mirror of
https://github.com/RoboSats/robosats.git
synced 2024-12-14 03:16:24 +00:00
201 lines
6.5 KiB
Python
201 lines
6.5 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 coinaddrvalidator as addr
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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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def validate_onchain_address(address):
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'''
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Validates an onchain address
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'''
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validation = addr.validate('btc', address.encode('utf-8'))
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if not validation.valid:
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return False, {
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"bad_address":
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"Does not look like a valid address"
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}
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NETWORK = str(config('NETWORK'))
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if NETWORK == 'mainnet':
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if validation.network == 'main':
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return True, None
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else:
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return False, {
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"bad_address":
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"This is not a bitcoin mainnet address"
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}
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elif NETWORK == 'testnet':
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if validation.network == 'test':
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return True, None
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else:
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return False, {
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"bad_address":
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"This is not a bitcoin testnet address"
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}
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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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# .git folder is included in .dockerignore. But automatic build will drop in a commit_sha.txt file on root
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if commit_hash == None or commit_hash =="":
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with open("commit_sha.txt") as f:
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commit_hash = f.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 weighted_median(values, sample_weight=None, quantiles= 0.5, values_sorted=False):
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"""Very close to numpy.percentile, but it supports weights.
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NOTE: quantiles should be in [0, 1]!
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:param values: numpy.array with data
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:param quantiles: array-like with many quantiles needed. For weighted median 0.5
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:param sample_weight: array-like of the same length as `array`
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:param values_sorted: bool, if True, then will avoid sorting of
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initial array assuming array is already sorted
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:return: numpy.array with computed quantiles.
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"""
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values = np.array(values)
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quantiles = np.array(quantiles)
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if sample_weight is None:
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sample_weight = np.ones(len(values))
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sample_weight = np.array(sample_weight)
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assert np.all(quantiles >= 0) and np.all(quantiles <= 1), \
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'quantiles should be in [0, 1]'
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if not values_sorted:
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sorter = np.argsort(values)
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values = values[sorter]
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sample_weight = sample_weight[sorter]
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weighted_quantiles = np.cumsum(sample_weight) - 0.5 * sample_weight
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weighted_quantiles -= weighted_quantiles[0]
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weighted_quantiles /= weighted_quantiles[-1]
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return np.interp(quantiles, weighted_quantiles, values)
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def compute_avg_premium(queryset):
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premiums = []
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volumes = []
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# We exclude BTC, as LN <-> BTC swap premiums should not be mixed with FIAT.
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for tick in queryset.exclude(currency=1000):
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premiums.append(float(tick.premium))
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volumes.append(float(tick.volume))
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total_volume = sum(volumes)
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# weighted_median_premium is the weighted median of the premiums by volume
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if len(premiums) > 0 and len(volumes)>0:
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weighted_median_premium = weighted_median(values=premiums,
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sample_weight=volumes,
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quantiles=0.5,
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values_sorted=False)
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else:
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weighted_median_premium = 0.0
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return weighted_median_premium, total_volume
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