Implement HERTZ and HERO algorithmic based assets.

btsprice/aba.py

@@ -0,0 +1,45 @@
+# -*- coding: utf-8 -*-
+import datetime
+import time
+import math
+
+ABA = ["HERTZ", "HERO"]
+
+SECONDS_PER_DAY = 60 * 60 * 24
+
+def _get_hertz_feed(reference_timestamp, current_timestamp, period_days, phase_days, reference_asset_value, amplitude):
+    """
+    Given the reference timestamp, the current timestamp, the period (in days), the phase (in days), the reference asset value (ie 1.00) and the amplitude (> 0 && < 1), output the current hertz value.
+    You can use this formula for an alternative HERTZ asset!
+    Be aware though that extreme values for amplitude|period will create high volatility which could cause black swan events. BSIP 18 should help, but best tread carefully!
+    """
+    hz_reference_timestamp = datetime.datetime.strptime(reference_timestamp, "%Y-%m-%dT%H:%M:%S").timestamp() # Retrieving the Bitshares2.0 genesis block timestamp
+    hz_period = SECONDS_PER_DAY * period_days
+    hz_phase = SECONDS_PER_DAY * phase_days
+    hz_waveform = math.sin(((((current_timestamp - (hz_reference_timestamp + hz_phase))/hz_period) % 1) * hz_period) * ((2*math.pi)/hz_period)) # Only change for an alternative HERTZ ABA.
+    hz_value = reference_asset_value + ((amplitude * reference_asset_value) * hz_waveform)
+
+    return hz_value
+
+def compute_hertz():
+    hertz_reference_timestamp = "2015-10-13T14:12:24" # Bitshares 2.0 genesis block timestamp
+    hertz_current_timestamp = datetime.datetime.now() # Current timestamp for reference within the hertz script
+    hertz_amplitude = 0.14 # 14% fluctuating the price feed $+-0.14 (2% per day)
+    hertz_period_days = 28 # Aka wavelength, time for one full SIN wave cycle.
+    hertz_phase_days = 0.908056 # Time offset from genesis till the first wednesday, to set wednesday as the primary Hz day.
+    hertz_reference_asset_value = 1.00 # $1.00 USD, not much point changing as the ratio will be the same.
+
+    hz_value = _get_hertz_feed(hertz_reference_timestamp, hertz_current_timestamp.timestamp(), hertz_period_days, hertz_phase_days, hertz_reference_asset_value, hertz_amplitude)
+
+    return hz_value
+
+def compute_hero():
+    hero_reference_timestamp = datetime.date(1913, 12, 23)
+    current_timestamp = datetime.date.today()
+    hero_days_in_year = 365.2425
+    hero_inflation_rate = 1.05
+
+    hero_value = hero_inflation_rate ** ((current_timestamp - hero_reference_timestamp).days / hero_days_in_year)
+
+    return hero_value
+

btsprice/bts_price_after_match.py

@@ -3,6 +3,7 @@
 import copy
 from math import fabs
 from btsprice.misc import get_median
+from btsprice.aba import compute_hertz, compute_hero
 # from pprint import pprint
 
 
@@ -111,9 +112,7 @@ def compute_rate_cny(self):
         rate_cny["TCNY"] = rate_cny["CNY"]
         rate_cny["TUSD"] = rate_cny["USD"]
 
-        # price_btc_queue = {"CNY": [], "USD": []}
         price_btc_queue = []
-        price_btc = {}
         for name in btc_ticker:
             quote = btc_ticker[name]["quote"]
             if quote not in rate_cny:
@@ -124,6 +123,10 @@ def compute_rate_cny(self):
         price_btc = get_median(price_btc_queue)
         # print(price_btc, price_btc_queue)
         rate_cny["BTC"] = price_btc
+
+        rate_cny["HERTZ"] = compute_hertz() * rate_cny["USD"]
+        rate_cny["HERO"] = compute_hero() * rate_cny["USD"]
+
         self.rate_cny = rate_cny
 
     def update_orderbook(self):

btsprice/feedprice.py

@@ -7,6 +7,7 @@
 from btsprice.task_exchanges import TaskExchanges
 from btsprice.task_pusher import TaskPusher
 from btsprice.bts_price_after_match import BTSPriceAfterMatch
+from btsprice.aba import ABA
 from btsprice.feedapi import FeedApi
 import time
 import logging
@@ -101,7 +102,8 @@ def init_mpa_info(self):
                           "SGD", "HKD", "RUB", "SEK", "NZD", "CNY",
                           "MXN", "CAD", "CHF", "AUD", "GBP", "JPY",
                           "EUR", "USD", "SHENZHEN", "NASDAQC", "NIKKEI",
-                          "HANGSENG", "SHANGHAI", "TCNY", "TUSD", "ARS"]
+                          "HANGSENG", "SHANGHAI", "TCNY", "TUSD", "ARS", 
+                          "HERO", "HERTZ"]
         self.price_queue = {}
         for asset in peg_asset_list:
             self.price_queue[asset] = []
@@ -158,7 +160,8 @@ def get_median_price(self, bts_price_in_cny):
                 continue
             self.price_queue[asset].append(bts_price_in_cny
                                            / self.bts_price.rate_cny[asset])
-            if len(self.price_queue[asset]) > self.sample:
+            max_samples = self.sample if asset not in ABA else 1 
+            if len(self.price_queue[asset]) > max_samples:
                 self.price_queue[asset].pop(0)
             median_price[asset] = sorted(
                 self.price_queue[asset])[int(len(self.price_queue[asset]) / 2)]
@@ -173,7 +176,8 @@ def get_average_price(self, bts_price_in_cny):
                 continue
             self.price_queue[asset].append(bts_price_in_cny
                                            / self.bts_price.rate_cny[asset])
-            if len(self.price_queue[asset]) > self.sample:
+            max_samples = self.sample if asset not in ABA else 1 
+            if len(self.price_queue[asset]) > max_samples:
                 self.price_queue[asset].pop(0)
             average_price[asset] = sum(
                 self.price_queue[asset])/len(self.price_queue[asset])

config.json.sample

@@ -3,7 +3,8 @@
     "timer_minute": 2,
     "asset_list": [
         "BTC", "SILVER", "GOLD", "TRY", "SGD", "HKD", "NZD", "CNY",
-    "MXN", "CAD", "CHF", "AUD", "GBP", "JPY", "EUR", "USD", "KRW", "TUSD", "ARS"],
+        "MXN", "CAD", "CHF", "AUD", "GBP", "JPY", "EUR", "USD", "KRW", "TUSD", "ARS", 
+        "HERTZ, "HERO"],
     "alias": {
         "RUBLE": "RUB"
     },
@@ -41,7 +42,15 @@
             "maintenance_collateral_ratio": 1750,
             "maximum_short_squeeze_ratio": 1100
         },
-        "TUSD": {"maximum_short_squeeze_ratio": 1050}
+        "TUSD": {"maximum_short_squeeze_ratio": 1050},
+        "HERO": {
+            "maintenance_collateral_ratio": 2000,
+            "maximum_short_squeeze_ratio": 1100
+        },
+        "HERTZ": {
+            "maintenance_collateral_ratio": 2000,
+            "maximum_short_squeeze_ratio": 1100
+        }
     },
     "pusher": {
         "common": "set enable to 1, if you want to subscribe data from pusher service",