    list_display = ('relevance', 'address', 'name', 'symbol', 'decimals', 'fixed_eth_conversion', 'gas')
+    list_filter = ('gas', 'decimals', 'fixed_eth_conversion')
+    ordering = ('relevance',)
+    search_fields = ['symbol', 'address', 'name']
+    readonly_fields = ('eth_value', 'price_oracle_ticker_pairs')
+
+    def eth_value(self, obj: Token):
+        try:
+            return obj.get_eth_value()
+        except CannotGetTokenPriceFromApi:
+            return None
+
+    def price_oracle_ticker_pairs(self, obj: Token):
+        return [(price_oracle_ticker.price_oracle.name, price_oracle_ticker.ticker) for price_oracle_ticker
+                in obj.price_oracle_tickers.all()]

safe_relay_service/tokens/exchanges.py

@@ -2,6 +2,7 @@
 from abc import ABC, abstractmethod
 
 import requests
+from cachetools import TTLCache, cached
 
 logger = logging.getLogger(__name__)
 
@@ -24,11 +25,13 @@ def get_price(self, ticker) -> float:
         pass
 
 
-class Binance:
+class Binance(PriceOracle):
     """
     Get valid symbols from https://api.binance.com/api/v1/exchangeInfo
     Remember to always use USDT instead of USD
     """
+
+    @cached(cache=TTLCache(maxsize=1024, ttl=60))
     def get_price(self, ticker) -> float:
         url = 'https://api.binance.com/api/v3/avgPrice?symbol=' + ticker
         response = requests.get(url)
@@ -39,33 +42,20 @@ def get_price(self, ticker) -> float:
         return float(api_json['price'])
 
 
-class DutchX:
-    def replace_tokens(self, ticker):
-        symbols = []
-        for symbol in ticker.split('-'):
-            symbol_lower = symbol.lower()
-            if symbol_lower == 'dai':
-                symbol = '0x89d24A6b4CcB1B6fAA2625fE562bDD9a23260359'
-            symbols.append(symbol)
-        return '-'.join(symbols)
-
+class DutchX(PriceOracle):
     def validate_ticker(self, ticker: str):
-        if '-' not in ticker:
+        # Example ticker `0x89d24A6b4CcB1B6fAA2625fE562bDD9a23260359-WETH`
+        if 'WETH' not in ticker:
             raise InvalidTicker(ticker)
 
     def reverse_ticker(self, ticker: str):
         return '-'.join(reversed(ticker.split('-')))
 
+    @cached(cache=TTLCache(maxsize=1024, ttl=1200))
     def get_price(self, ticker: str) -> float:
         self.validate_ticker(ticker)
-        try:
-            return self._get_price(ticker)
-        except CannotGetTokenPriceFromApi:
-            return 1 / self._get_price(self.reverse_ticker(ticker))
-
-    def _get_price(self, ticker: str):
-        ticker = self.replace_tokens(ticker)
-        url = 'https://dutchx.d.exchange/api/v1/markets/{}/price'.format(ticker)
+        url = 'https://dutchx.d.exchange/api/v1/markets/{}/prices/custom-median?requireWhitelisted=false&' \
+              'maximumTimePeriod=388800&numberOfAuctions=3'.format(ticker)
         response = requests.get(url)
         api_json = response.json()
         if not response.ok or api_json is None:
@@ -74,10 +64,12 @@ def _get_price(self, ticker: str):
         return float(api_json)
 
 
-class Huobi:
+class Huobi(PriceOracle):
     """
     Get valid symbols from https://api.huobi.pro/v1/common/symbols
     """
+
+    @cached(cache=TTLCache(maxsize=1024, ttl=60))
     def get_price(self, ticker) -> float:
         url = 'https://api.huobi.pro/market/detail/merged?symbol=%s' % ticker
         response = requests.get(url)
@@ -89,7 +81,9 @@ def get_price(self, ticker) -> float:
         return float(api_json['tick']['close'])
 
 
-class Kraken:
+class Kraken(PriceOracle):
+
+    @cached(cache=TTLCache(maxsize=1024, ttl=60))
     def get_price(self, ticker) -> float:
         url = 'https://api.kraken.com/0/public/Ticker?pair=' + ticker
         response = requests.get(url)
@@ -105,14 +99,15 @@ def get_price(self, ticker) -> float:
 
 
 def get_price_oracle(name) -> PriceOracle:
-    name = name.lower()
-    if name == 'binance':
-        return Binance()
-    elif name == 'dutchx':
-        return DutchX()
-    elif name == 'huobi':
-        return Huobi()
-    elif name == 'kraken':
-        return Kraken()
+    oracles = {
+        'binance': Binance,
+        'dutchx': DutchX,
+        'huobi': Huobi,
+        'kraken': Kraken,
+    }
+
+    oracle = oracles.get(name.lower())
+    if oracle:
+        return oracle()
     else:
-        raise NotImplementedError
+        raise NotImplementedError("Oracle '%s' not found" % name)

safe_relay_service/tokens/models.py

@@ -1,5 +1,6 @@
 import logging
 import math
+from typing import Optional
 from urllib.parse import urljoin, urlparse
 
 from django.conf import settings
@@ -29,6 +30,18 @@ class PriceOracleTicker(models.Model):
     def __str__(self):
         return '%s - %s - %s - Inverse %s' % (self.price_oracle.name, self.token.symbol, self.ticker, self.inverse)
 
+    def _price(self) -> Optional[float]:
+        try:
+            price = get_price_oracle(self.price_oracle.name).get_price(self.ticker)
+            if price and self.inverse:  # Avoid 1 / 0
+                price = 1 / price
+        except ExchangeApiException:
+            logger.warning('Cannot get price for %s - %s', self.price_oracle.name, self.ticker, exc_info=True)
+            price = None
+        return price
+
+    price = property(_price)
+
 
 class Token(models.Model):
     address = EthereumAddressField(primary_key=True)
@@ -46,31 +59,19 @@ class Token(models.Model):
     def __str__(self):
         return '%s - %s' % (self.name, self.address)
 
-    # TODO Cache
     def get_eth_value(self) -> float:
-        if not self.fixed_eth_conversion:  # None or 0 ignored
-            prices = []
-            # Get the average price of the price oracles
-            for price_oracle_ticker in self.price_oracle_tickers.all():
-                price_oracle_name = price_oracle_ticker.price_oracle.name
-                ticker = price_oracle_ticker.ticker
-                try:
-                    price = get_price_oracle(price_oracle_name).get_price(ticker)
-                    if price and price_oracle_ticker.inverse:  # Avoid 1 / 0
-                        price = 1 / price
-                    prices.append(price)
-                except ExchangeApiException:
-                    logger.warning('Cannot get price for %s', price_oracle_ticker, exc_info=True)
-                    pass
-            number_prices = len(prices)
-            if number_prices == 0:
-                raise CannotGetTokenPriceFromApi('There is no working provider')
-            else:
-                return sum(prices) / number_prices
-        else:
+        if self.fixed_eth_conversion:  # `None` or `0` are ignored
             # Ether has 18 decimals, but maybe the token has a different number
-            multiplier = 1e18 / 10**self.decimals
+            multiplier = 1e18 / 10 ** self.decimals
             return round(multiplier * float(self.fixed_eth_conversion), 10)
+        else:
+            prices = [price_oracle_ticker.price for price_oracle_ticker in self.price_oracle_tickers.all()]
+            prices = [price for price in prices if price is not None]
+            if prices:
+                # Get the average price of the price oracles
+                return sum(prices) / len(prices)
+            else:
+                raise CannotGetTokenPriceFromApi('There is no working provider for token=%s' % self.address)
 
     def calculate_gas_price(self, gas_price: int, price_margin: float=1.0) -> int:
         """