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Refactoring

pull/5961/head
Thomas Kaul 1 month ago
parent
21ff7c20ed
commit
17483ca5e4
1 changed files with 145 additions and 170 deletions
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  1. 315
      apps/api/src/services/exchange-rate-data/exchange-rate-data.service.ts

315
apps/api/src/services/exchange-rate-data/exchange-rate-data.service.ts
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@ -30,7 +30,7 @@ import ms from 'ms';
export class ExchangeRateDataService {
private currencies: string[] = [];
private currencyPairs: DataGatheringItem[] = [];
private derivedCurrencyFactors = new Map<string, number>();
private derivedCurrencyFactors: { [currencyPair: string]: number } = {};
private exchangeRates: { [currencyPair: string]: number } = {};
public constructor(
@ -136,13 +136,12 @@ export class ExchangeRateDataService {
public async initialize() {
this.currencies = await this.prepareCurrencies();
this.currencyPairs = [];
this.derivedCurrencyFactors = {};
this.exchangeRates = {};
this.derivedCurrencyFactors = new Map();
// Initialize derived currencies factor map in both directions
for (const { currency, factor, rootCurrency } of DERIVED_CURRENCIES) {
this.derivedCurrencyFactors.set(`${currency}${rootCurrency}`, 1 / factor);
this.derivedCurrencyFactors.set(`${rootCurrency}${currency}`, factor);
this.derivedCurrencyFactors[`${currency}${rootCurrency}`] = 1 / factor;
this.derivedCurrencyFactors[`${rootCurrency}${currency}`] = factor;
}
for (const {
@ -274,70 +273,65 @@ export class ExchangeRateDataService {
return this.toCurrency(aValue, aFromCurrency, aToCurrency);
}
const derivedCurrencyFactor =
this.derivedCurrencyFactors[`${aFromCurrency}${aToCurrency}`];
let factor: number;
if (aFromCurrency === aToCurrency) {
factor = 1;
} else if (derivedCurrencyFactor) {
factor = derivedCurrencyFactor;
} else {
const derivedCurrencyFactor = this.getDerivedCurrencyFactor(
aFromCurrency,
aToCurrency
);
const dataSource =
this.dataProviderService.getDataSourceForExchangeRates();
const symbol = `${aFromCurrency}${aToCurrency}`;
if (derivedCurrencyFactor !== null) {
factor = derivedCurrencyFactor;
const marketData = await this.marketDataService.get({
dataSource,
symbol,
date: aDate
});
if (marketData?.marketPrice) {
factor = marketData?.marketPrice;
} else {
const dataSource =
this.dataProviderService.getDataSourceForExchangeRates();
const symbol = `${aFromCurrency}${aToCurrency}`;
// Calculate indirectly via base currency
const marketData = await this.marketDataService.get({
dataSource,
symbol,
date: aDate
});
let marketPriceBaseCurrencyFromCurrency: number;
let marketPriceBaseCurrencyToCurrency: number;
if (marketData?.marketPrice) {
factor = marketData?.marketPrice;
} else {
// Calculate indirectly via base currency
let marketPriceBaseCurrencyFromCurrency: number;
let marketPriceBaseCurrencyToCurrency: number;
try {
if (aFromCurrency === DEFAULT_CURRENCY) {
marketPriceBaseCurrencyFromCurrency = 1;
} else {
marketPriceBaseCurrencyFromCurrency = (
await this.marketDataService.get({
dataSource,
date: aDate,
symbol: `${DEFAULT_CURRENCY}${aFromCurrency}`
})
)?.marketPrice;
}
} catch {}
try {
if (aToCurrency === DEFAULT_CURRENCY) {
marketPriceBaseCurrencyToCurrency = 1;
} else {
marketPriceBaseCurrencyToCurrency = (
await this.marketDataService.get({
dataSource,
date: aDate,
symbol: `${DEFAULT_CURRENCY}${aToCurrency}`
})
)?.marketPrice;
}
} catch {}
try {
if (aFromCurrency === DEFAULT_CURRENCY) {
marketPriceBaseCurrencyFromCurrency = 1;
} else {
marketPriceBaseCurrencyFromCurrency = (
await this.marketDataService.get({
dataSource,
date: aDate,
symbol: `${DEFAULT_CURRENCY}${aFromCurrency}`
})
)?.marketPrice;
}
} catch {}
// Calculate the opposite direction
factor =
(1 / marketPriceBaseCurrencyFromCurrency) *
marketPriceBaseCurrencyToCurrency;
}
try {
if (aToCurrency === DEFAULT_CURRENCY) {
marketPriceBaseCurrencyToCurrency = 1;
} else {
marketPriceBaseCurrencyToCurrency = (
await this.marketDataService.get({
dataSource,
date: aDate,
symbol: `${DEFAULT_CURRENCY}${aToCurrency}`
})
)?.marketPrice;
}
} catch {}
// Calculate the opposite direction
factor =
(1 / marketPriceBaseCurrencyFromCurrency) *
marketPriceBaseCurrencyToCurrency;
}
}
@ -374,129 +368,120 @@ export class ExchangeRateDataService {
for (const date of dates) {
factors[format(date, DATE_FORMAT)] = 1;
}
return factors;
}
// Check if this is a conversion between a derived currency and its root currency
const derivedCurrencyFactor = this.getDerivedCurrencyFactor(
currencyFrom,
currencyTo
);
const derivedCurrencyFactor =
this.derivedCurrencyFactors[`${currencyFrom}${currencyTo}`];
if (derivedCurrencyFactor !== null) {
// Use the fixed mathematical factor for derived currencies
if (derivedCurrencyFactor) {
for (const date of dates) {
factors[format(date, DATE_FORMAT)] = derivedCurrencyFactor;
}
return factors;
}
// Continue with standard exchange rate logic
{
const dataSource =
this.dataProviderService.getDataSourceForExchangeRates();
const symbol = `${currencyFrom}${currencyTo}`;
const marketData = await this.marketDataService.getRange({
assetProfileIdentifiers: [
{
dataSource,
symbol
}
],
dateQuery: { gte: startDate, lt: endDate }
});
const dataSource = this.dataProviderService.getDataSourceForExchangeRates();
const symbol = `${currencyFrom}${currencyTo}`;
if (marketData?.length > 0) {
for (const { date, marketPrice } of marketData) {
factors[format(date, DATE_FORMAT)] = marketPrice;
const marketData = await this.marketDataService.getRange({
assetProfileIdentifiers: [
{
dataSource,
symbol
}
} else {
// Calculate indirectly via base currency
],
dateQuery: { gte: startDate, lt: endDate }
});
const marketPriceBaseCurrencyFromCurrency: {
[dateString: string]: number;
} = {};
const marketPriceBaseCurrencyToCurrency: {
[dateString: string]: number;
} = {};
if (marketData?.length > 0) {
for (const { date, marketPrice } of marketData) {
factors[format(date, DATE_FORMAT)] = marketPrice;
}
} else {
// Calculate indirectly via base currency
const marketPriceBaseCurrencyFromCurrency: {
[dateString: string]: number;
} = {};
const marketPriceBaseCurrencyToCurrency: {
[dateString: string]: number;
} = {};
try {
if (currencyFrom === DEFAULT_CURRENCY) {
for (const date of dates) {
marketPriceBaseCurrencyFromCurrency[format(date, DATE_FORMAT)] = 1;
}
} else {
const marketData = await this.marketDataService.getRange({
assetProfileIdentifiers: [
{
dataSource,
symbol: `${DEFAULT_CURRENCY}${currencyFrom}`
}
],
dateQuery: { gte: startDate, lt: endDate }
});
try {
if (currencyFrom === DEFAULT_CURRENCY) {
for (const date of dates) {
marketPriceBaseCurrencyFromCurrency[format(date, DATE_FORMAT)] =
1;
}
} else {
const marketData = await this.marketDataService.getRange({
assetProfileIdentifiers: [
{
dataSource,
symbol: `${DEFAULT_CURRENCY}${currencyFrom}`
}
],
dateQuery: { gte: startDate, lt: endDate }
});
for (const { date, marketPrice } of marketData) {
marketPriceBaseCurrencyFromCurrency[format(date, DATE_FORMAT)] =
marketPrice;
}
for (const { date, marketPrice } of marketData) {
marketPriceBaseCurrencyFromCurrency[format(date, DATE_FORMAT)] =
marketPrice;
}
} catch {}
}
} catch {}
try {
if (currencyTo === DEFAULT_CURRENCY) {
for (const date of dates) {
marketPriceBaseCurrencyToCurrency[format(date, DATE_FORMAT)] = 1;
}
} else {
const marketData = await this.marketDataService.getRange({
assetProfileIdentifiers: [
{
dataSource,
symbol: `${DEFAULT_CURRENCY}${currencyTo}`
}
],
dateQuery: {
gte: startDate,
lt: endDate
try {
if (currencyTo === DEFAULT_CURRENCY) {
for (const date of dates) {
marketPriceBaseCurrencyToCurrency[format(date, DATE_FORMAT)] = 1;
}
} else {
const marketData = await this.marketDataService.getRange({
assetProfileIdentifiers: [
{
dataSource,
symbol: `${DEFAULT_CURRENCY}${currencyTo}`
}
});
for (const { date, marketPrice } of marketData) {
marketPriceBaseCurrencyToCurrency[format(date, DATE_FORMAT)] =
marketPrice;
],
dateQuery: {
gte: startDate,
lt: endDate
}
});
for (const { date, marketPrice } of marketData) {
marketPriceBaseCurrencyToCurrency[format(date, DATE_FORMAT)] =
marketPrice;
}
} catch {}
}
} catch {}
for (const date of dates) {
try {
const factor =
(1 /
marketPriceBaseCurrencyFromCurrency[
format(date, DATE_FORMAT)
]) *
marketPriceBaseCurrencyToCurrency[format(date, DATE_FORMAT)];
if (isNaN(factor)) {
throw new Error('Exchange rate is not a number');
} else {
factors[format(date, DATE_FORMAT)] = factor;
}
} catch {
let errorMessage = `No exchange rate has been found for ${currencyFrom}${currencyTo} at ${format(
date,
DATE_FORMAT
)}. Please complement market data for ${DEFAULT_CURRENCY}${currencyFrom}`;
if (DEFAULT_CURRENCY !== currencyTo) {
errorMessage = `${errorMessage} and ${DEFAULT_CURRENCY}${currencyTo}`;
}
for (const date of dates) {
try {
const factor =
(1 /
marketPriceBaseCurrencyFromCurrency[format(date, DATE_FORMAT)]) *
marketPriceBaseCurrencyToCurrency[format(date, DATE_FORMAT)];
Logger.error(`${errorMessage}.`, 'ExchangeRateDataService');
if (isNaN(factor)) {
throw new Error('Exchange rate is not a number');
} else {
factors[format(date, DATE_FORMAT)] = factor;
}
} catch {
let errorMessage = `No exchange rate has been found for ${currencyFrom}${currencyTo} at ${format(
date,
DATE_FORMAT
)}. Please complement market data for ${DEFAULT_CURRENCY}${currencyFrom}`;
if (DEFAULT_CURRENCY !== currencyTo) {
errorMessage = `${errorMessage} and ${DEFAULT_CURRENCY}${currencyTo}`;
}
Logger.error(`${errorMessage}.`, 'ExchangeRateDataService');
}
}
}
@ -504,16 +489,6 @@ export class ExchangeRateDataService {
return factors;
}
private getDerivedCurrencyFactor(
currencyFrom: string,
currencyTo: string
): number | null {
const factor = this.derivedCurrencyFactors.get(
`${currencyFrom}${currencyTo}`
);
return factor ?? null;
}
private async prepareCurrencies(): Promise<string[]> {
let currencies: string[] = [DEFAULT_CURRENCY];

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