Added FTX price oracle.

Makefile

@@ -3,9 +3,11 @@ commands := $(wildcard bin/*)
 
 setup: ## Install all the build and lint dependencies
 	pip install -r requirements.txt
+	echo "y" | mypy --install-types
 
 upgrade: ## Upgrade all the build and lint dependencies
 	pip install --upgrade -r requirements.txt
+	echo "y" | mypy --install-types
 
 test: ## Run all the tests
 	pytest -rP tests

mango/oraclefactory.py

@@ -14,6 +14,7 @@
 #   [Email](mailto:hello@blockworks.foundation)
 
 from .oracle import OracleProvider
+from .oracles.ftx import ftx
 from .oracles.pythnetwork import pythnetwork
 from .oracles.serum import serum
 from .spotmarket import SpotMarketLookup
@@ -25,8 +26,10 @@ from .spotmarket import SpotMarketLookup
 #
 
 def create_oracle_provider(provider_name: str, spot_market_lookup: SpotMarketLookup) -> OracleProvider:
-    if provider_name == "pyth":
-        return pythnetwork.PythOracleProvider()
-    elif provider_name == "serum":
+    if provider_name == "serum":
         return serum.SerumOracleProvider(spot_market_lookup)
+    elif provider_name == "ftx":
+        return ftx.FtxOracleProvider()
+    elif provider_name == "pyth":
+        return pythnetwork.PythOracleProvider()
     raise Exception(f"Unknown oracle provider '{provider_name}'.")

mango/oracles/ftx/ftx.py

@@ -0,0 +1,81 @@
+# # ⚠ Warning
+#
+# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT
+# LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN
+# NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+# WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
+# SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
+#
+# [🥭 Mango Markets](https://markets/) support is available at:
+#   [Docs](https://docs.markets/)
+#   [Discord](https://discord.gg/67jySBhxrg)
+#   [Twitter](https://twitter.com/mangomarkets)
+#   [Github](https://github.com/blockworks-foundation)
+#   [Email](mailto:hello@blockworks.foundation)
+
+
+import requests
+import typing
+
+from datetime import datetime
+from decimal import Decimal
+
+from ...context import Context
+from ...market import Market
+from ...oracle import Oracle, OracleProvider, OracleSource, Price
+
+
+# # 🥭 FTX
+#
+# This file contains code specific to the [Ftx Network](https://pyth.network/).
+#
+
+def _ftx_get_from_url(url: str) -> typing.Dict:
+    response = requests.get(url)
+    response_values = response.json()
+    if ("success" not in response_values) or (not response_values["success"]):
+        raise Exception(f"Failed to get from FTX URL: {url} - {response_values}")
+    return response_values["result"]
+
+
+# # 🥭 FtxOracle class
+#
+# Implements the `Oracle` abstract base class specialised to the Ftx Network.
+#
+
+
+class FtxOracle(Oracle):
+    def __init__(self, market: Market):
+        name = f"Ftx Oracle for {market.symbol}"
+        super().__init__(name, market)
+        self.market: Market = market
+        self.source: OracleSource = OracleSource("FTX", name, market)
+
+    def fetch_price(self, context: Context) -> Price:
+        result = _ftx_get_from_url(f"https://ftx.com/api/markets/{self.market.symbol}")
+        bid = Decimal(result["bid"])
+        ask = Decimal(result["ask"])
+        price = Decimal(result["price"])
+
+        return Price(self.source, datetime.now(), self.market, bid, price, ask)
+
+
+# # 🥭 FtxOracleProvider class
+#
+# Implements the `OracleProvider` abstract base class specialised to the Ftx Network.
+#
+
+class FtxOracleProvider(OracleProvider):
+    def __init__(self) -> None:
+        super().__init__("Ftx Oracle Factory")
+
+    def oracle_for_market(self, context: Context, market: Market) -> typing.Optional[Oracle]:
+        return FtxOracle(market)
+
+    def all_available_symbols(self, context: Context) -> typing.List[str]:
+        result = _ftx_get_from_url("https://ftx.com/api/markets")
+        symbols: typing.List[str] = []
+        for market in result:
+            symbols += [market["name"]]
+
+        return symbols

requirements.txt

@@ -1,11 +1,12 @@
-ipython
-jupyter_contrib_nbextensions
-mypy
-nblint
-pandas
-pyserum
-pytest
-rx
-rxpy_backpressure
-solana
-web3
+ipython>=7.24.1
+jupyter_contrib_nbextensions>=0.5.1
+mypy>=0.902
+nblint>=0.0.3
+pandas>=1.2.4
+pyserum>=0.3.3a1
+pytest>=6.2.4
+requests>=2.25.1
+rx>=3.2.0
+rxpy_backpressure>=1.0.0
+solana>=0.9.2
+websockets>=9.1