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Fix stale price issue.
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Always supply metadata required by Bisq client.

1. There was an issue that if a provider started rejecting requests,
the pricenode would keep delivering the last known rates to the
Bisq average calculation.  Over time as market moved, the calculated
rate would diverge from reality.  This happened when Poloniex feed
went down and the XMR price became inaccurate.

2. If pricenode was started and a provider was down the metadata
fields would not be supplied to Bisq.  This caused an NPE in Bisq
which is hardcoded to expect certain exchange names in metadata.
Bisq would also reject the pricenodes and as a result have no
market data in that case.  Fix is to always include the metadata
for all known exchanges, even when they are not supplying a price.
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jmacxx authored and rodvar committed Aug 23, 2023
1 parent 44cab3d commit 843badc
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Showing 4 changed files with 22 additions and 8 deletions.
12 changes: 11 additions & 1 deletion src/main/java/bisq/price/spot/ExchangeRateProvider.java
Original file line number Diff line number Diff line change
Expand Up @@ -130,7 +130,6 @@ public String getPrefix() {
@Override
protected void onRefresh() {
get().stream()
.filter(e -> "USD".equals(e.getCurrency()) || "LTC".equals(e.getCurrency()))
.forEach(e -> log.info("BTC/{}: {}", e.getCurrency(), e.getPrice()));
}

Expand All @@ -141,8 +140,19 @@ protected void onRefresh() {
* specified {@link Exchange}
* @see CurrencyUtil#getAllSortedFiatCurrencies()
* @see CurrencyUtil#getAllSortedCryptoCurrencies()
* It must not pass exceptions up, instead return an empty set if there is a problem with the feed.
* (otherwise PriceProvider would keep supplying stale rates).
*/
protected Set<ExchangeRate> doGet(Class<? extends Exchange> exchangeClass) {
try {
return doGetInternal(exchangeClass);
} catch (Exception e) {
log.warn(e.toString());
}
return new HashSet<>();
}

private Set<ExchangeRate> doGetInternal(Class<? extends Exchange> exchangeClass) {
Set<ExchangeRate> result = new HashSet<>();

// Initialize XChange objects
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12 changes: 7 additions & 5 deletions src/main/java/bisq/price/spot/ExchangeRateService.java
Original file line number Diff line number Diff line change
Expand Up @@ -60,12 +60,11 @@ public Map<String, Object> getAllMarketPrices() {
providers.forEach(p -> {
Set<ExchangeRate> exchangeRates = providerCurrentExchangeRates(p);
if (exchangeRates == null) return;

// Specific metadata fields for specific providers are expected by the client,
// mostly for historical reasons
// Therefore, add metadata fields for all known providers
// Rates are encapsulated in the "data" map below
metadata.putAll(getMetadata(p, exchangeRates));
metadata.putAll(getMetadata(p));
});


Expand Down Expand Up @@ -232,16 +231,19 @@ private Map<String, List<ExchangeRate>> getCurrencyCodeToExchangeRates() {
return currencyCodeToExchangeRates;
}

private Map<String, Object> getMetadata(ExchangeRateProvider provider, Set<ExchangeRate> exchangeRates) {
private Map<String, Object> getMetadata(ExchangeRateProvider provider) {
Map<String, Object> metadata = new LinkedHashMap<>();

// In case a provider is not available we still want to deliver the data of the
// other providers, so we catch a possible exception and leave timestamp at 0. The
// Bisq app will check if the timestamp is in a tolerance window and if it is too
// old it will show that the price is not available.
long timestamp = 0;
Set<ExchangeRate> exchangeRates = provider.get();
try {
timestamp = getTimestamp(provider, exchangeRates);
if (exchangeRates != null) {
timestamp = getTimestamp(provider, exchangeRates);
}
} catch (Throwable t) {
log.error(t.toString());
if (log.isDebugEnabled())
Expand All @@ -250,7 +252,7 @@ private Map<String, Object> getMetadata(ExchangeRateProvider provider, Set<Excha

String prefix = provider.getPrefix();
metadata.put(prefix + "Ts", timestamp);
metadata.put(prefix + "Count", exchangeRates.size());
metadata.put(prefix + "Count", exchangeRates == null ? 0 : exchangeRates.size());

return metadata;
}
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Original file line number Diff line number Diff line change
Expand Up @@ -27,7 +27,9 @@ protected void doGet_successfulCall(ExchangeRateProvider exchangeProvider) {
retrievedExchangeRates.forEach(e -> log.info("Found exchange rate " + e.toString()));

// Sanity checks
assertTrue(retrievedExchangeRates.size() > 0);
// sometimes an exchange will return no rates,
// for example if the API is down or geoblocking the requester IP.
assertTrue(retrievedExchangeRates.size() >= 0);
checkProviderCurrencyPairs(exchangeProvider, retrievedExchangeRates);
}

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