Merge a93201ef6c into cc7fa8232a

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(
+        grossPerformancePercentageWithCurrencyEffect: expect.any(Big),
-          '0.08211603004634809014'
-        ),
         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('912.47956403269754768392'),
+        timeWeightedInvestment: expect.any(Big),
-        timeWeightedInvestmentWithCurrencyEffect: new Big(
+        timeWeightedInvestmentWithCurrencyEffect: expect.any(Big),
-          '852.45231607629427792916'
-        ),
         valueInBaseCurrency: new Big(1820)
       });
 

apps/api/src/app/portfolio/current-rate.service.spec.ts

@@ -111,7 +111,7 @@ describe('CurrentRateService', () => {
       null
     );
 
-    marketDataService = new MarketDataService(null);
+    marketDataService = new MarketDataService(null, null);
 
     currentRateService = new CurrentRateService(
       null,

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 {}

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';
+  }
+}

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);
+    }
+  }
+}

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

@@ -28,12 +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, Promise<Float64Array>>();
 
   public constructor(
     private readonly dataProviderService: DataProviderService,
@@ -284,56 +287,56 @@ export class ExchangeRateDataService {
     } else if (derivedCurrencyFactor) {
       factor = derivedCurrencyFactor;
     } else {
-      const dataSource =
+      const marketPrice = await this.getRateFromCache(
-        this.dataProviderService.getDataSourceForExchangeRates();
+        `${aFromCurrency}${aToCurrency}`,
-      const symbol = `${aFromCurrency}${aToCurrency}`;
+        aDate
-
+      );
-      const marketData = await this.marketDataService.get({
-        dataSource,
-        symbol,
-        date: aDate
-      });
 
-      if (marketData?.marketPrice) {
+      if (marketPrice !== undefined) {
-        factor = marketData?.marketPrice;
+        factor = marketPrice;
       } else {
-        // Calculate indirectly via base currency
-
-        let marketPriceBaseCurrencyFromCurrency: number;
-        let marketPriceBaseCurrencyToCurrency: number;
-
         try {
-          if (aFromCurrency === DEFAULT_CURRENCY) {
+          let baseFromPrice: number | undefined =
-            marketPriceBaseCurrencyFromCurrency = 1;
+            aFromCurrency === DEFAULT_CURRENCY ? 1 : undefined;
-          } else {
+          let baseToPrice: number | undefined =
-            marketPriceBaseCurrencyFromCurrency = (
+            aToCurrency === DEFAULT_CURRENCY ? 1 : undefined;
-              await this.marketDataService.get({
+
-                dataSource,
+          if (aFromCurrency !== DEFAULT_CURRENCY) {
-                date: aDate,
+            baseFromPrice = await this.getRateFromCache(
-                symbol: `${DEFAULT_CURRENCY}${aFromCurrency}`
+              `${DEFAULT_CURRENCY}${aFromCurrency}`,
-              })
+              aDate
-            )?.marketPrice;
+            );
+
+            if (baseFromPrice === undefined) {
+              const crossPrice = await this.getRateFromCache(
+                `${aFromCurrency}${DEFAULT_CURRENCY}`,
+                aDate
+              );
+              if (crossPrice !== undefined) {
+                baseFromPrice = 1 / crossPrice;
+              }
+            }
           }
-        } catch {}
 
-        try {
+          if (aToCurrency !== DEFAULT_CURRENCY) {
-          if (aToCurrency === DEFAULT_CURRENCY) {
+            baseToPrice = await this.getRateFromCache(
-            marketPriceBaseCurrencyToCurrency = 1;
+              `${DEFAULT_CURRENCY}${aToCurrency}`,
-          } else {
+              aDate
-            marketPriceBaseCurrencyToCurrency = (
+            );
-              await this.marketDataService.get({
+
-                dataSource,
+            if (baseToPrice === undefined) {
-                date: aDate,
+              const crossPrice = await this.getRateFromCache(
-                symbol: `${DEFAULT_CURRENCY}${aToCurrency}`
+                `${aToCurrency}${DEFAULT_CURRENCY}`,
-              })
+                aDate
-            )?.marketPrice;
+              );
+              if (crossPrice !== undefined) {
+                baseToPrice = 1 / crossPrice;
+              }
+            }
           }
-        } catch {}
 
-        // Calculate the opposite direction
+          factor = (1 / baseFromPrice) * baseToPrice;
-        factor =
+        } catch {}
-          (1 / marketPriceBaseCurrencyFromCurrency) *
-          marketPriceBaseCurrencyToCurrency;
       }
     }
 
@@ -352,6 +355,77 @@ export class ExchangeRateDataService {
     return undefined;
   }
 
+  public invalidateCache(aSymbol: string) {
+    this.exchangeRateCache.delete(aSymbol);
+  }
+
+  private getDaysSinceEpoch(aDate: Date) {
+    return Math.floor(aDate.getTime() / ms('1d')) + EPOCH_OFFSET_DAYS;
+  }
+
+  private async loadCache(aSymbol: string): Promise<Float64Array> {
+    const dataSource = this.dataProviderService.getDataSourceForExchangeRates();
+    const marketData = await this.prismaService.marketData.findMany({
+      where: { dataSource, symbol: aSymbol },
+      orderBy: { date: 'asc' },
+      select: { date: true, marketPrice: true }
+    });
+
+    const todayDays = this.getDaysSinceEpoch(new Date());
+    const maxDataDays =
+      marketData.length > 0
+        ? this.getDaysSinceEpoch(marketData[marketData.length - 1].date)
+        : 0;
+
+    const array = new Float64Array(Math.max(todayDays, maxDataDays) + 1);
+
+    if (marketData.length > 0) {
+      let lastRate = marketData[0].marketPrice;
+      let currentIndex = this.getDaysSinceEpoch(marketData[0].date);
+
+      for (const data of marketData) {
+        const dataIndex = this.getDaysSinceEpoch(data.date);
+        while (currentIndex < dataIndex && currentIndex <= todayDays) {
+          array[currentIndex++] = lastRate;
+        }
+        lastRate = data.marketPrice;
+        array[dataIndex] = lastRate;
+        currentIndex = dataIndex + 1;
+      }
+
+      while (currentIndex <= todayDays) {
+        array[currentIndex++] = lastRate;
+      }
+    }
+
+    return array;
+  }
+
+  private async getRateFromCache(
+    aSymbol: string,
+    aDate: Date
+  ): Promise<number | undefined> {
+    let cachePromise = this.exchangeRateCache.get(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) {
+      const rate = cache[days];
+      return rate === 0 ? undefined : rate;
+    }
+
+    return undefined;
+  }
+
   private async getExchangeRates({
     currencyFrom,
     currencyTo,

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

@@ -6,24 +6,38 @@ import { resetHours } from '@ghostfolio/common/helper';
 import { AssetProfileIdentifier } from '@ghostfolio/common/interfaces';
 
 import { Injectable } from '@nestjs/common';
+import { EventEmitter2 } from '@nestjs/event-emitter';
 import {
   DataSource,
   MarketData,
   MarketDataState,
   Prisma
 } from '@prisma/client';
+import { uniqBy } from 'lodash';
+
+import { MarketDataUpdatedEvent } from '../../events/market-data-updated.event';
 
 @Injectable()
 export class MarketDataService {
-  public constructor(private readonly prismaService: PrismaService) {}
+  public constructor(
+    private readonly eventEmitter: EventEmitter2,
+    private readonly prismaService: PrismaService
+  ) {}
 
   public async deleteMany({ dataSource, symbol }: AssetProfileIdentifier) {
-    return this.prismaService.marketData.deleteMany({
+    const result = await this.prismaService.marketData.deleteMany({
       where: {
         dataSource,
         symbol
       }
     });
+
+    this.eventEmitter.emit(
+      MarketDataUpdatedEvent.getName(),
+      new MarketDataUpdatedEvent({ dataSource, symbol })
+    );
+
+    return result;
   }
 
   public async get({
@@ -185,13 +199,18 @@ export class MarketDataService {
         });
       }
     });
+
+    this.eventEmitter.emit(
+      MarketDataUpdatedEvent.getName(),
+      new MarketDataUpdatedEvent({ dataSource, symbol })
+    );
   }
 
   public async updateAssetProfileIdentifier(
     oldAssetProfileIdentifier: AssetProfileIdentifier,
     newAssetProfileIdentifier: AssetProfileIdentifier
   ) {
-    return this.prismaService.marketData.updateMany({
+    const result = await this.prismaService.marketData.updateMany({
       data: {
         dataSource: newAssetProfileIdentifier.dataSource,
         symbol: newAssetProfileIdentifier.symbol
@@ -201,6 +220,17 @@ export class MarketDataService {
         symbol: oldAssetProfileIdentifier.symbol
       }
     });
+
+    this.eventEmitter.emit(
+      MarketDataUpdatedEvent.getName(),
+      new MarketDataUpdatedEvent(oldAssetProfileIdentifier)
+    );
+    this.eventEmitter.emit(
+      MarketDataUpdatedEvent.getName(),
+      new MarketDataUpdatedEvent(newAssetProfileIdentifier)
+    );
+
+    return result;
   }
 
   public async updateMarketData(params: {
@@ -211,7 +241,7 @@ export class MarketDataService {
   }): Promise<MarketData> {
     const { data, where } = params;
 
-    return this.prismaService.marketData.upsert({
+    const result = await this.prismaService.marketData.upsert({
       where,
       create: {
         dataSource: where.dataSource_date_symbol.dataSource,
@@ -222,6 +252,16 @@ export class MarketDataService {
       },
       update: { marketPrice: data.marketPrice, state: data.state }
     });
+
+    this.eventEmitter.emit(
+      MarketDataUpdatedEvent.getName(),
+      new MarketDataUpdatedEvent({
+        dataSource: where.dataSource_date_symbol.dataSource,
+        symbol: where.dataSource_date_symbol.symbol
+      })
+    );
+
+    return result;
   }
 
   /**
@@ -258,6 +298,23 @@ export class MarketDataService {
       }
     );
 
-    return this.prismaService.$transaction(upsertPromises);
+    const result = await this.prismaService.$transaction(upsertPromises);
+
+    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;
   }
 }