Refactoring

apps/api/src/app/benchmark/benchmark.service.ts

@@ -235,14 +235,17 @@ export class BenchmarkService {
       })
     ]);
 
-    const exchangeRates = await this.exchangeRateDataService.getExchangeRates({
-      startDate,
-      currencyFrom: currentSymbolItem.currency,
-      currencyTo: userCurrency
-    });
+    const exchangeRates =
+      await this.exchangeRateDataService.getExchangeRatesByCurrency({
+        startDate,
+        currencies: [currentSymbolItem.currency],
+        targetCurrency: userCurrency
+      });
 
     const exchangeRateAtStartDate =
-      exchangeRates[format(startDate, DATE_FORMAT)];
+      exchangeRates[currentSymbolItem.currency]?.[
+        format(startDate, DATE_FORMAT)
+      ];
 
     if (!exchangeRateAtStartDate) {
       Logger.error(

apps/api/src/services/exchange-rate-data/exchange-rate-data.service.ts

@@ -57,7 +57,7 @@ export class ExchangeRateDataService {
       [currency: string]: { [dateString: string]: number };
     } = {};
 
-    for (let currency of uniq(currencies)) {
+    for (let currency of currencies) {
       exchangeRatesByCurrency[currency] = await this.getExchangeRates({
         startDate,
         currencyFrom: currency,
@@ -83,129 +83,6 @@ export class ExchangeRateDataService {
     return exchangeRatesByCurrency;
   }
 
-  public async getExchangeRates({
-    currencyFrom,
-    currencyTo,
-    endDate = new Date(),
-    startDate
-  }: {
-    currencyFrom: string;
-    currencyTo: string;
-    endDate?: Date;
-    startDate: Date;
-  }) {
-    const dates = eachDayOfInterval({ end: endDate, start: startDate });
-    let factors: { [dateString: string]: number } = {};
-
-    if (currencyFrom === currencyTo) {
-      for (const date of dates) {
-        factors[format(date, DATE_FORMAT)] = 1;
-      }
-    } else {
-      const dataSource =
-        this.dataProviderService.getDataSourceForExchangeRates();
-      const symbol = `${currencyFrom}${currencyTo}`;
-
-      const marketData = await this.marketDataService.getRange({
-        dateQuery: { gte: startDate, lt: endDate },
-        uniqueAssets: [
-          {
-            dataSource,
-            symbol
-          }
-        ]
-      });
-
-      if (marketData?.length > 0) {
-        for (const { date, marketPrice } of marketData) {
-          factors[format(date, DATE_FORMAT)] = marketPrice;
-        }
-      } else {
-        // Calculate indirectly via base currency
-
-        let marketPriceBaseCurrencyFromCurrency: {
-          [dateString: string]: number;
-        } = {};
-        let 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({
-              dateQuery: { gte: startDate, lt: endDate },
-              uniqueAssets: [
-                {
-                  dataSource,
-                  symbol: `${DEFAULT_CURRENCY}${currencyFrom}`
-                }
-              ]
-            });
-
-            for (const { date, marketPrice } of marketData) {
-              marketPriceBaseCurrencyFromCurrency[format(date, DATE_FORMAT)] =
-                marketPrice;
-            }
-          }
-        } catch {}
-
-        try {
-          if (currencyTo === DEFAULT_CURRENCY) {
-            for (const date of dates) {
-              marketPriceBaseCurrencyToCurrency[format(date, DATE_FORMAT)] = 1;
-            }
-          } else {
-            const marketData = await this.marketDataService.getRange({
-              dateQuery: {
-                gte: startDate,
-                lt: endDate
-              },
-              uniqueAssets: [
-                {
-                  dataSource,
-                  symbol: `${DEFAULT_CURRENCY}${currencyTo}`
-                }
-              ]
-            });
-
-            for (const { date, marketPrice } of marketData) {
-              marketPriceBaseCurrencyToCurrency[format(date, DATE_FORMAT)] =
-                marketPrice;
-            }
-          }
-        } catch {}
-
-        for (const date of dates) {
-          try {
-            const factor =
-              (1 /
-                marketPriceBaseCurrencyFromCurrency[
-                  format(date, DATE_FORMAT)
-                ]) *
-              marketPriceBaseCurrencyToCurrency[format(date, DATE_FORMAT)];
-
-            factors[format(date, DATE_FORMAT)] = factor;
-          } catch {
-            Logger.error(
-              `No exchange rate has been found for ${currencyFrom}${currencyTo} at ${format(
-                date,
-                DATE_FORMAT
-              )}`,
-              'ExchangeRateDataService'
-            );
-          }
-        }
-      }
-    }
-
-    return factors;
-  }
-
   public hasCurrencyPair(currency1: string, currency2: string) {
     return this.currencyPairs.some(({ symbol }) => {
       return (
@@ -449,6 +326,129 @@ export class ExchangeRateDataService {
     return undefined;
   }
 
+  private async getExchangeRates({
+    currencyFrom,
+    currencyTo,
+    endDate = new Date(),
+    startDate
+  }: {
+    currencyFrom: string;
+    currencyTo: string;
+    endDate?: Date;
+    startDate: Date;
+  }) {
+    const dates = eachDayOfInterval({ end: endDate, start: startDate });
+    let factors: { [dateString: string]: number } = {};
+
+    if (currencyFrom === currencyTo) {
+      for (const date of dates) {
+        factors[format(date, DATE_FORMAT)] = 1;
+      }
+    } else {
+      const dataSource =
+        this.dataProviderService.getDataSourceForExchangeRates();
+      const symbol = `${currencyFrom}${currencyTo}`;
+
+      const marketData = await this.marketDataService.getRange({
+        dateQuery: { gte: startDate, lt: endDate },
+        uniqueAssets: [
+          {
+            dataSource,
+            symbol
+          }
+        ]
+      });
+
+      if (marketData?.length > 0) {
+        for (const { date, marketPrice } of marketData) {
+          factors[format(date, DATE_FORMAT)] = marketPrice;
+        }
+      } else {
+        // Calculate indirectly via base currency
+
+        let marketPriceBaseCurrencyFromCurrency: {
+          [dateString: string]: number;
+        } = {};
+        let 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({
+              dateQuery: { gte: startDate, lt: endDate },
+              uniqueAssets: [
+                {
+                  dataSource,
+                  symbol: `${DEFAULT_CURRENCY}${currencyFrom}`
+                }
+              ]
+            });
+
+            for (const { date, marketPrice } of marketData) {
+              marketPriceBaseCurrencyFromCurrency[format(date, DATE_FORMAT)] =
+                marketPrice;
+            }
+          }
+        } catch {}
+
+        try {
+          if (currencyTo === DEFAULT_CURRENCY) {
+            for (const date of dates) {
+              marketPriceBaseCurrencyToCurrency[format(date, DATE_FORMAT)] = 1;
+            }
+          } else {
+            const marketData = await this.marketDataService.getRange({
+              dateQuery: {
+                gte: startDate,
+                lt: endDate
+              },
+              uniqueAssets: [
+                {
+                  dataSource,
+                  symbol: `${DEFAULT_CURRENCY}${currencyTo}`
+                }
+              ]
+            });
+
+            for (const { date, marketPrice } of marketData) {
+              marketPriceBaseCurrencyToCurrency[format(date, DATE_FORMAT)] =
+                marketPrice;
+            }
+          }
+        } catch {}
+
+        for (const date of dates) {
+          try {
+            const factor =
+              (1 /
+                marketPriceBaseCurrencyFromCurrency[
+                  format(date, DATE_FORMAT)
+                ]) *
+              marketPriceBaseCurrencyToCurrency[format(date, DATE_FORMAT)];
+
+            factors[format(date, DATE_FORMAT)] = factor;
+          } catch {
+            Logger.error(
+              `No exchange rate has been found for ${currencyFrom}${currencyTo} at ${format(
+                date,
+                DATE_FORMAT
+              )}`,
+              'ExchangeRateDataService'
+            );
+          }
+        }
+      }
+    }
+
+    return factors;
+  }
+
   private async prepareCurrencies(): Promise<string[]> {
     let currencies: string[] = [];