def update_price_feed() :
global derived_prices, config
state = {}
for asset in _all_assets + [core_symbol]:
price_median_blockchain[asset] = 0.0
lastUpdate[asset] = datetime.utcnow()
myCurrentFeed[asset] = {}
if configFile.blame != "latest" :
blameFile = config.configPath + "/blame/" + configFile.blame + ".json"
if os.path.isfile(blameFile) :
# Load data from disk for (faster) debugging and verification
with open(blameFile, 'r') as fp:
state = json.load(fp)
# Load feed sources
feed = state["feed"]
# Load configuration from old state
configStruct = state["config"]
for key in configStruct :
# Skip asset config
if key == "asset_config" :
continue
config.__dict__[key] = configStruct[key]
else :
sys.exit("Configuration error: Either set 'blame' to an existing " +
"block number from the blame/ to verify or set it to " +
"'latest' to run the script online! ")
else :
# Load configuration from file
config = configFile
# Get prices online from sources
pool = futures.ThreadPoolExecutor(max_workers=8)
feed = {}
mythreads = {}
for name in config.feedSources :
print("(%s)" % name, end="", flush=True)
mythreads[name] = pool.submit(config.feedSources[name].fetch)
for name in config.feedSources :
print(".", end="", flush=True)
feed[name] = mythreads[name].result()
# rpc variables about bts rpc ##############################################
rpc = GrapheneAPI(config.host, config.port, config.user, config.passwd)
fetch_from_wallet(rpc)
# Determine bts price ######################################################
derived_prices = derive_prices(feed)
# Only publish given feeds #################################################
price_feeds = {}
update_required = False
for asset in asset_list_publish :
# Get Final Price according to price metric
this_asset_config = config.asset_config[asset] if asset in config.asset_config else config.asset_config["default"]
price_metric = this_asset_config["metric"] if "metric" in this_asset_config else config.asset_config["default"]["metric"]
if (asset not in derived_prices or
core_symbol not in derived_prices[asset] or
price_metric not in derived_prices[asset][core_symbol]) :
print("Warning: Asset %s has no derived price!" % asset)
continue
if float(derived_prices[asset][core_symbol][price_metric]) > 0.0:
quote_precision_core = assets[asset]["precision"]
symbol = assets[asset]["symbol"]
assert symbol is not asset
base_precision_cer = assets[blockchain_feed_quote[asset]]["precision"] # core asset
core_price_cer = derived_prices[asset][core_symbol][price_metric] * 10 ** (quote_precision_core - base_precision_cer)
core_price_cer = fractions.Fraction.from_float(core_price_cer).limit_denominator(100000)
denominator_cer = core_price_cer.denominator
numerator_cer = core_price_cer.numerator
quote_precision_settle = assets[asset]["precision"]
symbol = assets[asset]["symbol"]
assert symbol is not asset
base_precision_settle = assets[blockchain_feed_quote[asset]]["precision"] # core asset
core_price_settle = derived_prices[asset]["short_backing_asset"][price_metric] * 10 ** (quote_precision_settle - base_precision_settle)
core_price_settle = fractions.Fraction.from_float(core_price_settle).limit_denominator(100000)
denominator_settle = core_price_settle.denominator
numerator_settle = core_price_settle.numerator
price_feed = {"settlement_price": {
"quote": {"asset_id": assets[blockchain_feed_quote[asset]]["id"],
"amount": denominator_settle
},
"base": {"asset_id": assets[asset]["id"],
"amount": numerator_settle
}
},
"maintenance_collateral_ratio" :
config.asset_config[symbol]["maintenance_collateral_ratio"]
if (symbol in config.asset_config and "maintenance_collateral_ratio" in config.asset_config[symbol])
else config.asset_config["default"]["maintenance_collateral_ratio"],
"maximum_short_squeeze_ratio" :
config.asset_config[symbol]["maximum_short_squeeze_ratio"]
if (symbol in config.asset_config and "maximum_short_squeeze_ratio" in config.asset_config[symbol])
else config.asset_config["default"]["maximum_short_squeeze_ratio"],
"core_exchange_rate": {
"quote": {"asset_id": "1.3.0",
"amount": int(denominator_cer * (
config.asset_config[symbol]["core_exchange_factor"]
if (symbol in config.asset_config and "core_exchange_factor" in config.asset_config[symbol])
else config.asset_config["default"]["core_exchange_factor"]))
},
"base": {"asset_id": assets[asset]["id"],
"amount": numerator_cer
}}}
asset_update_required = publish_rule(rpc, asset)
if asset_update_required :
update_required = True
price_feeds[symbol] = {"asset_id": assets[asset]["id"],
"feed": price_feed,
"publish": asset_update_required
}
else :
print("Warning: Asset %s has a negative derived price of %f (%s metric)!" % (asset, float(derived_prices[asset][price_metric]), price_metric))
continue
if not debug :
# Print some stats ##########################################################
print_stats(price_feeds)
# Verify results or store them ##############################################
configStruct = {}
for key in dir(config) :
if key[0] == "_" :
continue
if key == "feedSources" :
continue
if key == "feedsources" :
continue
if key == "subprocess" :
continue
if key == "os" :
continue
configStruct[key] = config.__dict__[key]
# Store State
state["feed"] = feed
state["derived_prices"] = derived_prices
state["price_feeds"] = price_feeds
state["lastblock"] = get_last_block(rpc)
state["config"] = configStruct
blameFile = config.configPath + "/blame/" + str(state["lastblock"]) + ".json"
with open(blameFile, 'w') as fp:
json.dump(state, fp)
print("Blamefile: " + blameFile)
# Check publish rules and publich feeds #####################################
if update_required and not debug :
publish = False
if config.ask_confirmation :
if rpc._confirm("Are you SURE you would like to publish this feed?") :
publish = True
else :
publish = True
if publish :
print("Update required! Forcing now!")
update_feed(rpc, price_feeds)
else :
print("no update required")
else :
# Verify results
print()
print("[Warning] This script is loading old data for debugging. No price can be published.\n" +
" Please set 'blame' to 'latest' if you are ready to go online!")
print()
compare_feeds(state["derived_prices"], derived_prices)
def update_price_feed():
global derived_prices, config
state = {}
for asset in _all_assets + [core_symbol]:
price_median_blockchain[asset] = 0.0
lastUpdate[asset] = datetime.utcnow()
myCurrentFeed[asset] = {}
if configFile.blame != "latest":
blameFile = config.configPath + "/blame/" + configFile.blame + ".json"
if os.path.isfile(blameFile):
# Load data from disk for (faster) debugging and verification
with open(blameFile, 'r') as fp:
state = json.load(fp)
# Load feed sources
feed = state["feed"]
# Load configuration from old state
configStruct = state["config"]
for key in configStruct:
# Skip asset config
if key == "asset_config":
continue
config.__dict__[key] = configStruct[key]
else:
sys.exit(
"Configuration error: Either set 'blame' to an existing " +
"block number from the blame/ to verify or set it to " +
"'latest' to run the script online! ")
else:
# Load configuration from file
config = configFile
# Get prices online from sources
pool = futures.ThreadPoolExecutor(max_workers=8)
feed = {}
mythreads = {}
for name in config.feedSources:
print("(%s)" % name, end="", flush=True)
mythreads[name] = pool.submit(config.feedSources[name].fetch)
for name in config.feedSources:
print(".", end="", flush=True)
feed[name] = mythreads[name].result()
# rpc variables about bts rpc ##############################################
rpc = GrapheneAPI(config.host, config.port, config.user, config.passwd)
fetch_from_wallet(rpc)
# Determine bts price ######################################################
derived_prices = derive_prices(feed)
# Only publish given feeds #################################################
price_feeds = {}
update_required = False
for asset in asset_list_publish:
# Get Final Price according to price metric
this_asset_config = config.asset_config[
asset] if asset in config.asset_config else config.asset_config[
"default"]
price_metric = this_asset_config[
"metric"] if "metric" in this_asset_config else config.asset_config[
"default"]["metric"]
if (asset not in derived_prices
or core_symbol not in derived_prices[asset]
or price_metric not in derived_prices[asset][core_symbol]):
print("Warning: Asset %s has no derived price!" % asset)
continue
if float(derived_prices[asset][core_symbol][price_metric]) > 0.0:
quote_precision_core = assets[asset]["precision"]
symbol = assets[asset]["symbol"]
assert symbol is not asset
base_precision_cer = assets[blockchain_feed_quote[asset]][
"precision"] # core asset
core_price_cer = derived_prices[asset][core_symbol][
price_metric] * 10**(quote_precision_core - base_precision_cer)
core_price_cer = fractions.Fraction.from_float(
core_price_cer).limit_denominator(100000)
denominator_cer = core_price_cer.denominator
numerator_cer = core_price_cer.numerator
quote_precision_settle = assets[asset]["precision"]
symbol = assets[asset]["symbol"]
assert symbol is not asset
base_precision_settle = assets[blockchain_feed_quote[asset]][
"precision"] # core asset
core_price_settle = derived_prices[asset]["short_backing_asset"][
price_metric] * 10**(quote_precision_settle -
base_precision_settle)
core_price_settle = fractions.Fraction.from_float(
core_price_settle).limit_denominator(100000)
denominator_settle = core_price_settle.denominator
numerator_settle = core_price_settle.numerator
price_feed = {
"settlement_price": {
"quote": {
"asset_id": assets[blockchain_feed_quote[asset]]["id"],
"amount": denominator_settle
},
"base": {
"asset_id": assets[asset]["id"],
"amount": numerator_settle
}
},
"maintenance_collateral_ratio":
config.asset_config[symbol]["maintenance_collateral_ratio"] if
(symbol in config.asset_config
and "maintenance_collateral_ratio"
in config.asset_config[symbol]) else
config.asset_config["default"]["maintenance_collateral_ratio"],
"maximum_short_squeeze_ratio":
config.asset_config[symbol]["maximum_short_squeeze_ratio"] if
(symbol in config.asset_config
and "maximum_short_squeeze_ratio"
in config.asset_config[symbol]) else
config.asset_config["default"]["maximum_short_squeeze_ratio"],
"core_exchange_rate": {
"quote": {
"asset_id":
"1.3.0",
"amount":
int(denominator_cer *
(config.asset_config[symbol]
["core_exchange_factor"] if
(symbol in config.asset_config
and "core_exchange_factor"
in config.asset_config[symbol]) else config.
asset_config["default"]["core_exchange_factor"]))
},
"base": {
"asset_id": assets[asset]["id"],
"amount": numerator_cer
}
}
}
asset_update_required = publish_rule(rpc, asset)
if asset_update_required:
update_required = True
price_feeds[symbol] = {
"asset_id": assets[asset]["id"],
"feed": price_feed,
"publish": asset_update_required
}
else:
print(
"Warning: Asset %s has a negative derived price of %f (%s metric)!"
% (asset, float(
derived_prices[asset][price_metric]), price_metric))
continue
if not debug:
# Print some stats ##########################################################
print_stats(price_feeds)
# Verify results or store them ##############################################
configStruct = {}
for key in dir(config):
if key[0] == "_":
continue
if key == "feedSources":
continue
if key == "feedsources":
continue
if key == "subprocess":
continue
if key == "os":
continue
configStruct[key] = config.__dict__[key]
# Store State
state["feed"] = feed
state["derived_prices"] = derived_prices
state["price_feeds"] = price_feeds
state["lastblock"] = get_last_block(rpc)
state["config"] = configStruct
blameFile = config.configPath + "/blame/" + str(
state["lastblock"]) + ".json"
with open(blameFile, 'w') as fp:
json.dump(state, fp)
print("Blamefile: " + blameFile)
# Check publish rules and publich feeds #####################################
if update_required and not debug:
publish = False
if config.ask_confirmation:
if rpc._confirm(
"Are you SURE you would like to publish this feed?"):
publish = True
else:
publish = True
if publish:
print("Update required! Forcing now!")
update_feed(rpc, price_feeds)
else:
print("no update required")
else:
# Verify results
print()
print(
"[Warning] This script is loading old data for debugging. No price can be published.\n"
+
" Please set 'blame' to 'latest' if you are ready to go online!"
)
print()
compare_feeds(state["derived_prices"], derived_prices)
