Feature/refactor exchange rate service (#289)

* Refactor exchange rate service

* Update changelog

CHANGELOG.md

@@ -5,6 +5,12 @@ All notable changes to this project will be documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## Unreleased
+
+### Changed
+
+- Refactored the exchange rate service
+
 ## 1.37.0 - 13.08.2021
 
 ### Added

apps/api/src/app/symbol/interfaces/lookup-item.interface.ts

@@ -1,6 +1,7 @@
-import { DataSource } from '@prisma/client';
+import { Currency, DataSource } from '@prisma/client';
 
 export interface LookupItem {
+  currency: Currency;
   dataSource: DataSource;
   name: string;
   symbol: string;

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

@@ -39,6 +39,7 @@ export class SymbolService {
       const ghostfolioSymbolProfiles =
         await this.prismaService.symbolProfile.findMany({
           select: {
+            currency: true,
             dataSource: true,
             name: true,
             symbol: true

apps/api/src/services/data-provider.service.ts

@@ -1,3 +1,4 @@
+import { LookupItem } from '@ghostfolio/api/app/symbol/interfaces/lookup-item.interface';
 import {
   DATE_FORMAT,
   isGhostfolioScraperApiSymbol,
@@ -166,10 +167,19 @@ export class DataProviderService {
     return result;
   }
 
-  public async search(aSymbol: string) {
-    return this.getDataProvider(
+  public async search(aSymbol: string): Promise<{ items: LookupItem[] }> {
+    const { items } = await this.getDataProvider(
       <DataSource>this.configurationService.get('DATA_SOURCES')[0]
     ).search(aSymbol);
+
+    const filteredItems = items.filter((item) => {
+      // Only allow symbols with supported currency
+      return item.currency ? true : false;
+    });
+
+    return {
+      items: filteredItems
+    };
   }
 
   private getDataProvider(providerName: DataSource) {

apps/api/src/services/data-provider/ghostfolio-scraper-api/ghostfolio-scraper-api.service.ts

@@ -1,3 +1,4 @@
+import { LookupItem } from '@ghostfolio/api/app/symbol/interfaces/lookup-item.interface';
 import {
   DATE_FORMAT,
   getYesterday,
@@ -143,7 +144,7 @@ export class GhostfolioScraperApiService implements DataProviderInterface {
     return [];
   }
 
-  public async search(aSymbol: string) {
+  public async search(aSymbol: string): Promise<{ items: LookupItem[] }> {
     return { items: [] };
   }
 

apps/api/src/services/data-provider/rakuten-rapid-api/rakuten-rapid-api.service.ts

@@ -1,3 +1,4 @@
+import { LookupItem } from '@ghostfolio/api/app/symbol/interfaces/lookup-item.interface';
 import {
   DATE_FORMAT,
   getToday,
@@ -129,7 +130,7 @@ export class RakutenRapidApiService implements DataProviderInterface {
     return {};
   }
 
-  public async search(aSymbol: string) {
+  public async search(aSymbol: string): Promise<{ items: LookupItem[] }> {
     return { items: [] };
   }
 

apps/api/src/services/data-provider/yahoo-finance/yahoo-finance.service.ts

@@ -137,7 +137,7 @@ export class YahooFinanceService implements DataProviderInterface {
   }
 
   public async search(aSymbol: string): Promise<{ items: LookupItem[] }> {
-    let items = [];
+    let items: LookupItem[] = [];
 
     try {
       const get = bent(
@@ -180,15 +180,11 @@ export class YahooFinanceService implements DataProviderInterface {
             return symbol.includes(Currency.USD);
           }
 
-          if (!marketData[symbol]?.currency) {
-            // Only allow symbols with supported currency
-            return false;
-          }
-
           return true;
         })
         .map(({ longname, shortname, symbol }) => {
           return {
+            currency: marketData[symbol]?.currency,
             dataSource: DataSource.YAHOO,
             name: longname || shortname,
             symbol: convertFromYahooSymbol(symbol)

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

@@ -1,3 +1,4 @@
+import { currencyPairs } from '@ghostfolio/common/config';
 import { DATE_FORMAT, getYesterday } from '@ghostfolio/common/helper';
 import { Injectable } from '@nestjs/common';
 import { Currency } from '@prisma/client';
@@ -8,29 +9,27 @@ import { DataProviderService } from './data-provider.service';
 
 @Injectable()
 export class ExchangeRateDataService {
-  private currencies = {};
-  private pairs: string[] = [];
+  private currencyPairs: string[] = [];
+  private exchangeRates: { [currencyPair: string]: number } = {};
 
   public constructor(private dataProviderService: DataProviderService) {
     this.initialize();
   }
 
   public async initialize() {
-    this.pairs = [];
+    this.currencyPairs = [];
+    this.exchangeRates = {};
 
-    this.addPairs(Currency.CHF, Currency.EUR);
-    this.addPairs(Currency.CHF, Currency.GBP);
-    this.addPairs(Currency.CHF, Currency.USD);
-    this.addPairs(Currency.EUR, Currency.GBP);
-    this.addPairs(Currency.EUR, Currency.USD);
-    this.addPairs(Currency.GBP, Currency.USD);
+    for (const { currency1, currency2 } of currencyPairs) {
+      this.addCurrencyPairs(currency1, currency2);
+    }
 
     await this.loadCurrencies();
   }
 
   public async loadCurrencies() {
     const result = await this.dataProviderService.getHistorical(
-      this.pairs,
+      this.currencyPairs,
       'day',
       getYesterday(),
       getYesterday()
@@ -50,20 +49,21 @@ export class ExchangeRateDataService {
       };
     });
 
-    this.pairs.forEach((pair) => {
+    this.currencyPairs.forEach((pair) => {
       const [currency1, currency2] = pair.match(/.{1,3}/g);
       const date = format(getYesterday(), DATE_FORMAT);
 
-      this.currencies[pair] = resultExtended[pair]?.[date]?.marketPrice;
+      this.exchangeRates[pair] = resultExtended[pair]?.[date]?.marketPrice;
 
-      if (!this.currencies[pair]) {
+      if (!this.exchangeRates[pair]) {
         // Not found, calculate indirectly via USD
-        this.currencies[pair] =
+        this.exchangeRates[pair] =
           resultExtended[`${currency1}${Currency.USD}`]?.[date]?.marketPrice *
           resultExtended[`${Currency.USD}${currency2}`]?.[date]?.marketPrice;
 
         // Calculate the opposite direction
-        this.currencies[`${currency2}${currency1}`] = 1 / this.currencies[pair];
+        this.exchangeRates[`${currency2}${currency1}`] =
+          1 / this.exchangeRates[pair];
       }
     });
   }
@@ -73,7 +73,7 @@ export class ExchangeRateDataService {
     aFromCurrency: Currency,
     aToCurrency: Currency
   ) {
-    if (isNaN(this.currencies[`${Currency.USD}${Currency.CHF}`])) {
+    if (isNaN(this.exchangeRates[`${Currency.USD}${Currency.CHF}`])) {
       // Reinitialize if data is not loaded correctly
       this.initialize();
     }
@@ -81,7 +81,17 @@ export class ExchangeRateDataService {
     let factor = 1;
 
     if (aFromCurrency !== aToCurrency) {
-      factor = this.currencies[`${aFromCurrency}${aToCurrency}`];
+      if (this.exchangeRates[`${aFromCurrency}${aToCurrency}`]) {
+        factor = this.exchangeRates[`${aFromCurrency}${aToCurrency}`];
+      } else {
+        // Calculate indirectly via USD
+        const factor1 = this.exchangeRates[`${aFromCurrency}${Currency.USD}`];
+        const factor2 = this.exchangeRates[`${Currency.USD}${aToCurrency}`];
+
+        factor = factor1 * factor2;
+
+        this.exchangeRates[`${aFromCurrency}${aToCurrency}`] = factor;
+      }
     }
 
     if (isNumber(factor)) {
@@ -95,8 +105,8 @@ export class ExchangeRateDataService {
     return aValue;
   }
 
-  private addPairs(aCurrency1: Currency, aCurrency2: Currency) {
-    this.pairs.push(`${aCurrency1}${aCurrency2}`);
-    this.pairs.push(`${aCurrency2}${aCurrency1}`);
+  private addCurrencyPairs(aCurrency1: Currency, aCurrency2: Currency) {
+    this.currencyPairs.push(`${aCurrency1}${aCurrency2}`);
+    this.currencyPairs.push(`${aCurrency2}${aCurrency1}`);
   }
 }

libs/common/src/lib/config.ts

@@ -8,11 +8,23 @@ export const benchmarks: Partial<IDataGatheringItem>[] = [
   { dataSource: DataSource.YAHOO, symbol: 'VOO' }
 ];
 
-export const currencyPairs: Partial<IDataGatheringItem>[] = [
-  { dataSource: DataSource.YAHOO, symbol: `${Currency.USD}${Currency.EUR}` },
-  { dataSource: DataSource.YAHOO, symbol: `${Currency.USD}${Currency.GBP}` },
-  { dataSource: DataSource.YAHOO, symbol: `${Currency.USD}${Currency.CHF}` }
-];
+export const currencyPairs: Partial<
+  IDataGatheringItem & {
+    currency1: Currency;
+    currency2: Currency;
+  }
+>[] = Object.keys(Currency)
+  .filter((currency) => {
+    return currency !== Currency.USD;
+  })
+  .map((currency) => {
+    return {
+      currency1: Currency.USD,
+      currency2: Currency[currency],
+      dataSource: DataSource.YAHOO,
+      symbol: `${Currency.USD}${Currency[currency]}`
+    };
+  });
 
 export const ghostfolioScraperApiSymbolPrefix = '_GF_';
 export const ghostfolioCashSymbol = `${ghostfolioScraperApiSymbolPrefix}CASH`;