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Use direct provider for Kraken, update packages

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nicolas.dorier 2018-08-21 15:59:57 +09:00
parent 8728356698
commit 4f5a8f7953
6 changed files with 162 additions and 11 deletions
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2
BTCPayServer.Tests/UnitTest1.cs
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@ -1687,6 +1687,8 @@ namespace BTCPayServer.Tests
&& e.BidAsk.Bid > 1.0m // 1BTC will always be more than 1USD
);
}
// Kraken emit one request only after first GetRates
factory.DirectProviders["kraken"].GetRatesAsync().GetAwaiter().GetResult();
}
[Fact]

13
BTCPayServer/BTCPayServer.csproj
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@ -5,6 +5,9 @@
<Version>1.0.2.94</Version>
<NoWarn>NU1701,CA1816,CA1308,CA1810,CA2208</NoWarn>
</PropertyGroup>
<PropertyGroup>
<LangVersion>7.3</LangVersion>
</PropertyGroup>
<ItemGroup>
<Compile Remove="Build\dockerfiles\**" />
<Compile Remove="wwwroot\bundles\jqueryvalidate\**" />
@ -31,22 +34,22 @@
</ItemGroup>
<ItemGroup>
<PackageReference Include="BuildBundlerMinifier" Version="2.7.385" />
<PackageReference Include="DigitalRuby.ExchangeSharp" Version="0.4.1" />
<PackageReference Include="DigitalRuby.ExchangeSharp" Version="0.5.3" />
<PackageReference Include="Hangfire" Version="1.6.19" />
<PackageReference Include="Hangfire.MemoryStorage" Version="1.5.2" />
<PackageReference Include="Hangfire.PostgreSql" Version="1.4.8.2" />
<PackageReference Include="LedgerWallet" Version="2.0.0" />
<PackageReference Include="LedgerWallet" Version="2.0.0.1" />
<PackageReference Include="Meziantou.AspNetCore.BundleTagHelpers" Version="2.0.0" />
<PackageReference Include="Microsoft.EntityFrameworkCore.Sqlite" Version="2.1.0" />
<PackageReference Include="Microsoft.Extensions.Logging.Filter" Version="1.1.2" />
<PackageReference Include="Microsoft.NetCore.Analyzers" Version="2.6.0" />
<PackageReference Include="NBitcoin" Version="4.1.1.32" />
<PackageReference Include="NBitcoin" Version="4.1.1.45" />
<PackageReference Include="NBitpayClient" Version="1.0.0.29" />
<PackageReference Include="DBreeze" Version="1.87.0" />
<PackageReference Include="NBXplorer.Client" Version="1.0.2.15" />
<PackageReference Include="NBXplorer.Client" Version="1.0.2.18" />
<PackageReference Include="NicolasDorier.CommandLine" Version="1.0.0.2" />
<PackageReference Include="NicolasDorier.CommandLine.Configuration" Version="1.0.0.3" />
<PackageReference Include="NicolasDorier.StandardConfiguration" Version="1.0.0.16" />
<PackageReference Include="NicolasDorier.StandardConfiguration" Version="1.0.0.17" />
<PackageReference Include="Npgsql.EntityFrameworkCore.PostgreSQL" Version="2.1.0" />
<PackageReference Include="SSH.NET" Version="2016.1.0" />
<PackageReference Include="System.Xml.XmlSerializer" Version="4.3.0" />

10
BTCPayServer/Rating/ExchangeRates.cs
View file

@ -221,6 +221,16 @@ namespace BTCPayServer.Rating
}
public class ExchangeRate
{
public ExchangeRate()
{
}
public ExchangeRate(string exchange, CurrencyPair currencyPair, BidAsk bidAsk)
{
this.Exchange = exchange;
this.CurrencyPair = currencyPair;
this.BidAsk = bidAsk;
}
public string Exchange { get; set; }
public CurrencyPair CurrencyPair { get; set; }
public BidAsk BidAsk { get; set; }

4
BTCPayServer/Services/Rates/BTCPayRateProviderFactory.cs
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@ -70,7 +70,7 @@ namespace BTCPayServer.Services.Rates
// We need to be careful to only add exchanges which OnGetTickers implementation make only 1 request
DirectProviders.Add("binance", new ExchangeSharpRateProvider("binance", new ExchangeBinanceAPI(), true));
DirectProviders.Add("bittrex", new ExchangeSharpRateProvider("bittrex", new ExchangeBittrexAPI(), true));
DirectProviders.Add("poloniex", new ExchangeSharpRateProvider("poloniex", new ExchangePoloniexAPI(), false));
DirectProviders.Add("poloniex", new ExchangeSharpRateProvider("poloniex", new ExchangePoloniexAPI(), true));
DirectProviders.Add("hitbtc", new ExchangeSharpRateProvider("hitbtc", new ExchangeHitbtcAPI(), false));
DirectProviders.Add("cryptopia", new ExchangeSharpRateProvider("cryptopia", new ExchangeCryptopiaAPI(), false));
@ -80,7 +80,7 @@ namespace BTCPayServer.Services.Rates
DirectProviders.Add(CoinAverageRateProvider.CoinAverageName, new CoinAverageRateProvider() { Exchange = CoinAverageRateProvider.CoinAverageName, HttpClient = _httpClientFactory?.CreateClient(), Authenticator = _CoinAverageSettings });
// Those exchanges make multiple requests when calling GetTickers so we remove them
//DirectProviders.Add("kraken", new ExchangeSharpRateProvider("kraken", new ExchangeKrakenAPI(), true));
DirectProviders.Add("kraken", new KrakenExchangeRateProvider() { HttpClient = _httpClientFactory?.CreateClient() });
//DirectProviders.Add("gdax", new ExchangeSharpRateProvider("gdax", new ExchangeGdaxAPI()));
//DirectProviders.Add("gemini", new ExchangeSharpRateProvider("gemini", new ExchangeGeminiAPI()));
//DirectProviders.Add("bitfinex", new ExchangeSharpRateProvider("bitfinex", new ExchangeBitfinexAPI()));

9
BTCPayServer/Services/Rates/ExchangeSharpRateProvider.cs
View file

@ -1,4 +1,5 @@
using System;
using System.Collections.Concurrent;
using System.Collections.Generic;
using System.IO;
using System.Linq;
@ -43,17 +44,17 @@ namespace BTCPayServer.Services.Rates
}
// ExchangeSymbolToGlobalSymbol throws exception which would kill perf
HashSet<string> notFoundSymbols = new HashSet<string>();
ConcurrentDictionary<string, string> notFoundSymbols = new ConcurrentDictionary<string, string>();
private ExchangeRate CreateExchangeRate(KeyValuePair<string, ExchangeTicker> ticker)
{
if (notFoundSymbols.Contains(ticker.Key))
if (notFoundSymbols.ContainsKey(ticker.Key))
return null;
try
{
var tickerName = _ExchangeAPI.ExchangeSymbolToGlobalSymbol(ticker.Key);
if (!CurrencyPair.TryParse(tickerName, out var pair))
{
notFoundSymbols.Add(ticker.Key);
notFoundSymbols.TryAdd(ticker.Key, ticker.Key);
return null;
}
if(ReverseCurrencyPair)
@ -66,7 +67,7 @@ namespace BTCPayServer.Services.Rates
}
catch (ArgumentException)
{
notFoundSymbols.Add(ticker.Key);
notFoundSymbols.TryAdd(ticker.Key, ticker.Key);
return null;
}
}

135
BTCPayServer/Services/Rates/KrakenExchangeRateProvider.cs Normal file
View file

@ -0,0 +1,135 @@
using System;
using System.Collections.Concurrent;
using System.Collections.Generic;
using System.Linq;
using System.Net.Http;
using System.Text;
using System.Threading.Tasks;
using BTCPayServer.Rating;
using ExchangeSharp;
using Newtonsoft.Json;
using Newtonsoft.Json.Linq;
namespace BTCPayServer.Services.Rates
{
// Make sure that only one request is sent to kraken in general
public class KrakenExchangeRateProvider : IRateProvider
{
public KrakenExchangeRateProvider()
{
_Helper = new ExchangeKrakenAPI();
}
ExchangeKrakenAPI _Helper;
public HttpClient HttpClient
{
get
{
return _LocalClient ?? _Client;
}
set
{
_LocalClient = null;
}
}
HttpClient _LocalClient;
static HttpClient _Client = new HttpClient();
// ExchangeSymbolToGlobalSymbol throws exception which would kill perf
ConcurrentDictionary<string, string> notFoundSymbols = new ConcurrentDictionary<string, string>();
string[] _Symbols = Array.Empty<string>();
DateTimeOffset? _LastSymbolUpdate = null;
public async Task<ExchangeRates> GetRatesAsync()
{
var result = new ExchangeRates();
var symbols = await GetSymbolsAsync();
var normalizedPairsList = symbols.Where(s => !notFoundSymbols.ContainsKey(s)).Select(s => _Helper.NormalizeSymbol(s)).ToList();
var csvPairsList = string.Join(",", normalizedPairsList);
JToken apiTickers = await MakeJsonRequestAsync<JToken>("/0/public/Ticker", null, new Dictionary<string, object> { { "pair", csvPairsList } });
var tickers = new List<KeyValuePair<string, ExchangeTicker>>();
foreach (string symbol in symbols)
{
var ticker = ConvertToExchangeTicker(symbol, apiTickers[symbol]);
if (ticker != null)
{
try
{
var global = _Helper.ExchangeSymbolToGlobalSymbol(symbol);
if (CurrencyPair.TryParse(global, out var pair))
result.Add(new ExchangeRate("kraken", pair.Inverse(), new BidAsk(ticker.Bid, ticker.Ask)));
else
notFoundSymbols.TryAdd(symbol, symbol);
}
catch (ArgumentException)
{
notFoundSymbols.TryAdd(symbol, symbol);
}
}
}
return result;
}
private static ExchangeTicker ConvertToExchangeTicker(string symbol, JToken ticker)
{
if (ticker == null)
return null;
decimal last = ticker["c"][0].ConvertInvariant<decimal>();
return new ExchangeTicker
{
Ask = ticker["a"][0].ConvertInvariant<decimal>(),
Bid = ticker["b"][0].ConvertInvariant<decimal>(),
Last = last,
Volume = new ExchangeVolume
{
BaseVolume = ticker["v"][1].ConvertInvariant<decimal>(),
BaseSymbol = symbol,
ConvertedVolume = ticker["v"][1].ConvertInvariant<decimal>() * last,
ConvertedSymbol = symbol,
Timestamp = DateTime.UtcNow
}
};
}
private async Task<string[]> GetSymbolsAsync()
{
if (_LastSymbolUpdate != null && DateTimeOffset.UtcNow - _LastSymbolUpdate.Value < TimeSpan.FromDays(0.5))
{
return _Symbols;
}
else
{
JToken json = await MakeJsonRequestAsync<JToken>("/0/public/AssetPairs");
var symbols = (from prop in json.Children<JProperty>() where !prop.Name.Contains(".d", StringComparison.OrdinalIgnoreCase) select prop.Name).ToArray();
_Symbols = symbols;
_LastSymbolUpdate = DateTimeOffset.UtcNow;
return symbols;
}
}
private async Task<T> MakeJsonRequestAsync<T>(string url, string baseUrl = null, Dictionary<string, object> payload = null, string requestMethod = null)
{
StringBuilder sb = new StringBuilder();
sb.Append("https://api.kraken.com");
;
sb.Append(url);
if (payload != null)
{
sb.Append("?");
sb.Append(String.Join('&', payload.Select(kv => $"{kv.Key}={kv.Value}").OfType<object>().ToArray()));
}
var request = new HttpRequestMessage(HttpMethod.Get, sb.ToString());
var response = await HttpClient.SendAsync(request);
string stringResult = await response.Content.ReadAsStringAsync();
var result = JsonConvert.DeserializeObject<T>(stringResult);
if (result is JToken json)
{
if (!(json is JArray) && json["error"] is JArray error && error.Count != 0)
{
throw new APIException(error[0].ToStringInvariant());
}
result = (T)(object)(json["result"] ?? json);
}
return result;
}
}
}