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overlay-market / overlay-risk

Risk metrics for various data streams
MIT License
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OverflowError: Python int too large to convert to C long #12

Open mikeyrf opened 3 years ago

mikeyrf commented 3 years ago

Getting the following error for certain pairs when running influx_metrics script:

id Sushiswap: YFI / WETH
Fetching prices for Sushiswap: YFI / WETH ...
Number of days between latest and first data point: 29 days 23:42:57
Failed to write quote stats to influx
ERROR:root:int too big to convert
Traceback (most recent call last):
  File "/Users/personal/Documents/work/overlay/src/overlay-risk/scripts/influx_metrics.py", line 215, in main
    twaps = get_twaps(pcs, q, params)
  File "/Users/personal/Documents/work/overlay/src/overlay-risk/scripts/influx_metrics.py", line 141, in get_twaps
    return [ get_twap(pc, q, p) for pc in pcs ]
  File "/Users/personal/Documents/work/overlay/src/overlay-risk/scripts/influx_metrics.py", line 141, in <listcomp>
    return [ get_twap(pc, q, p) for pc in pcs ]
  File "/Users/personal/Documents/work/overlay/src/overlay-risk/scripts/influx_metrics.py", line 118, in get_twap
    twaps = compute_amount_out(twap_112, q['amount_in'])
  File "/Users/personal/Documents/work/overlay/src/overlay-risk/scripts/influx_metrics.py", line 99, in compute_amount_out
    return rshift(twap_112)
  File "/Users/personal/Library/Caches/pypoetry/virtualenvs/overlay-risk-xuQRHaNF-py3.7/lib/python3.7/site-packages/numpy/lib/function_base.py", line 2113, in __call__
    return self._vectorize_call(func=func, args=vargs)
  File "/Users/personal/Library/Caches/pypoetry/virtualenvs/overlay-risk-xuQRHaNF-py3.7/lib/python3.7/site-packages/numpy/lib/function_base.py", line 2200, in _vectorize_call
    res = array(outputs, copy=False, subok=True, dtype=otypes[0])
OverflowError: int too big to convert

Seems potentially caused by rshift() implementation, but need to investigate further