def price_converted_to_usd(self,
currency_symbol,
exchange_name='aggregate'):
result = WeightedAverage()
for a in self.alive_exchanges:
if a.currency_symbol != currency_symbol:
continue
if a.price_usd is not None and a.price_usd != 0:
price_in_usd = a.price_usd
volume_in_usd = 0 if a.volume_usd is None else a.volume_usd
elif a.price_dai is not None and a.price_dai != 0:
price_in_usd = a.price_dai
volume_in_usd = 0 if a.volume_dai is None else a.volume_dai
elif a.price_eth is not None and a.price_eth != 0:
price_in_usd = a.price_eth * self.eth_price_usd()
volume_in_usd = 0 if a.volume_eth is None else a.volume_eth * self.eth_price_usd(
)
elif a.price_btc is not None and a.price_btc != 0:
price_in_usd = a.price_btc * self.eth_price_usd()
volume_in_usd = 0 if a.volume_btc is None else a.volume_btc * self.eth_price_usd(
)
if exchange_name == 'aggregate' or a.exchange_name == exchange_name:
result.add(price_in_usd, volume_in_usd)
return result.average()
def __init__(self, slam_data_filepath, sensor_list_filepath,
smarthome_data_filepath, config):
# variables
self.map = None
self.slam_weight = 1.0
self.wa_weight = 0.1
self.path_weight = 1500.0
# load slam map
self.slam_map = slam_map = SlamMap(slam_data_filepath, config)
# load reachability map
self.reachability_map = reachability_map = ReachabilityMap(slam_map)
# load heatmap
self.static_heatmap = static_heatmap = StaticHeatmap(
sensor_list_filepath, smarthome_data_filepath, config)
static_heatmap.set_offset(slam_map.origin[0], slam_map.origin[1])
# load path map
self.path_map_array = PathMap(self.static_heatmap).get_as_array()
# load weighted average
self.weighted_average = WeightedAverage(static_heatmap)
self.average_point = self.weighted_average.get_weighted_average_point()
self._build_map()
def btc_price_usd(self, api_name='aggregate'):
result = WeightedAverage()
for a in self.alive_apis:
if a.btc_price_usd == None:
continue
if api_name == 'aggregate' or a.api_name == api_name:
result.add(a.btc_price_usd, a.volume_eth)
return result.average()
def change_24h(self, currency_symbol='0xBTC', api_name='aggregate'):
result = WeightedAverage()
for a in self.alive_apis:
if a.currency_symbol != currency_symbol:
continue
if a.change_24h == None:
continue
if api_name == 'aggregate' or a.api_name == api_name:
result.add(a.change_24h, a.volume_eth)
return result.average()
def price_usd(self, currency_symbol, exchange_name='aggregate'):
result = WeightedAverage()
for a in self.alive_exchanges:
if a.currency_symbol != currency_symbol:
continue
if a.price_usd == None:
continue
if a.volume_eth == None:
continue
if exchange_name == 'aggregate' or a.exchange_name == exchange_name:
result.add(a.price_usd, a.volume_eth)
return result.average()
async def _update_all_values(self, should_update_volume=False, timeout=10):
if should_update_volume:
current_eth_block = self._w3.eth.blockNumber
# get price of eth
eth_prices = [
get_price(self._w3, "DAI", "WETH"),
get_price(self._w3, "USDT", "WETH"),
get_price(self._w3, "USDC", "WETH"),
]
self.eth_price_usd = sum(eth_prices) / len(eth_prices) # TODO: should be weighted average
# get token price (in USD), liquidity (in tokens), and volume (in tokens) for
# each pair. Note if liquidity is low for a pair, its voluem is not checked.
price_usd_weighted_average = WeightedAverage()
total_liquidity_tokens = 0
total_volume_tokens = 0
for exchange_contract in self._exchanges:
try:
price_usd, liquidity_tokens = await self._get_price_and_liquidity_at_exchange_contract(exchange_contract)
except (NoTokenMatchError, PairNotDefinedError) as e:
logging.warning(f"Failed to update quickswap exchange: {str(e)}")
continue
except NoLiquidityException:
# no liquidity is not an error; simply skip this exchange
continue
else:
price_usd_weighted_average.add(price_usd, liquidity_tokens)
total_liquidity_tokens += liquidity_tokens
if should_update_volume and liquidity_tokens > _MINIMUM_ALLOWED_LIQUIDITY_TOKENS_TO_CHECK_VOLUME:
try:
volume_tokens, volume_pair = await self._get_volume_at_exchange_contract(exchange_contract, current_eth_block=current_eth_block, timeout=timeout)
total_volume_tokens += volume_tokens
except requests.exceptions.ReadTimeout:
logging.warning(f"Failed to update SushiSwapPolygonAPI volume: ReadTimeout")
self.price_usd = price_usd_weighted_average.average()
self.price_eth = self.price_usd / self.eth_price_usd
self.liquidity_tokens = total_liquidity_tokens
self.liquidity_eth = self.liquidity_tokens * self.price_eth
if should_update_volume:
self.hourly_volume_tokens.append(total_volume_tokens)
# trim list to 168 hours (7 days)
self.hourly_volume_tokens = self.hourly_volume_tokens[-168:]
# use last 24 hours for volume
self.volume_tokens = sum(self.hourly_volume_tokens[-24:])
self.volume_eth = self.volume_tokens * self.price_eth
# NOTE: this sets _time_volume_last_updated even if all volume updates
# failed. This is OK for now, it throttles struggling APIs (matic) but
# may not be the ideal behavior.
self._mark_volume_as_updated()
def main():
# get command line arguments
slam_data_filepath = sys.argv[1]
smarthome_data_filepath = sys.argv[2]
sensor_map_filepath = sys.argv[3]
config_filepath = sys.argv[4]
# load the config
config = Config(config_filepath)
### get all the things to plot
# get slam map
slam_map = SlamMap(slam_data_filepath, config)
# get heatmap
heatmap = StaticHeatmap(sensor_map_filepath, smarthome_data_filepath, config)
heatmap.set_offset(slam_map.origin[0], slam_map.origin[1])
# get path map
path_map = PathMap(heatmap)
# get the weighted average
weighted_average = WeightedAverage(heatmap)
# get the reachability map
reachability_map = ReachabilityMap(slam_map)
### plot all the things to plot
# plot the path map
path_array = path_map.get_as_array()
#plt.imshow(np.transpose(path_array), cmap='hot', interpolation='nearest')
# plot the heatmap
heatmap = heatmap.get_heatmap_array()
plt.imshow(np.transpose(heatmap), cmap=get_custom_colormap_blue(), interpolation='nearest')
# plot the slam map
plt.imshow(np.transpose(slam_map.map), cmap=get_custom_colormap_green(), interpolation='nearest')
# plot the weighted average
average_point = weighted_average.get_weighted_average_point()
#plt.plot(average_point[0], average_point[1], 'go')
# plot the reachability map
#plt.imshow(np.transpose(reachability_map.map), cmap=get_custom_colormap_blue(), interpolation='nearest')
# flip y axis
axis = plt.gca()
axis.set_ylim(axis.get_ylim()[::-1])
plt.show()
def price_eth(self, currency_symbol, exchange_name='aggregate'):
result = WeightedAverage()
for a in self.alive_exchanges:
if a.currency_symbol != currency_symbol:
continue
if a.price_eth == None:
continue
if a.volume_eth == None:
# use 0 eth as fallback so it does not affect weighted price
volume = 0
else:
volume = a.volume_eth
if exchange_name == 'aggregate' or a.exchange_name == exchange_name:
result.add(a.price_eth, volume)
return result.average()
async def _update(self, timeout=10.0):
if self.market_id_vs_eth is None:
self.market_id_vs_eth = await self._get_market_id(
self.currency_symbol, "ETH")
if self.market_id_vs_btc is None:
self.market_id_vs_btc = await self._get_market_id(
self.currency_symbol, "BTC")
if self.market_id_eth_btc is None:
self.market_id_eth_btc = await self._get_market_id("ETH", "BTC")
if self.market_id_vs_eth is None or self.market_id_vs_btc is None:
raise RuntimeError(
"Failed to get market ids for asset code '{}'".format(
self.currency_symbol))
# grab market data for the desired currency vs ETH and BTC
self.price_eth, self.volume_eth, change_eth = await self._fetch_market_data(
self.market_id_vs_eth)
self.price_btc, self.volume_btc, change_btc = await self._fetch_market_data(
self.market_id_vs_btc)
# grab market data for ETH/BTC so we can interpret relative data
eth_price_in_btc, _, _ = await self._fetch_market_data(
self.market_id_eth_btc)
if self.volume_btc == 0:
ratio_of_eth_vs_btc_volume = 100000
else:
ratio_of_eth_vs_btc_volume = self.volume_eth / (self.volume_btc /
eth_price_in_btc)
average = WeightedAverage()
average.add(change_eth, ratio_of_eth_vs_btc_volume)
average.add(change_btc, 1)
self.change_24h = average.average()
def btc_price_usd(self, exchange_name='aggregate'):
result = WeightedAverage()
for a in self.alive_exchanges:
if a.btc_price_usd == None:
continue
if exchange_name == 'aggregate' or a.exchange_name == exchange_name:
if a.currency_symbol == 'BTC':
result.add(a.price_usd, a.volume_usd / a.price_usd)
else:
result.add(a.btc_price_usd, a.volume_btc)
return result.average()
async def _update(self, timeout=10.0):
total_liquidity_eth = 0
total_liquidity_dai = 0
total_liquidity_tokens = 0
price_eth_avg = WeightedAverage()
price_dai_avg = WeightedAverage()
for exchange_address in self._exchange_addresses:
liquidity_eth, liquidity_dai, liquidity_tokens, price_eth, price_dai = await self._get_liquidity_and_price_at_pool_addr(
exchange_address)
price_eth_avg.add(price_eth, liquidity_eth)
price_dai_avg.add(price_dai, liquidity_dai)
total_liquidity_eth += liquidity_eth
total_liquidity_dai += liquidity_dai
total_liquidity_tokens += liquidity_tokens
if total_liquidity_tokens == 0:
raise NoLiquidityException("Pool has no liquidity")
self.liquidity_dai = total_liquidity_dai
self.liquidity_eth = total_liquidity_eth
self.liquidity_tokens = total_liquidity_tokens
self.price_eth = price_eth_avg.average()
self.price_usd = price_dai_avg.average(
) # note: this is usually 0 because there are no dai pairs defined on balancer
# update volume once every hour since it (potentially) loads eth api
if time.time() - self._time_volume_last_updated > 60 * 60:
try:
await self._update_volume()
except requests.exceptions.ReadTimeout:
logging.warning(
f"Failed to update QuickSwapAPI volume: ReadTimeout")
self._time_volume_last_updated = time.time()
def get_landing_zone(self, data=None):
# Use the dynamic_heatmap to grab the weighted average
weighted_average = WeightedAverage(
self.dynamic_heatmap).get_weighted_average_point()
self.average_point = weighted_average
landing_zone = weighted_average
self._build_map()
landing_zone = self.get_best_point()
self.dynamic_heatmap.mark_spot_on_map(landing_zone)
self._move_ras_to(landing_zone)
return landing_zone
def _estimated_hashrate_n_days(self, days):
# MUST CALL UPDATE() BEFORE THIS FUNCTION
eth_blocks_in_window = int(days * 60 * 60 * 24 / SECONDS_PER_ETH_BLOCK)
eth_block_at_start = self._current_eth_block - eth_blocks_in_window
epoch_at_start = self._contract.functions.epochCount().call(
block_identifier=-eth_blocks_in_window)
#epoch_at_start = self._w3.toInt(self._w3.eth.getStorageAt(self.address, 0x7, eth_block_at_start))
epochs_in_window = self._epoch_count - epoch_at_start
epochs_per_eth_block = epochs_in_window / eth_blocks_in_window
epochs_per_second = epochs_per_eth_block / SECONDS_PER_ETH_BLOCK
seconds_per_reward = 1 / epochs_per_second
# if current diff started before beginning of the window, the math is
# simple - one difficulty only
if self.last_difficulty_start_block <= eth_block_at_start:
estimated_hashrate_24h = self.difficulty * 2**22 / seconds_per_reward
else:
# difficulty changed within the window - so calculation must
# consider multiple difficulties
previous_mining_target = self._contract.functions.getMiningTarget(
).call(block_identifier=self.last_difficulty_start_block - 1)
previous_difficulty = int(self.max_target / previous_mining_target)
# load the eth block where the difficulty changed to the *previous*
# difficulty. If it is inside the window, exit completely, because
# it means the window contains 3 or more difficulties.
eth_block_two_readjustments_ago = self._contract.functions.latestDifficultyPeriodStarted(
).call(block_identifier=self.last_difficulty_start_block - 1)
if eth_block_two_readjustments_ago >= eth_block_at_start:
raise RuntimeError(
"Average window too large: this function only supports at most two difficulty periods."
)
from weighted_average import WeightedAverage
wa = WeightedAverage()
# add hashrate based on current difficulty weighted by how many eth
# blocks occured during that difficulty
wa.add(self.difficulty * 2**22 / seconds_per_reward,
self._current_eth_block - self.last_difficulty_start_block)
# add hashrate based on last difficulty weighted by how many eth
# blocks occured during that difficulty
wa.add(previous_difficulty * 2**22 / seconds_per_reward,
self.last_difficulty_start_block - eth_block_at_start)
estimated_hashrate_24h = wa.average()
return estimated_hashrate_24h
class BasePlacer:
""" Finds where the robot should be placed based on our metrics
Loads up the heatmap, slam map, path map, and weighted average.
Then uses each of these metrics to find the best point by finding
a weighted value for every point on the map.
"""
def __init__(self, slam_data_filepath, sensor_list_filepath,
smarthome_data_filepath, config):
# variables
self.map = None
self.slam_weight = 1.0
self.wa_weight = 0.1
self.path_weight = 1500.0
# load slam map
self.slam_map = slam_map = SlamMap(slam_data_filepath, config)
# load reachability map
self.reachability_map = reachability_map = ReachabilityMap(slam_map)
# load heatmap
self.static_heatmap = static_heatmap = StaticHeatmap(
sensor_list_filepath, smarthome_data_filepath, config)
static_heatmap.set_offset(slam_map.origin[0], slam_map.origin[1])
# load path map
self.path_map_array = PathMap(self.static_heatmap).get_as_array()
# load weighted average
self.weighted_average = WeightedAverage(static_heatmap)
self.average_point = self.weighted_average.get_weighted_average_point()
self._build_map()
def _build_map(self):
# find the value of each point
placement_map = np.zeros_like(self.static_heatmap.get_heatmap_array())
for i in range(placement_map.shape[0]):
for j in range(placement_map.shape[1]):
# find the value of a given location
placement_map[i, j] = self.find_value(i, j)
# rescale to between zero and 1
# note that all values in the map are less than zero
amin = np.amin(placement_map)
placement_map = np.subtract(placement_map, amin)
amax = np.amax(placement_map)
placement_map = np.true_divide(placement_map, amax)
# apply reachability mask
placement_map = self.apply_reachability_mask(placement_map)
self.map = placement_map
def apply_reachability_mask(self, placement_map):
reachability_map = self.reachability_map.map
masked_map = np.zeros_like(reachability_map, dtype="float")
for i in range(reachability_map.shape[0]):
for j in range(reachability_map.shape[1]):
# skip values outside the placement map
if i >= placement_map.shape[0] or j >= placement_map.shape[1]:
continue
if reachability_map[i, j] > 0:
masked_map[i, j] = placement_map[i, j]
return masked_map
def find_value(self, i, j):
"""
find the placement value at the given array location
"""
# get weighted average value
p1 = (i, j)
p2 = self.average_point
wa_value = -(get_point_distance(p1, p2)**2) * self.wa_weight
# get path map value
path_value = -self.path_map_array[i, j] * self.path_weight
return wa_value + path_value
def get_best_point(self):
""" get the location of the best point
returns:
tuple (x, y) - indecies of the best scoring map location
"""
max_value = 0.0 # minimum value of the map is 0.0
best_point = (-1, -1)
for i in range(self.map.shape[0]):
for j in range(self.map.shape[1]):
if self.map[i, j] > max_value:
max_value = self.map[i, j]
best_point = (i, j)
return best_point
def display_as_heatmap(self):
best_point = self.get_best_point()
# display
plt.imshow(np.transpose(self.map), cmap='hot', interpolation='nearest')
plt.plot(best_point[0], best_point[1], 'go')
axis = plt.gca()
axis.set_ylim(axis.get_ylim()[::-1])
plt.show()
def display_top(self, top_percent=0.1):
top_map = np.copy(self.map)
minimum = np.amin(top_map)
maximum = np.amax(top_map)
value_range = maximum - minimum
cutoff = maximum - value_range * top_percent
# clip any values below the desired percentage
full = np.full_like(top_map, cutoff)
top_map = np.maximum(top_map, full)
top_map = np.subtract(top_map, full)
# scale to between 0 and 1
amax = np.amax(top_map)
top_map = np.true_divide(top_map, amax)
plt.imshow(np.transpose(top_map), cmap='hot', interpolation='nearest')
plt.imshow(np.transpose(self.slam_map.map),
cmap=get_custom_colormap_green(),
interpolation='nearest')
axis = plt.gca()
axis.set_ylim(axis.get_ylim()[::-1])
plt.show()
def _update(self, timeout=10.0):
method = "/coin/{}".format(self.currency_symbol)
response = urlopen(self._SERVER_URL+method, timeout=timeout)
response = response.read().decode("utf-8")
try:
data = json.loads(response)
except json.decoder.JSONDecodeError:
if "be right back" in response:
raise TimeoutError("api is down - got 404 page")
else:
raise TimeoutError("api sent bad data ({})".format(repr(response)))
volume_usd = 0
wavg_eth_price_usd = WeightedAverage()
wavg_btc_price_usd = WeightedAverage()
wavg_price_eth = WeightedAverage()
wavg_price_usd = WeightedAverage()
for exchange_data in data['data']:
# skip reverse-pairings
if exchange_data['base'] != self.currency_symbol:
continue
# last_price_in_usd = data['data'][0]['usd']
# last_price_in_eth = data['data'][0]['rate']
# last_eth_price = data['data'][0]['lastq']
base_pair = exchange_data['quote']
relative_volume = float(exchange_data['volumep'])
# NOTE: this entire if statement is ONLY to collect price of eth and btc
if base_pair == "ETH":
# average price of base pairs, they are NOT all the same
wavg_eth_price_usd.add(exchange_data['lastq'], relative_volume)
wavg_price_eth.add(exchange_data['rate'], relative_volume)
elif (base_pair in ["AUD", "CAD", "CNY", "DAI", "EUR", "EURO", "GBP", "JPY", "KRW", "RUB", "USDT", "USD"]):
# allow all fiat pairings to count towards volume
pass
elif (base_pair in ["BTC"]):
# average price of base pairs, they are NOT all the same
wavg_btc_price_usd.add(exchange_data['lastq'], relative_volume)
# allow BTC pairings to count towards volume
pass
else:
#pprint.pprint(exchange_data)
logging.debug('Unknown base_pair {}'.format(base_pair))
# if base pair is unknown, don't use for calcualted volume/price
continue
# only let allowed_apis to count toward price
if self.allowed_apis == 'all' or exchange_data['exchange'] in self.allowed_apis:
wavg_price_usd.add(exchange_data['usd'], relative_volume)
volume_usd += exchange_data['volume']
self.price_usd = wavg_price_usd.average()
self.eth_price_usd = wavg_eth_price_usd.average()
self.btc_price_usd = wavg_btc_price_usd.average()
if self.currency_symbol == "ETH":
self.price_eth = 1
self.eth_price_usd = self.price_usd
else:
self.price_eth = wavg_price_eth.average()
self.volume_usd = volume_usd
if self.eth_price_usd != None and self.eth_price_usd != 0:
# TODO: volume_eth should really represent quantity of volume in eth,
# not quantity of all volume converted to price of eth. This
# calculation includes btc in eth volume.
self.volume_eth = self.volume_usd / self.eth_price_usd
if self.currency_symbol == "BTC":
self.btc_price_usd = self.price_usd
async def _update(self, timeout=10.0):
eth_prices = [
get_price(self._w3, "DAI", "WETH"),
get_price(self._w3, "USDT", "WETH"),
get_price(self._w3, "USDC", "WETH"),
]
# TODO: weighted average would be better than a simple average
self.eth_price_usd = sum(eth_prices) / len(eth_prices)
# matic_price_eth = get_price(self._w3, "WETH", "WMATIC")
# self.matic_price_usd = matic_price_eth * self.eth_price_usd
# swam_price_eth = get_price(self._w3, "WETH", "SWAM")
# self.swam_price_usd = swam_price_eth * self.eth_price_usd
total_liquidity_tokens = 0
price_usd_weighted_average = WeightedAverage()
# check each token that <self.currency_symbol> is paired with
for exchange_contract in self._exchanges:
token0_address = exchange_contract.functions.token0().call().lower(
)
token1_address = exchange_contract.functions.token1().call().lower(
)
paired_token_address = token0_address if token1_address.lower(
) == Token().from_symbol(
self.currency_symbol).address.lower() else token1_address
try:
paired_token_symbol = Token().from_address(
paired_token_address).symbol
except NoTokenMatchError:
logging.warning(
f"no token with address {paired_token_address} found (need to edit token_class.py); skipping"
)
continue
try:
liquidity_tokens, liquidity_pair = get_reserves(
self._w3, self.currency_symbol, paired_token_symbol)
except PairNotDefinedError:
logging.warning(
f"pair {self.currency_symbol}-{paired_token_symbol} not found; skipping"
)
continue
if liquidity_tokens < 0.001:
continue
total_liquidity_tokens += liquidity_tokens
if paired_token_symbol == "WETH":
self.price_eth = get_price(self._w3, paired_token_symbol,
self.currency_symbol)
price_usd_weighted_average.add(
self.price_eth * self.eth_price_usd, liquidity_tokens)
self.liquidity_eth = liquidity_pair
else:
# get the paired token's price in Eth. If there is less than $500 in
# liquidity to determine this, then skip this pair when determining price.
try:
liquidity_eth, _ = get_reserves(self._w3, "WETH",
paired_token_symbol)
except PairNotDefinedError:
logging.warning(
f"pair WETH-{paired_token_symbol} not found; skipping")
continue
if liquidity_eth < 500 / self.eth_price_usd:
continue
paired_token_price_in_eth = get_price(self._w3, "WETH",
paired_token_symbol)
paired_token_price_in_usd = paired_token_price_in_eth * self.eth_price_usd
# get the price <self.currency_symbol> in terms of the paired token
price_in_paired_token = get_price(self._w3,
paired_token_symbol,
self.currency_symbol)
price_usd_weighted_average.add(
price_in_paired_token * paired_token_price_in_usd,
liquidity_tokens)
self.liquidity_tokens = total_liquidity_tokens
self.price_usd = price_usd_weighted_average.average()
try:
self.price_eth = get_price(self._w3, "WETH", self.currency_symbol)
except PairNotDefinedError:
logging.warning(
f"Failed to get WETH pair for {self.currency_symbol}; calculating backwards using average USD price"
)
self.price_eth = self.price_usd / self.eth_price_usd
self.volume_tokens = await self._update_24h_volume()
self.volume_eth = self.volume_tokens * self.price_eth
async def _update_all_values(self,
timeout=10.0,
should_update_volume=False):
if should_update_volume:
current_eth_block = self._w3.eth.blockNumber
self.price_eth = None
eth_prices = [
get_price(self._uniswap_api, "DAI", "WETH", _DEFAULT_PAIR_FEE),
get_price(self._uniswap_api, "USDT", "WETH", _DEFAULT_PAIR_FEE),
get_price(self._uniswap_api, "USDC", "WETH", _DEFAULT_PAIR_FEE),
]
self.eth_price_usd = sum(eth_prices) / len(
eth_prices) # TODO: should be weighted average
price_usd_weighted_average = WeightedAverage()
total_liquidity_tokens = 0
total_volume_tokens = 0
for exchange_address in getExchangeAddressesForToken(
self.currency_symbol):
token0_name, token1_name, fee = getTokensFromExchangeAddress(
exchange_address)
token0_address = Token().from_symbol(token0_name).address
token1_address = Token().from_symbol(token1_name).address
#paired_token_address = token0_address if token1_address.lower() == Token().from_symbol(self.currency_symbol).address.lower() else token1_address
#paired_token_symbol = Token().from_address(paired_token_address).symbol
try:
price_usd, liquidity_tokens = await self._get_price_and_liquidity_for_pair(
token0_address, token1_address, fee)
except (NoTokenMatchError, PairNotDefinedError) as e:
logging.warning(
f"Failed to update {self.exchange_name} pair: {str(e)}")
continue
except NoLiquidityException:
# no liquidity is not an error; simply skip this exchange
continue
else:
price_usd_weighted_average.add(price_usd, liquidity_tokens)
total_liquidity_tokens += liquidity_tokens
if should_update_volume and liquidity_tokens > _MINIMUM_ALLOWED_LIQUIDITY_TOKENS_TO_CHECK_VOLUME:
try:
volume_tokens, volume_pair = await self._get_volume_for_pair(
token0_address,
token1_address,
fee,
current_eth_block=current_eth_block,
timeout=timeout)
total_volume_tokens += volume_tokens
except requests.exceptions.ReadTimeout:
logging.warning(
f"Failed to update Uniswapv3API volume: ReadTimeout"
)
self.price_usd = price_usd_weighted_average.average()
self.price_eth = self.price_usd / self.eth_price_usd
self.liquidity_tokens = total_liquidity_tokens
self.liquidity_eth = self.liquidity_tokens * self.price_eth
if should_update_volume:
self.hourly_volume_tokens.append(total_volume_tokens)
# trim list to 168 hours (7 days)
self.hourly_volume_tokens = self.hourly_volume_tokens[-168:]
# use last 24 hours for volume
self.volume_tokens = sum(self.hourly_volume_tokens[-24:])
self.volume_eth = self.volume_tokens * self.price_eth
# NOTE: this sets _time_volume_last_updated even if all volume updates
# failed. This is OK for now, it throttles struggling APIs (matic) but
# may not be the ideal behavior.
self._mark_volume_as_updated()
async def _update(self, timeout=10.0):
method = "/coin/{}".format(self.currency_symbol)
data = await self._get_json_from_url(self._SERVER_URL+method)
volume_usd = 0
volume_usd_eth = 0
volume_usd_btc = 0
wavg_eth_price_usd = WeightedAverage()
wavg_btc_price_usd = WeightedAverage()
wavg_price_eth = WeightedAverage()
wavg_price_btc = WeightedAverage()
wavg_price_usd = WeightedAverage()
for exchange_data in data['data']:
# skip reverse-pairings
if exchange_data['base'] != self.currency_symbol:
continue
# last_price_in_usd = data['data'][0]['usd']
# last_price_in_eth = data['data'][0]['rate']
# last_eth_price = data['data'][0]['lastq']
base_pair = exchange_data['quote']
relative_volume = float(exchange_data['volumep'])
# NOTE: this entire if statement is ONLY to collect price of eth and btc
if base_pair == "ETH":
# average price of base pairs, they are NOT all the same
wavg_eth_price_usd.add(exchange_data['lastq'], relative_volume)
elif (base_pair in ["AUD", "CAD", "CNY", "DAI", "EUR", "EURO", "GBP", "JPY", "KRW", "RUB", "USDT", "USD"]):
# allow all fiat pairings to count towards volume
pass
elif (base_pair in ["BTC"]):
# average price of base pairs, they are NOT all the same
wavg_btc_price_usd.add(exchange_data['lastq'], relative_volume)
# allow BTC pairings to count towards volume
pass
else:
# if base pair is unknown, don't use for calcualted volume/price
continue
# only let allowed_apis to count toward price
if self.allowed_apis == 'all' or exchange_data['exchange'] in self.allowed_apis:
wavg_price_usd.add(exchange_data['usd'], relative_volume)
volume_usd += exchange_data['volume']
if base_pair == "ETH":
wavg_price_eth.add(exchange_data['rate'], relative_volume)
volume_usd_eth += exchange_data['volume']
if base_pair == "BTC":
wavg_price_btc.add(exchange_data['rate'], relative_volume)
volume_usd_btc += exchange_data['volume']
self.price_usd = wavg_price_usd.average()
self.eth_price_usd = wavg_eth_price_usd.average()
self.btc_price_usd = wavg_btc_price_usd.average()
if self.currency_symbol == "ETH":
self.price_eth = 1
self.eth_price_usd = self.price_usd
else:
self.price_eth = wavg_price_eth.average()
self.volume_usd = volume_usd
if self.eth_price_usd != None and self.eth_price_usd != 0:
# TODO: volume_eth should really represent quantity of volume in eth,
# not quantity of all volume converted to price of eth. This
# calculation includes btc in eth volume.
self.volume_eth = volume_usd_eth / self.eth_price_usd
if self.btc_price_usd != None and self.btc_price_usd != 0:
# TODO: volume_eth should really represent quantity of volume in eth,
# not quantity of all volume converted to price of eth. This
# calculation includes btc in eth volume.
self.volume_btc = volume_usd_btc / self.btc_price_usd
if self.currency_symbol == "BTC":
self.price_btc = 1
self.btc_price_usd = self.price_usd
else:
self.price_btc = wavg_price_btc.average()
