Merge branch 'release/0.3.3'

xeroc · Feb 26, 2016 · 5637cb9 · 5637cb9
2 parents dc7b8f8 + 98ae95d
commit 5637cb9
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Showing 4 changed files with 44 additions and 15 deletions.
diff --git a/scripts/pricefeeds/config-example.py b/scripts/pricefeeds/config-example.py
@@ -103,6 +103,10 @@
                     # Stop calling when collateral only pays off 110% of the debt
                     # This is denoted as: 1100 = 110% = 1.10
                     "maximum_short_squeeze_ratio"   : 1100,
+                    # If set to True, prices are also derived via 3
+                    # markets instead of just two:
+                    # E.g. : GOLD:USD -> USD:BTC -> BTC:BTS = GOLD:BTS
+                    "derive_across_3markets" : False
                 },
                 # Exchanges trading BTC/BTS directly
                 # (this does not include any other trading pairs)

diff --git a/scripts/pricefeeds/feedsources.py b/scripts/pricefeeds/feedsources.py
@@ -448,9 +448,10 @@ def fetch(self):
                 if hasattr(self, "quoteNames") and quote in self.quoteNames:
                     quote = self.quoteNames[quote]
                 feed[base] = {}
-                feed[base][quote] = {"price"  : (float(ticker[market]["last"])),
-                                     "volume" : (float(ticker[market]["quoteVolume"]) * self.scaleVolumeBy)}
-                feed[base]["response"] = ticker[market]
+                if (float(ticker[market]["last"])) > 0 and float(ticker[market]["quoteVolume"]) > 0:
+                    feed[base][quote] = {"price"  : (float(ticker[market]["last"])),
+                                         "volume" : (float(ticker[market]["quoteVolume"]) * self.scaleVolumeBy)}
+                    feed[base]["response"] = ticker[market]
         except Exception as e:
             print("\nError fetching results from {1}! ({0})".format(str(e), type(self).__name__))
             if not self.allowFailure:

diff --git a/scripts/pricefeeds/pricefeeds.py b/scripts/pricefeeds/pricefeeds.py
@@ -246,16 +246,37 @@ def derive_prices(feed):
         # This loop adds prices going via 2 markets:
         # E.g. : CNY:BTC -> BTC:BTS = CNY:BTS
         # I.e. : BTS : interasset -> interasset : targetasset
-        for targetasset in [asset] :
-            for interasset in _bases :
-                if interasset == targetasset :
-                    continue
-                for ratio in price[targetasset][interasset] :
-                    for idx in range(0, len(price[interasset][core_symbol])) :
-                        if volume[interasset][core_symbol][idx] == 0 :
-                            continue
-                        price[targetasset][core_symbol].append((float(price[interasset][core_symbol][idx] * ratio)))
-                        volume[targetasset][core_symbol].append((float(volume[interasset][core_symbol][idx] * ratio)))
+        for interasset in _bases :
+            if interasset == asset :
+                continue
+            for ratio in price[asset][interasset] :
+                for idx in range(0, len(price[interasset][core_symbol])) :
+                    if volume[interasset][core_symbol][idx] == 0 :
+                        continue
+                    price[asset][core_symbol].append((float(price[interasset][core_symbol][idx] * ratio)))
+                    volume[asset][core_symbol].append((float(volume[interasset][core_symbol][idx] * ratio)))
+
+        # derive BTS prices for all assets in asset_list_publish
+        # This loop adds prices going via 3 markets:
+        # E.g. : GOLD:USD -> USD:BTC -> BTC:BTS = GOLD:BTS
+        # I.e. : BTS : interassetA -> interassetA : interassetB -> asset : interassetB
+        if "derive_across_3markets" in this_asset_config and this_asset_config["derive_across_3markets"] :
+            for interassetA in _bases :
+                for interassetB in _bases :
+                    if interassetB == asset :
+                        continue
+                    if interassetA == asset :
+                        continue
+                    if interassetA == interassetB :
+                        continue
+
+                    for ratioA in price[interassetB][interassetA] :
+                        for ratioB in price[asset][interassetB] :
+                            for idx in range(0, len(price[interassetA][core_symbol])) :
+                                if volume[interassetA][core_symbol][idx] == 0 :
+                                    continue
+                                price[asset][core_symbol].append((float(price[interassetA][core_symbol][idx] * ratioA * ratioB)))
+                                volume[asset][core_symbol].append((float(volume[interassetA][core_symbol][idx] * ratioA * ratioB)))
 
         # Derive all prices and pick the right one later
         assetvolume = [v for v in volume[asset][core_symbol]]
@@ -363,7 +384,7 @@ def print_stats(feeds) :
                      "publish"])
     t.align                   = 'c'
     t.border                  = True
-    for asset in asset_list_publish :
+    for asset in feeds :
         # Get Final Price according to price metric
         this_asset_config = config.asset_config[asset] if asset in config.asset_config else config.asset_config["default"]
         price_metric      = this_asset_config["metric"] if "metric" in this_asset_config else config.asset_config["default"]["metric"]
@@ -500,6 +521,9 @@ def update_price_feed() :
                                    "feed":     price_feed,
                                    "publish":  asset_update_required
                                    }
+        else :
+            print("Warning: Asset %s has a negative derived price of %f (%s metric)!" % (asset, float(derived_prices[asset][price_metric]), price_metric))
+            continue
 
     if not debug :
         # Print some stats ##########################################################

diff --git a/setup.py b/setup.py
@@ -2,7 +2,7 @@
 
 from setuptools import setup
 
-VERSION = '0.3.2'
+VERSION = '0.3.3'
 
 setup(name='graphenelib',
       version=VERSION,