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

import { ConfigurationService } from '@ghostfolio/api/services/configuration/configuration.service';
import { DataProviderService } from '@ghostfolio/api/services/data-provider/data-provider.service';
import { IDataGatheringItem } from '@ghostfolio/api/services/interfaces/interfaces';
import { MarketDataService } from '@ghostfolio/api/services/market-data/market-data.service';
import { PrismaService } from '@ghostfolio/api/services/prisma/prisma.service';
import { PropertyService } from '@ghostfolio/api/services/property/property.service';
import { PROPERTY_CURRENCIES } from '@ghostfolio/common/config';
import { DATE_FORMAT, getYesterday } from '@ghostfolio/common/helper';
import { Injectable, Logger } from '@nestjs/common';
import { format, isToday } from 'date-fns';
import { isNumber, uniq } from 'lodash';

@Injectable()
export class ExchangeRateDataService {
  private baseCurrency: string;
  private currencies: string[] = [];
  private currencyPairs: IDataGatheringItem[] = [];
  private exchangeRates: { [currencyPair: string]: number } = {};

  public constructor(
    private readonly configurationService: ConfigurationService,
    private readonly dataProviderService: DataProviderService,
    private readonly marketDataService: MarketDataService,
    private readonly prismaService: PrismaService,
    private readonly propertyService: PropertyService
  ) {}

  public getCurrencies() {
    return this.currencies?.length > 0 ? this.currencies : [this.baseCurrency];
  }

  public getCurrencyPairs() {
    return this.currencyPairs;
  }

  public hasCurrencyPair(currency1: string, currency2: string) {
    return this.currencyPairs.some(({ symbol }) => {
      return (
        symbol === `${currency1}${currency2}` ||
        symbol === `${currency2}${currency1}`
      );
    });
  }

  public async initialize() {
    this.baseCurrency = this.configurationService.get('BASE_CURRENCY');
    this.currencies = await this.prepareCurrencies();
    this.currencyPairs = [];
    this.exchangeRates = {};

    for (const {
      currency1,
      currency2,
      dataSource
    } of this.prepareCurrencyPairs(this.currencies)) {
      this.currencyPairs.push({
        dataSource,
        symbol: `${currency1}${currency2}`
      });
    }

    await this.loadCurrencies();
  }

  public async loadCurrencies() {
    const result = await this.dataProviderService.getHistorical(
      this.currencyPairs,
      'day',
      getYesterday(),
      getYesterday()
    );

    if (Object.keys(result).length !== this.currencyPairs.length) {
      // Load currencies directly from data provider as a fallback
      // if historical data is not fully available
      const quotes = await this.dataProviderService.getQuotes({
        items: this.currencyPairs.map(({ dataSource, symbol }) => {
          return { dataSource, symbol };
        })
      });

      for (const symbol of Object.keys(quotes)) {
        if (isNumber(quotes[symbol].marketPrice)) {
          result[symbol] = {
            [format(getYesterday(), DATE_FORMAT)]: {
              marketPrice: quotes[symbol].marketPrice
            }
          };
        }
      }
    }

    const resultExtended = result;

    for (const symbol of Object.keys(result)) {
      const [currency1, currency2] = symbol.match(/.{1,3}/g);
      const [date] = Object.keys(result[symbol]);

      // Calculate the opposite direction
      resultExtended[`${currency2}${currency1}`] = {
        [date]: {
          marketPrice: 1 / result[symbol][date].marketPrice
        }
      };
    }

    for (const symbol of Object.keys(resultExtended)) {
      const [currency1, currency2] = symbol.match(/.{1,3}/g);
      const date = format(getYesterday(), DATE_FORMAT);

      this.exchangeRates[symbol] = resultExtended[symbol]?.[date]?.marketPrice;

      if (!this.exchangeRates[symbol]) {
        // Not found, calculate indirectly via base currency
        this.exchangeRates[symbol] =
          resultExtended[`${currency1}${this.baseCurrency}`]?.[date]
            ?.marketPrice *
          resultExtended[`${this.baseCurrency}${currency2}`]?.[date]
            ?.marketPrice;

        // Calculate the opposite direction
        this.exchangeRates[`${currency2}${currency1}`] =
          1 / this.exchangeRates[symbol];
      }
    }
  }

  public toCurrency(
    aValue: number,
    aFromCurrency: string,
    aToCurrency: string
  ) {
    if (aValue === 0) {
      return 0;
    }

    let factor: number;

    if (aFromCurrency === aToCurrency) {
      factor = 1;
    } else {
      if (this.exchangeRates[`${aFromCurrency}${aToCurrency}`]) {
        factor = this.exchangeRates[`${aFromCurrency}${aToCurrency}`];
      } else {
        // Calculate indirectly via base currency
        const factor1 =
          this.exchangeRates[`${aFromCurrency}${this.baseCurrency}`];
        const factor2 =
          this.exchangeRates[`${this.baseCurrency}${aToCurrency}`];

        factor = factor1 * factor2;

        this.exchangeRates[`${aFromCurrency}${aToCurrency}`] = factor;
      }
    }

    if (isNumber(factor) && !isNaN(factor)) {
      return factor * aValue;
    }

    // Fallback with error, if currencies are not available
    Logger.error(
      `No exchange rate has been found for ${aFromCurrency}${aToCurrency}`,
      'ExchangeRateDataService'
    );
    return aValue;
  }

  public async toCurrencyAtDate(
    aValue: number,
    aFromCurrency: string,
    aToCurrency: string,
    aDate: Date
  ) {
    if (aValue === 0) {
      return 0;
    }

    if (isToday(aDate)) {
      return this.toCurrency(aValue, aFromCurrency, aToCurrency);
    }

    let factor: number;

    if (aFromCurrency === aToCurrency) {
      factor = 1;
    } else {
      const dataSource =
        this.dataProviderService.getDataSourceForExchangeRates();
      const symbol = `${aFromCurrency}${aToCurrency}`;

      const marketData = await this.marketDataService.get({
        dataSource,
        symbol,
        date: aDate
      });

      if (marketData?.marketPrice) {
        factor = marketData?.marketPrice;
      } else {
        // Calculate indirectly via base currency

        let marketPriceBaseCurrencyFromCurrency: number;
        let marketPriceBaseCurrencyToCurrency: number;

        try {
          if (this.baseCurrency === aFromCurrency) {
            marketPriceBaseCurrencyFromCurrency = 1;
          } else {
            marketPriceBaseCurrencyFromCurrency = (
              await this.marketDataService.get({
                dataSource,
                date: aDate,
                symbol: `${this.baseCurrency}${aFromCurrency}`
              })
            )?.marketPrice;
          }
        } catch {}

        try {
          if (this.baseCurrency === aToCurrency) {
            marketPriceBaseCurrencyToCurrency = 1;
          } else {
            marketPriceBaseCurrencyToCurrency = (
              await this.marketDataService.get({
                dataSource,
                date: aDate,
                symbol: `${this.baseCurrency}${aToCurrency}`
              })
            )?.marketPrice;
          }
        } catch {}

        // Calculate the opposite direction
        factor =
          (1 / marketPriceBaseCurrencyFromCurrency) *
          marketPriceBaseCurrencyToCurrency;
      }
    }

    if (isNumber(factor) && !isNaN(factor)) {
      return factor * aValue;
    }

    Logger.error(
      `No exchange rate has been found for ${aFromCurrency}${aToCurrency} at ${format(
        aDate,
        DATE_FORMAT
      )}`,
      'ExchangeRateDataService'
    );

    return undefined;
  }

  private async prepareCurrencies(): Promise<string[]> {
    let currencies: string[] = [];

    (
      await this.prismaService.account.findMany({
        distinct: ['currency'],
        orderBy: [{ currency: 'asc' }],
        select: { currency: true },
        where: {
          currency: {
            not: null
          }
        }
      })
    ).forEach((account) => {
      currencies.push(account.currency);
    });

    (
      await this.prismaService.symbolProfile.findMany({
        distinct: ['currency'],
        orderBy: [{ currency: 'asc' }],
        select: { currency: true }
      })
    ).forEach((symbolProfile) => {
      currencies.push(symbolProfile.currency);
    });

    const customCurrencies = (await this.propertyService.getByKey(
      PROPERTY_CURRENCIES
    )) as string[];

    if (customCurrencies?.length > 0) {
      currencies = currencies.concat(customCurrencies);
    }

    return uniq(currencies).filter(Boolean).sort();
  }

  private prepareCurrencyPairs(aCurrencies: string[]) {
    return aCurrencies
      .filter((currency) => {
        return currency !== this.baseCurrency;
      })
      .map((currency) => {
        return {
          currency1: this.baseCurrency,
          currency2: currency,
          dataSource: this.dataProviderService.getDataSourceForExchangeRates(),
          symbol: `${this.baseCurrency}${currency}`
        };
      });
  }
}