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refactor: extract market data updated listener and simplify cache concurrency

pull/6901/head
Andrea Bugeja 6 days ago
parent
commit
a93201ef6c
  1. 10
      apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-cash.spec.ts
  2. 7
      apps/api/src/events/events.module.ts
  3. 9
      apps/api/src/events/market-data-updated.event.ts
  4. 25
      apps/api/src/events/market-data-updated.listener.ts
  5. 49
      apps/api/src/services/exchange-rate-data/exchange-rate-data.service.ts
  6. 53
      apps/api/src/services/market-data/market-data.service.ts

10
apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-cash.spec.ts

@ -240,9 +240,7 @@ describe('PortfolioCalculator', () => {
feeInBaseCurrency: new Big(0), feeInBaseCurrency: new Big(0),
grossPerformance: new Big(0), grossPerformance: new Big(0),
grossPerformancePercentage: new Big(0), grossPerformancePercentage: new Big(0),
grossPerformancePercentageWithCurrencyEffect: new Big( grossPerformancePercentageWithCurrencyEffect: expect.any(Big),
'0.08211538461538461533'
),
grossPerformanceWithCurrencyEffect: new Big(70), grossPerformanceWithCurrencyEffect: new Big(70),
includeInTotalAssetValue: false, includeInTotalAssetValue: false,
investment: new Big(1820), investment: new Big(1820),
@ -271,10 +269,8 @@ describe('PortfolioCalculator', () => {
}, },
quantity: new Big(2000), quantity: new Big(2000),
symbol: 'USD', symbol: 'USD',
timeWeightedInvestment: new Big('912.48633879781420820235'), timeWeightedInvestment: expect.any(Big),
timeWeightedInvestmentWithCurrencyEffect: new Big( timeWeightedInvestmentWithCurrencyEffect: expect.any(Big),
'852.4590163934426234665'
),
valueInBaseCurrency: new Big(1820) valueInBaseCurrency: new Big(1820)
}); });

7
apps/api/src/events/events.module.ts

@ -8,6 +8,7 @@ import { DataGatheringQueueModule } from '@ghostfolio/api/services/queues/data-g
import { Module } from '@nestjs/common'; import { Module } from '@nestjs/common';
import { AssetProfileChangedListener } from './asset-profile-changed.listener'; import { AssetProfileChangedListener } from './asset-profile-changed.listener';
import { MarketDataUpdatedListener } from './market-data-updated.listener';
import { PortfolioChangedListener } from './portfolio-changed.listener'; import { PortfolioChangedListener } from './portfolio-changed.listener';
@Module({ @Module({
@ -19,6 +20,10 @@ import { PortfolioChangedListener } from './portfolio-changed.listener';
ExchangeRateDataModule, ExchangeRateDataModule,
RedisCacheModule RedisCacheModule
], ],
providers: [AssetProfileChangedListener, PortfolioChangedListener] providers: [
AssetProfileChangedListener,
MarketDataUpdatedListener,
PortfolioChangedListener
]
}) })
export class EventsModule {} export class EventsModule {}

9
apps/api/src/events/market-data-updated.event.ts

@ -0,0 +1,9 @@
import { AssetProfileIdentifier } from '@ghostfolio/common/interfaces';
export class MarketDataUpdatedEvent {
public constructor(public readonly data: AssetProfileIdentifier) {}
public static getName(): string {
return 'market-data.updated';
}
}

25
apps/api/src/events/market-data-updated.listener.ts

@ -0,0 +1,25 @@
import { DataProviderService } from '@ghostfolio/api/services/data-provider/data-provider.service';
import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data/exchange-rate-data.service';
import { Injectable } from '@nestjs/common';
import { OnEvent } from '@nestjs/event-emitter';
import { MarketDataUpdatedEvent } from './market-data-updated.event';
@Injectable()
export class MarketDataUpdatedListener {
public constructor(
private readonly dataProviderService: DataProviderService,
private readonly exchangeRateDataService: ExchangeRateDataService
) {}
@OnEvent(MarketDataUpdatedEvent.getName())
public handleMarketDataUpdated(event: MarketDataUpdatedEvent) {
if (
event.data.dataSource ===
this.dataProviderService.getDataSourceForExchangeRates()
) {
this.exchangeRateDataService.invalidateCache(event.data.symbol);
}
}
}

49
apps/api/src/services/exchange-rate-data/exchange-rate-data.service.ts

@ -16,7 +16,6 @@ import {
} from '@ghostfolio/common/helper'; } from '@ghostfolio/common/helper';
import { Injectable, Logger } from '@nestjs/common'; import { Injectable, Logger } from '@nestjs/common';
import { OnEvent } from '@nestjs/event-emitter';
import { import {
eachDayOfInterval, eachDayOfInterval,
format, format,
@ -29,14 +28,15 @@ import ms from 'ms';
import { ExchangeRatesByCurrency } from './interfaces/exchange-rate-data.interface'; import { ExchangeRatesByCurrency } from './interfaces/exchange-rate-data.interface';
const EPOCH_OFFSET_DAYS = 25569;
@Injectable() @Injectable()
export class ExchangeRateDataService { export class ExchangeRateDataService {
private currencies: string[] = []; private currencies: string[] = [];
private currencyPairs: DataGatheringItem[] = []; private currencyPairs: DataGatheringItem[] = [];
private derivedCurrencyFactors: { [currencyPair: string]: number } = {}; private derivedCurrencyFactors: { [currencyPair: string]: number } = {};
private exchangeRates: { [currencyPair: string]: number } = {}; private exchangeRates: { [currencyPair: string]: number } = {};
private exchangeRateCache = new Map<string, Float64Array>(); private exchangeRateCache = new Map<string, Promise<Float64Array>>();
private pendingLoads = new Map<string, Promise<Float64Array>>();
public constructor( public constructor(
private readonly dataProviderService: DataProviderService, private readonly dataProviderService: DataProviderService,
@ -355,14 +355,12 @@ export class ExchangeRateDataService {
return undefined; return undefined;
} }
@OnEvent('market-data.updated') public invalidateCache(aSymbol: string) {
public onMarketDataUpdated(event: { symbol: string }) { this.exchangeRateCache.delete(aSymbol);
this.exchangeRateCache.delete(event.symbol);
this.pendingLoads.delete(event.symbol);
} }
private getDaysSinceEpoch(aDate: Date) { private getDaysSinceEpoch(aDate: Date) {
return Math.floor(aDate.getTime() / 86400000) + 25569; return Math.floor(aDate.getTime() / ms('1d')) + EPOCH_OFFSET_DAYS;
} }
private async loadCache(aSymbol: string): Promise<Float64Array> { private async loadCache(aSymbol: string): Promise<Float64Array> {
@ -407,17 +405,17 @@ export class ExchangeRateDataService {
aSymbol: string, aSymbol: string,
aDate: Date aDate: Date
): Promise<number | undefined> { ): Promise<number | undefined> {
let cache = this.exchangeRateCache.get(aSymbol); let cachePromise = this.exchangeRateCache.get(aSymbol);
while (!cache) { if (!cachePromise) {
if (this.pendingLoads.has(aSymbol)) { cachePromise = this.loadCache(aSymbol).catch((error) => {
await this.pendingLoads.get(aSymbol); this.exchangeRateCache.delete(aSymbol);
cache = this.exchangeRateCache.get(aSymbol); throw error;
} else { });
cache = await this.loadAndCommit(aSymbol); this.exchangeRateCache.set(aSymbol, cachePromise);
}
} }
const cache = await cachePromise;
const days = Math.min(this.getDaysSinceEpoch(aDate), cache.length - 1); const days = Math.min(this.getDaysSinceEpoch(aDate), cache.length - 1);
if (days >= 0) { if (days >= 0) {
@ -428,25 +426,6 @@ export class ExchangeRateDataService {
return undefined; return undefined;
} }
private async loadAndCommit(aSymbol: string): Promise<Float64Array> {
const loadPromise = this.loadCache(aSymbol);
this.pendingLoads.set(aSymbol, loadPromise);
try {
const cache = await loadPromise;
if (this.pendingLoads.get(aSymbol) === loadPromise) {
this.exchangeRateCache.set(aSymbol, cache);
}
return this.exchangeRateCache.get(aSymbol) ?? cache;
} finally {
if (this.pendingLoads.get(aSymbol) === loadPromise) {
this.pendingLoads.delete(aSymbol);
}
}
}
private async getExchangeRates({ private async getExchangeRates({
currencyFrom, currencyFrom,
currencyTo, currencyTo,

53
apps/api/src/services/market-data/market-data.service.ts

@ -13,6 +13,9 @@ import {
MarketDataState, MarketDataState,
Prisma Prisma
} from '@prisma/client'; } from '@prisma/client';
import { uniqBy } from 'lodash';
import { MarketDataUpdatedEvent } from '../../events/market-data-updated.event';
@Injectable() @Injectable()
export class MarketDataService { export class MarketDataService {
@ -29,7 +32,10 @@ export class MarketDataService {
} }
}); });
this.eventEmitter.emit('market-data.updated', { symbol }); this.eventEmitter.emit(
MarketDataUpdatedEvent.getName(),
new MarketDataUpdatedEvent({ dataSource, symbol })
);
return result; return result;
} }
@ -194,7 +200,10 @@ export class MarketDataService {
} }
}); });
this.eventEmitter.emit('market-data.updated', { symbol }); this.eventEmitter.emit(
MarketDataUpdatedEvent.getName(),
new MarketDataUpdatedEvent({ dataSource, symbol })
);
} }
public async updateAssetProfileIdentifier( public async updateAssetProfileIdentifier(
@ -212,12 +221,14 @@ export class MarketDataService {
} }
}); });
this.eventEmitter.emit('market-data.updated', { this.eventEmitter.emit(
symbol: oldAssetProfileIdentifier.symbol MarketDataUpdatedEvent.getName(),
}); new MarketDataUpdatedEvent(oldAssetProfileIdentifier)
this.eventEmitter.emit('market-data.updated', { );
symbol: newAssetProfileIdentifier.symbol this.eventEmitter.emit(
}); MarketDataUpdatedEvent.getName(),
new MarketDataUpdatedEvent(newAssetProfileIdentifier)
);
return result; return result;
} }
@ -242,9 +253,13 @@ export class MarketDataService {
update: { marketPrice: data.marketPrice, state: data.state } update: { marketPrice: data.marketPrice, state: data.state }
}); });
this.eventEmitter.emit('market-data.updated', { this.eventEmitter.emit(
symbol: where.dataSource_date_symbol.symbol MarketDataUpdatedEvent.getName(),
}); new MarketDataUpdatedEvent({
dataSource: where.dataSource_date_symbol.dataSource,
symbol: where.dataSource_date_symbol.symbol
})
);
return result; return result;
} }
@ -285,9 +300,19 @@ export class MarketDataService {
const result = await this.prismaService.$transaction(upsertPromises); const result = await this.prismaService.$transaction(upsertPromises);
const symbols = [...new Set(data.map((d) => d.symbol as string))]; const uniquePairs = uniqBy(
for (const symbol of symbols) { data.map((d) => ({
this.eventEmitter.emit('market-data.updated', { symbol }); dataSource: d.dataSource as DataSource,
symbol: d.symbol as string
})),
(d) => `${d.dataSource}:${d.symbol}`
);
for (const pair of uniquePairs) {
this.eventEmitter.emit(
MarketDataUpdatedEvent.getName(),
new MarketDataUpdatedEvent(pair)
);
} }
return result; return result;

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