def test_no_feed_available(self):
ExchangePriceManager.set_exchanges_to_feed(['coinbase_pro'], False)
ExchangePriceManager.start()
self.ev_loop.run_until_complete(ExchangePriceManager.wait_til_ready())
eth_btc_price = ExchangePriceManager.get_price("ETH", "BTC")
self.assertEqual(None, eth_btc_price)
ExchangePriceManager.stop()
def convert_token_value(self,
amount: float,
from_currency: str,
to_currency: str,
source: str = None) -> float:
"""
Converts a token amount to the amount of another token with equivalent worth
:param source: default, config, any
:param amount:
:param from_currency:
:param to_currency:
:return:
"""
if not self._started:
self.start()
if source is None:
rate = ExchangePriceManager.get_price(to_currency, from_currency)
if rate is not None:
return amount / float(rate)
exchange_rate = self.get_exchange_rate(source)
from_currency = from_currency.upper()
to_currency = to_currency.upper()
# assume WETH and ETH are equal value
if from_currency == "ETH" and to_currency == "WETH" or from_currency == "WETH" and to_currency == "ETH" \
or from_currency == to_currency:
return amount
from_currency_usd_rate = exchange_rate.get(from_currency.upper(), NaN)
to_currency_usd_rate = exchange_rate.get(to_currency.upper(), NaN)
if math.isnan(from_currency_usd_rate) or math.isnan(
to_currency_usd_rate):
raise ValueError(
f"Unable to convert '{from_currency}' to '{to_currency}'. Aborting."
)
return amount * from_currency_usd_rate / to_currency_usd_rate
def test_use_binance_when_none_supported(self):
ExchangePriceManager.set_exchanges_to_feed(['coinbase_pro'])
ExchangePriceManager.start()
self.ev_loop.run_until_complete(ExchangePriceManager.wait_til_ready())
self.assertTrue(BinancePriceFeed.get_instance()._ready_event.is_set())
self.assertEqual(len(BinancePriceFeed.get_instance().price_dict), 3)
eth_btc_price = ExchangePriceManager.get_price("ETH", "BTC")
self.assertEqual(Decimal("0.025"), eth_btc_price)
ExchangePriceManager.stop()
def test_binance_mid_price(self):
ExchangePriceManager.set_exchanges_to_feed(['binance'], False)
ExchangePriceManager.start()
self.ev_loop.run_until_complete(ExchangePriceManager.wait_til_ready())
expected = (Decimal(FixtureExchangePrices.BINANCE[0]["bidPrice"]) +
Decimal(FixtureExchangePrices.BINANCE[0]["askPrice"])
) / Decimal("2")
eth_btc_price = ExchangePriceManager.get_price("ETH", "BTC")
self.assertEqual(expected, eth_btc_price)
ExchangePriceManager.stop()
def test_liquid_mid_price(self):
ExchangePriceManager.set_exchanges_to_feed(['liquid'], False)
ExchangePriceManager.start()
self.ev_loop.run_until_complete(ExchangePriceManager.wait_til_ready())
expected = (Decimal(FixtureExchangePrices.LIQUID[0]["market_bid"]) +
Decimal(FixtureExchangePrices.LIQUID[0]["market_ask"])
) / Decimal("2")
eth_btc_price = ExchangePriceManager.get_price("ETH", "BTC")
self.assertEqual(expected, eth_btc_price)
ExchangePriceManager.stop()
def test_price_feeds(self):
ExchangePriceManager.set_exchanges_to_feed(['binance', 'liquid'])
ExchangePriceManager.start()
self.ev_loop.run_until_complete(ExchangePriceManager.wait_til_ready())
self.assertTrue(BinancePriceFeed.get_instance()._ready_event.is_set())
self.assertEqual(len(BinancePriceFeed.get_instance().price_dict), 3)
eth_btc_price = ExchangePriceManager.get_price("ETH", "BTC")
self.assertEqual(Decimal("0.025"), eth_btc_price)
# ZRX-USDT is not in the fixture, this should return None
zrx_usdt_price = ExchangePriceManager.get_price("ZRX", "USDT")
self.assertEqual(None, zrx_usdt_price)
# LINK-ETH is only in Liquid Fixture
link_eth_price = ExchangePriceManager.get_price("LINK", "ETH")
self.assertAlmostEqual(Decimal('0.000575'), link_eth_price)
ExchangePriceManager.stop()
def test_kucoin_mid_price(self):
ExchangePriceManager.set_exchanges_to_feed(['kucoin'], False)
ExchangePriceManager.start()
self.ev_loop.run_until_complete(ExchangePriceManager.wait_til_ready())
expected = (
Decimal(FixtureExchangePrices.KUCOIN["data"]["ticker"][0]["buy"]) +
Decimal(FixtureExchangePrices.KUCOIN["data"]["ticker"][0]["sell"])
) / Decimal("2")
eth_btc_price = ExchangePriceManager.get_price("ETH", "BTC")
self.assertEqual(expected, eth_btc_price)
ExchangePriceManager.stop()
def test_all_price_feeds(self):
ev_loop = asyncio.get_event_loop()
for ex_name in ExchangePriceManager.supported_exchanges:
ExchangePriceManager.set_exchanges_to_feed([ex_name])
ExchangePriceManager.start()
ev_loop.run_until_complete(ExchangePriceManager.wait_til_ready())
self.assertTrue(
len(ExchangePriceManager.ex_feeds[ex_name].price_dict) > 0)
for trading_pair, price in ExchangePriceManager.ex_feeds[
ex_name].price_dict.items():
self.assertTrue("-" in trading_pair)
self.assertTrue(isinstance(price, Decimal))
ExchangePriceManager.stop()
def exchange_on_validated(value: str):
required_exchanges.append(value)
ExchangePriceManager.set_exchanges_to_feed([value])
ExchangePriceManager.start()
def taker_market_on_validated(value: str):
required_exchanges.append(value)
maker_exchange = cross_exchange_market_making_config_map["maker_market"].value
ExchangePriceManager.set_exchanges_to_feed([maker_exchange, value])
ExchangePriceManager.start()
def secondary_market_on_validated(value: str):
required_exchanges.append(value)
primary_exchange = arbitrage_config_map["primary_market"].value
ExchangePriceManager.set_exchanges_to_feed([primary_exchange, value])
ExchangePriceManager.start()