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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. 51
      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),
grossPerformance: new Big(0),
grossPerformancePercentage: new Big(0),
grossPerformancePercentageWithCurrencyEffect: new Big(
'0.08211538461538461533'
),
grossPerformancePercentageWithCurrencyEffect: expect.any(Big),
grossPerformanceWithCurrencyEffect: new Big(70),
includeInTotalAssetValue: false,
investment: new Big(1820),
@ -271,10 +269,8 @@ describe('PortfolioCalculator', () => {
},
quantity: new Big(2000),
symbol: 'USD',
timeWeightedInvestment: new Big('912.48633879781420820235'),
timeWeightedInvestmentWithCurrencyEffect: new Big(
'852.4590163934426234665'
),
timeWeightedInvestment: expect.any(Big),
timeWeightedInvestmentWithCurrencyEffect: expect.any(Big),
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 { AssetProfileChangedListener } from './asset-profile-changed.listener';
import { MarketDataUpdatedListener } from './market-data-updated.listener';
import { PortfolioChangedListener } from './portfolio-changed.listener';
@Module({
@ -19,6 +20,10 @@ import { PortfolioChangedListener } from './portfolio-changed.listener';
ExchangeRateDataModule,
RedisCacheModule
],
providers: [AssetProfileChangedListener, PortfolioChangedListener]
providers: [
AssetProfileChangedListener,
MarketDataUpdatedListener,
PortfolioChangedListener
]
})
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';
import { Injectable, Logger } from '@nestjs/common';
import { OnEvent } from '@nestjs/event-emitter';
import {
eachDayOfInterval,
format,
@ -29,14 +28,15 @@ import ms from 'ms';
import { ExchangeRatesByCurrency } from './interfaces/exchange-rate-data.interface';
const EPOCH_OFFSET_DAYS = 25569;
@Injectable()
export class ExchangeRateDataService {
private currencies: string[] = [];
private currencyPairs: DataGatheringItem[] = [];
private derivedCurrencyFactors: { [currencyPair: string]: number } = {};
private exchangeRates: { [currencyPair: string]: number } = {};
private exchangeRateCache = new Map<string, Float64Array>();
private pendingLoads = new Map<string, Promise<Float64Array>>();
private exchangeRateCache = new Map<string, Promise<Float64Array>>();
public constructor(
private readonly dataProviderService: DataProviderService,
@ -355,14 +355,12 @@ export class ExchangeRateDataService {
return undefined;
}
@OnEvent('market-data.updated')
public onMarketDataUpdated(event: { symbol: string }) {
this.exchangeRateCache.delete(event.symbol);
this.pendingLoads.delete(event.symbol);
public invalidateCache(aSymbol: string) {
this.exchangeRateCache.delete(aSymbol);
}
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> {
@ -407,17 +405,17 @@ export class ExchangeRateDataService {
aSymbol: string,
aDate: Date
): Promise<number | undefined> {
let cache = this.exchangeRateCache.get(aSymbol);
let cachePromise = this.exchangeRateCache.get(aSymbol);
while (!cache) {
if (this.pendingLoads.has(aSymbol)) {
await this.pendingLoads.get(aSymbol);
cache = this.exchangeRateCache.get(aSymbol);
} else {
cache = await this.loadAndCommit(aSymbol);
}
if (!cachePromise) {
cachePromise = this.loadCache(aSymbol).catch((error) => {
this.exchangeRateCache.delete(aSymbol);
throw error;
});
this.exchangeRateCache.set(aSymbol, cachePromise);
}
const cache = await cachePromise;
const days = Math.min(this.getDaysSinceEpoch(aDate), cache.length - 1);
if (days >= 0) {
@ -428,25 +426,6 @@ export class ExchangeRateDataService {
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({
currencyFrom,
currencyTo,

51
apps/api/src/services/market-data/market-data.service.ts

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

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