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fix #7770
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Original file line number | Diff line number | Diff line change |
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@@ -8,7 +8,7 @@ | |
import csv | ||
import decimal | ||
from decimal import Decimal | ||
from typing import Sequence, Optional, Mapping, Dict, Union | ||
from typing import Sequence, Optional, Mapping, Dict, Union, Any | ||
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from aiorpcx.curio import timeout_after, TaskTimeout | ||
import aiohttp | ||
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@@ -37,12 +37,23 @@ | |
'VUV': 0, 'XAF': 0, 'XAU': 4, 'XOF': 0, 'XPF': 0} | ||
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def to_decimal(x: Union[str, float, int, Decimal]) -> Decimal: | ||
# helper function mainly for float->Decimal conversion, i.e.: | ||
# >>> Decimal(41754.681) | ||
# Decimal('41754.680999999996856786310672760009765625') | ||
# >>> Decimal("41754.681") | ||
# Decimal('41754.681') | ||
if isinstance(x, Decimal): | ||
return x | ||
return Decimal(str(x)) | ||
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class ExchangeBase(Logger): | ||
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def __init__(self, on_quotes, on_history): | ||
Logger.__init__(self) | ||
self.history = {} # type: Dict[str, Dict[str, Union[str, float, Decimal]]] | ||
self.quotes = {} # type: Dict[str, Union[str, float, Decimal, None]] | ||
self._history = {} # type: Dict[str, Dict[str, str]] | ||
self.quotes = {} # type: Dict[str, Optional[Decimal]] | ||
self.on_quotes = on_quotes | ||
self.on_history = on_history | ||
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@@ -79,6 +90,8 @@ async def update_safe(self, ccy: str) -> None: | |
try: | ||
self.logger.info(f"getting fx quotes for {ccy}") | ||
self.quotes = await self.get_rates(ccy) | ||
assert all(isinstance(rate, (Decimal, type(None))) for rate in self.quotes.values()), \ | ||
f"fx rate must be Decimal, got {self.quotes}" | ||
self.logger.info("received fx quotes") | ||
except (aiohttp.ClientError, asyncio.TimeoutError) as e: | ||
self.logger.info(f"failed fx quotes: {repr(e)}") | ||
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@@ -100,8 +113,10 @@ def read_historical_rates(self, ccy: str, cache_dir: str) -> Optional[dict]: | |
return None | ||
if not h: # e.g. empty dict | ||
return None | ||
# cast rates to str | ||
h = {date_str: str(rate) for (date_str, rate) in h.items()} | ||
h['timestamp'] = timestamp | ||
self.history[ccy] = h | ||
self._history[ccy] = h | ||
self.on_history() | ||
return h | ||
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@@ -117,17 +132,19 @@ async def get_historical_rates_safe(self, ccy: str, cache_dir: str) -> None: | |
except Exception as e: | ||
self.logger.exception(f"failed fx history: {repr(e)}") | ||
return | ||
# cast rates to str | ||
h = {date_str: str(rate) for (date_str, rate) in h.items()} | ||
filename = os.path.join(cache_dir, self.name() + '_' + ccy) | ||
with open(filename, 'w', encoding='utf-8') as f: | ||
f.write(json.dumps(h)) | ||
h['timestamp'] = time.time() | ||
self.history[ccy] = h | ||
self._history[ccy] = h | ||
self.on_history() | ||
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def get_historical_rates(self, ccy: str, cache_dir: str) -> None: | ||
if ccy not in self.history_ccys(): | ||
return | ||
h = self.history.get(ccy) | ||
h = self._history.get(ccy) | ||
if h is None: | ||
h = self.read_historical_rates(ccy, cache_dir) | ||
if h is None or h['timestamp'] < time.time() - 24*3600: | ||
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@@ -136,13 +153,14 @@ def get_historical_rates(self, ccy: str, cache_dir: str) -> None: | |
def history_ccys(self) -> Sequence[str]: | ||
return [] | ||
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def historical_rate(self, ccy: str, d_t: datetime) -> Union[str, float, Decimal]: | ||
return self.history.get(ccy, {}).get(d_t.strftime('%Y-%m-%d'), 'NaN') | ||
def historical_rate(self, ccy: str, d_t: datetime) -> Decimal: | ||
rate = self._history.get(ccy, {}).get(d_t.strftime('%Y-%m-%d')) or 'NaN' | ||
return Decimal(rate) | ||
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SomberNight
Author
Member
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async def request_history(self, ccy: str) -> Dict[str, Union[str, float, Decimal]]: | ||
async def request_history(self, ccy: str) -> Dict[str, Union[str, float]]: | ||
raise NotImplementedError() # implemented by subclasses | ||
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async def get_rates(self, ccy: str) -> Mapping[str, Union[str, float, Decimal, None]]: | ||
async def get_rates(self, ccy: str) -> Mapping[str, Optional[Decimal]]: | ||
raise NotImplementedError() # implemented by subclasses | ||
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async def get_currencies(self) -> Sequence[str]: | ||
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@@ -156,22 +174,22 @@ class BitcoinAverage(ExchangeBase): | |
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async def get_rates(self, ccy): | ||
json = await self.get_json('apiv2.bitcoinaverage.com', '/indices/global/ticker/short') | ||
return dict([(r.replace("BTC", ""), Decimal(json[r]['last'])) | ||
return dict([(r.replace("BTC", ""), to_decimal(json[r]['last'])) | ||
for r in json if r != 'timestamp']) | ||
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class Bitcointoyou(ExchangeBase): | ||
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async def get_rates(self, ccy): | ||
json = await self.get_json('bitcointoyou.com', "/API/ticker.aspx") | ||
return {'BRL': Decimal(json['ticker']['last'])} | ||
return {'BRL': to_decimal(json['ticker']['last'])} | ||
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class BitcoinVenezuela(ExchangeBase): | ||
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async def get_rates(self, ccy): | ||
json = await self.get_json('api.bitcoinvenezuela.com', '/') | ||
rates = [(r, json['BTC'][r]) for r in json['BTC'] | ||
rates = [(r, to_decimal(json['BTC'][r])) for r in json['BTC'] | ||
if json['BTC'][r] is not None] # Giving NULL for LTC | ||
return dict(rates) | ||
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@@ -188,28 +206,28 @@ class Bitbank(ExchangeBase): | |
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async def get_rates(self, ccy): | ||
json = await self.get_json('public.bitbank.cc', '/btc_jpy/ticker') | ||
return {'JPY': Decimal(json['data']['last'])} | ||
return {'JPY': to_decimal(json['data']['last'])} | ||
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class BitFlyer(ExchangeBase): | ||
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async def get_rates(self, ccy): | ||
json = await self.get_json('bitflyer.jp', '/api/echo/price') | ||
return {'JPY': Decimal(json['mid'])} | ||
return {'JPY': to_decimal(json['mid'])} | ||
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class BitPay(ExchangeBase): | ||
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async def get_rates(self, ccy): | ||
json = await self.get_json('bitpay.com', '/api/rates') | ||
return dict([(r['code'], Decimal(r['rate'])) for r in json]) | ||
return dict([(r['code'], to_decimal(r['rate'])) for r in json]) | ||
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class Bitso(ExchangeBase): | ||
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async def get_rates(self, ccy): | ||
json = await self.get_json('api.bitso.com', '/v2/ticker') | ||
return {'MXN': Decimal(json['last'])} | ||
return {'MXN': to_decimal(json['last'])} | ||
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class BitStamp(ExchangeBase): | ||
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@@ -220,44 +238,44 @@ async def get_currencies(self): | |
async def get_rates(self, ccy): | ||
if ccy in CURRENCIES[self.name()]: | ||
json = await self.get_json('www.bitstamp.net', f'/api/v2/ticker/btc{ccy.lower()}/') | ||
return {ccy: Decimal(json['last'])} | ||
return {ccy: to_decimal(json['last'])} | ||
return {} | ||
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class Bitvalor(ExchangeBase): | ||
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async def get_rates(self,ccy): | ||
json = await self.get_json('api.bitvalor.com', '/v1/ticker.json') | ||
return {'BRL': Decimal(json['ticker_1h']['total']['last'])} | ||
return {'BRL': to_decimal(json['ticker_1h']['total']['last'])} | ||
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class BlockchainInfo(ExchangeBase): | ||
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async def get_rates(self, ccy): | ||
json = await self.get_json('blockchain.info', '/ticker') | ||
return dict([(r, Decimal(json[r]['15m'])) for r in json]) | ||
return dict([(r, to_decimal(json[r]['15m'])) for r in json]) | ||
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class Bylls(ExchangeBase): | ||
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async def get_rates(self, ccy): | ||
json = await self.get_json('bylls.com', '/api/price?from_currency=BTC&to_currency=CAD') | ||
return {'CAD': Decimal(json['public_price']['to_price'])} | ||
return {'CAD': to_decimal(json['public_price']['to_price'])} | ||
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class Coinbase(ExchangeBase): | ||
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async def get_rates(self, ccy): | ||
json = await self.get_json('api.coinbase.com', | ||
'/v2/exchange-rates?currency=BTC') | ||
return {ccy: Decimal(rate) for (ccy, rate) in json["data"]["rates"].items()} | ||
return {ccy: to_decimal(rate) for (ccy, rate) in json["data"]["rates"].items()} | ||
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class CoinCap(ExchangeBase): | ||
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async def get_rates(self, ccy): | ||
json = await self.get_json('api.coincap.io', '/v2/rates/bitcoin/') | ||
return {'USD': Decimal(json['data']['rateUsd'])} | ||
return {'USD': to_decimal(json['data']['rateUsd'])} | ||
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def history_ccys(self): | ||
return ['USD'] | ||
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@@ -267,7 +285,7 @@ async def request_history(self, ccy): | |
# (and history starts on 2017-03-23) | ||
history = await self.get_json('api.coincap.io', | ||
'/v2/assets/bitcoin/history?interval=d1&limit=2000') | ||
return dict([(datetime.utcfromtimestamp(h['time']/1000).strftime('%Y-%m-%d'), h['priceUsd']) | ||
return dict([(datetime.utcfromtimestamp(h['time']/1000).strftime('%Y-%m-%d'), str(h['priceUsd'])) | ||
for h in history['data']]) | ||
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@@ -281,7 +299,7 @@ async def get_currencies(self): | |
async def get_rates(self, ccy): | ||
json = await self.get_json('api.coindesk.com', | ||
'/v1/bpi/currentprice/%s.json' % ccy) | ||
result = {ccy: Decimal(json['bpi'][ccy]['rate_float'])} | ||
result = {ccy: to_decimal(json['bpi'][ccy]['rate_float'])} | ||
return result | ||
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def history_starts(self): | ||
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@@ -304,7 +322,7 @@ class CoinGecko(ExchangeBase): | |
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async def get_rates(self, ccy): | ||
json = await self.get_json('api.coingecko.com', '/api/v3/exchange_rates') | ||
return dict([(ccy.upper(), Decimal(d['value'])) | ||
return dict([(ccy.upper(), to_decimal(d['value'])) | ||
for ccy, d in json['rates'].items()]) | ||
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def history_ccys(self): | ||
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@@ -315,15 +333,15 @@ async def request_history(self, ccy): | |
history = await self.get_json('api.coingecko.com', | ||
'/api/v3/coins/bitcoin/market_chart?vs_currency=%s&days=max' % ccy) | ||
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return dict([(datetime.utcfromtimestamp(h[0]/1000).strftime('%Y-%m-%d'), h[1]) | ||
return dict([(datetime.utcfromtimestamp(h[0]/1000).strftime('%Y-%m-%d'), str(h[1])) | ||
for h in history['prices']]) | ||
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class CointraderMonitor(ExchangeBase): | ||
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async def get_rates(self, ccy): | ||
json = await self.get_json('cointradermonitor.com', '/api/pbb/v1/ticker') | ||
return {'BRL': Decimal(json['last'])} | ||
return {'BRL': to_decimal(json['last'])} | ||
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class itBit(ExchangeBase): | ||
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@@ -333,7 +351,7 @@ async def get_rates(self, ccy): | |
json = await self.get_json('api.itbit.com', '/v1/markets/XBT%s/ticker' % ccy) | ||
result = dict.fromkeys(ccys) | ||
if ccy in ccys: | ||
result[ccy] = Decimal(json['lastPrice']) | ||
result[ccy] = to_decimal(json['lastPrice']) | ||
return result | ||
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@@ -344,7 +362,7 @@ async def get_rates(self, ccy): | |
pairs = ['XBT%s' % c for c in ccys] | ||
json = await self.get_json('api.kraken.com', | ||
'/0/public/Ticker?pair=%s' % ','.join(pairs)) | ||
return dict((k[-3:], Decimal(float(v['c'][0]))) | ||
return dict((k[-3:], to_decimal(v['c'][0])) | ||
for k, v in json['result'].items()) | ||
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@@ -353,29 +371,29 @@ class LocalBitcoins(ExchangeBase): | |
async def get_rates(self, ccy): | ||
json = await self.get_json('localbitcoins.com', | ||
'/bitcoinaverage/ticker-all-currencies/') | ||
return dict([(r, Decimal(json[r]['rates']['last'])) for r in json]) | ||
return dict([(r, to_decimal(json[r]['rates']['last'])) for r in json]) | ||
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class MercadoBitcoin(ExchangeBase): | ||
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async def get_rates(self, ccy): | ||
json = await self.get_json('api.bitvalor.com', '/v1/ticker.json') | ||
return {'BRL': Decimal(json['ticker_1h']['exchanges']['MBT']['last'])} | ||
return {'BRL': to_decimal(json['ticker_1h']['exchanges']['MBT']['last'])} | ||
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class TheRockTrading(ExchangeBase): | ||
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async def get_rates(self, ccy): | ||
json = await self.get_json('api.therocktrading.com', | ||
'/v1/funds/BTCEUR/ticker') | ||
return {'EUR': Decimal(json['last'])} | ||
return {'EUR': to_decimal(json['last'])} | ||
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class Winkdex(ExchangeBase): | ||
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async def get_rates(self, ccy): | ||
json = await self.get_json('winkdex.com', '/api/v0/price') | ||
return {'USD': Decimal(json['price'] / 100.0)} | ||
return {'USD': to_decimal(json['price']) / 100} | ||
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def history_ccys(self): | ||
return ['USD'] | ||
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@@ -384,36 +402,36 @@ async def request_history(self, ccy): | |
json = await self.get_json('winkdex.com', | ||
"/api/v0/series?start_time=1342915200") | ||
history = json['series'][0]['results'] | ||
return dict([(h['timestamp'][:10], h['price'] / 100.0) | ||
return dict([(h['timestamp'][:10], str(to_decimal(h['price']) / 100)) | ||
for h in history]) | ||
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class Zaif(ExchangeBase): | ||
async def get_rates(self, ccy): | ||
json = await self.get_json('api.zaif.jp', '/api/1/last_price/btc_jpy') | ||
return {'JPY': Decimal(json['last_price'])} | ||
return {'JPY': to_decimal(json['last_price'])} | ||
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class Bitragem(ExchangeBase): | ||
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async def get_rates(self,ccy): | ||
json = await self.get_json('api.bitragem.com', '/v1/index?asset=BTC&market=BRL') | ||
return {'BRL': Decimal(json['response']['index'])} | ||
return {'BRL': to_decimal(json['response']['index'])} | ||
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class Biscoint(ExchangeBase): | ||
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async def get_rates(self,ccy): | ||
json = await self.get_json('api.biscoint.io', '/v1/ticker?base=BTC"e=BRL') | ||
return {'BRL': Decimal(json['data']['last'])} | ||
return {'BRL': to_decimal(json['data']['last'])} | ||
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class Walltime(ExchangeBase): | ||
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async def get_rates(self, ccy): | ||
json = await self.get_json('s3.amazonaws.com', | ||
'/data-production-walltime-info/production/dynamic/walltime-info.json') | ||
return {'BRL': Decimal(json['BRL_XBT']['last_inexact'])} | ||
return {'BRL': to_decimal(json['BRL_XBT']['last_inexact'])} | ||
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def dictinvert(d): | ||
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@@ -647,7 +665,7 @@ def history_rate(self, d_t: Optional[datetime]) -> Decimal: | |
rate = self.exchange.historical_rate(self.ccy, d_t) | ||
# Frequently there is no rate for today, until tomorrow :) | ||
# Use spot quotes in that case | ||
if rate in ('NaN', None) and (datetime.today().date() - d_t.date()).days <= 2: | ||
if rate.is_nan() and (datetime.today().date() - d_t.date()).days <= 2: | ||
rate = self.exchange.quotes.get(self.ccy, 'NaN') | ||
self.history_used_spot = True | ||
if rate is None: | ||
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@SomberNight It seems that logic in 156 is invalid - sometimes rate still can be None instead of 'NaN'.
Python drops exception "decimal.invalidOperation: [<class 'decimal.ConversionSyntax'>]" in such case in line 158.
I changed line 158 to the following:
try:
return Decimal(rate)
except:
return Decimal('NaN')