ghostfolio

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Author	SHA1	Message	Date
Anatoly Popov	158095c7c8	feat: support security from MOEX via MOEX api Justification My main portfolio is on MOEX, so I need a way to manage it. Ghostfolio looks cool but there's no way to proper manage assets on MOEX. So, first I've found `moex-iss-api` npm package. Turns out it needed some help, so couple of PR there. After that I was ready to work on ghostfolio. This commit implements full `DataProviderInterface` spec: - Disabled by default, so only those who need it would enabled it. - We `canHandle` all symbols - We aren't premium feature - `getQuotes`, `getHistorical` and `search` were pretty straightforward - `getTestSymbol` return `SBER` because if something happens to `SBER` stocks then MOEX would definetely doesn't matter anymore for sometime. - `getAssetProfile` and `getDividends` proved to be tricky to implement, so I'll cover them below separately. getAssetProfile Currency This is main method to get info about assets. Unfortunately, due to fall of USSR and ruble denomination in 1998, we have three currency tickers: 'RUR', 'SUR', 'RUB' For convenience we use 'RUB' instead of all of them. I don't see practical value to differentiate between them here, but I'm open to suggestions. Also, some of the tickers do not return currency in which they're listed on MOEX. Assumed that it's also 'RUB'. Name Every asset can have several things to identify it. And all of them are optional in MOEX API, except `secid` which is `Security ID`. So we use them for name in this order of preference: 1. Latin (usually English) name. 2. Latin short name. 3. Russian name. 4. Security ID. Country I try to detect country, parsing ISIN: first two letters should be country code. Sectors MOEX supports some industry related indices, so when we first encounter some symbol, I check whether it's in those indices and assign sectors accordingly. AssetClass and AssetSubClass At first, I was tempted to leave them empty, but finally decided to look into. I downloaded all asset types from MOEX and tried to best of my knowledge assign asset classes and subclasses. If I wasn't able to find proper relation, I left the cell empty. After that I took the table (you can check it in the comments in the code) and made `SecurityTypeMap` interface. getDividends MOEX API for dividends isn't documented at all (or probably I didn't find proper docs) and sometimes it doesn't return the newest dividends. Surprisingly, you can get dividends for MOEX-related assets from YAHOO, but the date can differ. So, there is heurestic implemented: if those date are no more than two days apart and payout is the same, then it's the exact same payout and we merge them. Signed-off-by: Anatoly Popov <me@aensidhe.ru>	8 months ago

Author

SHA1

Message

Date

Anatoly Popov

158095c7c8

feat: support security from MOEX via MOEX api

**Justification**

My main portfolio is on MOEX, so I need a way to manage it. Ghostfolio looks
cool but there's no way to proper manage assets on MOEX. So, first I've found
`moex-iss-api` npm package. Turns out it needed some help, so couple of PR
there. After that I was ready to work on ghostfolio.

This commit implements full `DataProviderInterface` spec:

- Disabled by default, so only those who need it would enabled it.
- We `canHandle` all symbols
- We aren't premium feature
- `getQuotes`, `getHistorical` and `search` were pretty straightforward
- `getTestSymbol` return `SBER` because if something happens to `SBER` stocks
  then MOEX would definetely doesn't matter anymore for sometime.
- `getAssetProfile` and `getDividends` proved to be tricky to implement, so
  I'll cover them below separately.

**getAssetProfile**

**Currency**

This is main method to get info about assets. Unfortunately, due to fall of
USSR and ruble denomination in 1998, we have three currency tickers: 'RUR',
'SUR', 'RUB' For convenience we use 'RUB' instead of all of them. I don't see
practical value to differentiate between them here, but I'm open to suggestions.
Also, some of the tickers do not return currency in which they're listed on
MOEX. Assumed that it's also 'RUB'.

**Name**

Every asset can have several things to identify it. And all of them are
optional in MOEX API, except `secid` which is `Security ID`. So we use them
for name in this order of preference:

1. Latin (usually English) name.
2. Latin short name.
3. Russian name.
4. Security ID.

**Country**

I try to detect country, parsing ISIN: first two letters should be country code.

**Sectors**

MOEX supports some industry related indices, so when we first encounter some
symbol, I check whether it's in those indices and assign sectors accordingly.

**AssetClass and AssetSubClass**

At first, I was tempted to leave them empty, but finally decided to look into.
I downloaded all asset types from MOEX and tried to best of my knowledge assign
asset classes and subclasses. If I wasn't able to find proper relation, I left
the cell empty. After that I took the table (you can check it in the comments
in the code) and made `SecurityTypeMap` interface.

**getDividends**

MOEX API for dividends isn't documented at all (or probably I didn't find
proper docs) and sometimes it doesn't return the newest dividends. Surprisingly,
you can get dividends for MOEX-related assets from YAHOO, but the date can
differ. So, there is heurestic implemented: if those date are no more than two
days apart and payout is the same, then it's the exact same payout and we
merge them.

Signed-off-by: Anatoly Popov <me@aensidhe.ru>

8 months ago

1 Commits (158095c7c814b47a7e0c5db5c8672a615ca858bf)