def create_price_feed(arguments, tub: Tub = None) -> PriceFeed:
assert (isinstance(tub, Tub) or tub is None)
price_feed_argument = arguments.price_feed
price_feed_expiry_argument = arguments.price_feed_expiry
gdax_ws_url = "wss://ws-feed.gdax.com"
if price_feed_argument == 'eth_dai':
# main price feed
main_price_feed = GdaxPriceFeed(ws_url=gdax_ws_url,
product_id="ETH-USD",
expiry=price_feed_expiry_argument)
# emergency price feed
emergency_price_feed = AveragePriceFeed([
SetzerPriceFeed('kraken', expiry=price_feed_expiry_argument),
SetzerPriceFeed('gemini', expiry=price_feed_expiry_argument)
])
if tub is not None:
# last resort price feed
last_resort_price_feed = TubPriceFeed(tub)
price_feed = BackupPriceFeed([
main_price_feed, emergency_price_feed,
last_resort_price_feed
])
else:
price_feed = BackupPriceFeed(
[main_price_feed, emergency_price_feed])
elif price_feed_argument == 'btc_dai':
return GdaxPriceFeed(ws_url=gdax_ws_url,
product_id="BTC-USD",
expiry=price_feed_expiry_argument)
elif price_feed_argument == 'tub':
if tub is not None:
price_feed = TubPriceFeed(tub)
else:
raise Exception(
f"'--price-feed tub' cannot be used as this keeper does not know about 'Tub'"
)
elif price_feed_argument.startswith("fixed:"):
price_feed = FixedPriceFeed(
Wad.from_number(price_feed_argument[6:]))
elif price_feed_argument.startswith(
"ws://") or price_feed_argument.startswith("wss://"):
socket_feed = WebSocketFeed(price_feed_argument, 5)
socket_feed = ExpiringFeed(socket_feed, price_feed_expiry_argument)
price_feed = WebSocketPriceFeed(socket_feed)
else:
raise Exception(f"'--price-feed {price_feed_argument}' unknown")
return price_feed
def create_spread_feed(arguments) -> Feed:
if arguments.spread_feed:
web_socket_feed = WebSocketFeed(arguments.spread_feed, 5)
expiring_web_socket_feed = ExpiringFeed(web_socket_feed,
arguments.spread_feed_expiry)
return expiring_web_socket_feed
else:
return EmptyFeed()
def create_control_feed(arguments) -> Feed:
if arguments.control_feed:
web_socket_feed = WebSocketFeed(arguments.control_feed, 5)
expiring_web_socket_feed = ExpiringFeed(web_socket_feed,
arguments.control_feed_expiry)
return expiring_web_socket_feed
else:
return FixedFeed({'canBuy': True, 'canSell': True})
def _create_price_feed(price_feed_argument: str, price_feed_expiry_argument: int, tub: Optional[Tub]):
assert(isinstance(price_feed_argument, str))
assert(isinstance(price_feed_expiry_argument, int))
assert(isinstance(tub, Tub) or tub is None)
if price_feed_argument == 'eth_dai':
# main price feed
main_price_feed = GdaxPriceFeed(product_id="ETH-USD",
expiry=price_feed_expiry_argument)
# emergency price feed
emergency_price_feed = AveragePriceFeed([SetzerPriceFeed('kraken', expiry=price_feed_expiry_argument),
SetzerPriceFeed('gemini', expiry=price_feed_expiry_argument)])
if tub is not None:
# last resort price feed
last_resort_price_feed = TubPriceFeed(tub)
price_feed = BackupPriceFeed([main_price_feed, emergency_price_feed, last_resort_price_feed])
else:
price_feed = BackupPriceFeed([main_price_feed, emergency_price_feed])
elif price_feed_argument == 'btc_dai':
return GdaxPriceFeed(product_id="BTC-USD",
expiry=price_feed_expiry_argument)
elif price_feed_argument == 'dai_eth':
return ReversePriceFeed(PriceFeedFactory._create_price_feed('eth_dai', price_feed_expiry_argument, tub))
elif price_feed_argument == 'dai_btc':
return ReversePriceFeed(PriceFeedFactory._create_price_feed('btc_dai', price_feed_expiry_argument, tub))
elif price_feed_argument == 'tub':
if tub is not None:
price_feed = TubPriceFeed(tub)
else:
raise Exception(f"'--price-feed tub' cannot be used as this keeper does not know about 'Tub'")
elif price_feed_argument.startswith("fixed:"):
price_feed = FixedPriceFeed(Wad.from_number(price_feed_argument[6:]))
elif price_feed_argument.startswith("ws://") or price_feed_argument.startswith("wss://"):
socket_feed = WebSocketFeed(price_feed_argument, 5)
socket_feed = ExpiringFeed(socket_feed, price_feed_expiry_argument)
price_feed = WebSocketPriceFeed(socket_feed)
else:
raise Exception(f"'--price-feed {price_feed_argument}' unknown")
return price_feed
def _create_price_feed(price_feed_argument: str, price_feed_expiry_argument: int, tub: Optional[Tub]):
assert(isinstance(price_feed_argument, str))
assert(isinstance(price_feed_expiry_argument, int))
assert(isinstance(tub, Tub) or tub is None)
if price_feed_argument == 'eth_dai-pair':
return GdaxPriceFeed(product_id="ETH-DAI",
expiry=price_feed_expiry_argument)
if price_feed_argument == 'eth_dai-pair-midpoint':
return GdaxMidpointPriceFeed(product_id="ETH-DAI",
expiry=price_feed_expiry_argument)
if price_feed_argument == 'eth_dai':
return GdaxPriceFeed(product_id="ETH-USD",
expiry=price_feed_expiry_argument)
elif price_feed_argument == 'eth_dai-setzer':
return AveragePriceFeed([SetzerPriceFeed('kraken', expiry=price_feed_expiry_argument),
SetzerPriceFeed('gemini', expiry=price_feed_expiry_argument)])
elif price_feed_argument == 'eth_rub-setzer':
return SetzerPriceFeed('ETHRUB', expiry=price_feed_expiry_argument)
elif price_feed_argument == 'mdt_rub-setzer':
return SetzerPriceFeed('MDTRUB', expiry=price_feed_expiry_argument)
elif price_feed_argument == 'mdt_mcr-setzer':
return SetzerPriceFeed('MDTMCR', expiry=price_feed_expiry_argument)
elif price_feed_argument == 'eth_dai-tub':
if tub is not None:
price_feed = TubPriceFeed(tub)
else:
raise Exception(f"'--price-feed eth_dai-tub' cannot be used as this keeper does not know about 'Tub'")
elif price_feed_argument == 'btc_dai':
return GdaxPriceFeed(product_id="BTC-USD",
expiry=price_feed_expiry_argument)
elif price_feed_argument == 'dai_eth':
return ReversePriceFeed(PriceFeedFactory._create_price_feed('eth_dai', price_feed_expiry_argument, tub))
elif price_feed_argument == 'dai_eth-pair':
return ReversePriceFeed(PriceFeedFactory._create_price_feed('eth_dai-pair', price_feed_expiry_argument, tub))
elif price_feed_argument == 'dai_eth-setzer':
return ReversePriceFeed(PriceFeedFactory._create_price_feed('eth_dai-setzer', price_feed_expiry_argument, tub))
elif price_feed_argument == 'dai_eth-tub':
return ReversePriceFeed(PriceFeedFactory._create_price_feed('eth_dai-tub', price_feed_expiry_argument, tub))
elif price_feed_argument == 'dai_btc':
return ReversePriceFeed(PriceFeedFactory._create_price_feed('btc_dai', price_feed_expiry_argument, tub))
elif price_feed_argument == 'zrx_usd-pair-midpoint':
return GdaxMidpointPriceFeed(product_id="ZRX-USD",
expiry=price_feed_expiry_argument)
elif price_feed_argument == 'bat_usdc-pair-midpoint':
return GdaxMidpointPriceFeed(product_id="BAT-USDC",
expiry=price_feed_expiry_argument)
elif price_feed_argument == 'dai_usdc-pair-midpoint':
return GdaxMidpointPriceFeed(product_id="DAI-USDC",
expiry=price_feed_expiry_argument)
elif price_feed_argument == 'rep_usd-pair-midpoint':
return GdaxMidpointPriceFeed(product_id="REP-USD",
expiry=price_feed_expiry_argument)
elif price_feed_argument.startswith("fixed:"):
price_feed = FixedPriceFeed(Wad.from_number(price_feed_argument[6:]))
elif price_feed_argument.startswith("ws://") or price_feed_argument.startswith("wss://"):
socket_feed = WebSocketFeed(price_feed_argument, 5)
socket_feed = ExpiringFeed(socket_feed, price_feed_expiry_argument)
price_feed = WebSocketPriceFeed(socket_feed)
else:
raise Exception(f"'--price-feed {price_feed_argument}' unknown")
return price_feed