[Price Feed] Allow FeedSource Failure. Improve price calculations. Co…

…nsistent array structure
xeroc · Dec 1, 2015 · 9676670 · 9676670
1 parent 0c88fc5
commit 9676670
Show file tree

Hide file tree

Showing 3 changed files with 120 additions and 109 deletions.
diff --git a/scripts/pricefeeds/config-example.py b/scripts/pricefeeds/config-example.py
@@ -68,16 +68,19 @@
                        # the discount
                        "discount"                      : 1.0,
                    },
-                   "USD" : {
+                   ## Exchanges trading BTC/BTS directly
+                   ## (this does not include any other trading pairs)
+                   "BTC" : {
                        "sources" : ["poloniex",
-                                    #"btc38",
                                     "bittrex",
-                                    "yunbi",
-                                    "huobi",
-                                    "btcchina",
-                                    "okcoin",
+                                    "ccedk",
+                                    "bittrex",
                                    ],
                    },
+                   ## Settings for CNY take popular chinese exchanges into
+                   ## account that let people trade without fees.
+                   ## Hence, the metric should be median, since the volume could
+                   ## be easily manipulated
                    "CNY" : {
                        "metric" : "median",
                        "sources" : ["poloniex",
@@ -91,20 +94,30 @@
 
 ################################################################################
 ## Exchanges and settings
+## 
+## trust:        a multiplicative factor for the volume
+## allowFailure: bool variable that will (if not set or set to False) exit the
+##               script on error
 ################################################################################
 feedSources = {}
 feedSources["yahoo"]    = feedsources.Yahoo(trust=1.0)
 feedSources["btcavg"]   = feedsources.BitcoinAverage(trust=1.0)
 
 feedSources["poloniex"] = feedsources.Poloniex(trust=1.0)
 feedSources["ccedk"]    = feedsources.Ccedk(trust=1.0)
-feedSources["yunbi"]    = feedsources.Yunbi(trust=1.0)
+feedSources["yunbi"]    = feedsources.Yunbi(trust=1.0, allowFailure=True)
 feedSources["btcchina"] = feedsources.BtcChina(trust=1.0)
 feedSources["huobi"]    = feedsources.Huobi(trust=1.0)
-feedSources["okcoin"]   = feedsources.Okcoin(trust=1.0)
+feedSources["okcoin"]   = feedsources.Okcoin(trust=1.0, allowFailure=True)
 
 feedSources["bittrex"]  = feedsources.Bittrex(trust=0.5)
 
 feedSources["btcid"]    = feedsources.BitcoinIndonesia(trust=0.0)
 feedSources["btc38"]    = feedsources.Btc38(trust=0.0)
 feedSources["bter"]     = feedsources.Bter(trust=0.0)
+
+################################################################################
+# Debug Mode! This loads old data and prevents the script for publishing any
+# price feed!
+################################################################################
+debug = False # True or False
diff --git a/scripts/pricefeeds/feedsources.py b/scripts/pricefeeds/feedsources.py
@@ -28,10 +28,14 @@
 }
 
 class FeedSource() :
-    def __init__(self, trust=1.0, enable=True):
-        self.trust   = trust
-        self.enabled = enable
-        self.feed = None
+    def __init__(self, trust=1.0, enable=True, allowFailure=False):
+        self.trust        = trust
+        self.enabled      = enable
+        self.allowFailure = allowFailure
+
+        ## Why fail if the trust is 0
+        if self.trust == 0.0 :
+            self.allowFailure = True
 
 class BitcoinIndonesia(FeedSource) :
     def __init__(self, *args, **kwargs) :
@@ -50,7 +54,7 @@ def fetch(self):
                                  "volume" : float(result["vol_"+coin.lower()])*self.trust }
        except Exception as e:
         print("\nError fetching results from {1}! ({0})".format(str(e), type(self).__name__))
-        if self.trust > 0.8:
+        if not self.allowFailure:
          sys.exit("\nExiting due to exchange importance!")
         return
       return feed 
@@ -78,7 +82,7 @@ def fetch(self):
                                        "volume" : float(result["vol"])*self.trust}
        except Exception as e:
         print("\nError fetching results from {1}! ({0})".format(str(e), type(self).__name__))
-        if self.trust > 0.8:
+        if not self.allowFailure:
          sys.exit("\nExiting due to exchange importance!")
         return
       return feed
@@ -97,7 +101,7 @@ def fetch(self):
        result = response.json()
       except Exception as e:
        print("\nError fetching results from {1}! ({0})".format(str(e), type(self).__name__))
-       if self.trust > 0.8:
+       if not self.allowFailure:
         sys.exit("\nExiting due to exchange importance")
        return
       availableAssets = [ core_symbol ]
@@ -131,7 +135,7 @@ def fetch(self):
        availableAssets = [ core_symbol, "BTC" ]
       except Exception as e:
        print("\nError fetching results from {1}! ({0})".format(str(e), type(self).__name__))
-       if self.trust > 0.8:
+       if not self.allowFailure:
         sys.exit("\nExiting due to exchange importance!")
        return
       try :
@@ -143,7 +147,7 @@ def fetch(self):
                                 "volume" : (float(result[coin.lower()]["ticker"]["vol"])*float(result[coin.lower()]["ticker"]["last"])*self.trust) }
       except Exception as e:
        print("\nError fetching results from {1}! ({0})".format(str(e), type(self).__name__))
-       if self.trust > 0.8:
+       if not self.allowFailure:
         sys.exit("\nExiting due to exchange importance!")
        return
       return feed
@@ -161,7 +165,7 @@ def fetch(self):
        result = response.json()
       except Exception as e:
        print("\nError fetching results from {1}! ({0})".format(str(e), type(self).__name__))
-       if self.trust > 0.8:
+       if not self.allowFailure:
         sys.exit("\nExiting due to exchange importance")
        return
       availableAssets = [ "BTC", core_symbol ]
@@ -187,7 +191,7 @@ def fetch(self):
        availableAssets = [ core_symbol ]
       except Exception as e:
        print("\nError fetching results from {1}! ({0})".format(str(e), type(self).__name__))
-       if self.trust > 0.8:
+       if not self.allowFailure:
         sys.exit("\nExiting due to exchange importance!")
        return
       for coin in availableAssets :
@@ -209,7 +213,7 @@ def fetch(self):
        result = response.json()["result"]
       except Exception as e:
        print("\nError fetching results from {1}! ({0})".format(str(e), type(self).__name__))
-       if self.trust > 0.8:
+       if not self.allowFailure:
         sys.exit("\nExiting due to exchange importance!")
        return
       for coin in result :
@@ -256,7 +260,10 @@ def fetch(self):
           #   feed[ core_symbol ][ self.bts_yahoo_map(a) ] = { "price"  : (1/float(yahooprices[i])),
           #                                                    "volume" : 1.0, }
       except Exception as e:
-        sys.exit("\nError fetching results from yahoo! {0}".format(str(e)))
+       print("\nError fetching results from {1}! ({0})".format(str(e), type(self).__name__))
+       if not self.allowFailure:
+        sys.exit("\nExiting due to exchange importance!")
+       return
 
       return feed
 
@@ -295,7 +302,7 @@ def fetch(self):
                                          "volume" : (float(result["ticker"]["vol"])*self.trust) }
       except Exception as e:
        print("\nError fetching results from {1}! ({0})".format(str(e), type(self).__name__))
-       if self.trust > 0.8:
+       if not self.allowFailure:
         sys.exit("\nExiting due to exchange importance!")
        return
       return feed
@@ -319,7 +326,7 @@ def fetch(self):
                                          "volume" : (float(result["ticker"]["vol"])*self.trust) }
       except Exception as e:
        print("\nError fetching results from {1}! ({0})".format(str(e), type(self).__name__))
-       if self.trust > 0.8:
+       if not self.allowFailure:
         sys.exit("\nExiting due to exchange importance!")
        return
       return feed
@@ -348,7 +355,7 @@ def fetch(self):
                                          "volume" : (float(result["ticker"]["vol"])*self.trust) }
       except Exception as e:
        print("\nError fetching results from {1}! ({0})".format(str(e), type(self).__name__))
-       if self.trust > 0.8:
+       if not self.allowFailure:
         sys.exit("\nExiting due to exchange importance!")
        return
       return feed