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Maybe/app/models/security/health_checker.rb

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# There are hundreds of thousands of market securities that Maybe must handle.
# Due to the always-changing nature of the market, the health checker is responsible
# for periodically checking active securities to ensure we can still fetch prices for them.
#
# Each security goes through some basic health checks. If failed, this class is responsible for:
# - Marking failed attempts and incrementing the failed attempts counter
# - Marking the security offline if enough consecutive failed checks occur
# - When we move a security "offline", delete all prices for that security as we assume they are bad data
#
# The health checker is run daily through SecurityHealthCheckJob (see config/schedule.yml), but not all
# securities will be checked every day (we run in batches)
class Security::HealthChecker
MAX_CONSECUTIVE_FAILURES = 5
HEALTH_CHECK_INTERVAL = 7.days
DAILY_BATCH_SIZE = 1000
class << self
def check_all
# No daily limit for unchecked securities (they are prioritized)
never_checked_scope.find_each do |security|
new(security).run_check
end
# Daily limit for checked securities
due_for_check_scope.limit(DAILY_BATCH_SIZE).each do |security|
new(security).run_check
end
end
private
# If a security has never had a health check, we prioritize it, regardless of batch size
def never_checked_scope
Security.where(last_health_check_at: nil)
end
# Any securities not checked for 30 days are due
# We only process the batch size, which means some "due" securities will not be checked today
# This is by design, to prevent all securities from coming due at the same time
def due_for_check_scope
Security.where(last_health_check_at: ..HEALTH_CHECK_INTERVAL.ago)
.order(last_health_check_at: :asc)
end
end
def initialize(security)
@security = security
end
def run_check
Rails.logger.info("Running health check for #{security.ticker}")
if latest_provider_price
handle_success
else
handle_failure
end
rescue => e
Sentry.capture_exception(e) do |scope|
scope.set_tags(security_id: @security.id)
end
ensure
security.update!(last_health_check_at: Time.current)
end
private
attr_reader :security
def provider
Security.provider
end
def latest_provider_price
return nil unless provider.present?
response = provider.fetch_security_price(
symbol: security.ticker,
exchange_operating_mic: security.exchange_operating_mic,
date: Date.current
)
return nil unless response.success?
response.data.price
end
# On success, reset any failure counters and ensure it is "online"
def handle_success
security.update!(
offline: false,
failed_fetch_count: 0,
failed_fetch_at: nil
)
end
def handle_failure
new_failure_count = security.failed_fetch_count.to_i + 1
new_failure_at = Time.current
if new_failure_count > MAX_CONSECUTIVE_FAILURES
convert_to_offline_security!
else
security.update!(
failed_fetch_count: new_failure_count,
failed_fetch_at: new_failure_at
)
end
end
# The "offline" state tells our MarketDataImporter (daily cron) to skip this security when fetching prices
def convert_to_offline_security!
Security.transaction do
security.update!(
offline: true,
failed_fetch_count: MAX_CONSECUTIVE_FAILURES + 1,
failed_fetch_at: Time.current
)
security.prices.delete_all
end
end
end