diff --git a/docs/configuration_file.md b/docs/configuration_file.md
index 9c0edcfa..b867a62b 100644
--- a/docs/configuration_file.md
+++ b/docs/configuration_file.md
@@ -474,6 +474,7 @@ Initialize this plugin section as follows:
[dali.plugin.pair_converter.ccxt]
historical_price_type = <historical_price_type>
default_exchange = <default_exchange>
+fiat_access_key = <fiat_access_key>
fiat_priority = <fiat_priority>
google_api_key = <google_api_key>
untradeable_assets = <untradeable_assets>
@@ -483,6 +484,7 @@ aliases = <untradeable_assets>
Where:
* `` is one of `open`, `high`, `low`, `close`, `nearest`. When DaLi downloads historical market data, it captures a `bar` of data surrounding the timestamp of the transaction. Each bar has a starting timestamp, an ending timestamp, and OHLC prices. You can choose which price to select for price lookups. The open, high, low, and close prices are self-explanatory. The `nearest` price is either the open price or the close price of the bar depending on whether the transaction time is nearer the bar starting time or the bar ending time.
* `default_exchange` is an optional string for the name of an exchange to use if the exchange listed in a transaction is not currently supported by the CCXT plugin. If no default is set, Kraken(US) is used. If you would like an exchange added please open an issue. The current available exchanges are "Binance.com", "Gate", "Huobi" and "Kraken".
+* `fiat_access_key` is an optional access key that can be obtained from [Exchangerate.host](https://exchangerate.host/). It is required for any fiat conversions, which are typically required if the base fiat is other than USD.
* `fiat_priority` is an optional list of strings in JSON format (e.g. `["_1stpriority_", "_2ndpriority_"...]`) that ranks the priority of fiat in the routing system. If no `fiat_priority` is given, the default priority is USD, JPY, KRW, EUR, GBP, AUD, which is based on the volume of the fiat market paired with BTC (ie. BTC/USD has the highest worldwide volume, then BTC/JPY, etc.).
* `google_api_key` is an optional string for the Google API Key that is needed by some CSV readers, most notably the Kraken CSV reader. It is used to download the OHLCV files for a market. No data is ever sent to Google Drive. This is only used to retrieve data. To get a Google API Key, visit the [Google Console Page](https://console.developers.google.com/) and setup a new project. Be sure to enable the Google Drive API by clicking [+ ENABLE APIS AND SERVICES] and selecting the Google Drive API.
* `untradeable_assets` is a comma separated list of assets that have no market, yet. These are typically assets that are farmed or given away as a part of promotion before a market is available to price them and CCXT can not automatically assign a price. If you get the error "The asset XXX or XXX is missing from graph" and the asset is untradeable, adding the untradeable asset to this list will resolve it.
diff --git a/docs/developer_faq.md b/docs/developer_faq.md
index 8426207f..c5240c9e 100644
--- a/docs/developer_faq.md
+++ b/docs/developer_faq.md
@@ -79,7 +79,7 @@ Read the [Internal Design](../README.dev.md#internal-design) section of the Deve
Read about the [transaction_resolver](../src/dali/transaction_resolver.py) in the [Internal Design](../README.dev.md#the-transaction-resolver) section of the Developer Documentation.
## Why the Strange Directory Structure with Src?
-Because DaLI is a [src](https://bskinn.github.io/My-How-Why-Pyproject-Src/)-[based](https://hynek.me/articles/testing-packaging/)
+Because DaLI is a [src](https://bskinn.github.io/My-How-Why-Pyproject-Src/)-[based](https://hynek.me/articles/testing-packaging/)
[project](https://blog.ionelmc.ro/2014/05/25/python-packaging/).
diff --git a/mypy.ini b/mypy.ini
index 1f5d5bb5..94723759 100644
--- a/mypy.ini
+++ b/mypy.ini
@@ -41,6 +41,10 @@ warn_unused_ignores = True
ignore_errors = False
mypy_path = $MYPY_CONFIG_FILE_DIR/src/stubs/
+[mypy-conftest]
+disallow_any_explicit = False
+disallow_any_expr = False
+
[mypy-dali.abstract_input_filler]
disallow_any_decorated = False
disallow_any_explicit = False
@@ -171,6 +175,7 @@ disallow_any_expr = False
[mypy-test_plugin_ccxt]
disallow_any_explicit = False
disallow_any_expr = False
+disallow_any_decorated = False
[mypy-test_mapped_graph]
disallow_any_explicit = False
diff --git a/setup.cfg b/setup.cfg
index 098b888f..a370ad2b 100644
--- a/setup.cfg
+++ b/setup.cfg
@@ -26,6 +26,7 @@ project_urls =
User Documentation = https://github.com/eprbell/dali-rp2/blob/main/README.md
Contact = https://eprbell.github.io/eprbell/about.html
+# vcpy > 4.4.0 is only compatible with Python 3.10+
[options]
package_dir =
= src
@@ -39,10 +40,12 @@ install_requires =
prezzemolo>=0.0.4
progressbar2>=4.2.0
pyexcel-ezodf>=0.3.4
+ pytest-recording==0.13.0
python-dateutil>=2.8.2
pytz>=2021.3
requests>=2.26.0
rp2>=1.5.0
+ vcrpy==4.4.0
[options.extras_require]
dev =
diff --git a/src/dali/abstract_pair_converter_plugin.py b/src/dali/abstract_pair_converter_plugin.py
index 9216f310..fb2f6ee0 100644
--- a/src/dali/abstract_pair_converter_plugin.py
+++ b/src/dali/abstract_pair_converter_plugin.py
@@ -21,7 +21,7 @@
from requests.models import Response
from requests.sessions import Session
from rp2.rp2_decimal import ZERO, RP2Decimal
-from rp2.rp2_error import RP2RuntimeError, RP2TypeError
+from rp2.rp2_error import RP2RuntimeError, RP2TypeError, RP2ValueError
from dali.cache import load_from_cache, save_to_cache
from dali.configuration import HISTORICAL_PRICE_KEYWORD_SET
@@ -31,13 +31,15 @@
from dali.transaction_manifest import TransactionManifest
# exchangerates.host keywords
+_ACCESS_KEY: str = "access_key"
+_CURRENCIES: str = "currencies"
+_DATE: str = "date"
+_QUOTES: str = "quotes"
_SUCCESS: str = "success"
-_SYMBOLS: str = "symbols"
-_RATES: str = "rates"
# exchangerates.host urls
-_EXCHANGE_BASE_URL: str = "https://api.exchangerate.host/"
-_EXCHANGE_SYMBOLS_URL: str = "https://api.exchangerate.host/symbols"
+_EXCHANGE_BASE_URL: str = "http://api.exchangerate.host/"
+_EXCHANGE_SYMBOLS_URL: str = "http://api.exchangerate.host/list"
_DAYS_IN_SECONDS: int = 86400
_FIAT_EXCHANGE: str = "exchangerate.host"
@@ -58,6 +60,8 @@
_STANDARD_WEIGHT: float = 1
_STANDARD_INCREMENT: float = 1
+_CONFIG_DOC_FILE_URL: str = "https://github.com/eprbell/dali-rp2/blob/main/docs/configuration_file.md"
+
class AssetPairAndTimestamp(NamedTuple):
timestamp: datetime
@@ -70,7 +74,7 @@ class AbstractPairConverterPlugin:
__ISSUES_URL: str = "https://github.com/eprbell/dali-rp2/issues"
__TIMEOUT: int = 30
- def __init__(self, historical_price_type: str, fiat_priority: Optional[str] = None) -> None:
+ def __init__(self, historical_price_type: str, fiat_access_key: Optional[str] = None, fiat_priority: Optional[str] = None) -> None:
if not isinstance(historical_price_type, str):
raise RP2TypeError(f"historical_price_type is not a string: {historical_price_type}")
if historical_price_type not in HISTORICAL_PRICE_KEYWORD_SET:
@@ -94,6 +98,11 @@ def __init__(self, historical_price_type: str, fiat_priority: Optional[str] = No
weight += _STANDARD_INCREMENT
else:
self.__fiat_priority = _FIAT_PRIORITY
+ self.__fiat_access_key: Optional[str] = None
+ if fiat_access_key:
+ self.__fiat_access_key = fiat_access_key
+ else:
+ LOGGER.warning("No Fiat Access Key. Fiat pricing will NOT be available. To enable fiat pricing, an access key from exchangerate.host is required.")
def name(self) -> str:
raise NotImplementedError("Abstract method: it must be implemented in the plugin class")
@@ -181,28 +190,25 @@ def get_conversion_rate(self, timestamp: datetime, from_asset: str, to_asset: st
return result
def _build_fiat_list(self) -> None:
+ self._check_fiat_access_key()
try:
- response: Response = self.__session.get(_EXCHANGE_SYMBOLS_URL, timeout=self.__TIMEOUT)
- # {
- # 'motd':
- # {
- # 'msg': 'If you or your company ...',
- # 'url': 'https://exchangerate.host/#/donate'
- # },
- # 'success': True,
- # 'symbols':
- # {
- # 'AED':
- # {
- # 'description': 'United Arab Emirates Dirham',
- # 'code': 'AED'
- # },
- # ...
- # }
+ response: Response = self.__session.get(_EXCHANGE_SYMBOLS_URL, params={_ACCESS_KEY: self.__fiat_access_key}, timeout=self.__TIMEOUT)
+ # {
+ # "success": true,
+ # "terms": "https://exchangerate.host/terms",
+ # "privacy": "https://exchangerate.host/privacy",
+ # "currencies": {
+ # "AED": "United Arab Emirates Dirham",
+ # "AFN": "Afghan Afghani",
+ # "ALL": "Albanian Lek",
+ # "AMD": "Armenian Dram",
+ # "ANG": "Netherlands Antillean Guilder",
+ # [...]
+ # }
# }
data: Any = response.json()
if data[_SUCCESS]:
- self.__fiat_list = [fiat_iso for fiat_iso in data[_SYMBOLS] if fiat_iso != "BTC"]
+ self.__fiat_list = [fiat_iso for fiat_iso in data[_CURRENCIES] if fiat_iso != "BTC"]
else:
if "message" in data:
LOGGER.error("Error %d: %s: %s", response.status_code, _EXCHANGE_SYMBOLS_URL, data["message"])
@@ -245,37 +251,44 @@ def _is_fiat(self, asset: str) -> bool:
return asset in self.__fiat_list
def _get_fiat_exchange_rate(self, timestamp: datetime, from_asset: str, to_asset: str) -> Optional[HistoricalBar]:
+ self._check_fiat_access_key()
+ if from_asset != "USD":
+ raise RP2ValueError("Fiat conversion is only available from USD at this time.")
result: Optional[HistoricalBar] = None
- params: Dict[str, Any] = {"base": from_asset, "symbols": to_asset}
+ params: Dict[str, Any] = {_ACCESS_KEY: self.__fiat_access_key, _DATE: timestamp.strftime("%Y-%m-%d"), _CURRENCIES: to_asset}
request_count: int = 0
# exchangerate.host only gives us daily accuracy, which should be suitable for tax reporting
while request_count < 5:
try:
- response: Response = self.__session.get(f"{_EXCHANGE_BASE_URL}{timestamp.strftime('%Y-%m-%d')}", params=params, timeout=self.__TIMEOUT)
+ response: Response = self.__session.get(f"{_EXCHANGE_BASE_URL}", params=params, timeout=self.__TIMEOUT)
# {
- # 'motd':
- # {
- # 'msg': 'If you or your company ...',
- # 'url': 'https://exchangerate.host/#/donate'
- # },
- # 'success': True,
- # 'historical': True,
- # 'base': 'EUR',
- # 'date': '2020-04-04',
- # 'rates':
- # {
- # 'USD': 1.0847, ... // float, Lists all supported currencies unless you specify
- # }
+ # "success": true,
+ # "terms": "https://exchangerate.host/terms",
+ # "privacy": "https://exchangerate.host/privacy",
+ # "historical": true,
+ # "date": "2005-02-01",
+ # "timestamp": 1107302399,
+ # "source": "USD",
+ # "quotes": {
+ # "USDAED": 3.67266,
+ # "USDALL": 96.848753,
+ # "USDAMD": 475.798297,
+ # "USDANG": 1.790403,
+ # "USDARS": 2.918969,
+ # "USDAUD": 1.293878,
+ # [...]
+ # }
# }
data: Any = response.json()
if data[_SUCCESS]:
+ market: str = f"USD{to_asset}"
result = HistoricalBar(
duration=timedelta(seconds=_DAYS_IN_SECONDS),
timestamp=timestamp,
- open=RP2Decimal(str(data[_RATES][to_asset])),
- high=RP2Decimal(str(data[_RATES][to_asset])),
- low=RP2Decimal(str(data[_RATES][to_asset])),
- close=RP2Decimal(str(data[_RATES][to_asset])),
+ open=RP2Decimal(str(data[_QUOTES][market])),
+ high=RP2Decimal(str(data[_QUOTES][market])),
+ low=RP2Decimal(str(data[_QUOTES][market])),
+ close=RP2Decimal(str(data[_QUOTES][market])),
volume=ZERO,
)
break
@@ -289,3 +302,11 @@ def _get_fiat_exchange_rate(self, timestamp: datetime, from_asset: str, to_asset
raise RP2RuntimeError("JSON decode error") from exc
return result
+
+ def _check_fiat_access_key(self) -> None:
+ if self.__fiat_access_key is None:
+ raise RP2ValueError(
+ f"No fiat access key. To convert fiat assets, please acquire an access key from exchangerate.host."
+ f"The access key will then need to be added to the configuration file. For more details visit "
+ f"{_CONFIG_DOC_FILE_URL}"
+ )
diff --git a/src/dali/plugin/input/rest/kraken.py b/src/dali/plugin/input/rest/kraken.py
index 0f051f56..675fdd92 100644
--- a/src/dali/plugin/input/rest/kraken.py
+++ b/src/dali/plugin/input/rest/kraken.py
@@ -128,9 +128,11 @@ def _initialize_markets(self) -> None:
for markets in self._client.markets_by_id.values():
if not isinstance(markets, list): # type: ignore
- exc_str = f"Expected List from Kraken CCXT Exchange, got {type(markets)} instead. " \
- f"Incompatible CCXT library - make sure to follow Dali setup instructions " \
- f"to install appropriate versions of dependencies."
+ exc_str = (
+ f"Expected List from Kraken CCXT Exchange, got {type(markets)} instead. "
+ f"Incompatible CCXT library - make sure to follow Dali setup instructions "
+ f"to install appropriate versions of dependencies."
+ )
raise RP2RuntimeError(exc_str)
for market in markets: # type: ignore
@@ -140,12 +142,13 @@ def _initialize_markets(self) -> None:
# multiple markets for a market ID. This plugin is designed for one BASE symbol to a BASE_ID.
# If this condition occurs, it indicates the Exchange has changed its response to the
# API call. Please report the issue to the DALI-RP2 developers.
- if base_id in self.base_id_to_base and \
- market[_BASE] != self.base_id_to_base[base_id]:
- exc_str = f"Unsupported BASE for BASE_ID. Please open an issue at {self.ISSUES_URL}. " \
- f"A Kraken market's BASE differs with another BASE for the same BASE_ID. " \
- f"BASE_ID={base_id}, discovered BASE={market[_BASE]}, " \
- f"previous cached base={self.base_id_to_base[base_id]}"
+ if base_id in self.base_id_to_base and market[_BASE] != self.base_id_to_base[base_id]:
+ exc_str = (
+ f"Unsupported BASE for BASE_ID. Please open an issue at {self.ISSUES_URL}. "
+ f"A Kraken market's BASE differs with another BASE for the same BASE_ID. "
+ f"BASE_ID={base_id}, discovered BASE={market[_BASE]}, "
+ f"previous cached base={self.base_id_to_base[base_id]}"
+ )
raise RP2RuntimeError(exc_str)
self.base_id_to_base.update({market[_BASE_ID]: market[_BASE]})
@@ -260,9 +263,11 @@ def _compute_transaction_set(self, trade_history: Dict[str, Dict[str, str]], led
# the API call. Please report the issue to the DALI-RP2 developers.
if len(markets) > 1:
possible_quotes = [market[_QUOTE] for market in markets]
- exc_str = f"Multiple quotes for pair. Please open an issue at {self.ISSUES_URL}. " \
- f"Which quote to use for {trade_history[record[_REFID]][_PAIR]} market? " \
- f"Possible quotes={possible_quotes}"
+ exc_str = (
+ f"Multiple quotes for pair. Please open an issue at {self.ISSUES_URL}. "
+ f"Which quote to use for {trade_history[record[_REFID]][_PAIR]} market? "
+ f"Possible quotes={possible_quotes}"
+ )
raise RP2RuntimeError(exc_str)
asset_quote: str = markets[0][_QUOTE]
is_quote_asset_fiat: bool = asset_quote in _KRAKEN_FIAT_LIST
diff --git a/src/dali/plugin/pair_converter/ccxt.py b/src/dali/plugin/pair_converter/ccxt.py
index b0896c2a..80bf35c8 100755
--- a/src/dali/plugin/pair_converter/ccxt.py
+++ b/src/dali/plugin/pair_converter/ccxt.py
@@ -208,6 +208,7 @@ def __init__(
self,
historical_price_type: str,
default_exchange: Optional[str] = None,
+ fiat_access_key: Optional[str] = None,
fiat_priority: Optional[str] = None,
google_api_key: Optional[str] = None,
exchange_locked: Optional[bool] = None,
@@ -218,7 +219,7 @@ def __init__(
fiat_priority_cache_modifier = fiat_priority if fiat_priority else ""
self.__cache_modifier = "_".join(x for x in [exchange_cache_modifier, fiat_priority_cache_modifier] if x)
- super().__init__(historical_price_type=historical_price_type, fiat_priority=fiat_priority)
+ super().__init__(historical_price_type=historical_price_type, fiat_access_key=fiat_access_key, fiat_priority=fiat_priority)
self.__logger: logging.Logger = create_logger(f"{self.name()}/{historical_price_type}")
self.__exchanges: Dict[str, Exchange] = {}
diff --git a/tests/cassettes/test_plugin_ccxt/exchange_rate_host_symbol_call.yaml b/tests/cassettes/test_plugin_ccxt/exchange_rate_host_symbol_call.yaml
new file mode 100644
index 00000000..124eb71e
--- /dev/null
+++ b/tests/cassettes/test_plugin_ccxt/exchange_rate_host_symbol_call.yaml
@@ -0,0 +1,98 @@
+interactions:
+- request:
+ body: null
+ headers:
+ Accept:
+ - '*/*'
+ Accept-Encoding:
+ - gzip, deflate
+ Connection:
+ - keep-alive
+ User-Agent:
+ - python-requests/2.31.0
+ method: GET
+ uri: http://api.exchangerate.host/list?access_key=BOGUS_KEY
+ response:
+ body:
+ string: '{"success":true,"terms":"https:\/\/currencylayer.com\/terms","privacy":"https:\/\/currencylayer.com\/privacy","currencies":{"AED":"United
+ Arab Emirates Dirham","AFN":"Afghan Afghani","ALL":"Albanian Lek","AMD":"Armenian
+ Dram","ANG":"Netherlands Antillean Guilder","AOA":"Angolan Kwanza","ARS":"Argentine
+ Peso","AUD":"Australian Dollar","AWG":"Aruban Florin","AZN":"Azerbaijani Manat","BAM":"Bosnia-Herzegovina
+ Convertible Mark","BBD":"Barbadian Dollar","BDT":"Bangladeshi Taka","BGN":"Bulgarian
+ Lev","BHD":"Bahraini Dinar","BIF":"Burundian Franc","BMD":"Bermudan Dollar","BND":"Brunei
+ Dollar","BOB":"Bolivian Boliviano","BRL":"Brazilian Real","BSD":"Bahamian
+ Dollar","BTC":"Bitcoin","BTN":"Bhutanese Ngultrum","BWP":"Botswanan Pula","BYN":"New
+ Belarusian Ruble","BYR":"Belarusian Ruble","BZD":"Belize Dollar","CAD":"Canadian
+ Dollar","CDF":"Congolese Franc","CHF":"Swiss Franc","CLF":"Chilean Unit of
+ Account (UF)","CLP":"Chilean Peso","CNY":"Chinese Yuan","COP":"Colombian Peso","CRC":"Costa
+ Rican Col\u00f3n","CUC":"Cuban Convertible Peso","CUP":"Cuban Peso","CVE":"Cape
+ Verdean Escudo","CZK":"Czech Republic Koruna","DJF":"Djiboutian Franc","DKK":"Danish
+ Krone","DOP":"Dominican Peso","DZD":"Algerian Dinar","EGP":"Egyptian Pound","ERN":"Eritrean
+ Nakfa","ETB":"Ethiopian Birr","EUR":"Euro","FJD":"Fijian Dollar","FKP":"Falkland
+ Islands Pound","GBP":"British Pound Sterling","GEL":"Georgian Lari","GGP":"Guernsey
+ Pound","GHS":"Ghanaian Cedi","GIP":"Gibraltar Pound","GMD":"Gambian Dalasi","GNF":"Guinean
+ Franc","GTQ":"Guatemalan Quetzal","GYD":"Guyanaese Dollar","HKD":"Hong Kong
+ Dollar","HNL":"Honduran Lempira","HRK":"Croatian Kuna","HTG":"Haitian Gourde","HUF":"Hungarian
+ Forint","IDR":"Indonesian Rupiah","ILS":"Israeli New Sheqel","IMP":"Manx pound","INR":"Indian
+ Rupee","IQD":"Iraqi Dinar","IRR":"Iranian Rial","ISK":"Icelandic Kr\u00f3na","JEP":"Jersey
+ Pound","JMD":"Jamaican Dollar","JOD":"Jordanian Dinar","JPY":"Japanese Yen","KES":"Kenyan
+ Shilling","KGS":"Kyrgystani Som","KHR":"Cambodian Riel","KMF":"Comorian Franc","KPW":"North
+ Korean Won","KRW":"South Korean Won","KWD":"Kuwaiti Dinar","KYD":"Cayman Islands
+ Dollar","KZT":"Kazakhstani Tenge","LAK":"Laotian Kip","LBP":"Lebanese Pound","LKR":"Sri
+ Lankan Rupee","LRD":"Liberian Dollar","LSL":"Lesotho Loti","LTL":"Lithuanian
+ Litas","LVL":"Latvian Lats","LYD":"Libyan Dinar","MAD":"Moroccan Dirham","MDL":"Moldovan
+ Leu","MGA":"Malagasy Ariary","MKD":"Macedonian Denar","MMK":"Myanma Kyat","MNT":"Mongolian
+ Tugrik","MOP":"Macanese Pataca","MRO":"Mauritanian Ouguiya","MUR":"Mauritian
+ Rupee","MVR":"Maldivian Rufiyaa","MWK":"Malawian Kwacha","MXN":"Mexican Peso","MYR":"Malaysian
+ Ringgit","MZN":"Mozambican Metical","NAD":"Namibian Dollar","NGN":"Nigerian
+ Naira","NIO":"Nicaraguan C\u00f3rdoba","NOK":"Norwegian Krone","NPR":"Nepalese
+ Rupee","NZD":"New Zealand Dollar","OMR":"Omani Rial","PAB":"Panamanian Balboa","PEN":"Peruvian
+ Nuevo Sol","PGK":"Papua New Guinean Kina","PHP":"Philippine Peso","PKR":"Pakistani
+ Rupee","PLN":"Polish Zloty","PYG":"Paraguayan Guarani","QAR":"Qatari Rial","RON":"Romanian
+ Leu","RSD":"Serbian Dinar","RUB":"Russian Ruble","RWF":"Rwandan Franc","SAR":"Saudi
+ Riyal","SBD":"Solomon Islands Dollar","SCR":"Seychellois Rupee","SDG":"Sudanese
+ Pound","SEK":"Swedish Krona","SGD":"Singapore Dollar","SHP":"Saint Helena
+ Pound","SLE":"Sierra Leonean Leone","SLL":"Sierra Leonean Leone","SOS":"Somali
+ Shilling","SRD":"Surinamese Dollar","SSP":"South Sudanese Pound","STD":"S\u00e3o
+ Tom\u00e9 and Pr\u00edncipe Dobra","SVC":"Salvadoran Col\u00f3n","SYP":"Syrian
+ Pound","SZL":"Swazi Lilangeni","THB":"Thai Baht","TJS":"Tajikistani Somoni","TMT":"Turkmenistani
+ Manat","TND":"Tunisian Dinar","TOP":"Tongan Pa\u02bbanga","TRY":"Turkish Lira","TTD":"Trinidad
+ and Tobago Dollar","TWD":"New Taiwan Dollar","TZS":"Tanzanian Shilling","UAH":"Ukrainian
+ Hryvnia","UGX":"Ugandan Shilling","USD":"United States Dollar","UYU":"Uruguayan
+ Peso","UZS":"Uzbekistan Som","VEF":"Venezuelan Bol\u00edvar Fuerte","VES":"Sovereign
+ Bolivar","VND":"Vietnamese Dong","VUV":"Vanuatu Vatu","WST":"Samoan Tala","XAF":"CFA
+ Franc BEAC","XAG":"Silver (troy ounce)","XAU":"Gold (troy ounce)","XCD":"East
+ Caribbean Dollar","XDR":"Special Drawing Rights","XOF":"CFA Franc BCEAO","XPF":"CFP
+ Franc","YER":"Yemeni Rial","ZAR":"South African Rand","ZMK":"Zambian Kwacha
+ (pre-2013)","ZMW":"Zambian Kwacha","ZWL":"Zimbabwean Dollar"}}'
+ headers:
+ CF-Cache-Status:
+ - DYNAMIC
+ CF-RAY:
+ - 81118ef0bd388347-KIX
+ Connection:
+ - keep-alive
+ Content-Type:
+ - application/json; Charset=UTF-8
+ Date:
+ - Thu, 05 Oct 2023 00:30:51 GMT
+ NEL:
+ - '{"success_fraction":0,"report_to":"cf-nel","max_age":604800}'
+ Report-To:
+ - '{"endpoints":[{"url":"https:\/\/a.nel.cloudflare.com\/report\/v3?s=GUKQnWrVY9SINoyRSfBqX9esLhjZY8cw2Sak9MrxDs2Ltd4rsrRNCWgMk85KWp0DbEHkgS%2FBDSe1lm3W12wm3NdNIuWbCABblFsOGKQzVwlxfYi28hrb7WUm7uIDLOBXMIhQacrQJg%3D%3D"}],"group":"cf-nel","max_age":604800}'
+ Server:
+ - cloudflare
+ Transfer-Encoding:
+ - chunked
+ access-control-allow-methods:
+ - GET, HEAD, POST, PUT, PATCH, DELETE, OPTIONS
+ access-control-allow-origin:
+ - '*'
+ x-apilayer-transaction-id:
+ - bcaa986b-3e51-4706-8af4-ee9c69e28538
+ x-request-time:
+ - '0.007'
+ status:
+ code: 200
+ message: OK
+version: 1
diff --git a/tests/conftest.py b/tests/conftest.py
new file mode 100755
index 00000000..7e25fc4e
--- /dev/null
+++ b/tests/conftest.py
@@ -0,0 +1,30 @@
+# Copyright 2023 Neal Chambers
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+from typing import Dict, List, Union
+
+import pytest
+
+# This section configures pytest-recording, which uses vcrpy under the hood.
+# Documentation: https://github.com/kiwicom/pytest-recording
+
+
+@pytest.fixture(scope="session")
+def vcr_config() -> Dict[str, Union[bool, List[str], str]]:
+ return {
+ "filter_headers": ["authorization"],
+ "filter_query_parameters": ["access_key"],
+ "ignore_localhost": True,
+ "record_mode": "none",
+ }
diff --git a/tests/test_plugin_ccxt.py b/tests/test_plugin_ccxt.py
index a9831155..73238903 100755
--- a/tests/test_plugin_ccxt.py
+++ b/tests/test_plugin_ccxt.py
@@ -401,20 +401,24 @@ def __btcusdt_mock_unoptimized(
mocker.patch.object(plugin, "_PairConverterPlugin__exchange_2_graph_tree", {TEST_EXCHANGE: simple_tree})
+ @pytest.mark.default_cassette("exchange_rate_host_symbol_call.yaml")
+ @pytest.mark.vcr
def test_unknown_exchange(self, mocker: Any, graph_optimized: MappedGraph[str], simple_tree: AVLTree[datetime, Dict[str, MappedGraph[str]]]) -> None:
- plugin: PairConverterPlugin = PairConverterPlugin(Keyword.HISTORICAL_PRICE_HIGH.value)
+ plugin: PairConverterPlugin = PairConverterPlugin(Keyword.HISTORICAL_PRICE_HIGH.value, fiat_access_key="BOGUS_KEY")
self.__btcusdt_mock_unoptimized(plugin, mocker, graph_optimized, simple_tree)
assert plugin._get_pricing_exchange_for_exchange("Bogus Exchange") == TEST_EXCHANGE # pylint: disable=protected-access
+ @pytest.mark.default_cassette("exchange_rate_host_symbol_call.yaml")
+ @pytest.mark.vcr
def test_historical_prices(self, mocker: Any, graph_optimized: MappedGraph[str], simple_tree: AVLTree[datetime, Dict[str, MappedGraph[str]]]) -> None:
- plugin: PairConverterPlugin = PairConverterPlugin(Keyword.HISTORICAL_PRICE_HIGH.value)
+ plugin: PairConverterPlugin = PairConverterPlugin(Keyword.HISTORICAL_PRICE_HIGH.value, fiat_access_key="BOGUS_KEY")
cache_path = os.path.join(CACHE_DIR, plugin.cache_key())
if os.path.exists(cache_path):
os.remove(cache_path)
# Reinstantiate plugin now that cache is gone
- plugin = PairConverterPlugin(Keyword.HISTORICAL_PRICE_HIGH.value)
+ plugin = PairConverterPlugin(Keyword.HISTORICAL_PRICE_HIGH.value, fiat_access_key="BOGUS_KEY")
self.__btcusdt_mock_unoptimized(plugin, mocker, graph_optimized, simple_tree)
data = plugin.get_historic_bar_from_native_source(BTCUSDT_TIMESTAMP, "BTC", "USD", TEST_EXCHANGE)
@@ -453,8 +457,10 @@ def test_historical_prices(self, mocker: Any, graph_optimized: MappedGraph[str],
assert data.close == BTCUSDT_CLOSE * USDTUSD_CLOSE
assert data.volume == BTCUSDT_VOLUME + USDTUSD_VOLUME
+ @pytest.mark.default_cassette("exchange_rate_host_symbol_call.yaml")
+ @pytest.mark.vcr
def test_missing_historical_prices(self, mocker: Any) -> None:
- plugin = PairConverterPlugin(Keyword.HISTORICAL_PRICE_HIGH.value)
+ plugin = PairConverterPlugin(Keyword.HISTORICAL_PRICE_HIGH.value, fiat_access_key="BOGUS_KEY")
timestamp = datetime(2020, 6, 1, 0, 0)
mocker.patch.object(plugin, "get_historic_bar_from_native_source").return_value = None
@@ -462,8 +468,10 @@ def test_missing_historical_prices(self, mocker: Any) -> None:
data = plugin.get_historic_bar_from_native_source(timestamp, "BOGUSCOIN", "JPY", TEST_EXCHANGE)
assert data is None
+ @pytest.mark.default_cassette("exchange_rate_host_symbol_call.yaml")
+ @pytest.mark.vcr(record_mode="none")
def test_missing_fiat_pair(self, mocker: Any, graph_optimized: MappedGraph[str], simple_tree: AVLTree[datetime, Dict[str, MappedGraph[str]]]) -> None:
- plugin: PairConverterPlugin = PairConverterPlugin(Keyword.HISTORICAL_PRICE_HIGH.value)
+ plugin: PairConverterPlugin = PairConverterPlugin(Keyword.HISTORICAL_PRICE_HIGH.value, fiat_access_key="BOGUS_KEY")
self.__btcusdt_mock_unoptimized(plugin, mocker, graph_optimized, simple_tree)
mocker.patch.object(plugin, "_get_fiat_exchange_rate").return_value = HistoricalBar(
@@ -488,8 +496,10 @@ def test_missing_fiat_pair(self, mocker: Any, graph_optimized: MappedGraph[str],
# Some crypto assets have no fiat or stable coin pair; they are only paired with BTC or ETH (e.g. EZ or BETH)
# To get an accurate fiat price, we must get the price in the base asset (e.g. BETH -> ETH) then convert that to fiat (e.g. ETH -> USD)
+ @pytest.mark.default_cassette("exchange_rate_host_symbol_call.yaml")
+ @pytest.mark.vcr
def test_no_fiat_pair(self, mocker: Any, graph_optimized: MappedGraph[str], simple_tree: AVLTree[datetime, Dict[str, MappedGraph[str]]]) -> None:
- plugin: PairConverterPlugin = PairConverterPlugin(Keyword.HISTORICAL_PRICE_HIGH.value)
+ plugin: PairConverterPlugin = PairConverterPlugin(Keyword.HISTORICAL_PRICE_HIGH.value, fiat_access_key="BOGUS_KEY")
exchange = kraken(
{
@@ -559,8 +569,10 @@ def no_fiat_fetch_ohlcv(symbol: str, timeframe: str, timestamp: int, candles: in
assert data.volume == BETHETH_VOLUME + ETHUSDT_VOLUME + USDTUSD_VOLUME
# Test to make sure the default stable coin is not used with a fiat market that does exist on the exchange
+ @pytest.mark.default_cassette("exchange_rate_host_symbol_call.yaml")
+ @pytest.mark.vcr
def test_nonusd_fiat_pair(self, mocker: Any, graph_optimized: MappedGraph[str], simple_tree: AVLTree[datetime, Dict[str, MappedGraph[str]]]) -> None:
- plugin: PairConverterPlugin = PairConverterPlugin(Keyword.HISTORICAL_PRICE_HIGH.value, default_exchange="Binance.com")
+ plugin: PairConverterPlugin = PairConverterPlugin(Keyword.HISTORICAL_PRICE_HIGH.value, default_exchange="Binance.com", fiat_access_key="BOGUS_KEY")
alt_exchange = binance(
{
"apiKey": "key",
@@ -609,8 +621,10 @@ def test_nonusd_fiat_pair(self, mocker: Any, graph_optimized: MappedGraph[str],
assert data.volume == BTCGBP_VOLUME
# Plugin should hand off the handling of a fiat to fiat pair to the fiat converter
+ @pytest.mark.default_cassette("exchange_rate_host_symbol_call.yaml")
+ @pytest.mark.vcr
def test_fiat_pair(self, mocker: Any, graph_optimized: MappedGraph[str], simple_tree: AVLTree[datetime, Dict[str, MappedGraph[str]]]) -> None:
- plugin: PairConverterPlugin = PairConverterPlugin(Keyword.HISTORICAL_PRICE_HIGH.value)
+ plugin: PairConverterPlugin = PairConverterPlugin(Keyword.HISTORICAL_PRICE_HIGH.value, fiat_access_key="BOGUS_KEY")
exchange = binance(
{
"apiKey": "key",
@@ -644,8 +658,10 @@ def test_fiat_pair(self, mocker: Any, graph_optimized: MappedGraph[str], simple_
assert data.close == EUR_USD_RATE
assert data.volume == ZERO
+ @pytest.mark.default_cassette("exchange_rate_host_symbol_call.yaml")
+ @pytest.mark.vcr
def test_kraken_csv(self, mocker: Any, graph_optimized: MappedGraph[str], simple_tree: AVLTree[datetime, Dict[str, MappedGraph[str]]]) -> None:
- plugin: PairConverterPlugin = PairConverterPlugin(Keyword.HISTORICAL_PRICE_HIGH.value, google_api_key="whatever")
+ plugin: PairConverterPlugin = PairConverterPlugin(Keyword.HISTORICAL_PRICE_HIGH.value, google_api_key="whatever", fiat_access_key="BOGUS_KEY")
cache_path = os.path.join(CACHE_DIR, "Test-" + plugin.cache_key())
if os.path.exists(cache_path):
@@ -710,8 +726,12 @@ def test_kraken_csv(self, mocker: Any, graph_optimized: MappedGraph[str], simple
assert data.close == BTCUSDT_CLOSE * KRAKEN_CLOSE
assert data.volume == BTCUSDT_VOLUME + KRAKEN_VOLUME
+ @pytest.mark.default_cassette("exchange_rate_host_symbol_call.yaml")
+ @pytest.mark.vcr
def test_locked_exchange(self, mocker: Any, graph_optimized: MappedGraph[str], simple_tree: AVLTree[datetime, Dict[str, MappedGraph[str]]]) -> None:
- plugin: PairConverterPlugin = PairConverterPlugin(Keyword.HISTORICAL_PRICE_HIGH.value, default_exchange=LOCKED_EXCHANGE, exchange_locked=True)
+ plugin: PairConverterPlugin = PairConverterPlugin(
+ Keyword.HISTORICAL_PRICE_HIGH.value, default_exchange=LOCKED_EXCHANGE, exchange_locked=True, fiat_access_key="BOGUS_KEY"
+ )
# Name is changed to exchange_instance to avoid conflicts with the side effect function `add_exchange_side_effect`
exchange_instance = kraken(
{
@@ -729,6 +749,7 @@ def test_locked_exchange(self, mocker: Any, graph_optimized: MappedGraph[str], s
mocker.patch.object(kraken_csv, "find_historical_bar").return_value = None
mocker.patch.object(plugin, "_PairConverterPlugin__exchange_csv_reader", {LOCKED_EXCHANGE: kraken_csv})
+ mocker.patch.object(plugin, "_get_request_delay").return_value = 0.0
mocker.patch.object(exchange_instance, "fetchOHLCV").return_value = [
[
BTCUSDT_TIMESTAMP.timestamp() * _MS_IN_SECOND, # UTC timestamp in milliseconds, integer
@@ -765,8 +786,10 @@ def add_exchange_side_effect(exchange: str) -> MappedGraph[str]: # pylint: disa
assert data
plugin._cache_graph_snapshots.assert_called_once_with("not-kraken") # type: ignore # pylint: disable=protected-access, no-member
+ @pytest.mark.default_cassette("exchange_rate_host_symbol_call.yaml")
+ @pytest.mark.vcr
def test_optimization_of_graph(self, mocker: Any, graph_fiat_optimized: MappedGraph[str]) -> None:
- plugin: PairConverterPlugin = PairConverterPlugin(Keyword.HISTORICAL_PRICE_HIGH.value, google_api_key="whatever")
+ plugin: PairConverterPlugin = PairConverterPlugin(Keyword.HISTORICAL_PRICE_HIGH.value, google_api_key="whatever", fiat_access_key="BOGUS_KEY")
self.__btcusdt_mock(plugin, mocker, graph_fiat_optimized)
@@ -819,6 +842,8 @@ def test_optimization_of_graph(self, mocker: Any, graph_fiat_optimized: MappedGr
assert new_snapshot.close == BTCUSDT_CLOSE * USDTUSD_CLOSE
assert new_snapshot.volume == BTCUSDT_VOLUME + USDTUSD_VOLUME
+ @pytest.mark.default_cassette("exchange_rate_host_symbol_call.yaml")
+ @pytest.mark.vcr
def test_base_universal_aliases(
self,
mocker: Any,
@@ -826,7 +851,7 @@ def test_base_universal_aliases(
simple_tree: AVLTree[datetime, Dict[str, MappedGraph[str]]],
simple_pionex_tree: AVLTree[datetime, Dict[str, MappedGraph[str]]],
) -> None:
- plugin: PairConverterPlugin = PairConverterPlugin(Keyword.HISTORICAL_PRICE_HIGH.value, google_api_key="whatever")
+ plugin: PairConverterPlugin = PairConverterPlugin(Keyword.HISTORICAL_PRICE_HIGH.value, google_api_key="whatever", fiat_access_key="BOGUS_KEY")
self.__btcusdt_mock_unoptimized(plugin, mocker, graph_optimized, simple_tree)
pionex_markets: Dict[str, List[str]] = TEST_MARKETS
pionex_markets.update(PIONEX_MARKETS)
diff --git a/tests/test_plugin_kraken.py b/tests/test_plugin_kraken.py
index e4a04126..2849fabb 100644
--- a/tests/test_plugin_kraken.py
+++ b/tests/test_plugin_kraken.py
@@ -14,24 +14,17 @@
# pylint: disable=protected-access
-import pytest
from typing import Any, Dict
+import pytest
from ccxt import Exchange
+from rp2.rp2_error import RP2RuntimeError
from dali.configuration import Keyword
from dali.in_transaction import InTransaction
from dali.intra_transaction import IntraTransaction
from dali.out_transaction import OutTransaction
-from dali.plugin.input.rest.kraken import (
- _BASE,
- _BASE_ID,
- _ID,
- _QUOTE,
- InputPlugin
-)
-
-from rp2.rp2_error import RP2RuntimeError
+from dali.plugin.input.rest.kraken import _BASE, _BASE_ID, _ID, _QUOTE, InputPlugin
@pytest.fixture(name="private_post_ledgers_return")
@@ -150,12 +143,14 @@ def test_initialize_markets_exception(plugin: InputPlugin, mocker: Any) -> None:
client: Exchange = plugin._client
mocker.patch.object(client, "load_markets").return_value = None
- mocker.patch.object(client, "markets_by_id",
- {
- "XLTCZUSD": {_ID: "XLTCZUSD", _BASE_ID: "XLTC", _BASE: "LTC", _QUOTE: "USD"},
- 'XLTCXXBT': {_ID: "XLTCXXBT", _BASE_ID: "XLTC", _BASE: "LTC", _QUOTE: "BTC"},
- }
- )
+ mocker.patch.object(
+ client,
+ "markets_by_id",
+ {
+ "XLTCZUSD": {_ID: "XLTCZUSD", _BASE_ID: "XLTC", _BASE: "LTC", _QUOTE: "USD"},
+ "XLTCXXBT": {_ID: "XLTCXXBT", _BASE_ID: "XLTC", _BASE: "LTC", _QUOTE: "BTC"},
+ },
+ )
with pytest.raises(RP2RuntimeError) as excinfo:
plugin.load(country=None) # type: ignore
@@ -170,15 +165,17 @@ def test_initialize_markets_multiple_bases(plugin: InputPlugin, mocker: Any) ->
client: Exchange = plugin._client
mocker.patch.object(client, "load_markets").return_value = None
- mocker.patch.object(client, "markets_by_id",
- {
- "XLTCZUSD": [{_ID: "XLTCZUSD", _BASE_ID: "XLTC", _BASE: "LTC", _QUOTE: "USD"}],
- 'XLTCXXBT': [
- {_ID: "XLTCXXBT", _BASE_ID: "XLTC", _BASE: "LTC", _QUOTE: "BTC"},
- {_ID: "XLTCXXBT", _BASE_ID: "XLTC", _BASE: "XLTC", _QUOTE: "BTC"},
- ],
- }
- )
+ mocker.patch.object(
+ client,
+ "markets_by_id",
+ {
+ "XLTCZUSD": [{_ID: "XLTCZUSD", _BASE_ID: "XLTC", _BASE: "LTC", _QUOTE: "USD"}],
+ "XLTCXXBT": [
+ {_ID: "XLTCXXBT", _BASE_ID: "XLTC", _BASE: "LTC", _QUOTE: "BTC"},
+ {_ID: "XLTCXXBT", _BASE_ID: "XLTC", _BASE: "XLTC", _QUOTE: "BTC"},
+ ],
+ },
+ )
with pytest.raises(RP2RuntimeError) as excinfo:
plugin.load(country=None) # type: ignore
@@ -198,15 +195,14 @@ def test_initialize_markets_multiple_quotes_to_base_pair(
client: Exchange = plugin._client
mocker.patch.object(client, "load_markets").return_value = None
- mocker.patch.object(client, "markets_by_id",
- {
- "XLTCZUSD": [
- {_ID: "XLTCZUSD", _BASE_ID: "XLTC", _BASE: "LTC", _QUOTE: "USD"},
- {_ID: "XLTCZUSD", _BASE_ID: "XLTC", _BASE: "LTC", _QUOTE: "ZUSD"}
- ],
- 'XLTCXXBT': [{_ID: "XLTCXXBT", _BASE_ID: "XLTC", _BASE: "LTC", _QUOTE: "BTC"}],
- },
- )
+ mocker.patch.object(
+ client,
+ "markets_by_id",
+ {
+ "XLTCZUSD": [{_ID: "XLTCZUSD", _BASE_ID: "XLTC", _BASE: "LTC", _QUOTE: "USD"}, {_ID: "XLTCZUSD", _BASE_ID: "XLTC", _BASE: "LTC", _QUOTE: "ZUSD"}],
+ "XLTCXXBT": [{_ID: "XLTCXXBT", _BASE_ID: "XLTC", _BASE: "LTC", _QUOTE: "BTC"}],
+ },
+ )
mocker.patch.object(client, "private_post_ledgers").return_value = private_post_ledgers_return
mocker.patch.object(client, "private_post_tradeshistory").return_value = private_post_tradeshistory_return
@@ -228,12 +224,14 @@ def test_kraken(
client: Exchange = plugin._client
mocker.patch.object(client, "load_markets").return_value = None
- mocker.patch.object(client, "markets_by_id",
- {
- "XLTCZUSD": [{_ID: "XLTCZUSD", _BASE_ID: "XLTC", _BASE: "LTC", _QUOTE: "USD"}],
- 'XLTCXXBT': [{_ID: "XLTCXXBT", _BASE_ID: "XLTC", _BASE: "LTC", _QUOTE: "BTC"}],
- }
- )
+ mocker.patch.object(
+ client,
+ "markets_by_id",
+ {
+ "XLTCZUSD": [{_ID: "XLTCZUSD", _BASE_ID: "XLTC", _BASE: "LTC", _QUOTE: "USD"}],
+ "XLTCXXBT": [{_ID: "XLTCXXBT", _BASE_ID: "XLTC", _BASE: "LTC", _QUOTE: "BTC"}],
+ },
+ )
mocker.patch.object(client, "private_post_ledgers").return_value = private_post_ledgers_return
mocker.patch.object(client, "private_post_tradeshistory").return_value = private_post_tradeshistory_return