feat(automatic-exchange-rates): add Transitive rate provider

This commit is contained in:
Herculino Trotta
2025-03-01 22:58:33 -03:00
parent c9b346b791
commit d3ea0e43da
4 changed files with 114 additions and 2 deletions

View File

@@ -9,6 +9,7 @@ from apps.currencies.exchange_rates.providers import (
SynthFinanceStockProvider,
CoinGeckoFreeProvider,
CoinGeckoProProvider,
TransitiveRateProvider,
)
from apps.currencies.models import ExchangeRateService, ExchangeRate, Currency
@@ -21,6 +22,7 @@ PROVIDER_MAPPING = {
"synth_finance_stock": SynthFinanceStockProvider,
"coingecko_free": CoinGeckoFreeProvider,
"coingecko_pro": CoinGeckoProProvider,
"transitive": TransitiveRateProvider,
}

View File

@@ -3,11 +3,11 @@ import time
import requests
from decimal import Decimal
from typing import Tuple, List
from typing import Tuple, List, Optional, Dict
from django.db.models import QuerySet
from apps.currencies.models import Currency
from apps.currencies.models import Currency, ExchangeRate
from apps.currencies.exchange_rates.base import ExchangeRateProvider
logger = logging.getLogger(__name__)
@@ -215,3 +215,94 @@ class SynthFinanceStockProvider(ExchangeRateProvider):
)
return results
class TransitiveRateProvider(ExchangeRateProvider):
"""Calculates exchange rates through paths of existing rates"""
rates_inverted = True
def __init__(self, api_key: str = None):
super().__init__(api_key) # API key not needed but maintaining interface
@classmethod
def requires_api_key(cls) -> bool:
return False
def get_rates(
self, target_currencies: QuerySet, exchange_currencies: set
) -> List[Tuple[Currency, Currency, Decimal]]:
results = []
# Get recent rates for building the graph
recent_rates = ExchangeRate.objects.all()
# Build currency graph
currency_graph = self._build_currency_graph(recent_rates)
for target in target_currencies:
if (
not target.exchange_currency
or target.exchange_currency not in exchange_currencies
):
continue
# Find path and calculate rate
from_id = target.exchange_currency.id
to_id = target.id
path, rate = self._find_conversion_path(currency_graph, from_id, to_id)
if path and rate:
path_codes = [Currency.objects.get(id=cid).code for cid in path]
logger.info(
f"Found conversion path: {' -> '.join(path_codes)}, rate: {rate}"
)
results.append((target.exchange_currency, target, rate))
else:
logger.debug(
f"No conversion path found for {target.exchange_currency.code}->{target.code}"
)
return results
@staticmethod
def _build_currency_graph(rates) -> Dict[int, Dict[int, Decimal]]:
"""Build a graph representation of currency relationships"""
graph = {}
for rate in rates:
# Add both directions to make the graph bidirectional
if rate.from_currency_id not in graph:
graph[rate.from_currency_id] = {}
graph[rate.from_currency_id][rate.to_currency_id] = rate.rate
if rate.to_currency_id not in graph:
graph[rate.to_currency_id] = {}
graph[rate.to_currency_id][rate.from_currency_id] = Decimal("1") / rate.rate
return graph
@staticmethod
def _find_conversion_path(
graph, from_id, to_id
) -> Tuple[Optional[list], Optional[Decimal]]:
"""Find the shortest path between currencies using breadth-first search"""
if from_id not in graph or to_id not in graph:
return None, None
queue = [(from_id, [from_id], Decimal("1"))]
visited = {from_id}
while queue:
current, path, current_rate = queue.pop(0)
if current == to_id:
return path, current_rate
for neighbor, rate in graph.get(current, {}).items():
if neighbor not in visited:
visited.add(neighbor)
queue.append((neighbor, path + [neighbor], current_rate * rate))
return None, None

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@@ -0,0 +1,18 @@
# Generated by Django 5.1.6 on 2025-03-02 01:58
from django.db import migrations, models
class Migration(migrations.Migration):
dependencies = [
('currencies', '0012_alter_exchangerateservice_service_type'),
]
operations = [
migrations.AlterField(
model_name='exchangerateservice',
name='service_type',
field=models.CharField(choices=[('synth_finance', 'Synth Finance'), ('synth_finance_stock', 'Synth Finance Stock'), ('coingecko_free', 'CoinGecko (Demo/Free)'), ('coingecko_pro', 'CoinGecko (Pro)'), ('transitive', 'Transitive (Calculated from Existing Rates)')], max_length=255, verbose_name='Service Type'),
),
]

View File

@@ -95,6 +95,7 @@ class ExchangeRateService(models.Model):
SYNTH_FINANCE_STOCK = "synth_finance_stock", "Synth Finance Stock"
COINGECKO_FREE = "coingecko_free", "CoinGecko (Demo/Free)"
COINGECKO_PRO = "coingecko_pro", "CoinGecko (Pro)"
TRANSITIVE = "transitive", "Transitive (Calculated from Existing Rates)"
class IntervalType(models.TextChoices):
ON = "on", _("On")