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Stock imports (#1363)

* Initial pass

* Marketstack data provider

* Marketstack data provider

* Refactor a bit
This commit is contained in:
Josh Pigford 2024-10-24 16:36:50 -05:00 committed by GitHub
parent b611dfdf37
commit aa3342b0dc
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10 changed files with 187 additions and 1 deletions

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class SecuritiesController < ApplicationController
def import
SecuritiesImportJob.perform_later(params[:exchange_mic])
end
end

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module SecuritiesHelper
end

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class SecuritiesImportJob < ApplicationJob
queue_as :default
def perform(country_code = nil)
exchanges = StockExchange.in_country(country_code)
market_stack_client = Provider::Marketstack.new(ENV["MARKETSTACK_API_KEY"])
exchanges.each do |exchange|
importer = Security::Importer.new(market_stack_client, exchange.mic)
importer.import
end
end
end

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class Provider::Marketstack
include Retryable
def initialize(api_key)
@api_key = api_key
end
def fetch_security_prices(ticker:, start_date:, end_date:)
prices = paginate("#{base_url}/eod", {
symbols: ticker,
date_from: start_date.to_s,
date_to: end_date.to_s
}) do |body|
body.dig("data").map do |price|
{
date: price["date"],
price: price["close"]&.to_f,
currency: "USD"
}
end
end
SecurityPriceResponse.new(
prices: prices,
success?: true,
raw_response: prices.to_json
)
rescue StandardError => error
SecurityPriceResponse.new(
success?: false,
error: error,
raw_response: error
)
end
def fetch_tickers(exchange_mic: nil)
url = exchange_mic ? "#{base_url}/tickers?exchange=#{exchange_mic}" : "#{base_url}/tickers"
tickers = paginate(url) do |body|
body.dig("data").map do |ticker|
{
name: ticker["name"],
symbol: ticker["symbol"],
exchange: exchange_mic || ticker.dig("stock_exchange", "mic"),
country_code: ticker.dig("stock_exchange", "country_code")
}
end
end
TickerResponse.new(
tickers: tickers,
success?: true,
raw_response: tickers.to_json
)
rescue StandardError => error
TickerResponse.new(
success?: false,
error: error,
raw_response: error
)
end
private
attr_reader :api_key
SecurityPriceResponse = Struct.new(:prices, :success?, :error, :raw_response, keyword_init: true)
TickerResponse = Struct.new(:tickers, :success?, :error, :raw_response, keyword_init: true)
def base_url
"https://api.marketstack.com/v1"
end
def client
@client ||= Faraday.new(url: base_url) do |faraday|
faraday.params["access_key"] = api_key
end
end
def build_error(response)
Provider::Base::ProviderError.new(<<~ERROR)
Failed to fetch data from #{self.class}
Status: #{response.status}
Body: #{response.body.inspect}
ERROR
end
def fetch_page(url, page, params = {})
client.get(url) do |req|
params.each { |k, v| req.params[k.to_s] = v.to_s }
req.params["offset"] = (page - 1) * 100 # Marketstack uses offset-based pagination
req.params["limit"] = 10000 # Maximum allowed by Marketstack
end
end
def paginate(url, params = {})
results = []
page = 1
total_results = Float::INFINITY
while results.length < total_results
response = fetch_page(url, page, params)
if response.success?
body = JSON.parse(response.body)
page_results = yield(body)
results.concat(page_results)
total_results = body.dig("pagination", "total")
page += 1
else
raise build_error(response)
end
break if results.length >= total_results
end
results
end
end

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class Security::Importer
def initialize(provider, stock_exchange = nil)
@provider = provider
@stock_exchange = stock_exchange
end
def import
securities = @provider.fetch_tickers(exchange_mic: @stock_exchange)&.tickers
stock_exchanges = StockExchange.where(mic: securities.map { |s| s[:exchange] }).index_by(&:mic)
existing_securities = Security.where(ticker: securities.map { |s| s[:symbol] }, stock_exchange_id: stock_exchanges.values.map(&:id)).pluck(:ticker, :stock_exchange_id).to_set
securities_to_create = securities.map do |security|
stock_exchange_id = stock_exchanges[security[:exchange]]&.id
next if existing_securities.include?([ security[:symbol], stock_exchange_id ])
{
name: security[:name],
ticker: security[:symbol],
stock_exchange_id: stock_exchange_id,
country_code: security[:country_code]
}
end.compact
Security.insert_all(securities_to_create) unless securities_to_create.empty?
end
end

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class StockExchange < ApplicationRecord
scope :in_country, ->(country_code) { where(country_code: country_code) }
end