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Add security prices provider (Synth integration) (#1039)
* User tickers as primary lookup symbol instead of isin * Add security price provider * Fetch security prices in bulk to improve sync performance * Fetch prices in bulk, better mocking for tests
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33 changed files with 584 additions and 118 deletions
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@ -5,6 +5,27 @@ class Provider::Synth
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@api_key = api_key
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end
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def fetch_security_prices(ticker:, start_date:, end_date:)
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prices = paginate(
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"#{base_url}/tickers/#{ticker}/open-close",
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start_date: start_date,
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end_date: end_date
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) do |body|
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body.dig("prices").map do |price|
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{
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date: price.dig("date"),
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price: price.dig("close")&.to_f || price.dig("open")&.to_f,
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currency: "USD"
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}
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end
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end
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SecurityPriceResponse.new \
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prices: prices,
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success?: true,
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raw_response: prices.to_json
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end
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def fetch_exchange_rate(from:, to:, date:)
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retrying Provider::Base.known_transient_errors do |on_last_attempt|
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response = Faraday.get("#{base_url}/rates/historical") do |req|
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@ -33,9 +54,11 @@ class Provider::Synth
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end
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private
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attr_reader :api_key
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ExchangeRateResponse = Struct.new :rate, :success?, :error, :raw_response, keyword_init: true
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SecurityPriceResponse = Struct.new :prices, :success?, :error, :raw_response, keyword_init: true
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def base_url
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"https://api.synthfinance.com"
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@ -43,9 +66,43 @@ class Provider::Synth
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def build_error(response)
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Provider::Base::ProviderError.new(<<~ERROR)
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Failed to fetch exchange rate from #{self.class}
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Failed to fetch data from #{self.class}
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Status: #{response.status}
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Body: #{response.body.inspect}
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ERROR
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end
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def fetch_page(url, page, params = {})
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Faraday.get(url) do |req|
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req.headers["Authorization"] = "Bearer #{api_key}"
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params.each { |k, v| req.params[k.to_s] = v.to_s }
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req.params["page"] = page
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end
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end
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def paginate(url, params = {})
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results = []
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page = 1
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current_page = 0
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total_pages = 1
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while current_page < total_pages
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response = fetch_page(url, page, params)
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if response.success?
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body = JSON.parse(response.body)
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page_results = yield(body)
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results.concat(page_results)
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current_page = body.dig("paging", "current_page")
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total_pages = body.dig("paging", "total_pages")
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page += 1
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else
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raise build_error(response)
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end
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end
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results
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end
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end
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