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Set monthly granulary for fx rates

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natsoni 2024-03-11 15:27:43 +01:00
parent 8e158e1786
commit 669cf59269
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3 changed files with 49 additions and 39 deletions
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26
backend/src/repositories/PricesRepository.ts
View File

@ -329,24 +329,18 @@ class PricesRepository {
throw Error(`Cannot get single historical price from the database`);
}
let pricesUsedForExchangeRates; // If we don't have a fx API key, we need to use the latest prices to compute the exchange rates
if (!config.FIAT_PRICE.API_KEY) {
const [latestPrices] = await DB.query(`
SELECT ${ApiPriceFields}
FROM prices
ORDER BY time DESC
LIMIT 1
`);
if (!Array.isArray(latestPrices)) {
throw Error(`Cannot get single historical price from the database`);
}
pricesUsedForExchangeRates = latestPrices[0] as ApiPrice;
} else {
pricesUsedForExchangeRates = rates[0] as ApiPrice;
}
const [latestPrices] = await DB.query(`
SELECT ${ApiPriceFields}
FROM prices
ORDER BY time DESC
LIMIT 1
`);
if (!Array.isArray(latestPrices)) {
throw Error(`Cannot get single historical price from the database`);
}
// Compute fiat exchange rates
let latestPrice = pricesUsedForExchangeRates;
let latestPrice = latestPrices[0] as ApiPrice;
if (!latestPrice || latestPrice.USD === -1) {
latestPrice = priceUpdater.getEmptyPricesObj();
}

1
backend/src/tasks/price-feeds/free-currency-api.ts
View File

@ -33,6 +33,7 @@ const emptyRates = {
SGD: -1,
THB: -1,
TRY: -1,
USD: -1,
ZAR: -1,
};

61
backend/src/tasks/price-updater.ts
View File

@ -26,8 +26,8 @@ export interface PriceHistory {
export interface ConversionFeed {
$getQuota(): Promise<any>;
$fetchLatestConversionRates(): Promise<any>;
$fetchConversionRates(date: string): Promise<any>;
$fetchLatestConversionRates(): Promise<ConversionRates>;
$fetchConversionRates(date: string): Promise<ConversionRates>;
}
export interface ConversionRates {
@ -46,6 +46,7 @@ class PriceUpdater {
public historyInserted = false;
private additionalCurrenciesHistoryInserted = false;
private additionalCurrenciesHistoryRunning = false;
private lastFailedHistoricalRun = 0;
private timeBetweenUpdatesMs = 360_0000 / config.MEMPOOL.PRICE_UPDATES_PER_HOUR;
private cyclePosition = -1;
private firstRun = true;
@ -146,6 +147,11 @@ class PriceUpdater {
this.additionalCurrenciesHistoryInserted = false;
}
if (this.lastFailedHistoricalRun > 0 && (Math.round(new Date().getTime() / 1000) - this.lastFailedHistoricalRun) > 60) {
// If the last attempt to insert missing prices failed, we try again after 60 seconds
this.additionalCurrenciesHistoryInserted = false;
}
if (config.FIAT_PRICE.API_KEY && this.currencyConversionFeed && (Math.round(new Date().getTime() / 1000) - this.lastTimeConversionsRatesFetched) > 3600 * 24) {
// Once a day, fetch conversion rates from api: we don't need more granularity for fiat currencies and have a limited number of requests
try {
@ -165,6 +171,7 @@ class PriceUpdater {
if (this.additionalCurrenciesHistoryInserted === false && config.DATABASE.ENABLED === true && config.FIAT_PRICE.API_KEY && !this.additionalCurrenciesHistoryRunning) {
await this.$insertMissingAdditionalPrices();
}
} catch (e: any) {
logger.err(`Cannot save BTC prices in db. Reason: ${e instanceof Error ? e.message : e}`, logger.tags.mining);
}
@ -393,46 +400,53 @@ class PriceUpdater {
* We calculate the additional prices from the USD price and the conversion rates
*/
private async $insertMissingAdditionalPrices(): Promise<void> {
this.additionalCurrenciesHistoryRunning = true;
this.lastFailedHistoricalRun = 0;
const priceTimesToFill = await PricesRepository.$getPricesTimesWithMissingFields();
if (priceTimesToFill.length === 0) {
return;
}
try {
const remainingQuota = await this.currencyConversionFeed?.$getQuota();
if (remainingQuota['month']['remaining'] < 500) { // We need some calls left for the daily updates
logger.debug(`Not enough currency API credit to insert missing prices in ${priceTimesToFill.length} rows (${remainingQuota['month']['remaining']} calls left).`, logger.tags.mining);
this.additionalCurrenciesHistoryInserted = true; // Do not try again until next day
return;
}
} catch (e) {
logger.err(`Cannot fetch currency API credit, insertion of missing prices aborted. Reason: ${(e instanceof Error ? e.message : e)}`);
return;
}
this.additionalCurrenciesHistoryRunning = true;
logger.debug(`Fetching missing conversion rates from external API to fill ${priceTimesToFill.length} rows`, logger.tags.mining);
let conversionRates: { [timestamp: number]: ConversionRates } = {};
let totalInserted = 0;
let requestCounter = 0;
for (const priceTime of priceTimesToFill) {
for (let i = 0; i < priceTimesToFill.length; i++) {
const priceTime = priceTimesToFill[i];
const missingLegacyCurrencies = this.getMissingLegacyCurrencies(priceTime); // In the case a legacy currency (EUR, GBP, CAD, CHF, AUD, JPY)
const year = new Date(priceTime.time * 1000).getFullYear(); // is missing, we use the same process as for the new currencies
const yearTimestamp = new Date(year, 0, 1).getTime() / 1000;
if (conversionRates[yearTimestamp] === undefined) {
try {
if (requestCounter >= 10) {
await new Promise(resolve => setTimeout(resolve, 60_000)); // avoid getting 429'd
requestCounter = 0;
}
conversionRates[yearTimestamp] = await this.currencyConversionFeed?.$fetchConversionRates(`${year}-01-01`);
++requestCounter;
} catch (e) {
logger.err(`Cannot fetch conversion rates from the API for year ${year}. Reason: ${(e instanceof Error ? e.message : e)}`);
const month = new Date(priceTime.time * 1000).getMonth();
const yearMonthTimestamp = new Date(year, month, 1).getTime() / 1000;
if (conversionRates[yearMonthTimestamp] === undefined) {
conversionRates[yearMonthTimestamp] = await this.currencyConversionFeed?.$fetchConversionRates(`${year}-${month + 1 < 10 ? `0${month + 1}` : `${month + 1}`}-01`) || { USD: -1 };
if (conversionRates[yearMonthTimestamp]['USD'] < 0) {
logger.err(`Cannot fetch conversion rates from the API for ${year}-${month + 1 < 10 ? `0${month + 1}` : `${month + 1}`}-01. Aborting insertion of missing prices.`, logger.tags.mining);
this.lastFailedHistoricalRun = Math.round(new Date().getTime() / 1000);
break;
}
}
if (conversionRates[yearTimestamp] === undefined) {
continue;
}
const prices: ApiPrice = this.getEmptyPricesObj();
let willInsert = false;
for (const conversionCurrency of this.newCurrencies.concat(missingLegacyCurrencies)) {
if (conversionRates[yearTimestamp][conversionCurrency] > 0 && priceTime.USD * conversionRates[yearTimestamp][conversionCurrency] < MAX_PRICES[conversionCurrency]) {
prices[conversionCurrency] = year >= 2013 ? Math.round(priceTime.USD * conversionRates[yearTimestamp][conversionCurrency]) : Math.round(priceTime.USD * conversionRates[yearTimestamp][conversionCurrency] * 100) / 100;
if (conversionRates[yearMonthTimestamp][conversionCurrency] > 0 && priceTime.USD * conversionRates[yearMonthTimestamp][conversionCurrency] < MAX_PRICES[conversionCurrency]) {
prices[conversionCurrency] = year >= 2013 ? Math.round(priceTime.USD * conversionRates[yearMonthTimestamp][conversionCurrency]) : Math.round(priceTime.USD * conversionRates[yearMonthTimestamp][conversionCurrency] * 100) / 100;
willInsert = true;
} else {
prices[conversionCurrency] = 0;
}
}
@ -441,6 +455,7 @@ class PriceUpdater {
++totalInserted;
}
}
logger.debug(`Inserted ${totalInserted} missing additional currency prices into the db`, logger.tags.mining);
this.additionalCurrenciesHistoryInserted = true;
this.additionalCurrenciesHistoryRunning = false;