Add support for reporting a new spot price

Prerequisites

• Python >= 3.9, < 3.10
• Setup environment (see here)

Steps

1. Add spot price to catalog. See src/telliot_feeds/queries/query_catalog.py. For example adding ETH/USD:

   query_catalog.add_entry(
       tag="eth-usd-spot",
       title="ETH/USD spot price",
       q=SpotPrice(asset="eth", currency="usd"),
   )
   

2. Add data feed in src/telliot_feeds/feeds/. For example, for adding ETH/USD, create file src/telliot_feeds/feeds/eth_usd_feed.py:

   from telliot_feeds.datafeed import DataFeed
   from telliot_feeds.queries.price.spot_price import SpotPrice
   from telliot_feeds.sources.price.spot.binance import BinanceSpotPriceSource
   from telliot_feeds.sources.price.spot.coinbase import CoinbaseSpotPriceSource
   from telliot_feeds.sources.price.spot.coingecko import CoinGeckoSpotPriceSource
   from telliot_feeds.sources.price.spot.gemini import GeminiSpotPriceSource
   from telliot_feeds.sources.price.spot.kraken import KrakenSpotPriceSource
   from telliot_feeds.sources.price_aggregator import PriceAggregator
   
   eth_usd_median_feed = DataFeed(
       query=SpotPrice(asset="ETH", currency="USD"),
       source=PriceAggregator(
           asset="eth",
           currency="usd",
           algorithm="median",
           sources=[
               CoinGeckoSpotPriceSource(asset="eth", currency="usd"),
               BinanceSpotPriceSource(asset="eth", currency="usdt"),
               CoinbaseSpotPriceSource(asset="eth", currency="usd"),
               GeminiSpotPriceSource(asset="eth", currency="usd"),
               KrakenSpotPriceSource(asset="eth", currency="usd"),
           ],
       ),
   )
   

   Above, we use the PriceAggregator to aggregate the price from multiple sources (automatic API fetches, not sources that require manual entry). The algorithm can be median or mean. The sources can be any combination of those found in src/telliot_feeds/sources/price/spot/, or you can add your own.

   You're limited by what asset and currency pairs are supported by the underlying APIs (data providers). For example, if you want to add ETH/JPY, you might use the CoinGeckoSpotPriceSource and BinanceSpotPriceSource (which support ETH/JPY), but not the CoinbaseSpotPriceSource (which does not support ETH/JPY). You'll have to check the documentation of the underlying APIs for which pairs they support.

3. Add feed to CATALOG_FEEDS constant in src/telliot_feeds/feeds/__init__.py:

   from telliot_feeds.feeds.eth_usd_feed import eth_usd_median_feed
   
   CATALOG_FEEDS = {
       ...
       "eth-usd-spot": eth_usd_median_feed,
   }
   

4. Add currency/asset to supported lists in src/telliot_feeds/queries/price/spot_price.py. For example, for adding ETH/USD:

   CURRENCIES = ["usd", "jpy", "eth"]
   SPOT_PRICE_PAIRS = [
       ...
       "ETH/USD",
   ]
   

5. Test your new feed in tests/feeds/. For example, once you've created a datafeed for an ETH/USD spot price using an aggregate of a few price sourcees, create file tests/feeds/test_eth_usd_feed.py:

   import statistics
   
   import pytest
   
   from telliot_feeds.feeds.eth_usd_feed import eth_usd_median_feed
   
   
   @pytest.mark.asyncio
   async def test_eth_usd_median_feed(caplog):
       """Retrieve median ETH/USD price."""
       v, _ = await eth_usd_median_feed.source.fetch_new_datapoint()
   
       assert v is not None
       assert v > 0
       assert (
           "sources used in aggregate: 4" in caplog.text.lower() or "sources used in aggregate: 5" in caplog.text.lower()
       )
       print(f"ETH/USD Price: {v}")
   
       # Get list of data sources from sources dict
       source_prices = [source.latest[0] for source in eth_usd_median_feed.source.sources if source.latest[0]]
   
       # Make sure error is less than decimal tolerance
       assert (v - statistics.median(source_prices)) < 10**-6
   

6. Create a pull request to merge your changes into the main branch here.