Merge pull request #36 from jmacxx/remove_stale_prices

Remove stale prices that have not been updated for over 10 minutes.

src/main/java/bisq/price/PriceProvider.java

@@ -51,6 +51,10 @@ public final T get() {
         return cachedResult;
     }
 
+    public final void put(T values) {
+        cachedResult = values;
+    }
+
     @Override
     public final void start() {
         // do the initial refresh asynchronously
@@ -80,7 +84,7 @@ public void run() {
     private void refresh() {
         long ts = System.currentTimeMillis();
 
-        cachedResult = doGet();
+        put(doGet());
 
         log.info("refresh took {} ms.", (System.currentTimeMillis() - ts));
 

src/main/java/bisq/price/spot/ExchangeRateProvider.java

@@ -39,6 +39,7 @@
 import java.math.RoundingMode;
 import java.time.Duration;
 import java.util.*;
+import java.util.concurrent.TimeUnit;
 import java.util.function.Predicate;
 import java.util.stream.Collectors;
 import java.util.stream.Stream;
@@ -54,6 +55,7 @@
  */
 public abstract class ExchangeRateProvider extends PriceProvider<Set<ExchangeRate>> {
 
+    private static final long STALE_PRICE_INTERVAL_MILLIS = TimeUnit.MINUTES.toMillis(10);
     private static Set<String> SUPPORTED_CRYPTO_CURRENCIES = new HashSet<>();
     private static Set<String> SUPPORTED_FIAT_CURRENCIES = new HashSet<>();
     private final Set<String> providerExclusionList = new HashSet<>();
@@ -131,6 +133,22 @@ public String getPrefix() {
         return prefix;
     }
 
+    public void maybeClearStaleRates() {
+        // a stale rate is older than the specified interval, except:
+        // timestamp of 0L is used as special case re: CoinMarketCap and BitcoinAverage
+        //   (https://github.com/bisq-network/bisq-pricenode/issues/23)
+        long staleTimestamp = new Date().getTime() - STALE_PRICE_INTERVAL_MILLIS;
+        Set<ExchangeRate> nonStaleRates = get().stream()
+                    .filter(e -> e.getTimestamp() == 0L || e.getTimestamp() > staleTimestamp)
+                    .collect(Collectors.toSet());
+        long numberOriginalRates = get().size();
+        if (numberOriginalRates > nonStaleRates.size()) {
+            put(nonStaleRates);
+            log.warn("{} {} stale rates removed, now {} rates",
+                    getName(), numberOriginalRates, nonStaleRates.size());
+        }
+    }
+
     @Override
     protected void onRefresh() {
         get().stream()

src/main/java/bisq/price/spot/ExchangeRateService.java

@@ -60,6 +60,7 @@ public Map<String, Object> getAllMarketPrices() {
         Map<String, ExchangeRate> aggregateExchangeRates = getAggregateExchangeRates();
 
         providers.forEach(p -> {
+            p.maybeClearStaleRates();
             // Specific metadata fields for specific providers are expected by the client,
             // mostly for historical reasons
             // Therefore, add metadata fields for all known providers

src/test/java/bisq/price/spot/ExchangeRateServiceTest.java

@@ -165,6 +165,28 @@ public void getAllMarketPrices_withMultipleProviders_overlappingCurrencyCodes()
         assertNotEquals(0L, retrievedData.get(providers.get(1).getPrefix() + "Ts"));
     }
 
+    @Test
+    public void testStaleRatesRemoved() {
+        String fiatCoin = "BRL";
+        // insert a stale rate
+        long staleTimestamp = 10000L;
+        Long validTimestamp = System.currentTimeMillis();
+        List<ExchangeRateProvider> providers = asList(
+                buildDummyExchangeRateProviderWithRateAndTimestamp("mercadoBitcoin", fiatCoin, 129000.0, staleTimestamp),
+                buildDummyExchangeRateProviderWithRateAndTimestamp("coinGecko", fiatCoin, 129000.0, validTimestamp),
+                buildDummyExchangeRateProviderWithRateAndTimestamp("binance", fiatCoin, 131000.0, validTimestamp));
+        Map<String, Object> retrievedData = new ExchangeRateService(new StandardEnvironment(), providers, Collections.emptyList()).getAllMarketPrices();
+        doSanityChecksForRetrievedDataMultipleProviders(retrievedData, providers);
+        // check that the provider's stale rate was removed resulting in 0 rates and a 0 timestamp
+        assertEquals("0", retrievedData.get("mercadoBitcoinTs").toString());
+        assertEquals("0", retrievedData.get("mercadoBitcoinCount").toString());
+        // check that other providers are unaffected
+        assertEquals("1", retrievedData.get("coinGeckoCount").toString());
+        assertEquals("1", retrievedData.get("binanceCount").toString());
+        assertEquals(validTimestamp.toString(), retrievedData.get("coinGeckoTs").toString());
+        assertEquals(validTimestamp.toString(), retrievedData.get("binanceTs").toString());
+    }
+
     @Test
     public void bisqIndexCalculation_oneOutlierPriceWideRange() {
         String fiatCoin = "BRL";
@@ -517,7 +539,13 @@ protected Set<ExchangeRate> doGet() {
         return dummyProvider;
     }
 
-    private ExchangeRateProvider buildDummyExchangeRateProviderWithRate(String providerName, String currencyCode, Double dummyRate) {
+    private ExchangeRateProvider buildDummyExchangeRateProviderWithRate(
+            String providerName, String currencyCode, Double rate) {
+        return buildDummyExchangeRateProviderWithRateAndTimestamp(
+                providerName, currencyCode, rate, System.currentTimeMillis());
+    }
+    private ExchangeRateProvider buildDummyExchangeRateProviderWithRateAndTimestamp(
+            String providerName, String currencyCode, Double rate, long timestamp) {
         ExchangeRateProvider dummyProvider = new ExchangeRateProvider(
                 new StandardEnvironment(),
                 providerName,
@@ -534,8 +562,8 @@ protected Set<ExchangeRate> doGet() {
                 HashSet<ExchangeRate> exchangeRates = new HashSet<>();
                 exchangeRates.add(new ExchangeRate(
                         currencyCode,
-                        dummyRate,
-                        System.currentTimeMillis(),
+                        rate,
+                        timestamp,
                         getName())); // ExchangeRateProvider name
                 return exchangeRates;
             }