mirror of
https://github.com/maybe-finance/maybe.git
synced 2025-07-19 05:09:38 +02:00
Market data sync refinements (#2252)
* Exchange rate syncer implementation * Security price syncer * Fix issues with provider API * Add back prod schedule * Add back price and exchange rate syncs to account syncs * Remove unused stock_exchanges table
This commit is contained in:
Zach Gollwitzer
GitHub
parent
6917cecf33
commit
6dc1d22672
38 changed files with 1206 additions and 1615 deletions
|
|
@ -1,7 +1,20 @@
|
|||
# This job runs daily at market close. See config/schedule.yml for details.
|
||||
#
|
||||
# The primary purpose of this job is to:
|
||||
# 1. Determine what exchange rate pairs, security prices, and other market data all of our users need to view historical account balance data
|
||||
# 2. For each needed rate/price, fetch from our data provider and upsert to our database
|
||||
#
|
||||
# Each individual account sync will still fetch any missing market data that isn't yet synced, but by running
|
||||
# this job daily, we significantly reduce overlapping account syncs that both need the same market data (e.g. common security like `AAPL`)
|
||||
#
|
||||
class SyncMarketDataJob < ApplicationJob
|
||||
queue_as :scheduled
|
||||
|
||||
def perform
|
||||
MarketDataSyncer.new.sync_all
|
||||
def perform(opts)
|
||||
opts = opts.symbolize_keys
|
||||
mode = opts.fetch(:mode, :full)
|
||||
clear_cache = opts.fetch(:clear_cache, false)
|
||||
|
||||
MarketDataSyncer.new(mode: mode, clear_cache: clear_cache).sync
|
||||
end
|
||||
end
|
||||
|
|
|
|||
|
|
@ -1,5 +1,5 @@
|
|||
class Account < ApplicationRecord
|
||||
include Syncable, Monetizable, Chartable, Linkable, Convertible, Enrichable
|
||||
include Syncable, Monetizable, Chartable, Linkable, Enrichable
|
||||
|
||||
validates :name, :balance, :currency, presence: true
|
||||
|
||||
|
|
|
|||
|
|
@ -1,27 +0,0 @@
|
|||
module Account::Convertible
|
||||
extend ActiveSupport::Concern
|
||||
|
||||
def sync_required_exchange_rates
|
||||
unless requires_exchange_rates?
|
||||
Rails.logger.info("No exchange rate sync needed for account #{id}")
|
||||
return
|
||||
end
|
||||
|
||||
affected_row_count = ExchangeRate.sync_provider_rates(
|
||||
from: currency,
|
||||
to: target_currency,
|
||||
start_date: start_date,
|
||||
)
|
||||
|
||||
Rails.logger.info("Synced #{affected_row_count} exchange rates for account #{id}")
|
||||
end
|
||||
|
||||
private
|
||||
def target_currency
|
||||
family.currency
|
||||
end
|
||||
|
||||
def requires_exchange_rates?
|
||||
currency != target_currency
|
||||
end
|
||||
end
|
||||
82
app/models/account/market_data_syncer.rb
Normal file
82
app/models/account/market_data_syncer.rb
Normal file
|
|
@ -0,0 +1,82 @@
|
|||
class Account::MarketDataSyncer
|
||||
attr_reader :account
|
||||
|
||||
def initialize(account)
|
||||
@account = account
|
||||
end
|
||||
|
||||
def sync_market_data
|
||||
sync_exchange_rates
|
||||
sync_security_prices
|
||||
end
|
||||
|
||||
private
|
||||
def sync_exchange_rates
|
||||
return unless needs_exchange_rates?
|
||||
return unless ExchangeRate.provider
|
||||
|
||||
pair_dates = {}
|
||||
|
||||
# 1. ENTRY-BASED PAIRS – currencies that differ from the account currency
|
||||
account.entries
|
||||
.where.not(currency: account.currency)
|
||||
.group(:currency)
|
||||
.minimum(:date)
|
||||
.each do |source_currency, date|
|
||||
key = [ source_currency, account.currency ]
|
||||
pair_dates[key] = [ pair_dates[key], date ].compact.min
|
||||
end
|
||||
|
||||
# 2. ACCOUNT-BASED PAIR – convert the account currency to the family currency (if different)
|
||||
if foreign_account?
|
||||
key = [ account.currency, account.family.currency ]
|
||||
pair_dates[key] = [ pair_dates[key], account.start_date ].compact.min
|
||||
end
|
||||
|
||||
pair_dates.each do |(source, target), start_date|
|
||||
ExchangeRate.sync_provider_rates(
|
||||
from: source,
|
||||
to: target,
|
||||
start_date: start_date,
|
||||
end_date: Date.current
|
||||
)
|
||||
end
|
||||
end
|
||||
|
||||
def sync_security_prices
|
||||
return unless Security.provider
|
||||
|
||||
account_securities = account.trades.map(&:security).uniq
|
||||
|
||||
return if account_securities.empty?
|
||||
|
||||
account_securities.each do |security|
|
||||
security.sync_provider_prices(
|
||||
start_date: first_required_price_date(security),
|
||||
end_date: Date.current
|
||||
)
|
||||
|
||||
security.sync_provider_details
|
||||
end
|
||||
end
|
||||
|
||||
# Calculates the first date we require a price for the given security scoped to this account
|
||||
def first_required_price_date(security)
|
||||
account.trades.with_entry
|
||||
.where(security: security)
|
||||
.where(entries: { account_id: account.id })
|
||||
.minimum("entries.date")
|
||||
end
|
||||
|
||||
def needs_exchange_rates?
|
||||
has_multi_currency_entries? || foreign_account?
|
||||
end
|
||||
|
||||
def has_multi_currency_entries?
|
||||
account.entries.where.not(currency: account.currency).exists?
|
||||
end
|
||||
|
||||
def foreign_account?
|
||||
account.currency != account.family.currency
|
||||
end
|
||||
end
|
||||
|
|
@ -7,6 +7,7 @@ class Account::Syncer
|
|||
|
||||
def perform_sync(sync)
|
||||
Rails.logger.info("Processing balances (#{account.linked? ? 'reverse' : 'forward'})")
|
||||
sync_market_data
|
||||
sync_balances
|
||||
end
|
||||
|
||||
|
|
@ -19,4 +20,18 @@ class Account::Syncer
|
|||
strategy = account.linked? ? :reverse : :forward
|
||||
Balance::Syncer.new(account, strategy: strategy).sync_balances
|
||||
end
|
||||
|
||||
# Syncs all the exchange rates + security prices this account needs to display historical chart data
|
||||
#
|
||||
# This is a *supplemental* sync. The daily market data sync should have already populated
|
||||
# a majority or all of this data, so this is often a no-op.
|
||||
#
|
||||
# We rescue errors here because if this operation fails, we don't want to fail the entire sync since
|
||||
# we have reasonable fallbacks for missing market data.
|
||||
def sync_market_data
|
||||
Account::MarketDataSyncer.new(account).sync_market_data
|
||||
rescue => e
|
||||
Rails.logger.error("Error syncing market data for account #{account.id}: #{e.message}")
|
||||
Sentry.capture_exception(e)
|
||||
end
|
||||
end
|
||||
|
|
|
|||
|
|
@ -19,8 +19,6 @@ class Balance::Syncer
|
|||
if strategy == :forward
|
||||
update_account_info
|
||||
end
|
||||
|
||||
account.sync_required_exchange_rates
|
||||
end
|
||||
end
|
||||
|
||||
|
|
|
|||
|
|
@ -27,29 +27,21 @@ module ExchangeRate::Provided
|
|||
rate
|
||||
end
|
||||
|
||||
def sync_provider_rates(from:, to:, start_date:, end_date: Date.current)
|
||||
# @return [Integer] The number of exchange rates synced
|
||||
def sync_provider_rates(from:, to:, start_date:, end_date:, clear_cache: false)
|
||||
unless provider.present?
|
||||
Rails.logger.warn("No provider configured for ExchangeRate.sync_provider_rates")
|
||||
return 0
|
||||
end
|
||||
|
||||
fetched_rates = provider.fetch_exchange_rates(from: from, to: to, start_date: start_date, end_date: end_date)
|
||||
|
||||
unless fetched_rates.success?
|
||||
Rails.logger.error("Provider error for ExchangeRate.sync_provider_rates: #{fetched_rates.error}")
|
||||
return 0
|
||||
end
|
||||
|
||||
rates_data = fetched_rates.data.map do |rate|
|
||||
{
|
||||
from_currency: rate.from,
|
||||
to_currency: rate.to,
|
||||
date: rate.date,
|
||||
rate: rate.rate
|
||||
}
|
||||
end
|
||||
|
||||
ExchangeRate.upsert_all(rates_data, unique_by: %i[from_currency to_currency date])
|
||||
ExchangeRate::Syncer.new(
|
||||
exchange_rate_provider: provider,
|
||||
from: from,
|
||||
to: to,
|
||||
start_date: start_date,
|
||||
end_date: end_date,
|
||||
clear_cache: clear_cache
|
||||
).sync_provider_rates
|
||||
end
|
||||
end
|
||||
end
|
||||
|
|
|
|||
156
app/models/exchange_rate/syncer.rb
Normal file
156
app/models/exchange_rate/syncer.rb
Normal file
|
|
@ -0,0 +1,156 @@
|
|||
class ExchangeRate::Syncer
|
||||
MissingExchangeRateError = Class.new(StandardError)
|
||||
MissingStartRateError = Class.new(StandardError)
|
||||
|
||||
def initialize(exchange_rate_provider:, from:, to:, start_date:, end_date:, clear_cache: false)
|
||||
@exchange_rate_provider = exchange_rate_provider
|
||||
@from = from
|
||||
@to = to
|
||||
@start_date = start_date
|
||||
@end_date = normalize_end_date(end_date)
|
||||
@clear_cache = clear_cache
|
||||
end
|
||||
|
||||
# Constructs a daily series of rates for the given currency pair for date range
|
||||
def sync_provider_rates
|
||||
if !clear_cache && all_rates_exist?
|
||||
Rails.logger.info("No new rates to sync for #{from} to #{to} between #{start_date} and #{end_date}, skipping")
|
||||
return
|
||||
end
|
||||
|
||||
if clear_cache && provider_rates.empty?
|
||||
Rails.logger.warn("Could not clear cache for #{from} to #{to} between #{start_date} and #{end_date} because provider returned no rates")
|
||||
return
|
||||
end
|
||||
|
||||
prev_rate_value = start_rate_value
|
||||
|
||||
unless prev_rate_value.present?
|
||||
error = MissingStartRateError.new("Could not find a start rate for #{from} to #{to} between #{start_date} and #{end_date}")
|
||||
Rails.logger.error(error.message)
|
||||
Sentry.capture_exception(error)
|
||||
return
|
||||
end
|
||||
|
||||
gapfilled_rates = effective_start_date.upto(end_date).map do |date|
|
||||
db_rate_value = db_rates[date]&.rate
|
||||
provider_rate_value = provider_rates[date]&.rate
|
||||
|
||||
chosen_rate = if clear_cache
|
||||
provider_rate_value || db_rate_value # overwrite when possible
|
||||
else
|
||||
db_rate_value || provider_rate_value # fill gaps
|
||||
end
|
||||
|
||||
# Gapfill with LOCF strategy (last observation carried forward)
|
||||
if chosen_rate.nil?
|
||||
chosen_rate = prev_rate_value
|
||||
end
|
||||
|
||||
prev_rate_value = chosen_rate
|
||||
|
||||
{
|
||||
from_currency: from,
|
||||
to_currency: to,
|
||||
date: date,
|
||||
rate: chosen_rate
|
||||
}
|
||||
end
|
||||
|
||||
upsert_rows(gapfilled_rates)
|
||||
end
|
||||
|
||||
private
|
||||
attr_reader :exchange_rate_provider, :from, :to, :start_date, :end_date, :clear_cache
|
||||
|
||||
def upsert_rows(rows)
|
||||
batch_size = 200
|
||||
|
||||
total_upsert_count = 0
|
||||
|
||||
rows.each_slice(batch_size) do |batch|
|
||||
upserted_ids = ExchangeRate.upsert_all(
|
||||
batch,
|
||||
unique_by: %i[from_currency to_currency date],
|
||||
returning: [ "id" ]
|
||||
)
|
||||
|
||||
total_upsert_count += upserted_ids.count
|
||||
end
|
||||
|
||||
total_upsert_count
|
||||
end
|
||||
|
||||
# Since provider may not return values on weekends and holidays, we grab the first rate from the provider that is on or before the start date
|
||||
def start_rate_value
|
||||
provider_rate_value = provider_rates.select { |date, _| date <= start_date }.max_by { |date, _| date }&.last
|
||||
db_rate_value = db_rates[start_date]&.rate
|
||||
provider_rate_value || db_rate_value
|
||||
end
|
||||
|
||||
# No need to fetch/upsert rates for dates that we already have in the DB
|
||||
def effective_start_date
|
||||
return start_date if clear_cache
|
||||
|
||||
first_missing_date = nil
|
||||
|
||||
start_date.upto(end_date) do |date|
|
||||
unless db_rates.key?(date)
|
||||
first_missing_date = date
|
||||
break
|
||||
end
|
||||
end
|
||||
|
||||
first_missing_date || end_date
|
||||
end
|
||||
|
||||
def provider_rates
|
||||
@provider_rates ||= begin
|
||||
# Always fetch with a 5 day buffer to ensure we have a starting rate (for weekends and holidays)
|
||||
provider_fetch_start_date = effective_start_date - 5.days
|
||||
|
||||
provider_response = exchange_rate_provider.fetch_exchange_rates(
|
||||
from: from,
|
||||
to: to,
|
||||
start_date: provider_fetch_start_date,
|
||||
end_date: end_date
|
||||
)
|
||||
|
||||
if provider_response.success?
|
||||
provider_response.data.index_by(&:date)
|
||||
else
|
||||
message = "#{exchange_rate_provider.class.name} could not fetch exchange rate pair from: #{from} to: #{to} between: #{effective_start_date} and: #{Date.current}. Provider error: #{provider_response.error.message}"
|
||||
Rails.logger.warn(message)
|
||||
Sentry.capture_exception(MissingExchangeRateError.new(message))
|
||||
{}
|
||||
end
|
||||
end
|
||||
end
|
||||
|
||||
def all_rates_exist?
|
||||
db_count == expected_count
|
||||
end
|
||||
|
||||
def expected_count
|
||||
(start_date..end_date).count
|
||||
end
|
||||
|
||||
def db_count
|
||||
db_rates.count
|
||||
end
|
||||
|
||||
def db_rates
|
||||
@db_rates ||= ExchangeRate.where(from_currency: from, to_currency: to, date: start_date..end_date)
|
||||
.order(:date)
|
||||
.to_a
|
||||
.index_by(&:date)
|
||||
end
|
||||
|
||||
# Normalizes an end date so that it never exceeds today's date in the
|
||||
# America/New_York timezone. If the caller passes a future date we clamp
|
||||
# it to today so that upstream provider calls remain valid and predictable.
|
||||
def normalize_end_date(requested_end_date)
|
||||
today_est = Date.current.in_time_zone("America/New_York").to_date
|
||||
[ requested_end_date, today_est ].min
|
||||
end
|
||||
end
|
||||
|
|
@ -1,196 +1,132 @@
|
|||
class MarketDataSyncer
|
||||
DEFAULT_HISTORY_DAYS = 30
|
||||
RATE_PROVIDER_NAME = :synth
|
||||
PRICE_PROVIDER_NAME = :synth
|
||||
# By default, our graphs show 1M as the view, so by fetching 31 days,
|
||||
# we ensure we can always show an accurate default graph
|
||||
SNAPSHOT_DAYS = 31
|
||||
|
||||
MissingExchangeRateError = Class.new(StandardError)
|
||||
InvalidExchangeRateDataError = Class.new(StandardError)
|
||||
MissingSecurityPriceError = Class.new(StandardError)
|
||||
InvalidSecurityPriceDataError = Class.new(StandardError)
|
||||
InvalidModeError = Class.new(StandardError)
|
||||
|
||||
class << self
|
||||
def for(family: nil, account: nil)
|
||||
new(family: family, account: account)
|
||||
end
|
||||
def initialize(mode: :full, clear_cache: false)
|
||||
@mode = set_mode!(mode)
|
||||
@clear_cache = clear_cache
|
||||
end
|
||||
|
||||
# Syncer can optionally be scoped. Otherwise, it syncs all user data
|
||||
def initialize(family: nil, account: nil)
|
||||
@family = family
|
||||
@account = account
|
||||
def sync
|
||||
sync_prices
|
||||
sync_exchange_rates
|
||||
end
|
||||
|
||||
def sync_all(full_history: false)
|
||||
sync_exchange_rates(full_history: full_history)
|
||||
sync_prices(full_history: full_history)
|
||||
end
|
||||
|
||||
def sync_exchange_rates(full_history: false)
|
||||
unless rate_provider
|
||||
Rails.logger.warn("No rate provider configured for MarketDataSyncer.sync_exchange_rates, skipping sync")
|
||||
# Syncs historical security prices (and details)
|
||||
def sync_prices
|
||||
unless Security.provider
|
||||
Rails.logger.warn("No provider configured for MarketDataSyncer.sync_prices, skipping sync")
|
||||
return
|
||||
end
|
||||
|
||||
# Finds distinct currency pairs
|
||||
entry_pairs = entries_scope.joins(:account)
|
||||
.where.not("entries.currency = accounts.currency")
|
||||
.select("entries.currency as source, accounts.currency as target")
|
||||
.distinct
|
||||
Security.where.not(exchange_operating_mic: nil).find_each do |security|
|
||||
security.sync_provider_prices(
|
||||
start_date: get_first_required_price_date(security),
|
||||
end_date: end_date,
|
||||
clear_cache: clear_cache
|
||||
)
|
||||
|
||||
# All accounts in currency not equal to the family currency require exchange rates to show a normalized historical graph
|
||||
account_pairs = accounts_scope.joins(:family)
|
||||
.where.not("families.currency = accounts.currency")
|
||||
.select("accounts.currency as source, families.currency as target")
|
||||
.distinct
|
||||
|
||||
pairs = (entry_pairs + account_pairs).uniq
|
||||
|
||||
pairs.each do |pair|
|
||||
sync_exchange_rate(from: pair.source, to: pair.target, full_history: full_history)
|
||||
security.sync_provider_details(clear_cache: clear_cache)
|
||||
end
|
||||
end
|
||||
|
||||
def sync_prices(full_history: false)
|
||||
unless price_provider
|
||||
Rails.logger.warn("No price provider configured for MarketDataSyncer.sync_prices, skipping sync")
|
||||
nil
|
||||
def sync_exchange_rates
|
||||
unless ExchangeRate.provider
|
||||
Rails.logger.warn("No provider configured for MarketDataSyncer.sync_exchange_rates, skipping sync")
|
||||
return
|
||||
end
|
||||
|
||||
securities_scope.each do |security|
|
||||
sync_security_price(security: security, full_history: full_history)
|
||||
required_exchange_rate_pairs.each do |pair|
|
||||
# pair is a Hash with keys :source, :target, and :start_date
|
||||
start_date = snapshot? ? default_start_date : pair[:start_date]
|
||||
|
||||
ExchangeRate.sync_provider_rates(
|
||||
from: pair[:source],
|
||||
to: pair[:target],
|
||||
start_date: start_date,
|
||||
end_date: end_date,
|
||||
clear_cache: clear_cache
|
||||
)
|
||||
end
|
||||
end
|
||||
|
||||
private
|
||||
attr_reader :family, :account
|
||||
attr_reader :mode, :clear_cache
|
||||
|
||||
def accounts_scope
|
||||
return Account.where(id: account.id) if account
|
||||
return family.accounts if family
|
||||
Account.all
|
||||
def snapshot?
|
||||
mode.to_sym == :snapshot
|
||||
end
|
||||
|
||||
def entries_scope
|
||||
account&.entries || family&.entries || Entry.all
|
||||
end
|
||||
# Builds a unique list of currency pairs with the earliest date we need
|
||||
# exchange rates for.
|
||||
#
|
||||
# Returns: Array of Hashes – [{ source:, target:, start_date: }, ...]
|
||||
def required_exchange_rate_pairs
|
||||
pair_dates = {} # { [source, target] => earliest_date }
|
||||
|
||||
def securities_scope
|
||||
if account
|
||||
account.trades.joins(:security).where.not(securities: { exchange_operating_mic: nil })
|
||||
elsif family
|
||||
family.trades.joins(:security).where.not(securities: { exchange_operating_mic: nil })
|
||||
else
|
||||
Security.where.not(exchange_operating_mic: nil)
|
||||
# 1. ENTRY-BASED PAIRS – we need rates from the first entry date
|
||||
Entry.joins(:account)
|
||||
.where.not("entries.currency = accounts.currency")
|
||||
.group("entries.currency", "accounts.currency")
|
||||
.minimum("entries.date")
|
||||
.each do |(source, target), date|
|
||||
key = [ source, target ]
|
||||
pair_dates[key] = [ pair_dates[key], date ].compact.min
|
||||
end
|
||||
|
||||
# 2. ACCOUNT-BASED PAIRS – use the account's oldest entry date
|
||||
account_first_entry_dates = Entry.group(:account_id).minimum(:date)
|
||||
|
||||
Account.joins(:family)
|
||||
.where.not("families.currency = accounts.currency")
|
||||
.select("accounts.id, accounts.currency AS source, families.currency AS target")
|
||||
.find_each do |account|
|
||||
earliest_entry_date = account_first_entry_dates[account.id]
|
||||
|
||||
chosen_date = [ earliest_entry_date, default_start_date ].compact.min
|
||||
|
||||
key = [ account.source, account.target ]
|
||||
pair_dates[key] = [ pair_dates[key], chosen_date ].compact.min
|
||||
end
|
||||
|
||||
# Convert to array of hashes for ease of use
|
||||
pair_dates.map do |(source, target), date|
|
||||
{ source: source, target: target, start_date: date }
|
||||
end
|
||||
end
|
||||
|
||||
def sync_security_price(security:, full_history:)
|
||||
start_date = full_history ? find_oldest_required_price(security: security) : default_start_date
|
||||
def get_first_required_price_date(security)
|
||||
return default_start_date if snapshot?
|
||||
|
||||
Rails.logger.info("Syncing security price for: #{security.ticker}, start_date: #{start_date}, end_date: #{end_date}")
|
||||
|
||||
fetched_prices = price_provider.fetch_security_prices(
|
||||
security,
|
||||
start_date: start_date,
|
||||
end_date: end_date
|
||||
)
|
||||
|
||||
unless fetched_prices.success?
|
||||
error = MissingSecurityPriceError.new(
|
||||
"#{PRICE_PROVIDER_NAME} could not fetch security price for: #{security.ticker} between: #{start_date} and: #{Date.current}. Provider error: #{fetched_prices.error.message}"
|
||||
)
|
||||
|
||||
Rails.logger.warn(error.message)
|
||||
Sentry.capture_exception(error, level: :warning)
|
||||
|
||||
return
|
||||
end
|
||||
|
||||
prices_for_upsert = fetched_prices.data.map do |price|
|
||||
if price.security.nil? || price.date.nil? || price.price.nil? || price.currency.nil?
|
||||
error = InvalidSecurityPriceDataError.new(
|
||||
"#{PRICE_PROVIDER_NAME} returned invalid price data for security: #{security.ticker} on: #{price.date}. Price data: #{price.inspect}"
|
||||
)
|
||||
|
||||
Rails.logger.warn(error.message)
|
||||
Sentry.capture_exception(error, level: :warning)
|
||||
|
||||
next
|
||||
end
|
||||
|
||||
{
|
||||
security_id: price.security.id,
|
||||
date: price.date,
|
||||
price: price.price,
|
||||
currency: price.currency
|
||||
}
|
||||
end.compact
|
||||
|
||||
Security::Price.upsert_all(
|
||||
prices_for_upsert,
|
||||
unique_by: %i[security_id date currency]
|
||||
)
|
||||
Trade.with_entry.where(security: security).minimum(:date)
|
||||
end
|
||||
|
||||
def sync_exchange_rate(from:, to:, full_history:)
|
||||
start_date = full_history ? find_oldest_required_rate(from_currency: from) : default_start_date
|
||||
# An approximation that grabs more than we likely need, but simplifies the logic
|
||||
def get_first_required_exchange_rate_date(from_currency:)
|
||||
return default_start_date if snapshot?
|
||||
|
||||
Rails.logger.info("Syncing exchange rate from: #{from}, to: #{to}, start_date: #{start_date}, end_date: #{end_date}")
|
||||
|
||||
fetched_rates = rate_provider.fetch_exchange_rates(
|
||||
from: from,
|
||||
to: to,
|
||||
start_date: start_date,
|
||||
end_date: end_date
|
||||
)
|
||||
|
||||
unless fetched_rates.success?
|
||||
message = "#{RATE_PROVIDER_NAME} could not fetch exchange rate pair from: #{from} to: #{to} between: #{start_date} and: #{Date.current}. Provider error: #{fetched_rates.error.message}"
|
||||
Rails.logger.warn(message)
|
||||
Sentry.capture_exception(MissingExchangeRateError.new(message))
|
||||
return
|
||||
end
|
||||
|
||||
rates_for_upsert = fetched_rates.data.map do |rate|
|
||||
if rate.from.nil? || rate.to.nil? || rate.date.nil? || rate.rate.nil?
|
||||
message = "#{RATE_PROVIDER_NAME} returned invalid rate data for pair from: #{from} to: #{to} on: #{rate.date}. Rate data: #{rate.inspect}"
|
||||
Rails.logger.warn(message)
|
||||
Sentry.capture_exception(InvalidExchangeRateDataError.new(message))
|
||||
next
|
||||
end
|
||||
|
||||
{
|
||||
from_currency: rate.from,
|
||||
to_currency: rate.to,
|
||||
date: rate.date,
|
||||
rate: rate.rate
|
||||
}
|
||||
end.compact
|
||||
|
||||
ExchangeRate.upsert_all(
|
||||
rates_for_upsert,
|
||||
unique_by: %i[from_currency to_currency date]
|
||||
)
|
||||
end
|
||||
|
||||
def rate_provider
|
||||
Provider::Registry.for_concept(:exchange_rates).get_provider(RATE_PROVIDER_NAME)
|
||||
end
|
||||
|
||||
def price_provider
|
||||
Provider::Registry.for_concept(:securities).get_provider(PRICE_PROVIDER_NAME)
|
||||
end
|
||||
|
||||
def find_oldest_required_rate(from_currency:)
|
||||
entries_scope.where(currency: from_currency).minimum(:date) || default_start_date
|
||||
Entry.where(currency: from_currency).minimum(:date)
|
||||
end
|
||||
|
||||
def default_start_date
|
||||
DEFAULT_HISTORY_DAYS.days.ago.to_date
|
||||
SNAPSHOT_DAYS.days.ago.to_date
|
||||
end
|
||||
|
||||
# Since we're querying market data from a US-based API, end date should always be today (EST)
|
||||
def end_date
|
||||
Date.current.in_time_zone("America/New_York").to_date
|
||||
end
|
||||
|
||||
def set_mode!(mode)
|
||||
valid_modes = [ :full, :snapshot ]
|
||||
|
||||
unless valid_modes.include?(mode.to_sym)
|
||||
raise InvalidModeError, "Invalid mode for MarketDataSyncer, can only be :full or :snapshot, but was #{mode}"
|
||||
end
|
||||
|
||||
mode.to_sym
|
||||
end
|
||||
end
|
||||
|
|
|
|||
|
|
@ -2,22 +2,22 @@ module Provider::SecurityConcept
|
|||
extend ActiveSupport::Concern
|
||||
|
||||
Security = Data.define(:symbol, :name, :logo_url, :exchange_operating_mic)
|
||||
SecurityInfo = Data.define(:symbol, :name, :links, :logo_url, :description, :kind)
|
||||
Price = Data.define(:security, :date, :price, :currency)
|
||||
SecurityInfo = Data.define(:symbol, :name, :links, :logo_url, :description, :kind, :exchange_operating_mic)
|
||||
Price = Data.define(:symbol, :date, :price, :currency, :exchange_operating_mic)
|
||||
|
||||
def search_securities(symbol, country_code: nil, exchange_operating_mic: nil)
|
||||
raise NotImplementedError, "Subclasses must implement #search_securities"
|
||||
end
|
||||
|
||||
def fetch_security_info(security)
|
||||
def fetch_security_info(symbol:, exchange_operating_mic:)
|
||||
raise NotImplementedError, "Subclasses must implement #fetch_security_info"
|
||||
end
|
||||
|
||||
def fetch_security_price(security, date:)
|
||||
def fetch_security_price(symbol:, exchange_operating_mic:, date:)
|
||||
raise NotImplementedError, "Subclasses must implement #fetch_security_price"
|
||||
end
|
||||
|
||||
def fetch_security_prices(security, start_date:, end_date:)
|
||||
def fetch_security_prices(symbol:, exchange_operating_mic:, start_date:, end_date:)
|
||||
raise NotImplementedError, "Subclasses must implement #fetch_security_prices"
|
||||
end
|
||||
end
|
||||
|
|
|
|||
|
|
@ -3,6 +3,8 @@ class Provider::Synth < Provider
|
|||
|
||||
# Subclass so errors caught in this provider are raised as Provider::Synth::Error
|
||||
Error = Class.new(Provider::Error)
|
||||
InvalidExchangeRateError = Class.new(Error)
|
||||
InvalidSecurityPriceError = Class.new(Error)
|
||||
|
||||
def initialize(api_key)
|
||||
@api_key = api_key
|
||||
|
|
@ -48,7 +50,7 @@ class Provider::Synth < Provider
|
|||
|
||||
rates = JSON.parse(response.body).dig("data", "rates")
|
||||
|
||||
Rate.new(date:, from:, to:, rate: rates.dig(to))
|
||||
Rate.new(date: date.to_date, from:, to:, rate: rates.dig(to))
|
||||
end
|
||||
end
|
||||
|
||||
|
|
@ -65,8 +67,18 @@ class Provider::Synth < Provider
|
|||
end
|
||||
|
||||
data.paginated.map do |rate|
|
||||
Rate.new(date: rate.dig("date"), from:, to:, rate: rate.dig("rates", to))
|
||||
end
|
||||
date = rate.dig("date")
|
||||
rate = rate.dig("rates", to)
|
||||
|
||||
if date.nil? || rate.nil?
|
||||
message = "#{self.class.name} returned invalid rate data for pair from: #{from} to: #{to} on: #{date}. Rate data: #{rate.inspect}"
|
||||
Rails.logger.warn(message)
|
||||
Sentry.capture_exception(InvalidExchangeRateError.new(message), level: :warning)
|
||||
next
|
||||
end
|
||||
|
||||
Rate.new(date: date.to_date, from:, to:, rate:)
|
||||
end.compact
|
||||
end
|
||||
end
|
||||
|
||||
|
|
@ -97,65 +109,73 @@ class Provider::Synth < Provider
|
|||
end
|
||||
end
|
||||
|
||||
def fetch_security_info(security)
|
||||
def fetch_security_info(symbol:, exchange_operating_mic:)
|
||||
with_provider_response do
|
||||
response = client.get("#{base_url}/tickers/#{security.ticker}") do |req|
|
||||
req.params["mic_code"] = security.exchange_mic if security.exchange_mic.present?
|
||||
req.params["operating_mic"] = security.exchange_operating_mic if security.exchange_operating_mic.present?
|
||||
response = client.get("#{base_url}/tickers/#{symbol}") do |req|
|
||||
req.params["operating_mic"] = exchange_operating_mic
|
||||
end
|
||||
|
||||
data = JSON.parse(response.body).dig("data")
|
||||
|
||||
SecurityInfo.new(
|
||||
symbol: data.dig("ticker"),
|
||||
symbol: symbol,
|
||||
name: data.dig("name"),
|
||||
links: data.dig("links"),
|
||||
logo_url: data.dig("logo_url"),
|
||||
description: data.dig("description"),
|
||||
kind: data.dig("kind")
|
||||
kind: data.dig("kind"),
|
||||
exchange_operating_mic: exchange_operating_mic
|
||||
)
|
||||
end
|
||||
end
|
||||
|
||||
def fetch_security_price(security, date:)
|
||||
def fetch_security_price(symbol:, exchange_operating_mic:, date:)
|
||||
with_provider_response do
|
||||
historical_data = fetch_security_prices(security, start_date: date, end_date: date)
|
||||
historical_data = fetch_security_prices(symbol:, exchange_operating_mic:, start_date: date, end_date: date)
|
||||
|
||||
raise ProviderError, "No prices found for security #{security.ticker} on date #{date}" if historical_data.data.empty?
|
||||
raise ProviderError, "No prices found for security #{symbol} on date #{date}" if historical_data.data.empty?
|
||||
|
||||
historical_data.data.first
|
||||
end
|
||||
end
|
||||
|
||||
def fetch_security_prices(security, start_date:, end_date:)
|
||||
def fetch_security_prices(symbol:, exchange_operating_mic:, start_date:, end_date:)
|
||||
with_provider_response do
|
||||
params = {
|
||||
start_date: start_date,
|
||||
end_date: end_date
|
||||
end_date: end_date,
|
||||
operating_mic_code: exchange_operating_mic
|
||||
}
|
||||
|
||||
params[:operating_mic_code] = security.exchange_operating_mic if security.exchange_operating_mic.present?
|
||||
|
||||
data = paginate(
|
||||
"#{base_url}/tickers/#{security.ticker}/open-close",
|
||||
"#{base_url}/tickers/#{symbol}/open-close",
|
||||
params
|
||||
) do |body|
|
||||
body.dig("prices")
|
||||
end
|
||||
|
||||
currency = data.first_page.dig("currency")
|
||||
country_code = data.first_page.dig("exchange", "country_code")
|
||||
exchange_mic = data.first_page.dig("exchange", "mic_code")
|
||||
exchange_operating_mic = data.first_page.dig("exchange", "operating_mic_code")
|
||||
|
||||
data.paginated.map do |price|
|
||||
date = price.dig("date")
|
||||
price = price.dig("close") || price.dig("open")
|
||||
|
||||
if date.nil? || price.nil?
|
||||
message = "#{self.class.name} returned invalid price data for security #{symbol} on: #{date}. Price data: #{price.inspect}"
|
||||
Rails.logger.warn(message)
|
||||
Sentry.capture_exception(InvalidSecurityPriceError.new(message), level: :warning)
|
||||
next
|
||||
end
|
||||
|
||||
Price.new(
|
||||
security: security,
|
||||
date: price.dig("date"),
|
||||
price: price.dig("close") || price.dig("open"),
|
||||
currency: currency
|
||||
symbol: symbol,
|
||||
date: date.to_date,
|
||||
price: price,
|
||||
currency: currency,
|
||||
exchange_operating_mic: exchange_operating_mic
|
||||
)
|
||||
end
|
||||
end.compact
|
||||
end
|
||||
end
|
||||
|
||||
|
|
|
|||
145
app/models/security/price/syncer.rb
Normal file
145
app/models/security/price/syncer.rb
Normal file
|
|
@ -0,0 +1,145 @@
|
|||
class Security::Price::Syncer
|
||||
MissingSecurityPriceError = Class.new(StandardError)
|
||||
MissingStartPriceError = Class.new(StandardError)
|
||||
|
||||
def initialize(security:, security_provider:, start_date:, end_date:, clear_cache: false)
|
||||
@security = security
|
||||
@security_provider = security_provider
|
||||
@start_date = start_date
|
||||
@end_date = normalize_end_date(end_date)
|
||||
@clear_cache = clear_cache
|
||||
end
|
||||
|
||||
# Constructs a daily series of prices for a single security over the date range.
|
||||
# Returns the number of rows upserted.
|
||||
def sync_provider_prices
|
||||
if !clear_cache && all_prices_exist?
|
||||
Rails.logger.info("No new prices to sync for #{security.ticker} between #{start_date} and #{end_date}, skipping")
|
||||
return 0
|
||||
end
|
||||
|
||||
if clear_cache && provider_prices.empty?
|
||||
Rails.logger.warn("Could not clear cache for #{security.ticker} between #{start_date} and #{end_date} because provider returned no prices")
|
||||
return 0
|
||||
end
|
||||
|
||||
prev_price_value = start_price_value
|
||||
|
||||
unless prev_price_value.present?
|
||||
error = MissingStartPriceError.new("Could not find a start price for #{security.ticker} on or before #{start_date}")
|
||||
Rails.logger.error(error.message)
|
||||
Sentry.capture_exception(error)
|
||||
return 0
|
||||
end
|
||||
|
||||
gapfilled_prices = effective_start_date.upto(end_date).map do |date|
|
||||
db_price_value = db_prices[date]&.price
|
||||
provider_price_value = provider_prices[date]&.price
|
||||
provider_currency = provider_prices[date]&.currency
|
||||
|
||||
chosen_price = if clear_cache
|
||||
provider_price_value || db_price_value # overwrite when possible
|
||||
else
|
||||
db_price_value || provider_price_value # fill gaps
|
||||
end
|
||||
|
||||
# Gap-fill using LOCF (last observation carried forward)
|
||||
chosen_price ||= prev_price_value
|
||||
prev_price_value = chosen_price
|
||||
|
||||
{
|
||||
security_id: security.id,
|
||||
date: date,
|
||||
price: chosen_price,
|
||||
currency: provider_currency || prev_price_currency || db_price_currency || "USD"
|
||||
}
|
||||
end
|
||||
|
||||
upsert_rows(gapfilled_prices)
|
||||
end
|
||||
|
||||
private
|
||||
attr_reader :security, :security_provider, :start_date, :end_date, :clear_cache
|
||||
|
||||
def provider_prices
|
||||
@provider_prices ||= begin
|
||||
provider_fetch_start_date = effective_start_date - 5.days
|
||||
|
||||
response = security_provider.fetch_security_prices(
|
||||
symbol: security.ticker,
|
||||
exchange_operating_mic: security.exchange_operating_mic,
|
||||
start_date: provider_fetch_start_date,
|
||||
end_date: end_date
|
||||
)
|
||||
|
||||
if response.success?
|
||||
response.data.index_by(&:date)
|
||||
else
|
||||
msg = "#{security_provider.class.name} could not fetch prices for #{security.ticker} between #{provider_fetch_start_date} and #{end_date}. Provider error: #{response.error.message}"
|
||||
Rails.logger.warn(msg)
|
||||
Sentry.capture_exception(MissingSecurityPriceError.new(msg))
|
||||
{}
|
||||
end
|
||||
end
|
||||
end
|
||||
|
||||
def db_prices
|
||||
@db_prices ||= Security::Price.where(security_id: security.id, date: start_date..end_date)
|
||||
.order(:date)
|
||||
.to_a
|
||||
.index_by(&:date)
|
||||
end
|
||||
|
||||
def all_prices_exist?
|
||||
db_prices.count == expected_count
|
||||
end
|
||||
|
||||
def expected_count
|
||||
(start_date..end_date).count
|
||||
end
|
||||
|
||||
# Skip over ranges that already exist unless clearing cache
|
||||
def effective_start_date
|
||||
return start_date if clear_cache
|
||||
|
||||
(start_date..end_date).detect { |d| !db_prices.key?(d) } || end_date
|
||||
end
|
||||
|
||||
def start_price_value
|
||||
provider_price_value = provider_prices.select { |date, _| date <= start_date }
|
||||
.max_by { |date, _| date }
|
||||
&.last&.price
|
||||
db_price_value = db_prices[start_date]&.price
|
||||
provider_price_value || db_price_value
|
||||
end
|
||||
|
||||
def upsert_rows(rows)
|
||||
batch_size = 200
|
||||
total_upsert_count = 0
|
||||
|
||||
rows.each_slice(batch_size) do |batch|
|
||||
ids = Security::Price.upsert_all(
|
||||
batch,
|
||||
unique_by: %i[security_id date currency],
|
||||
returning: [ "id" ]
|
||||
)
|
||||
total_upsert_count += ids.count
|
||||
end
|
||||
|
||||
total_upsert_count
|
||||
end
|
||||
|
||||
def db_price_currency
|
||||
db_prices.values.first&.currency
|
||||
end
|
||||
|
||||
def prev_price_currency
|
||||
@prev_price_currency ||= provider_prices.values.first&.currency
|
||||
end
|
||||
|
||||
# Clamp to today (EST) so we never call our price API for a future date (our API is in EST/EDT timezone)
|
||||
def normalize_end_date(requested_end_date)
|
||||
today_est = Date.current.in_time_zone("America/New_York").to_date
|
||||
[ requested_end_date, today_est ].min
|
||||
end
|
||||
end
|
||||
|
|
@ -49,6 +49,48 @@ module Security::Provided
|
|||
price
|
||||
end
|
||||
|
||||
def sync_provider_details(clear_cache: false)
|
||||
unless provider.present?
|
||||
Rails.logger.warn("No provider configured for Security.sync_provider_details")
|
||||
return
|
||||
end
|
||||
|
||||
if self.name.present? && self.logo_url.present? && !clear_cache
|
||||
return
|
||||
end
|
||||
|
||||
response = provider.fetch_security_info(
|
||||
symbol: ticker,
|
||||
exchange_operating_mic: exchange_operating_mic
|
||||
)
|
||||
|
||||
if response.success?
|
||||
update(
|
||||
name: response.data.name,
|
||||
logo_url: response.data.logo_url,
|
||||
)
|
||||
else
|
||||
err = StandardError.new("Failed to fetch security info for #{ticker} from #{provider.class.name}: #{response.error.message}")
|
||||
Rails.logger.warn(err.message)
|
||||
Sentry.capture_exception(err, level: :warning)
|
||||
end
|
||||
end
|
||||
|
||||
def sync_provider_prices(start_date:, end_date:, clear_cache: false)
|
||||
unless provider.present?
|
||||
Rails.logger.warn("No provider configured for Security.sync_provider_prices")
|
||||
return 0
|
||||
end
|
||||
|
||||
Security::Price::Syncer.new(
|
||||
security: self,
|
||||
security_provider: provider,
|
||||
start_date: start_date,
|
||||
end_date: end_date,
|
||||
clear_cache: clear_cache
|
||||
).sync_provider_prices
|
||||
end
|
||||
|
||||
private
|
||||
def provider
|
||||
self.class.provider
|
||||
|
|
|
|||
|
|
@ -1,3 +0,0 @@
|
|||
class StockExchange < ApplicationRecord
|
||||
scope :in_country, ->(country_code) { where(country_code: country_code) }
|
||||
end
|
||||
|
|
@ -129,13 +129,9 @@ class TradeBuilder
|
|||
def security
|
||||
ticker_symbol, exchange_operating_mic = ticker.present? ? ticker.split("|") : [ manual_ticker, nil ]
|
||||
|
||||
security = Security.find_or_create_by!(
|
||||
Security.find_or_create_by!(
|
||||
ticker: ticker_symbol,
|
||||
exchange_operating_mic: exchange_operating_mic
|
||||
)
|
||||
|
||||
FetchSecurityInfoJob.perform_later(security.id)
|
||||
|
||||
security
|
||||
end
|
||||
end
|
||||
|
|
|
|||
1020
config/exchanges.yml
1020
config/exchanges.yml
File diff suppressed because it is too large
Load diff
|
|
@ -1,11 +1,13 @@
|
|||
require "sidekiq/web"
|
||||
|
||||
Sidekiq::Web.use(Rack::Auth::Basic) do |username, password|
|
||||
configured_username = ::Digest::SHA256.hexdigest(ENV.fetch("SIDEKIQ_WEB_USERNAME", "maybe"))
|
||||
configured_password = ::Digest::SHA256.hexdigest(ENV.fetch("SIDEKIQ_WEB_PASSWORD", "maybe"))
|
||||
if Rails.env.production?
|
||||
Sidekiq::Web.use(Rack::Auth::Basic) do |username, password|
|
||||
configured_username = ::Digest::SHA256.hexdigest(ENV.fetch("SIDEKIQ_WEB_USERNAME", "maybe"))
|
||||
configured_password = ::Digest::SHA256.hexdigest(ENV.fetch("SIDEKIQ_WEB_PASSWORD", "maybe"))
|
||||
|
||||
ActiveSupport::SecurityUtils.secure_compare(::Digest::SHA256.hexdigest(username), configured_username) &&
|
||||
ActiveSupport::SecurityUtils.secure_compare(::Digest::SHA256.hexdigest(password), configured_password)
|
||||
ActiveSupport::SecurityUtils.secure_compare(::Digest::SHA256.hexdigest(username), configured_username) &&
|
||||
ActiveSupport::SecurityUtils.secure_compare(::Digest::SHA256.hexdigest(password), configured_password)
|
||||
end
|
||||
end
|
||||
|
||||
Sidekiq::Cron.configure do |config|
|
||||
|
|
|
|||
|
|
@ -1,5 +1,8 @@
|
|||
sync_market_data:
|
||||
cron: "0 17 * * 1-5" # 5:00 PM EST (1 hour after market close)
|
||||
cron: "0 22 * * 1-5" # 5:00 PM EST / 6:00 PM EDT (NY time)
|
||||
class: "SyncMarketDataJob"
|
||||
queue: "scheduled"
|
||||
description: "Syncs market data daily at 5:00 PM EST (1 hour after market close)"
|
||||
args:
|
||||
mode: "full"
|
||||
clear_cache: false
|
||||
|
|
|
|||
11
db/migrate/20250516180846_remove_stock_exchanges.rb
Normal file
11
db/migrate/20250516180846_remove_stock_exchanges.rb
Normal file
|
|
@ -0,0 +1,11 @@
|
|||
class RemoveStockExchanges < ActiveRecord::Migration[7.2]
|
||||
def change
|
||||
drop_table :stock_exchanges do |t|
|
||||
t.string :name, null: false
|
||||
t.string :acronym
|
||||
t.string :mic, null: false
|
||||
t.string :country, null: false
|
||||
t.string :country_code, null: false
|
||||
end
|
||||
end
|
||||
end
|
||||
23
db/schema.rb
generated
23
db/schema.rb
generated
|
|
@ -10,7 +10,7 @@
|
|||
#
|
||||
# It's strongly recommended that you check this file into your version control system.
|
||||
|
||||
ActiveRecord::Schema[7.2].define(version: 2025_05_14_214242) do
|
||||
ActiveRecord::Schema[7.2].define(version: 2025_05_16_180846) do
|
||||
# These are extensions that must be enabled in order to support this database
|
||||
enable_extension "pgcrypto"
|
||||
enable_extension "plpgsql"
|
||||
|
|
@ -550,27 +550,6 @@ ActiveRecord::Schema[7.2].define(version: 2025_05_14_214242) do
|
|||
t.index ["var"], name: "index_settings_on_var", unique: true
|
||||
end
|
||||
|
||||
create_table "stock_exchanges", id: :uuid, default: -> { "gen_random_uuid()" }, force: :cascade do |t|
|
||||
t.string "name", null: false
|
||||
t.string "acronym"
|
||||
t.string "mic", null: false
|
||||
t.string "country", null: false
|
||||
t.string "country_code", null: false
|
||||
t.string "city"
|
||||
t.string "website"
|
||||
t.string "timezone_name"
|
||||
t.string "timezone_abbr"
|
||||
t.string "timezone_abbr_dst"
|
||||
t.string "currency_code"
|
||||
t.string "currency_symbol"
|
||||
t.string "currency_name"
|
||||
t.datetime "created_at", null: false
|
||||
t.datetime "updated_at", null: false
|
||||
t.index ["country"], name: "index_stock_exchanges_on_country"
|
||||
t.index ["country_code"], name: "index_stock_exchanges_on_country_code"
|
||||
t.index ["currency_code"], name: "index_stock_exchanges_on_currency_code"
|
||||
end
|
||||
|
||||
create_table "subscriptions", id: :uuid, default: -> { "gen_random_uuid()" }, force: :cascade do |t|
|
||||
t.uuid "family_id", null: false
|
||||
t.string "status", null: false
|
||||
|
|
|
|||
13
test/fixtures/stock_exchanges.yml
vendored
13
test/fixtures/stock_exchanges.yml
vendored
|
|
@ -1,13 +0,0 @@
|
|||
nasdaq:
|
||||
name: NASDAQ
|
||||
mic: XNAS
|
||||
acronym: NASDAQ
|
||||
country: USA
|
||||
country_code: US
|
||||
|
||||
nyse:
|
||||
name: New York Stock Exchange
|
||||
mic: XNYS
|
||||
acronym: NYSE
|
||||
country: USA
|
||||
country_code: US
|
||||
|
|
@ -15,6 +15,7 @@ module ExchangeRateProviderInterfaceTest
|
|||
|
||||
assert_equal "USD", rate.from
|
||||
assert_equal "GBP", rate.to
|
||||
assert rate.date.is_a?(Date)
|
||||
assert_in_delta 0.78, rate.rate, 0.01
|
||||
end
|
||||
end
|
||||
|
|
@ -26,6 +27,7 @@ module ExchangeRateProviderInterfaceTest
|
|||
)
|
||||
|
||||
assert_equal 213, response.data.count # 213 days between 01.01.2024 and 31.07.2024
|
||||
assert response.data.first.date.is_a?(Date)
|
||||
end
|
||||
end
|
||||
|
||||
|
|
|
|||
|
|
@ -7,7 +7,7 @@ module SecurityProviderInterfaceTest
|
|||
aapl = securities(:aapl)
|
||||
|
||||
VCR.use_cassette("#{vcr_key_prefix}/security_price") do
|
||||
response = @subject.fetch_security_price(aapl, date: Date.iso8601("2024-08-01"))
|
||||
response = @subject.fetch_security_price(symbol: aapl.ticker, exchange_operating_mic: aapl.exchange_operating_mic, date: Date.iso8601("2024-08-01"))
|
||||
|
||||
assert response.success?
|
||||
assert response.data.present?
|
||||
|
|
@ -19,12 +19,14 @@ module SecurityProviderInterfaceTest
|
|||
|
||||
VCR.use_cassette("#{vcr_key_prefix}/security_prices") do
|
||||
response = @subject.fetch_security_prices(
|
||||
aapl,
|
||||
symbol: aapl.ticker,
|
||||
exchange_operating_mic: aapl.exchange_operating_mic,
|
||||
start_date: Date.iso8601("2024-01-01"),
|
||||
end_date: Date.iso8601("2024-08-01")
|
||||
)
|
||||
|
||||
assert response.success?
|
||||
assert response.data.first.date.is_a?(Date)
|
||||
assert_equal 147, response.data.count # Synth won't return prices on weekends / holidays, so less than total day count of 213
|
||||
end
|
||||
end
|
||||
|
|
@ -44,7 +46,11 @@ module SecurityProviderInterfaceTest
|
|||
aapl = securities(:aapl)
|
||||
|
||||
VCR.use_cassette("#{vcr_key_prefix}/security_info") do
|
||||
response = @subject.fetch_security_info(aapl)
|
||||
response = @subject.fetch_security_info(
|
||||
symbol: aapl.ticker,
|
||||
exchange_operating_mic: aapl.exchange_operating_mic
|
||||
)
|
||||
|
||||
info = response.data
|
||||
|
||||
assert_equal "AAPL", info.symbol
|
||||
|
|
|
|||
|
|
@ -1,52 +0,0 @@
|
|||
require "test_helper"
|
||||
require "ostruct"
|
||||
|
||||
class Account::ConvertibleTest < ActiveSupport::TestCase
|
||||
include EntriesTestHelper, ProviderTestHelper
|
||||
|
||||
setup do
|
||||
@family = families(:empty)
|
||||
@family.update!(currency: "USD")
|
||||
|
||||
# Foreign account (currency is not in the family's primary currency, so it will require exchange rates for net worth rollups)
|
||||
@account = @family.accounts.create!(name: "Test Account", currency: "EUR", balance: 10000, accountable: Depository.new)
|
||||
|
||||
@provider = mock
|
||||
ExchangeRate.stubs(:provider).returns(@provider)
|
||||
end
|
||||
|
||||
test "syncs required exchange rates for an account" do
|
||||
create_valuation(account: @account, date: 1.day.ago.to_date, amount: 9500, currency: "EUR")
|
||||
|
||||
# Since we had a valuation 1 day ago, this account starts 2 days ago and needs daily exchange rates looking forward
|
||||
assert_equal 2.days.ago.to_date, @account.start_date
|
||||
|
||||
ExchangeRate.delete_all
|
||||
|
||||
provider_response = provider_success_response(
|
||||
[
|
||||
OpenStruct.new(from: "EUR", to: "USD", date: 2.days.ago.to_date, rate: 1.1),
|
||||
OpenStruct.new(from: "EUR", to: "USD", date: 1.day.ago.to_date, rate: 1.2),
|
||||
OpenStruct.new(from: "EUR", to: "USD", date: Date.current, rate: 1.3)
|
||||
]
|
||||
)
|
||||
|
||||
@provider.expects(:fetch_exchange_rates)
|
||||
.with(from: "EUR", to: "USD", start_date: 2.days.ago.to_date, end_date: Date.current)
|
||||
.returns(provider_response)
|
||||
|
||||
assert_difference "ExchangeRate.count", 3 do
|
||||
@account.sync_required_exchange_rates
|
||||
end
|
||||
end
|
||||
|
||||
test "does not sync rates for a domestic account" do
|
||||
@account.update!(currency: "USD")
|
||||
|
||||
@provider.expects(:fetch_exchange_rates).never
|
||||
|
||||
assert_no_difference "ExchangeRate.count" do
|
||||
@account.sync_required_exchange_rates
|
||||
end
|
||||
end
|
||||
end
|
||||
107
test/models/account/market_data_syncer_test.rb
Normal file
107
test/models/account/market_data_syncer_test.rb
Normal file
|
|
@ -0,0 +1,107 @@
|
|||
require "test_helper"
|
||||
require "ostruct"
|
||||
|
||||
class Account::MarketDataSyncerTest < ActiveSupport::TestCase
|
||||
include ProviderTestHelper
|
||||
|
||||
PROVIDER_BUFFER = 5.days
|
||||
|
||||
setup do
|
||||
# Ensure a clean slate for deterministic assertions
|
||||
Security::Price.delete_all
|
||||
ExchangeRate.delete_all
|
||||
Trade.delete_all
|
||||
Holding.delete_all
|
||||
Security.delete_all
|
||||
Entry.delete_all
|
||||
|
||||
@provider = mock("provider")
|
||||
Provider::Registry.any_instance
|
||||
.stubs(:get_provider)
|
||||
.with(:synth)
|
||||
.returns(@provider)
|
||||
end
|
||||
|
||||
test "syncs required exchange rates for a foreign-currency account" do
|
||||
family = Family.create!(name: "Smith", currency: "USD")
|
||||
|
||||
account = family.accounts.create!(
|
||||
name: "Chequing",
|
||||
currency: "CAD",
|
||||
balance: 100,
|
||||
accountable: Depository.new
|
||||
)
|
||||
|
||||
# Seed a rate for the first required day so that the syncer only needs the next day forward
|
||||
existing_date = account.start_date
|
||||
ExchangeRate.create!(from_currency: "CAD", to_currency: "USD", date: existing_date, rate: 2.0)
|
||||
|
||||
expected_start_date = (existing_date + 1.day) - PROVIDER_BUFFER
|
||||
end_date = Date.current.in_time_zone("America/New_York").to_date
|
||||
|
||||
@provider.expects(:fetch_exchange_rates)
|
||||
.with(from: "CAD",
|
||||
to: "USD",
|
||||
start_date: expected_start_date,
|
||||
end_date: end_date)
|
||||
.returns(provider_success_response([
|
||||
OpenStruct.new(from: "CAD", to: "USD", date: existing_date, rate: 1.5)
|
||||
]))
|
||||
|
||||
before = ExchangeRate.count
|
||||
Account::MarketDataSyncer.new(account).sync_market_data
|
||||
after = ExchangeRate.count
|
||||
|
||||
assert_operator after, :>, before, "Should insert at least one new exchange-rate row"
|
||||
end
|
||||
|
||||
test "syncs security prices for securities traded by the account" do
|
||||
family = Family.create!(name: "Smith", currency: "USD")
|
||||
|
||||
account = family.accounts.create!(
|
||||
name: "Brokerage",
|
||||
currency: "USD",
|
||||
balance: 0,
|
||||
accountable: Investment.new
|
||||
)
|
||||
|
||||
security = Security.create!(ticker: "AAPL", exchange_operating_mic: "XNAS")
|
||||
|
||||
trade_date = 10.days.ago.to_date
|
||||
trade = Trade.new(security: security, qty: 1, price: 100, currency: "USD")
|
||||
|
||||
account.entries.create!(
|
||||
name: "Buy AAPL",
|
||||
date: trade_date,
|
||||
amount: 100,
|
||||
currency: "USD",
|
||||
entryable: trade
|
||||
)
|
||||
|
||||
expected_start_date = trade_date - PROVIDER_BUFFER
|
||||
end_date = Date.current.in_time_zone("America/New_York").to_date
|
||||
|
||||
@provider.expects(:fetch_security_prices)
|
||||
.with(symbol: security.ticker,
|
||||
exchange_operating_mic: security.exchange_operating_mic,
|
||||
start_date: expected_start_date,
|
||||
end_date: end_date)
|
||||
.returns(provider_success_response([
|
||||
OpenStruct.new(security: security,
|
||||
date: trade_date,
|
||||
price: 100,
|
||||
currency: "USD")
|
||||
]))
|
||||
|
||||
@provider.stubs(:fetch_security_info)
|
||||
.with(symbol: security.ticker, exchange_operating_mic: security.exchange_operating_mic)
|
||||
.returns(provider_success_response(OpenStruct.new(name: "Apple", logo_url: "logo")))
|
||||
|
||||
# Ignore exchange-rate calls for this test
|
||||
@provider.stubs(:fetch_exchange_rates).returns(provider_success_response([]))
|
||||
|
||||
Account::MarketDataSyncer.new(account).sync_market_data
|
||||
|
||||
assert_equal 1, Security::Price.where(security: security, date: trade_date).count
|
||||
end
|
||||
end
|
||||
148
test/models/exchange_rate/syncer_test.rb
Normal file
148
test/models/exchange_rate/syncer_test.rb
Normal file
|
|
@ -0,0 +1,148 @@
|
|||
require "test_helper"
|
||||
require "ostruct"
|
||||
|
||||
class ExchangeRate::SyncerTest < ActiveSupport::TestCase
|
||||
include ProviderTestHelper
|
||||
|
||||
setup do
|
||||
@provider = mock
|
||||
end
|
||||
|
||||
test "syncs missing rates from provider" do
|
||||
ExchangeRate.delete_all
|
||||
|
||||
provider_response = provider_success_response([
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 2.days.ago.to_date, rate: 1.3),
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 1.day.ago.to_date, rate: 1.4),
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: Date.current, rate: 1.5)
|
||||
])
|
||||
|
||||
@provider.expects(:fetch_exchange_rates)
|
||||
.with(from: "USD", to: "EUR", start_date: get_provider_fetch_start_date(2.days.ago.to_date), end_date: Date.current)
|
||||
.returns(provider_response)
|
||||
|
||||
ExchangeRate::Syncer.new(
|
||||
exchange_rate_provider: @provider,
|
||||
from: "USD",
|
||||
to: "EUR",
|
||||
start_date: 2.days.ago.to_date,
|
||||
end_date: Date.current
|
||||
).sync_provider_rates
|
||||
|
||||
db_rates = ExchangeRate.where(from_currency: "USD", to_currency: "EUR", date: 2.days.ago.to_date..Date.current)
|
||||
.order(:date)
|
||||
|
||||
assert_equal 3, db_rates.count
|
||||
assert_equal 1.3, db_rates[0].rate
|
||||
assert_equal 1.4, db_rates[1].rate
|
||||
assert_equal 1.5, db_rates[2].rate
|
||||
end
|
||||
|
||||
test "syncs diff when some rates already exist" do
|
||||
ExchangeRate.delete_all
|
||||
|
||||
# Pre-populate DB with the first two days
|
||||
ExchangeRate.create!(from_currency: "USD", to_currency: "EUR", date: 3.days.ago.to_date, rate: 1.2)
|
||||
ExchangeRate.create!(from_currency: "USD", to_currency: "EUR", date: 2.days.ago.to_date, rate: 1.25)
|
||||
|
||||
provider_response = provider_success_response([
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 1.day.ago.to_date, rate: 1.3)
|
||||
])
|
||||
|
||||
@provider.expects(:fetch_exchange_rates)
|
||||
.with(from: "USD", to: "EUR", start_date: get_provider_fetch_start_date(1.day.ago.to_date), end_date: Date.current)
|
||||
.returns(provider_response)
|
||||
|
||||
ExchangeRate::Syncer.new(
|
||||
exchange_rate_provider: @provider,
|
||||
from: "USD",
|
||||
to: "EUR",
|
||||
start_date: 3.days.ago.to_date,
|
||||
end_date: Date.current
|
||||
).sync_provider_rates
|
||||
|
||||
db_rates = ExchangeRate.order(:date)
|
||||
assert_equal 4, db_rates.count
|
||||
assert_equal [ 1.2, 1.25, 1.3, 1.3 ], db_rates.map(&:rate)
|
||||
end
|
||||
|
||||
test "no provider calls when all rates exist" do
|
||||
ExchangeRate.delete_all
|
||||
|
||||
(3.days.ago.to_date..Date.current).each_with_index do |date, idx|
|
||||
ExchangeRate.create!(from_currency: "USD", to_currency: "EUR", date:, rate: 1.2 + idx * 0.01)
|
||||
end
|
||||
|
||||
@provider.expects(:fetch_exchange_rates).never
|
||||
|
||||
ExchangeRate::Syncer.new(
|
||||
exchange_rate_provider: @provider,
|
||||
from: "USD",
|
||||
to: "EUR",
|
||||
start_date: 3.days.ago.to_date,
|
||||
end_date: Date.current
|
||||
).sync_provider_rates
|
||||
end
|
||||
|
||||
# A helpful "reset" option for when we need to refresh provider data
|
||||
test "full upsert if clear_cache is true" do
|
||||
ExchangeRate.delete_all
|
||||
|
||||
# Seed DB with stale data
|
||||
(2.days.ago.to_date..Date.current).each do |date|
|
||||
ExchangeRate.create!(from_currency: "USD", to_currency: "EUR", date:, rate: 1.0)
|
||||
end
|
||||
|
||||
provider_response = provider_success_response([
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 2.days.ago.to_date, rate: 1.3),
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 1.day.ago.to_date, rate: 1.4),
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: Date.current, rate: 1.5)
|
||||
])
|
||||
|
||||
@provider.expects(:fetch_exchange_rates)
|
||||
.with(from: "USD", to: "EUR", start_date: get_provider_fetch_start_date(2.days.ago.to_date), end_date: Date.current)
|
||||
.returns(provider_response)
|
||||
|
||||
ExchangeRate::Syncer.new(
|
||||
exchange_rate_provider: @provider,
|
||||
from: "USD",
|
||||
to: "EUR",
|
||||
start_date: 2.days.ago.to_date,
|
||||
end_date: Date.current,
|
||||
clear_cache: true
|
||||
).sync_provider_rates
|
||||
|
||||
db_rates = ExchangeRate.where(from_currency: "USD", to_currency: "EUR").order(:date)
|
||||
assert_equal [ 1.3, 1.4, 1.5 ], db_rates.map(&:rate)
|
||||
end
|
||||
|
||||
test "clamps end_date to today when future date is provided" do
|
||||
ExchangeRate.delete_all
|
||||
|
||||
future_date = Date.current + 3.days
|
||||
|
||||
provider_response = provider_success_response([
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: Date.current, rate: 1.6)
|
||||
])
|
||||
|
||||
@provider.expects(:fetch_exchange_rates)
|
||||
.with(from: "USD", to: "EUR", start_date: get_provider_fetch_start_date(Date.current), end_date: Date.current)
|
||||
.returns(provider_response)
|
||||
|
||||
ExchangeRate::Syncer.new(
|
||||
exchange_rate_provider: @provider,
|
||||
from: "USD",
|
||||
to: "EUR",
|
||||
start_date: Date.current,
|
||||
end_date: future_date
|
||||
).sync_provider_rates
|
||||
|
||||
assert_equal 1, ExchangeRate.count
|
||||
end
|
||||
|
||||
private
|
||||
def get_provider_fetch_start_date(start_date)
|
||||
# We fetch with a 5 day buffer to account for weekends and holidays
|
||||
start_date - 5.days
|
||||
end
|
||||
end
|
||||
|
|
@ -67,26 +67,4 @@ class ExchangeRateTest < ActiveSupport::TestCase
|
|||
|
||||
assert_nil ExchangeRate.find_or_fetch_rate(from: "USD", to: "EUR", date: Date.current, cache: true)
|
||||
end
|
||||
|
||||
test "upserts rates for currency pair and date range" do
|
||||
ExchangeRate.delete_all
|
||||
|
||||
ExchangeRate.create!(date: 1.day.ago.to_date, from_currency: "USD", to_currency: "EUR", rate: 0.9)
|
||||
|
||||
provider_response = provider_success_response([
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: Date.current, rate: 1.3),
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 1.day.ago.to_date, rate: 1.4),
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 2.days.ago.to_date, rate: 1.5)
|
||||
])
|
||||
|
||||
@provider.expects(:fetch_exchange_rates)
|
||||
.with(from: "USD", to: "EUR", start_date: 2.days.ago.to_date, end_date: Date.current)
|
||||
.returns(provider_response)
|
||||
|
||||
ExchangeRate.sync_provider_rates(from: "USD", to: "EUR", start_date: 2.days.ago.to_date)
|
||||
|
||||
assert_equal 1.3, ExchangeRate.find_by(from_currency: "USD", to_currency: "EUR", date: Date.current).rate
|
||||
assert_equal 1.4, ExchangeRate.find_by(from_currency: "USD", to_currency: "EUR", date: 1.day.ago.to_date).rate
|
||||
assert_equal 1.5, ExchangeRate.find_by(from_currency: "USD", to_currency: "EUR", date: 2.days.ago.to_date).rate
|
||||
end
|
||||
end
|
||||
|
|
|
|||
|
|
@ -2,70 +2,84 @@ require "test_helper"
|
|||
require "ostruct"
|
||||
|
||||
class MarketDataSyncerTest < ActiveSupport::TestCase
|
||||
include EntriesTestHelper, ProviderTestHelper
|
||||
include ProviderTestHelper
|
||||
|
||||
test "syncs exchange rates with upsert" do
|
||||
empty_db
|
||||
SNAPSHOT_START_DATE = MarketDataSyncer::SNAPSHOT_DAYS.days.ago.to_date
|
||||
PROVIDER_BUFFER = 5.days
|
||||
|
||||
family1 = Family.create!(name: "Family 1", currency: "USD")
|
||||
account1 = family1.accounts.create!(name: "Account 1", currency: "USD", balance: 100, accountable: Depository.new)
|
||||
account2 = family1.accounts.create!(name: "Account 2", currency: "CAD", balance: 100, accountable: Depository.new)
|
||||
setup do
|
||||
Security::Price.delete_all
|
||||
ExchangeRate.delete_all
|
||||
Trade.delete_all
|
||||
Holding.delete_all
|
||||
Security.delete_all
|
||||
|
||||
family2 = Family.create!(name: "Family 2", currency: "EUR")
|
||||
account3 = family2.accounts.create!(name: "Account 3", currency: "EUR", balance: 100, accountable: Depository.new)
|
||||
account4 = family2.accounts.create!(name: "Account 4", currency: "USD", balance: 100, accountable: Depository.new)
|
||||
|
||||
mock_provider = mock
|
||||
Provider::Registry.any_instance.expects(:get_provider).with(:synth).returns(mock_provider).at_least_once
|
||||
|
||||
start_date = 1.month.ago.to_date
|
||||
end_date = Date.current.in_time_zone("America/New_York").to_date
|
||||
|
||||
# Put an existing rate in DB to test upsert
|
||||
ExchangeRate.create!(from_currency: "CAD", to_currency: "USD", date: start_date, rate: 2.0)
|
||||
|
||||
mock_provider.expects(:fetch_exchange_rates)
|
||||
.with(from: "CAD", to: "USD", start_date: start_date, end_date: end_date)
|
||||
.returns(provider_success_response([ OpenStruct.new(from: "CAD", to: "USD", date: start_date, rate: 1.0) ]))
|
||||
|
||||
mock_provider.expects(:fetch_exchange_rates)
|
||||
.with(from: "USD", to: "EUR", start_date: start_date, end_date: end_date)
|
||||
.returns(provider_success_response([ OpenStruct.new(from: "USD", to: "EUR", date: start_date, rate: 1.0) ]))
|
||||
|
||||
assert_difference "ExchangeRate.count", 1 do
|
||||
MarketDataSyncer.new.sync_exchange_rates
|
||||
end
|
||||
|
||||
assert_equal 1.0, ExchangeRate.where(from_currency: "CAD", to_currency: "USD", date: start_date).first.rate
|
||||
@provider = mock("provider")
|
||||
Provider::Registry.any_instance
|
||||
.stubs(:get_provider)
|
||||
.with(:synth)
|
||||
.returns(@provider)
|
||||
end
|
||||
|
||||
test "syncs security prices with upsert" do
|
||||
empty_db
|
||||
test "syncs required exchange rates" do
|
||||
family = Family.create!(name: "Smith", currency: "USD")
|
||||
family.accounts.create!(name: "Chequing",
|
||||
currency: "CAD",
|
||||
balance: 100,
|
||||
accountable: Depository.new)
|
||||
|
||||
aapl = Security.create!(ticker: "AAPL", exchange_operating_mic: "XNAS")
|
||||
# Seed stale rate so only the next missing day is fetched
|
||||
ExchangeRate.create!(from_currency: "CAD",
|
||||
to_currency: "USD",
|
||||
date: SNAPSHOT_START_DATE,
|
||||
rate: 2.0)
|
||||
|
||||
family = Family.create!(name: "Family 1", currency: "USD")
|
||||
account = family.accounts.create!(name: "Account 1", currency: "USD", balance: 100, accountable: Investment.new)
|
||||
expected_start_date = (SNAPSHOT_START_DATE + 1.day) - PROVIDER_BUFFER
|
||||
end_date = Date.current.in_time_zone("America/New_York").to_date
|
||||
|
||||
mock_provider = mock
|
||||
Provider::Registry.any_instance.expects(:get_provider).with(:synth).returns(mock_provider).at_least_once
|
||||
@provider.expects(:fetch_exchange_rates)
|
||||
.with(from: "CAD",
|
||||
to: "USD",
|
||||
start_date: expected_start_date,
|
||||
end_date: end_date)
|
||||
.returns(provider_success_response([
|
||||
OpenStruct.new(from: "CAD", to: "USD", date: SNAPSHOT_START_DATE, rate: 1.5)
|
||||
]))
|
||||
|
||||
start_date = 1.month.ago.to_date
|
||||
end_date = Date.current.in_time_zone("America/New_York").to_date
|
||||
before = ExchangeRate.count
|
||||
MarketDataSyncer.new(mode: :snapshot).sync_exchange_rates
|
||||
after = ExchangeRate.count
|
||||
|
||||
mock_provider.expects(:fetch_security_prices)
|
||||
.with(aapl, start_date: start_date, end_date: end_date)
|
||||
.returns(provider_success_response([ OpenStruct.new(security: aapl, date: start_date, price: 100, currency: "USD") ]))
|
||||
|
||||
assert_difference "Security::Price.count", 1 do
|
||||
MarketDataSyncer.new.sync_prices
|
||||
end
|
||||
assert_operator after, :>, before, "Should insert at least one new exchange-rate row"
|
||||
end
|
||||
|
||||
private
|
||||
def empty_db
|
||||
Invitation.destroy_all
|
||||
Family.destroy_all
|
||||
Security.destroy_all
|
||||
end
|
||||
test "syncs security prices" do
|
||||
security = Security.create!(ticker: "AAPL", exchange_operating_mic: "XNAS")
|
||||
|
||||
expected_start_date = SNAPSHOT_START_DATE - PROVIDER_BUFFER
|
||||
end_date = Date.current.in_time_zone("America/New_York").to_date
|
||||
|
||||
@provider.expects(:fetch_security_prices)
|
||||
.with(symbol: security.ticker,
|
||||
exchange_operating_mic: security.exchange_operating_mic,
|
||||
start_date: expected_start_date,
|
||||
end_date: end_date)
|
||||
.returns(provider_success_response([
|
||||
OpenStruct.new(security: security,
|
||||
date: SNAPSHOT_START_DATE,
|
||||
price: 100,
|
||||
currency: "USD")
|
||||
]))
|
||||
|
||||
@provider.stubs(:fetch_security_info)
|
||||
.with(symbol: "AAPL", exchange_operating_mic: "XNAS")
|
||||
.returns(provider_success_response(OpenStruct.new(name: "Apple", logo_url: "logo")))
|
||||
|
||||
# Ignore exchange rate calls for this test
|
||||
@provider.stubs(:fetch_exchange_rates).returns(provider_success_response([]))
|
||||
|
||||
MarketDataSyncer.new(mode: :snapshot).sync_prices
|
||||
|
||||
assert_equal 1, Security::Price.where(security: security, date: SNAPSHOT_START_DATE).count
|
||||
end
|
||||
end
|
||||
|
|
|
|||
143
test/models/security/price/syncer_test.rb
Normal file
143
test/models/security/price/syncer_test.rb
Normal file
|
|
@ -0,0 +1,143 @@
|
|||
require "test_helper"
|
||||
require "ostruct"
|
||||
|
||||
class Security::Price::SyncerTest < ActiveSupport::TestCase
|
||||
include ProviderTestHelper
|
||||
|
||||
setup do
|
||||
@provider = mock
|
||||
@security = Security.create!(ticker: "AAPL")
|
||||
end
|
||||
|
||||
test "syncs missing prices from provider" do
|
||||
Security::Price.delete_all
|
||||
|
||||
provider_response = provider_success_response([
|
||||
OpenStruct.new(security: @security, date: 2.days.ago.to_date, price: 150, currency: "USD"),
|
||||
OpenStruct.new(security: @security, date: 1.day.ago.to_date, price: 155, currency: "USD"),
|
||||
OpenStruct.new(security: @security, date: Date.current, price: 160, currency: "USD")
|
||||
])
|
||||
|
||||
@provider.expects(:fetch_security_prices)
|
||||
.with(symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic,
|
||||
start_date: get_provider_fetch_start_date(2.days.ago.to_date), end_date: Date.current)
|
||||
.returns(provider_response)
|
||||
|
||||
Security::Price::Syncer.new(
|
||||
security: @security,
|
||||
security_provider: @provider,
|
||||
start_date: 2.days.ago.to_date,
|
||||
end_date: Date.current
|
||||
).sync_provider_prices
|
||||
|
||||
db_prices = Security::Price.where(security: @security, date: 2.days.ago.to_date..Date.current).order(:date)
|
||||
|
||||
assert_equal 3, db_prices.count
|
||||
assert_equal [ 150, 155, 160 ], db_prices.map(&:price)
|
||||
end
|
||||
|
||||
test "syncs diff when some prices already exist" do
|
||||
Security::Price.delete_all
|
||||
|
||||
# Pre-populate DB with first two days
|
||||
Security::Price.create!(security: @security, date: 3.days.ago.to_date, price: 140, currency: "USD")
|
||||
Security::Price.create!(security: @security, date: 2.days.ago.to_date, price: 145, currency: "USD")
|
||||
|
||||
provider_response = provider_success_response([
|
||||
OpenStruct.new(security: @security, date: 1.day.ago.to_date, price: 150, currency: "USD")
|
||||
])
|
||||
|
||||
@provider.expects(:fetch_security_prices)
|
||||
.with(symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic,
|
||||
start_date: get_provider_fetch_start_date(1.day.ago.to_date), end_date: Date.current)
|
||||
.returns(provider_response)
|
||||
|
||||
Security::Price::Syncer.new(
|
||||
security: @security,
|
||||
security_provider: @provider,
|
||||
start_date: 3.days.ago.to_date,
|
||||
end_date: Date.current
|
||||
).sync_provider_prices
|
||||
|
||||
db_prices = Security::Price.where(security: @security).order(:date)
|
||||
assert_equal 4, db_prices.count
|
||||
assert_equal [ 140, 145, 150, 150 ], db_prices.map(&:price)
|
||||
end
|
||||
|
||||
test "no provider calls when all prices exist" do
|
||||
Security::Price.delete_all
|
||||
|
||||
(3.days.ago.to_date..Date.current).each_with_index do |date, idx|
|
||||
Security::Price.create!(security: @security, date:, price: 100 + idx, currency: "USD")
|
||||
end
|
||||
|
||||
@provider.expects(:fetch_security_prices).never
|
||||
|
||||
Security::Price::Syncer.new(
|
||||
security: @security,
|
||||
security_provider: @provider,
|
||||
start_date: 3.days.ago.to_date,
|
||||
end_date: Date.current
|
||||
).sync_provider_prices
|
||||
end
|
||||
|
||||
test "full upsert if clear_cache is true" do
|
||||
Security::Price.delete_all
|
||||
|
||||
# Seed DB with stale prices
|
||||
(2.days.ago.to_date..Date.current).each do |date|
|
||||
Security::Price.create!(security: @security, date:, price: 100, currency: "USD")
|
||||
end
|
||||
|
||||
provider_response = provider_success_response([
|
||||
OpenStruct.new(security: @security, date: 2.days.ago.to_date, price: 150, currency: "USD"),
|
||||
OpenStruct.new(security: @security, date: 1.day.ago.to_date, price: 155, currency: "USD"),
|
||||
OpenStruct.new(security: @security, date: Date.current, price: 160, currency: "USD")
|
||||
])
|
||||
|
||||
@provider.expects(:fetch_security_prices)
|
||||
.with(symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic,
|
||||
start_date: get_provider_fetch_start_date(2.days.ago.to_date), end_date: Date.current)
|
||||
.returns(provider_response)
|
||||
|
||||
Security::Price::Syncer.new(
|
||||
security: @security,
|
||||
security_provider: @provider,
|
||||
start_date: 2.days.ago.to_date,
|
||||
end_date: Date.current,
|
||||
clear_cache: true
|
||||
).sync_provider_prices
|
||||
|
||||
db_prices = Security::Price.where(security: @security).order(:date)
|
||||
assert_equal [ 150, 155, 160 ], db_prices.map(&:price)
|
||||
end
|
||||
|
||||
test "clamps end_date to today when future date is provided" do
|
||||
Security::Price.delete_all
|
||||
|
||||
future_date = Date.current + 3.days
|
||||
|
||||
provider_response = provider_success_response([
|
||||
OpenStruct.new(security: @security, date: Date.current, price: 165, currency: "USD")
|
||||
])
|
||||
|
||||
@provider.expects(:fetch_security_prices)
|
||||
.with(symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic,
|
||||
start_date: get_provider_fetch_start_date(Date.current), end_date: Date.current)
|
||||
.returns(provider_response)
|
||||
|
||||
Security::Price::Syncer.new(
|
||||
security: @security,
|
||||
security_provider: @provider,
|
||||
start_date: Date.current,
|
||||
end_date: future_date
|
||||
).sync_provider_prices
|
||||
|
||||
assert_equal 1, Security::Price.count
|
||||
end
|
||||
|
||||
private
|
||||
def get_provider_fetch_start_date(start_date)
|
||||
start_date - 5.days
|
||||
end
|
||||
end
|
||||
|
|
@ -14,7 +14,7 @@ http_interactions:
|
|||
X-Source-Type:
|
||||
- managed
|
||||
User-Agent:
|
||||
- Faraday v2.12.2
|
||||
- Faraday v2.13.1
|
||||
Accept-Encoding:
|
||||
- gzip;q=1.0,deflate;q=0.6,identity;q=0.3
|
||||
Accept:
|
||||
|
|
@ -25,7 +25,7 @@ http_interactions:
|
|||
message: OK
|
||||
headers:
|
||||
Date:
|
||||
- Sat, 15 Mar 2025 22:18:46 GMT
|
||||
- Fri, 16 May 2025 13:01:38 GMT
|
||||
Content-Type:
|
||||
- application/json; charset=utf-8
|
||||
Transfer-Encoding:
|
||||
|
|
@ -35,11 +35,11 @@ http_interactions:
|
|||
Cache-Control:
|
||||
- max-age=0, private, must-revalidate
|
||||
Etag:
|
||||
- W/"b0b21c870fe53492404cc5ac258fa465"
|
||||
- W/"0c93a67d0c68e6f206e2954a41aa2933"
|
||||
Referrer-Policy:
|
||||
- strict-origin-when-cross-origin
|
||||
Rndr-Id:
|
||||
- 44367fcb-e5b4-457d
|
||||
- 146e30b2-e03b-47e3
|
||||
Strict-Transport-Security:
|
||||
- max-age=63072000; includeSubDomains
|
||||
Vary:
|
||||
|
|
@ -53,15 +53,15 @@ http_interactions:
|
|||
X-Render-Origin-Server:
|
||||
- Render
|
||||
X-Request-Id:
|
||||
- 8ce9dc85-afbd-437c-b18d-ec788b712334
|
||||
- 3cf7ade1-8066-422a-97c7-5f8b99e24296
|
||||
X-Runtime:
|
||||
- '0.031963'
|
||||
- '0.024284'
|
||||
X-Xss-Protection:
|
||||
- '0'
|
||||
Cf-Cache-Status:
|
||||
- DYNAMIC
|
||||
Report-To:
|
||||
- '{"endpoints":[{"url":"https:\/\/a.nel.cloudflare.com\/report\/v4?s=SwRPS1vBsrKtk%2Ftb7Ix8j%2FCWYw9tZgbJxR1FCmotWn%2FIZAE3Ri%2FUwHtvkOSqBq6HN5pLVetfem5hp%2BkqWmD5GRCVho0mp3VgRr3J1tBMwrVK2p50tfpmb3X22Jj%2BOfapq1C22PnN"}],"group":"cf-nel","max_age":604800}'
|
||||
- '{"endpoints":[{"url":"https:\/\/a.nel.cloudflare.com\/report\/v4?s=ih8sEFqAOWyINqAEtKGKPKO2lr1qAYSVeipyB5F8g2umPODXvCD4hN3G6wTTs2Q7H8CDWsqiOlYkmVvmr%2BWvl2ojOtBwO25Ahk9TbhlcgRO9nT6mEIXOSdVXJpzpRn5Ov%2FMGigpQ"}],"group":"cf-nel","max_age":604800}'
|
||||
Nel:
|
||||
- '{"success_fraction":0,"report_to":"cf-nel","max_age":604800}'
|
||||
Speculation-Rules:
|
||||
|
|
@ -69,13 +69,13 @@ http_interactions:
|
|||
Server:
|
||||
- cloudflare
|
||||
Cf-Ray:
|
||||
- 920f6378fe582237-ORD
|
||||
- 940b109b5df1a3d7-ORD
|
||||
Alt-Svc:
|
||||
- h3=":443"; ma=86400
|
||||
Server-Timing:
|
||||
- cfL4;desc="?proto=TCP&rtt=26670&min_rtt=26569&rtt_var=10167&sent=4&recv=6&lost=0&retrans=0&sent_bytes=2829&recv_bytes=922&delivery_rate=105759&cwnd=181&unsent_bytes=0&cid=f0a872e0b2909c59&ts=188&x=0"
|
||||
- cfL4;desc="?proto=TCP&rtt=25865&min_rtt=25683&rtt_var=9996&sent=4&recv=6&lost=0&retrans=0&sent_bytes=2827&recv_bytes=922&delivery_rate=106690&cwnd=219&unsent_bytes=0&cid=e48ae188d1f86721&ts=190&x=0"
|
||||
body:
|
||||
encoding: ASCII-8BIT
|
||||
string: '{"data":{"date":"2024-01-01","source":"USD","rates":{"GBP":0.785476}},"meta":{"total_records":1,"credits_used":1,"credits_remaining":249830,"date":"2024-01-01"}}'
|
||||
recorded_at: Sat, 15 Mar 2025 22:18:46 GMT
|
||||
string: '{"data":{"date":"2024-01-01","source":"USD","rates":{"GBP":0.785476}},"meta":{"total_records":1,"credits_used":1,"credits_remaining":249734,"date":"2024-01-01"}}'
|
||||
recorded_at: Fri, 16 May 2025 13:01:38 GMT
|
||||
recorded_with: VCR 6.3.1
|
||||
|
|
|
|||
File diff suppressed because one or more lines are too long
|
|
@ -14,7 +14,7 @@ http_interactions:
|
|||
X-Source-Type:
|
||||
- managed
|
||||
User-Agent:
|
||||
- Faraday v2.12.2
|
||||
- Faraday v2.13.1
|
||||
Accept-Encoding:
|
||||
- gzip;q=1.0,deflate;q=0.6,identity;q=0.3
|
||||
Accept:
|
||||
|
|
@ -25,7 +25,7 @@ http_interactions:
|
|||
message: OK
|
||||
headers:
|
||||
Date:
|
||||
- Sat, 15 Mar 2025 22:18:47 GMT
|
||||
- Fri, 16 May 2025 13:01:39 GMT
|
||||
Content-Type:
|
||||
- application/json; charset=utf-8
|
||||
Transfer-Encoding:
|
||||
|
|
@ -35,11 +35,11 @@ http_interactions:
|
|||
Cache-Control:
|
||||
- max-age=0, private, must-revalidate
|
||||
Etag:
|
||||
- W/"4ec3e0a20895d90b1e1241ca67f10ca3"
|
||||
- W/"c5c1d51b68b499d00936c9eb1e8bfdbb"
|
||||
Referrer-Policy:
|
||||
- strict-origin-when-cross-origin
|
||||
Rndr-Id:
|
||||
- 0cab64c9-e312-4bec
|
||||
- 3abc1256-5517-44a7
|
||||
Strict-Transport-Security:
|
||||
- max-age=63072000; includeSubDomains
|
||||
Vary:
|
||||
|
|
@ -53,15 +53,15 @@ http_interactions:
|
|||
X-Render-Origin-Server:
|
||||
- Render
|
||||
X-Request-Id:
|
||||
- 1958563c-7c18-4201-a03c-a4b343dc68ab
|
||||
- aaf85301-dd16-4b9b-a3a4-c4fbcf1d3f55
|
||||
X-Runtime:
|
||||
- '0.014938'
|
||||
- '0.014386'
|
||||
X-Xss-Protection:
|
||||
- '0'
|
||||
Cf-Cache-Status:
|
||||
- DYNAMIC
|
||||
Report-To:
|
||||
- '{"endpoints":[{"url":"https:\/\/a.nel.cloudflare.com\/report\/v4?s=P3OWn4c8LFFWI0Dwr2CSYwHLaNhf9iD9TfAhqdx5PtLoWZ0pSImebfUsh00ZbOmh4r2cRJEQOmvy67wAwl6p0W%2Fx9017EkCnCaXibBBCKqJTBOdGnsSuV%2B45LrHsQmg%2BGeBwrw4b"}],"group":"cf-nel","max_age":604800}'
|
||||
- '{"endpoints":[{"url":"https:\/\/a.nel.cloudflare.com\/report\/v4?s=OaVSdNPSl6CQ8gbhnDzkCisX2ILOEWAwweMW3rXXP5rBKuxZoDT024srQWmHKGLsCEhpt4G9mqCthDwlHu2%2BuZ3AyTJQcnBONtE%2FNQ7fKT9x8nLz4mnqL8iyynLuRWQSUJ8SWMj5"}],"group":"cf-nel","max_age":604800}'
|
||||
Nel:
|
||||
- '{"success_fraction":0,"report_to":"cf-nel","max_age":604800}'
|
||||
Speculation-Rules:
|
||||
|
|
@ -69,14 +69,14 @@ http_interactions:
|
|||
Server:
|
||||
- cloudflare
|
||||
Cf-Ray:
|
||||
- 920f637aa8cf1152-ORD
|
||||
- 940b109d086eb4b8-ORD
|
||||
Alt-Svc:
|
||||
- h3=":443"; ma=86400
|
||||
Server-Timing:
|
||||
- cfL4;desc="?proto=TCP&rtt=25627&min_rtt=25594&rtt_var=9664&sent=4&recv=6&lost=0&retrans=0&sent_bytes=2827&recv_bytes=878&delivery_rate=111991&cwnd=248&unsent_bytes=0&cid=c8e4c4e269114d14&ts=263&x=0"
|
||||
- cfL4;desc="?proto=TCP&rtt=32457&min_rtt=26792&rtt_var=14094&sent=5&recv=6&lost=0&retrans=0&sent_bytes=2826&recv_bytes=878&delivery_rate=108091&cwnd=229&unsent_bytes=0&cid=a6f330e4d5f16682&ts=309&x=0"
|
||||
body:
|
||||
encoding: ASCII-8BIT
|
||||
string: '{"id":"user_3208c49393f54b3e974795e4bea5b864","email":"test@maybe.co","name":"Test
|
||||
User","plan":"Business","api_calls_remaining":249830,"api_limit":250000,"credits_reset_at":"2025-04-01T00:00:00.000-04:00","current_period_start":"2025-03-01T00:00:00.000-05:00"}'
|
||||
recorded_at: Sat, 15 Mar 2025 22:18:47 GMT
|
||||
string: '{"id":"user_3208c49393f54b3e974795e4bea5b864","email":"zach@maybe.co","name":"Zach
|
||||
Gollwitzer","plan":"Business","api_calls_remaining":249733,"api_limit":250000,"credits_reset_at":"2025-06-01T00:00:00.000-04:00","current_period_start":"2025-05-01T00:00:00.000-04:00"}'
|
||||
recorded_at: Fri, 16 May 2025 13:01:39 GMT
|
||||
recorded_with: VCR 6.3.1
|
||||
|
|
|
|||
|
|
@ -14,7 +14,7 @@ http_interactions:
|
|||
X-Source-Type:
|
||||
- managed
|
||||
User-Agent:
|
||||
- Faraday v2.12.2
|
||||
- Faraday v2.13.1
|
||||
Accept-Encoding:
|
||||
- gzip;q=1.0,deflate;q=0.6,identity;q=0.3
|
||||
Accept:
|
||||
|
|
@ -25,7 +25,7 @@ http_interactions:
|
|||
message: OK
|
||||
headers:
|
||||
Date:
|
||||
- Sun, 16 Mar 2025 12:04:12 GMT
|
||||
- Fri, 16 May 2025 13:01:37 GMT
|
||||
Content-Type:
|
||||
- application/json; charset=utf-8
|
||||
Transfer-Encoding:
|
||||
|
|
@ -35,11 +35,11 @@ http_interactions:
|
|||
Cache-Control:
|
||||
- max-age=0, private, must-revalidate
|
||||
Etag:
|
||||
- W/"a9deeb6437d359f080be449b9b2c547b"
|
||||
- W/"75f336ad88e262c72044e8b865265298"
|
||||
Referrer-Policy:
|
||||
- strict-origin-when-cross-origin
|
||||
Rndr-Id:
|
||||
- 1e77ae49-050a-45fc
|
||||
- ba973abf-7d96-4a9a
|
||||
Strict-Transport-Security:
|
||||
- max-age=63072000; includeSubDomains
|
||||
Vary:
|
||||
|
|
@ -53,15 +53,15 @@ http_interactions:
|
|||
X-Render-Origin-Server:
|
||||
- Render
|
||||
X-Request-Id:
|
||||
- 222dacf1-37f3-4eb8-91d5-edf13d732d46
|
||||
- 76cb13a6-0d7e-4c36-8df9-bb63110d9e2a
|
||||
X-Runtime:
|
||||
- '0.059222'
|
||||
- '0.099716'
|
||||
X-Xss-Protection:
|
||||
- '0'
|
||||
Cf-Cache-Status:
|
||||
- DYNAMIC
|
||||
Report-To:
|
||||
- '{"endpoints":[{"url":"https:\/\/a.nel.cloudflare.com\/report\/v4?s=%2BLW%2Fd%2BbcNg4%2FleO6ECyB4RJBMbm6vWG3%2FX4oKQXfn1ROSPVrISc3ZFVlXfITGW4XYJSPyUDF%2FXrrRF6p3Wzow07QamOrsux7sxBMvtWmcubgpCMFI4zgnhESklW6KcmAefwrgj9i"}],"group":"cf-nel","max_age":604800}'
|
||||
- '{"endpoints":[{"url":"https:\/\/a.nel.cloudflare.com\/report\/v4?s=aDn7ApAO9Ma86gZ%2BJKCUCFjH2Re%2BtXdB5gcqYj2KTGXJKNpgf5TNgzbrp5%2Bw%2FGL5nTvtp%2B7cxT8MMcLWjAV6Ne1r6z5YBFq1K4W7Zw5m1lhMiqYLnTnEs2Oq85TjzOvpsE%2BmC33d"}],"group":"cf-nel","max_age":604800}'
|
||||
Nel:
|
||||
- '{"success_fraction":0,"report_to":"cf-nel","max_age":604800}'
|
||||
Speculation-Rules:
|
||||
|
|
@ -69,11 +69,11 @@ http_interactions:
|
|||
Server:
|
||||
- cloudflare
|
||||
Cf-Ray:
|
||||
- 92141c97bfd9124c-ORD
|
||||
- 940b10910abdd2ec-ORD
|
||||
Alt-Svc:
|
||||
- h3=":443"; ma=86400
|
||||
Server-Timing:
|
||||
- cfL4;desc="?proto=TCP&rtt=27459&min_rtt=26850&rtt_var=11288&sent=4&recv=6&lost=0&retrans=0&sent_bytes=2828&recv_bytes=905&delivery_rate=91272&cwnd=104&unsent_bytes=0&cid=ccd6aa7e48e4b0eb&ts=287&x=0"
|
||||
- cfL4;desc="?proto=TCP&rtt=28163&min_rtt=27237&rtt_var=12066&sent=5&recv=6&lost=0&retrans=0&sent_bytes=2827&recv_bytes=905&delivery_rate=83590&cwnd=239&unsent_bytes=0&cid=7ef62bd693b52ccd&ts=240&x=0"
|
||||
body:
|
||||
encoding: ASCII-8BIT
|
||||
string: '{"data":{"ticker":"AAPL","name":"Apple Inc.","links":{"homepage_url":"https://www.apple.com"},"logo_url":"https://logo.synthfinance.com/ticker/AAPL","description":"Apple
|
||||
|
|
@ -100,6 +100,6 @@ http_interactions:
|
|||
Apple Park Way","city":"Cupertino","state":"CA","postal_code":"95014"},"exchange":{"name":"Nasdaq/Ngs
|
||||
(Global Select Market)","mic_code":"XNGS","operating_mic_code":"XNAS","acronym":"NGS","country":"United
|
||||
States","country_code":"US","timezone":"America/New_York"},"ceo":"Mr. Timothy
|
||||
D. Cook","founding_year":1976,"industry":"Consumer Electronics","sector":"Technology","phone":"408-996-1010","total_employees":161000,"composite_figi":"BBG000B9Y5X2","market_data":{"high_today":213.95,"low_today":209.58,"open_today":211.25,"close_today":213.49,"volume_today":60060200.0,"fifty_two_week_high":260.1,"fifty_two_week_low":164.08,"average_volume":62848099.37313433,"price_change":0.0,"percent_change":0.0}},"meta":{"credits_used":1,"credits_remaining":249808}}'
|
||||
recorded_at: Sun, 16 Mar 2025 12:04:12 GMT
|
||||
D. Cook","founding_year":1976,"industry":"Consumer Electronics","sector":"Technology","phone":"408-996-1010","total_employees":161000,"composite_figi":"BBG000B9Y5X2","market_data":{"high_today":212.96,"low_today":209.54,"open_today":210.95,"close_today":211.45,"volume_today":44979900.0,"fifty_two_week_high":260.1,"fifty_two_week_low":169.21,"average_volume":61769396.875,"price_change":0.0,"percent_change":0.0}},"meta":{"credits_used":1,"credits_remaining":249737}}'
|
||||
recorded_at: Fri, 16 May 2025 13:01:37 GMT
|
||||
recorded_with: VCR 6.3.1
|
||||
|
|
|
|||
|
|
@ -14,7 +14,7 @@ http_interactions:
|
|||
X-Source-Type:
|
||||
- managed
|
||||
User-Agent:
|
||||
- Faraday v2.12.2
|
||||
- Faraday v2.13.1
|
||||
Accept-Encoding:
|
||||
- gzip;q=1.0,deflate;q=0.6,identity;q=0.3
|
||||
Accept:
|
||||
|
|
@ -25,7 +25,7 @@ http_interactions:
|
|||
message: OK
|
||||
headers:
|
||||
Date:
|
||||
- Sun, 16 Mar 2025 12:08:00 GMT
|
||||
- Fri, 16 May 2025 13:01:36 GMT
|
||||
Content-Type:
|
||||
- application/json; charset=utf-8
|
||||
Transfer-Encoding:
|
||||
|
|
@ -35,11 +35,11 @@ http_interactions:
|
|||
Cache-Control:
|
||||
- max-age=0, private, must-revalidate
|
||||
Etag:
|
||||
- W/"cdf04c2cd77e230c03117dd13d0921f9"
|
||||
- W/"72340d82266397447b865407dda15492"
|
||||
Referrer-Policy:
|
||||
- strict-origin-when-cross-origin
|
||||
Rndr-Id:
|
||||
- e74b3425-0b7c-447d
|
||||
- 4c3462aa-2471-40b4
|
||||
Strict-Transport-Security:
|
||||
- max-age=63072000; includeSubDomains
|
||||
Vary:
|
||||
|
|
@ -53,15 +53,15 @@ http_interactions:
|
|||
X-Render-Origin-Server:
|
||||
- Render
|
||||
X-Request-Id:
|
||||
- b906c5e1-18cc-44cc-9085-313ff066a6ce
|
||||
- bdbc757d-2528-44c3-ae08-9788e8ee15f7
|
||||
X-Runtime:
|
||||
- '0.544708'
|
||||
- '0.034898'
|
||||
X-Xss-Protection:
|
||||
- '0'
|
||||
Cf-Cache-Status:
|
||||
- DYNAMIC
|
||||
Report-To:
|
||||
- '{"endpoints":[{"url":"https:\/\/a.nel.cloudflare.com\/report\/v4?s=dZNe6qCGGI2XGXgByLr69%2FYrDQdy2FLtnXafxJnlsvyVjrRFiCvmbbIzgF5CDgtj9HZ8RC5Rh9jbuEI6hPokpa3Al4FEIAZB5AbfZ9toP%2Bc5muG%2FuBgHR%2FnIZpsWG%2BQKmBPu9MBa"}],"group":"cf-nel","max_age":604800}'
|
||||
- '{"endpoints":[{"url":"https:\/\/a.nel.cloudflare.com\/report\/v4?s=2Mu4PK4XTsAq%2Bn1%2F2yxy%2Blj7kz3ZCiQ9t8ikr2m19BrhQhrqfeUQfPwxbLc1WIgGMIxpPInKYtDVIX3En%2FGpTNQLAeu%2FpuLKv%2BRmCx%2B7u28od5L%2F9%2BLmEhFWqJjs8Y6C1O2a3SKv"}],"group":"cf-nel","max_age":604800}'
|
||||
Nel:
|
||||
- '{"success_fraction":0,"report_to":"cf-nel","max_age":604800}'
|
||||
Speculation-Rules:
|
||||
|
|
@ -69,15 +69,15 @@ http_interactions:
|
|||
Server:
|
||||
- cloudflare
|
||||
Cf-Ray:
|
||||
- 921422292d0feacc-ORD
|
||||
- 940b108f29129d03-ORD
|
||||
Alt-Svc:
|
||||
- h3=":443"; ma=86400
|
||||
Server-Timing:
|
||||
- cfL4;desc="?proto=TCP&rtt=30826&min_rtt=26727&rtt_var=12950&sent=5&recv=6&lost=0&retrans=0&sent_bytes=2827&recv_bytes=970&delivery_rate=108354&cwnd=219&unsent_bytes=0&cid=43c717161effdc57&ts=695&x=0"
|
||||
- cfL4;desc="?proto=TCP&rtt=27793&min_rtt=26182&rtt_var=13041&sent=5&recv=6&lost=0&retrans=0&sent_bytes=2827&recv_bytes=970&delivery_rate=74111&cwnd=244&unsent_bytes=0&cid=9bcc030369a615fb&ts=210&x=0"
|
||||
body:
|
||||
encoding: ASCII-8BIT
|
||||
string: '{"ticker":"AAPL","currency":"USD","exchange":{"name":"Nasdaq/Ngs (Global
|
||||
Select Market)","mic_code":"XNGS","operating_mic_code":"XNAS","acronym":"NGS","country":"United
|
||||
States","country_code":"US","timezone":"America/New_York"},"prices":[{"date":"2024-08-01","open":224.37,"close":218.36,"high":224.48,"low":217.02,"volume":62501000}],"paging":{"prev":"/tickers/AAPL/open-close?end_date=2024-08-01\u0026operating_mic_code=XNAS\u0026page=\u0026start_date=2024-08-01","next":"/tickers/AAPL/open-close?end_date=2024-08-01\u0026operating_mic_code=XNAS\u0026page=\u0026start_date=2024-08-01","total_records":1,"current_page":1,"per_page":100,"total_pages":1},"meta":{"credits_used":1,"credits_remaining":249807}}'
|
||||
recorded_at: Sun, 16 Mar 2025 12:08:00 GMT
|
||||
States","country_code":"US","timezone":"America/New_York"},"prices":[{"date":"2024-08-01","open":224.37,"close":218.36,"high":224.48,"low":217.02,"volume":62501000}],"paging":{"prev":"/tickers/AAPL/open-close?end_date=2024-08-01\u0026operating_mic_code=XNAS\u0026page=\u0026start_date=2024-08-01","next":"/tickers/AAPL/open-close?end_date=2024-08-01\u0026operating_mic_code=XNAS\u0026page=\u0026start_date=2024-08-01","total_records":1,"current_page":1,"per_page":100,"total_pages":1},"meta":{"total_records":1,"credits_used":1,"credits_remaining":249738}}'
|
||||
recorded_at: Fri, 16 May 2025 13:01:36 GMT
|
||||
recorded_with: VCR 6.3.1
|
||||
|
|
|
|||
File diff suppressed because one or more lines are too long
|
|
@ -14,7 +14,7 @@ http_interactions:
|
|||
X-Source-Type:
|
||||
- managed
|
||||
User-Agent:
|
||||
- Faraday v2.12.2
|
||||
- Faraday v2.13.1
|
||||
Accept-Encoding:
|
||||
- gzip;q=1.0,deflate;q=0.6,identity;q=0.3
|
||||
Accept:
|
||||
|
|
@ -25,7 +25,7 @@ http_interactions:
|
|||
message: OK
|
||||
headers:
|
||||
Date:
|
||||
- Sun, 16 Mar 2025 12:01:58 GMT
|
||||
- Fri, 16 May 2025 13:01:38 GMT
|
||||
Content-Type:
|
||||
- application/json; charset=utf-8
|
||||
Transfer-Encoding:
|
||||
|
|
@ -39,7 +39,7 @@ http_interactions:
|
|||
Referrer-Policy:
|
||||
- strict-origin-when-cross-origin
|
||||
Rndr-Id:
|
||||
- 2effb56b-f67f-402d
|
||||
- 701ae22a-18c8-4e62
|
||||
Strict-Transport-Security:
|
||||
- max-age=63072000; includeSubDomains
|
||||
Vary:
|
||||
|
|
@ -53,15 +53,15 @@ http_interactions:
|
|||
X-Render-Origin-Server:
|
||||
- Render
|
||||
X-Request-Id:
|
||||
- 33470619-5119-4923-b4e0-e9a0eeb532a1
|
||||
- edb55bc6-e3ea-470b-b7af-9b4d9883420b
|
||||
X-Runtime:
|
||||
- '0.453770'
|
||||
- '0.355152'
|
||||
X-Xss-Protection:
|
||||
- '0'
|
||||
Cf-Cache-Status:
|
||||
- DYNAMIC
|
||||
Report-To:
|
||||
- '{"endpoints":[{"url":"https:\/\/a.nel.cloudflare.com\/report\/v4?s=ayZOlXkCwLgUl%2FrB2%2BlqtqR5HCllubf4HLDipEt3klWKyHS4nilHi9XZ1fiEQWx7xwiRMJZ5EW0Xzm7ISoHWTtEbkgMQHWYQwSTeg30ahFFHK1pkOOnET1fuW1UxiZwlJtq1XZGB"}],"group":"cf-nel","max_age":604800}'
|
||||
- '{"endpoints":[{"url":"https:\/\/a.nel.cloudflare.com\/report\/v4?s=QGeBWdYED%2F%2FgT9BzborFAnM%2FG6UiNmI0ej212XGHWdFwYXUvTJ2GyqA9hMJrpYIvgbHdQ9Ed0MsQUv3KFb57VXQq0T6UXTNPa%2BFRPepK0hsXeGDLxch04v6KnkTATqcw2M8HuYHS"}],"group":"cf-nel","max_age":604800}'
|
||||
Nel:
|
||||
- '{"success_fraction":0,"report_to":"cf-nel","max_age":604800}'
|
||||
Speculation-Rules:
|
||||
|
|
@ -69,11 +69,11 @@ http_interactions:
|
|||
Server:
|
||||
- cloudflare
|
||||
Cf-Ray:
|
||||
- 921419514e0a6399-ORD
|
||||
- 940b1097a830f856-ORD
|
||||
Alt-Svc:
|
||||
- h3=":443"; ma=86400
|
||||
Server-Timing:
|
||||
- cfL4;desc="?proto=TCP&rtt=25809&min_rtt=25801&rtt_var=9692&sent=4&recv=6&lost=0&retrans=0&sent_bytes=2829&recv_bytes=939&delivery_rate=111952&cwnd=121&unsent_bytes=0&cid=2beb787f15cd8ab9&ts=610&x=0"
|
||||
- cfL4;desc="?proto=TCP&rtt=26401&min_rtt=25556&rtt_var=11273&sent=5&recv=6&lost=0&retrans=0&sent_bytes=2825&recv_bytes=939&delivery_rate=89615&cwnd=244&unsent_bytes=0&cid=cf6d0758d165295d&ts=500&x=0"
|
||||
body:
|
||||
encoding: ASCII-8BIT
|
||||
string: '{"data":[{"symbol":"AAPL","name":"Apple Inc.","logo_url":"https://logo.synthfinance.com/ticker/AAPL","currency":"USD","exchange":{"name":"Nasdaq/Ngs
|
||||
|
|
@ -100,5 +100,5 @@ http_interactions:
|
|||
Inc.","logo_url":"https://logo.synthfinance.com/ticker/AAPJ","currency":"USD","exchange":{"name":"Otc
|
||||
Pink Marketplace","mic_code":"PINX","operating_mic_code":"OTCM","acronym":"","country":"United
|
||||
States","country_code":"US","timezone":"America/New_York"}}]}'
|
||||
recorded_at: Sun, 16 Mar 2025 12:01:58 GMT
|
||||
recorded_at: Fri, 16 May 2025 13:01:38 GMT
|
||||
recorded_with: VCR 6.3.1
|
||||
|
|
|
|||
|
|
@ -1,82 +0,0 @@
|
|||
---
|
||||
http_interactions:
|
||||
- request:
|
||||
method: get
|
||||
uri: https://api.synthfinance.com/enrich?amount=25.5&city=San%20Francisco&country=US&date=2025-03-16&description=UBER%20EATS&state=CA
|
||||
body:
|
||||
encoding: US-ASCII
|
||||
string: ''
|
||||
headers:
|
||||
Authorization:
|
||||
- Bearer <SYNTH_API_KEY>
|
||||
X-Source:
|
||||
- maybe_app
|
||||
X-Source-Type:
|
||||
- managed
|
||||
User-Agent:
|
||||
- Faraday v2.12.2
|
||||
Accept-Encoding:
|
||||
- gzip;q=1.0,deflate;q=0.6,identity;q=0.3
|
||||
Accept:
|
||||
- "*/*"
|
||||
response:
|
||||
status:
|
||||
code: 200
|
||||
message: OK
|
||||
headers:
|
||||
Date:
|
||||
- Sun, 16 Mar 2025 12:09:33 GMT
|
||||
Content-Type:
|
||||
- application/json; charset=utf-8
|
||||
Transfer-Encoding:
|
||||
- chunked
|
||||
Connection:
|
||||
- keep-alive
|
||||
Cache-Control:
|
||||
- max-age=0, private, must-revalidate
|
||||
Etag:
|
||||
- W/"00411c83cfeaade519bcc3e57d9e461e"
|
||||
Referrer-Policy:
|
||||
- strict-origin-when-cross-origin
|
||||
Rndr-Id:
|
||||
- 56a8791d-85ed-4342
|
||||
Strict-Transport-Security:
|
||||
- max-age=63072000; includeSubDomains
|
||||
Vary:
|
||||
- Accept-Encoding
|
||||
X-Content-Type-Options:
|
||||
- nosniff
|
||||
X-Frame-Options:
|
||||
- SAMEORIGIN
|
||||
X-Permitted-Cross-Domain-Policies:
|
||||
- none
|
||||
X-Render-Origin-Server:
|
||||
- Render
|
||||
X-Request-Id:
|
||||
- 1b35b9c1-0092-40b1-8b70-2bce7c5796af
|
||||
X-Runtime:
|
||||
- '0.884634'
|
||||
X-Xss-Protection:
|
||||
- '0'
|
||||
Cf-Cache-Status:
|
||||
- DYNAMIC
|
||||
Report-To:
|
||||
- '{"endpoints":[{"url":"https:\/\/a.nel.cloudflare.com\/report\/v4?s=qUtB0aWbK%2Fh5W7cV%2FugsUGbWKtJzsf%2FXd5i8cm8KlepEtLyuVPH7XX0fqwzHp43OCWQkGr9r8hRBBSEcx9LWW5vS7%2B1kXCJaKPaTRn%2BWtsEymHg78OHqDcMahwSuy%2FkpSGLWo0or"}],"group":"cf-nel","max_age":604800}'
|
||||
Nel:
|
||||
- '{"success_fraction":0,"report_to":"cf-nel","max_age":604800}'
|
||||
Speculation-Rules:
|
||||
- '"/cdn-cgi/speculation"'
|
||||
Server:
|
||||
- cloudflare
|
||||
Cf-Ray:
|
||||
- 921424681aa4acab-ORD
|
||||
Alt-Svc:
|
||||
- h3=":443"; ma=86400
|
||||
Server-Timing:
|
||||
- cfL4;desc="?proto=TCP&rtt=26975&min_rtt=26633&rtt_var=10231&sent=4&recv=6&lost=0&retrans=0&sent_bytes=2829&recv_bytes=969&delivery_rate=108737&cwnd=210&unsent_bytes=0&cid=318ff675628918e1&ts=1035&x=0"
|
||||
body:
|
||||
encoding: ASCII-8BIT
|
||||
string: '{"merchant":"Uber Eats","merchant_id":"mer_aea41e7f29ce47b5873f3caf49d5972d","category":"Dining
|
||||
Out","website":"ubereats.com","icon":"https://logo.synthfinance.com/ubereats.com","meta":{"credits_used":1,"credits_remaining":249806}}'
|
||||
recorded_at: Sun, 16 Mar 2025 12:09:33 GMT
|
||||
recorded_with: VCR 6.3.1
|
||||
|
|
@ -14,7 +14,7 @@ http_interactions:
|
|||
X-Source-Type:
|
||||
- managed
|
||||
User-Agent:
|
||||
- Faraday v2.12.2
|
||||
- Faraday v2.13.1
|
||||
Accept-Encoding:
|
||||
- gzip;q=1.0,deflate;q=0.6,identity;q=0.3
|
||||
Accept:
|
||||
|
|
@ -25,7 +25,7 @@ http_interactions:
|
|||
message: OK
|
||||
headers:
|
||||
Date:
|
||||
- Sat, 15 Mar 2025 22:18:47 GMT
|
||||
- Fri, 16 May 2025 13:01:36 GMT
|
||||
Content-Type:
|
||||
- application/json; charset=utf-8
|
||||
Transfer-Encoding:
|
||||
|
|
@ -35,11 +35,11 @@ http_interactions:
|
|||
Cache-Control:
|
||||
- max-age=0, private, must-revalidate
|
||||
Etag:
|
||||
- W/"4ec3e0a20895d90b1e1241ca67f10ca3"
|
||||
- W/"7b8c2bf0cba54bc26b78bdc6e611dcbd"
|
||||
Referrer-Policy:
|
||||
- strict-origin-when-cross-origin
|
||||
Rndr-Id:
|
||||
- 54c8ecf9-6858-4db6
|
||||
- 1b53adf6-b391-45b2
|
||||
Strict-Transport-Security:
|
||||
- max-age=63072000; includeSubDomains
|
||||
Vary:
|
||||
|
|
@ -53,15 +53,15 @@ http_interactions:
|
|||
X-Render-Origin-Server:
|
||||
- Render
|
||||
X-Request-Id:
|
||||
- a4112cfb-0eac-4e3e-a880-7536d90dcba0
|
||||
- f88670a2-81d2-48b6-8d73-a911c846e330
|
||||
X-Runtime:
|
||||
- '0.007036'
|
||||
- '0.018749'
|
||||
X-Xss-Protection:
|
||||
- '0'
|
||||
Cf-Cache-Status:
|
||||
- DYNAMIC
|
||||
Report-To:
|
||||
- '{"endpoints":[{"url":"https:\/\/a.nel.cloudflare.com\/report\/v4?s=Rt0BTtrgXzYjWOQFgb%2Bg6N4xKvXtPI66Q251bq9nWtqUhGHo17GmVVAPkutwN7Gisw1RmvYfxYUiMCCxlc4%2BjuHxbU1%2BXr9KHy%2F5pUpLhgLNNrtkqqKOCW4GduODnDbw2I38Rocu"}],"group":"cf-nel","max_age":604800}'
|
||||
- '{"endpoints":[{"url":"https:\/\/a.nel.cloudflare.com\/report\/v4?s=oH4OsWB6itK0jpi%2FPs%2BswVyCZIbkJGPfyJaoR4TKFtTAfmnqa8Lp6aZhv22WKzotXJuAKbh99VdYdZIOkeIPWbYTc6j4rGw%2BkQB3Hw%2Fc44QxDBJFdIo6wJNe8TGiPAZ%2BvgoBVHWn"}],"group":"cf-nel","max_age":604800}'
|
||||
Nel:
|
||||
- '{"success_fraction":0,"report_to":"cf-nel","max_age":604800}'
|
||||
Speculation-Rules:
|
||||
|
|
@ -69,14 +69,14 @@ http_interactions:
|
|||
Server:
|
||||
- cloudflare
|
||||
Cf-Ray:
|
||||
- 920f637d1fe8eb68-ORD
|
||||
- 940b108c38f66392-ORD
|
||||
Alt-Svc:
|
||||
- h3=":443"; ma=86400
|
||||
Server-Timing:
|
||||
- cfL4;desc="?proto=TCP&rtt=28779&min_rtt=27036&rtt_var=11384&sent=5&recv=6&lost=0&retrans=0&sent_bytes=2828&recv_bytes=878&delivery_rate=107116&cwnd=203&unsent_bytes=0&cid=52bc39ad09dd9eff&ts=145&x=0"
|
||||
- cfL4;desc="?proto=TCP&rtt=33369&min_rtt=25798&rtt_var=15082&sent=5&recv=6&lost=0&retrans=0&sent_bytes=2826&recv_bytes=878&delivery_rate=112256&cwnd=205&unsent_bytes=0&cid=1b13324eb0768fd3&ts=285&x=0"
|
||||
body:
|
||||
encoding: ASCII-8BIT
|
||||
string: '{"id":"user_3208c49393f54b3e974795e4bea5b864","email":"test@maybe.co","name":"Test
|
||||
User","plan":"Business","api_calls_remaining":1200,"api_limit":5000,"credits_reset_at":"2025-04-01T00:00:00.000-04:00","current_period_start":"2025-03-01T00:00:00.000-05:00"}'
|
||||
recorded_at: Sat, 15 Mar 2025 22:18:47 GMT
|
||||
string: '{"id":"user_3208c49393f54b3e974795e4bea5b864","email":"zach@maybe.co","name":"Zach
|
||||
Gollwitzer","plan":"Business","api_calls_remaining":249738,"api_limit":250000,"credits_reset_at":"2025-06-01T00:00:00.000-04:00","current_period_start":"2025-05-01T00:00:00.000-04:00"}'
|
||||
recorded_at: Fri, 16 May 2025 13:01:36 GMT
|
||||
recorded_with: VCR 6.3.1
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue