Merge pull request #64 from cowprotocol/use_multiple_price_fees_always

Use multiple price feeds always

src/price_providers/price_feed.py

@@ -18,13 +18,14 @@ def __init__(self, activate: bool):
         else:
             self.providers = []
 
-    def get_price(self, price_params: dict) -> tuple[float, str] | None:
+    def get_price(self, price_params: dict) -> list[tuple[float, str]]:
         """Function iterates over list of price provider objects and attempts to get a price."""
+        prices = []
         for provider in self.providers:
             try:
                 price = provider.get_price(price_params)
                 if price is not None:
-                    return price, provider.name
+                    prices.append((price, provider.name))
             except Exception as e:
                 logger.error(f"Error getting price from provider {provider.name}: {e}")
-        return None
+        return prices

src/transaction_processor.py

@@ -1,3 +1,4 @@
+import time
 from hexbytes import HexBytes
 from web3 import Web3
 from src.helpers.blockchain_data import BlockchainData
@@ -7,7 +8,6 @@
 from src.helpers.helper_functions import read_sql_file, set_params
 from src.helpers.config import CHAIN_SLEEP_TIME, logger
 from src.fees.compute_fees import compute_all_fees_of_batch
-import time
 
 
 class TransactionProcessor:
@@ -193,7 +193,7 @@ def process_prices_for_tokens(
         token_imbalances: dict[str, int],
         block_number: int,
         tx_hash: str,
-    ) -> dict[str, tuple[float, str]]:
+    ) -> dict[str, list[tuple[float, str]]]:
         """Compute prices for tokens with non-null imbalances."""
         prices = {}
         try:
@@ -202,8 +202,7 @@ def process_prices_for_tokens(
                     set_params(token_address, block_number, tx_hash)
                 )
                 if price_data:
-                    price, source = price_data
-                    prices[token_address] = (price, source)
+                    prices[token_address] = price_data
         except Exception as e:
             logger.error(f"Failed to process prices for transaction {tx_hash}: {e}")
 
@@ -292,15 +291,21 @@ def handle_fees(
             )
 
     def handle_prices(
-        self, prices: dict[str, tuple[float, str]], tx_hash: str, block_number: int
+        self,
+        prices: dict[str, list[tuple[float, str]]],
+        tx_hash: str,
+        block_number: int,
     ) -> None:
         """Function writes prices to table per token."""
         try:
-            for token_address, (price, source) in prices.items():
-                self.db.write_prices(
-                    source, block_number, tx_hash, token_address, price
-                )
-                self.log_message.append(f"Token: {token_address}, Price: {price} ETH")
+            for token_address, list_of_prices in prices.items():
+                for price, source in list_of_prices:
+                    self.db.write_prices(
+                        source, block_number, tx_hash, token_address, price
+                    )
+                    self.log_message.append(
+                        f"Token: {token_address}, Price: {price} ETH, Source: {source}"
+                    )
         except Exception as err:
             logger.error(f"Error: {err}")