mirror of
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126 lines
3.8 KiB
Python
126 lines
3.8 KiB
Python
import requests, ring, os
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from decouple import config
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import numpy as np
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import requests
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from api.models import Order
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def get_tor_session():
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session = requests.session()
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# Tor uses the 9050 port as the default socks port
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session.proxies = {'http': 'socks5://127.0.0.1:9050',
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'https': 'socks5://127.0.0.1:9050'}
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return session
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market_cache = {}
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@ring.dict(market_cache, expire=3) # keeps in cache for 3 seconds
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def get_exchange_rates(currencies):
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"""
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Params: list of currency codes.
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Checks for exchange rates in several public APIs.
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Returns the median price list.
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"""
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session = get_tor_session()
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APIS = config("MARKET_PRICE_APIS",
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cast=lambda v: [s.strip() for s in v.split(",")])
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api_rates = []
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for api_url in APIS:
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try: # If one API is unavailable pass
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if "blockchain.info" in api_url:
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blockchain_prices = session.get(api_url).json()
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blockchain_rates = []
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for currency in currencies:
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try: # If a currency is missing place a None
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blockchain_rates.append(
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float(blockchain_prices[currency]["last"]))
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except:
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blockchain_rates.append(np.nan)
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api_rates.append(blockchain_rates)
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elif "yadio.io" in api_url:
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yadio_prices = session.get(api_url).json()
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yadio_rates = []
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for currency in currencies:
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try:
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yadio_rates.append(float(
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yadio_prices["BTC"][currency]))
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except:
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yadio_rates.append(np.nan)
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api_rates.append(yadio_rates)
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except:
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pass
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if len(api_rates) == 0:
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return None # Wops there is not API available!
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exchange_rates = np.array(api_rates)
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median_rates = np.nanmedian(exchange_rates, axis=0)
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return median_rates.tolist()
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def get_lnd_version():
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# If dockerized, return LND_VERSION envvar used for docker image.
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# Otherwise it would require LND's version.grpc libraries...
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try:
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lnd_version = config("LND_VERSION")
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return lnd_version
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except:
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pass
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# If not dockerized and LND is local, read from CLI
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try:
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stream = os.popen("lnd --version")
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lnd_version = stream.read()[:-1]
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return lnd_version
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except:
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return ""
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robosats_commit_cache = {}
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@ring.dict(robosats_commit_cache, expire=3600)
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def get_commit_robosats():
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commit = os.popen('git log -n 1 --pretty=format:"%H"')
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commit_hash = commit.read()
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return commit_hash
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premium_percentile = {}
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@ring.dict(premium_percentile, expire=300)
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def compute_premium_percentile(order):
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queryset = Order.objects.filter(
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currency=order.currency, status=Order.Status.PUB).exclude(id=order.id)
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print(len(queryset))
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if len(queryset) <= 1:
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return 0.5
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amount = order.amount if not order.has_range else order.max_amount
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order_rate = float(order.last_satoshis) / float(amount)
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rates = []
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for similar_order in queryset:
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similar_order_amount = similar_order.amount if not similar_order.has_range else similar_order.max_amount
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rates.append(
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float(similar_order.last_satoshis) / float(similar_order_amount))
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rates = np.array(rates)
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return round(np.sum(rates < order_rate) / len(rates), 2)
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def compute_avg_premium(queryset):
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weighted_premiums = []
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volumes = []
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for tick in queryset:
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weighted_premiums.append(tick.premium * tick.volume)
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volumes.append(tick.volume)
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total_volume = sum(volumes)
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# Avg_premium is the weighted average of the premiums by volume
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avg_premium = sum(weighted_premiums) / total_volume
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return avg_premium, total_volume |