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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
This commit is contained in:
Zach Gollwitzer 2024-08-01 19:43:23 -04:00 committed by GitHub
parent c70c8b6d86
commit 453a54e5e6
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33 changed files with 584 additions and 118 deletions

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module Security::Price::Provided
extend ActiveSupport::Concern
include Providable
class_methods do
private
def fetch_price_from_provider(ticker:, date:, cache: false)
return nil unless security_prices_provider.present?
response = security_prices_provider.fetch_security_prices \
ticker: ticker,
start_date: date,
end_date: date
if response.success? && response.prices.size > 0
price = Security::Price.new \
ticker: ticker,
date: response.prices.first[:date],
price: response.prices.first[:price],
currency: response.prices.first[:currency]
price.save! if cache
price
else
nil
end
end
def fetch_prices_from_provider(ticker:, start_date:, end_date:, cache: false)
return [] unless security_prices_provider.present?
response = security_prices_provider.fetch_security_prices \
ticker: ticker,
start_date: start_date,
end_date: end_date
if response.success?
response.prices.map do |price|
new_price = Security::Price.new \
ticker: ticker,
date: price[:date],
price: price[:price],
currency: price[:currency]
new_price.save! if cache
new_price
end
else
[]
end
end
end
end