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Feature/improve market state logic for forex in eod historical data service (#3550)

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Thomas Kaul 2024-07-07 18:23:51 +02:00 committed by GitHub
parent bc2fd9c970
commit 35b4aef06f
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1 changed files with 11 additions and 4 deletions
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15
apps/api/src/services/data-provider/eod-historical-data/eod-historical-data.service.ts
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@ -246,7 +246,7 @@ export class EodHistoricalDataService implements DataProviderInterface {
for (const { close, code, timestamp } of quotes) { for (const { close, code, timestamp } of quotes) {
let currency: string; let currency: string;
if (code.endsWith('.FOREX')) { if (this.isForex(code)) {
currency = this.convertFromEodSymbol(code)?.replace( currency = this.convertFromEodSymbol(code)?.replace(
DEFAULT_CURRENCY, DEFAULT_CURRENCY,
'' ''
@ -272,7 +272,10 @@ export class EodHistoricalDataService implements DataProviderInterface {
currency, currency,
dataSource: this.getName(), dataSource: this.getName(),
marketPrice: close, marketPrice: close,
marketState: isToday(new Date(timestamp * 1000)) ? 'open' : 'closed' marketState:
this.isForex(code) || isToday(new Date(timestamp * 1000))
? 'open'
: 'closed'
}; };
} else { } else {
Logger.error( Logger.error(
@ -311,7 +314,7 @@ export class EodHistoricalDataService implements DataProviderInterface {
items: searchResult items: searchResult
.filter(({ currency, symbol }) => { .filter(({ currency, symbol }) => {
// Remove 'NA' currency and exchange rates // Remove 'NA' currency and exchange rates
return currency?.length === 3 && !symbol.endsWith('.FOREX'); return currency?.length === 3 && !this.isForex(symbol);
}) })
.map( .map(
({ ({
@ -349,7 +352,7 @@ export class EodHistoricalDataService implements DataProviderInterface {
private convertFromEodSymbol(aEodSymbol: string) { private convertFromEodSymbol(aEodSymbol: string) {
let symbol = aEodSymbol; let symbol = aEodSymbol;
if (symbol.endsWith('.FOREX')) { if (this.isForex(symbol)) {
symbol = symbol.replace('GBX', 'GBp'); symbol = symbol.replace('GBX', 'GBp');
symbol = symbol.replace('.FOREX', ''); symbol = symbol.replace('.FOREX', '');
} }
@ -451,6 +454,10 @@ export class EodHistoricalDataService implements DataProviderInterface {
return searchResult; return searchResult;
} }
private isForex(aCode: string) {
return aCode?.endsWith('.FOREX') || false;
}
private parseAssetClass({ private parseAssetClass({
Exchange, Exchange,
Type Type