introduce exchange rate service to fetch rates based on date query

Co-authored-by: Thomas Kaul <4159106+dtslvr@users.noreply.github.com>

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

@@ -2,8 +2,10 @@ import { DataProviderService } from '@ghostfolio/api/services/data-provider/data
 import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data.service';
 import { MarketDataService } from '@ghostfolio/api/services/market-data.service';
 import { DataSource, MarketData } from '@prisma/client';
+import { Big } from 'big.js';
 
 import { CurrentRateService } from './current-rate.service';
+import { DateQuery } from './interfaces/date-query.interface';
 
 jest.mock('@ghostfolio/api/services/market-data.service', () => {
   return {
@@ -57,6 +59,26 @@ jest.mock('@ghostfolio/api/services/exchange-rate-data.service', () => {
     ExchangeRateDataService: jest.fn().mockImplementation(() => {
       return {
         initialize: () => Promise.resolve(),
+        getExchangeRates: ({
+          dateQuery,
+          sourceCurrencies,
+          destinationCurrency
+        }: {
+          dateQuery: DateQuery;
+          sourceCurrencies: string[];
+          destinationCurrency: string;
+        }) => {
+          return [
+            {
+              date: new Date(),
+              exchangeRates: {
+                USD: new Big(1),
+                CHF: new Big(1),
+                EUR: new Big(1)
+              }
+            }
+          ];
+        },
         toCurrency: (value: number) => {
           return 1 * value;
         }

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

@@ -1,9 +1,10 @@
 import { DataProviderService } from '@ghostfolio/api/services/data-provider/data-provider.service';
 import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data.service';
 import { MarketDataService } from '@ghostfolio/api/services/market-data.service';
-import { resetHours } from '@ghostfolio/common/helper';
-import { Injectable } from '@nestjs/common';
-import { isBefore, isToday } from 'date-fns';
+import { DATE_FORMAT, resetHours } from '@ghostfolio/common/helper';
+import { Injectable, Logger } from '@nestjs/common';
+import { Big } from 'big.js';
+import { format, isAfter, isBefore, isToday } from 'date-fns';
 import { flatten } from 'lodash';
 
 import { GetValueObject } from './interfaces/get-value-object.interface';
@@ -77,6 +78,13 @@ export class CurrentRateService {
       }[]
     >[] = [];
 
+    const sourceCurrencies = Object.values(currencies);
+    const exchangeRates = await this.exchangeRateDataService.getExchangeRates({
+      dateQuery,
+      sourceCurrencies,
+      destinationCurrency: userCurrency
+    });
+
     if (includeToday) {
       const today = resetHours(new Date());
       promises.push(
@@ -112,17 +120,59 @@ export class CurrentRateService {
           symbols
         })
         .then((data) => {
-          return data.map((marketDataItem) => {
-            return {
-              date: marketDataItem.date,
-              marketPrice: this.exchangeRateDataService.toCurrency(
+          const result = [];
+          let j = 0;
+          for (const marketDataItem of data) {
+            const currency = currencies[marketDataItem.symbol];
+            while (
+              j + 1 < exchangeRates.length &&
+              !isAfter(exchangeRates[j + 1].date, marketDataItem.date)
+            ) {
+              j++;
+            }
+            let exchangeRate: Big;
+            if (currency !== userCurrency) {
+              exchangeRate = exchangeRates[j]?.exchangeRates[currency];
+
+              for (
+                let k = j;
+                k >= 0 && !exchangeRates[k]?.exchangeRates[currency];
+                k--
+              ) {
+                exchangeRate = exchangeRates[k]?.exchangeRates[currency];
+              }
+            } else {
+              exchangeRate = new Big(1);
+            }
+            let marketPrice: number;
+            if (exchangeRate) {
+              marketPrice = exchangeRate
+                .mul(marketDataItem.marketPrice)
+                .toNumber();
+            } else {
+              if (!isToday(marketDataItem.date)) {
+                Logger.error(
+                  `Failed to get exchange rate for ${
+                    currencies[marketDataItem.symbol]
+                  } to ${userCurrency} at ${format(
+                    marketDataItem.date,
+                    DATE_FORMAT
+                  )}, using today's exchange rate as a fallback`
+                );
+              }
+              marketPrice = this.exchangeRateDataService.toCurrency(
                 marketDataItem.marketPrice,
                 currencies[marketDataItem.symbol],
                 userCurrency
-              ),
+              );
+            }
+            result.push({
+              date: marketDataItem.date,
+              marketPrice: marketPrice,
               symbol: marketDataItem.symbol
-            };
-          });
+            });
+          }
+          return result;
         })
     );
 

apps/api/src/app/portfolio/portfolio.service.ts

@@ -26,7 +26,7 @@ import {
   baseCurrency,
   ghostfolioCashSymbol
 } from '@ghostfolio/common/config';
-import { DATE_FORMAT, parseDate } from '@ghostfolio/common/helper';
+import { DATE_FORMAT, parseDate, resetHours } from '@ghostfolio/common/helper';
 import {
   Accounts,
   PortfolioDetails,
@@ -43,7 +43,7 @@ import type {
   OrderWithAccount,
   RequestWithUser
 } from '@ghostfolio/common/types';
-import { Inject, Injectable } from '@nestjs/common';
+import { Inject, Injectable, Logger } from '@nestjs/common';
 import { REQUEST } from '@nestjs/core';
 import { AssetClass, DataSource, Type as TypeOfOrder } from '@prisma/client';
 import Big from 'big.js';
@@ -52,6 +52,7 @@ import {
   format,
   isAfter,
   isBefore,
+  isToday,
   max,
   parse,
   parseISO,
@@ -735,20 +736,24 @@ export class PortfolioService {
     };
   }
 
-  public getFees(orders: OrderWithAccount[], date = new Date(0)) {
+  public getFees(
+    orders: OrderWithAccount[],
+    exchangeRates: { [date: string]: { [currency: string]: Big } },
+    date = new Date(0)
+  ) {
     return orders
       .filter((order) => {
         // Filter out all orders before given date
         return isBefore(date, new Date(order.date));
       })
-      .map((order) => {
-        return this.exchangeRateDataService.toCurrency(
-          order.fee,
-          order.currency,
-          this.request.user.Settings.currency
-        );
-      })
-      .reduce((previous, current) => previous + current, 0);
+      .map((order) =>
+        this.convertCurrency({
+          exchangeRates,
+          ...order,
+          value: order.fee
+        })
+      )
+      .reduce((previous, current) => current.plus(previous), new Big(0));
   }
 
   public async getReport(impersonationId: string): Promise<PortfolioReport> {
@@ -786,6 +791,7 @@ export class PortfolioService {
       currency,
       userId
     );
+    const exchangeRates = await this.exchangeRateForOrders(orders);
     return {
       rules: {
         accountClusterRisk: await this.rulesService.evaluate(
@@ -831,7 +837,7 @@ export class PortfolioService {
             new FeeRatioInitialInvestment(
               this.exchangeRateDataService,
               currentPositions.totalInvestment.toNumber(),
-              this.getFees(orders)
+              this.getFees(orders, exchangeRates).toNumber()
             )
           ],
           { baseCurrency: currency }
@@ -851,11 +857,20 @@ export class PortfolioService {
       currency
     );
     const orders = await this.orderService.getOrders({ userId });
-    const fees = this.getFees(orders);
+    const exchangeRates = await this.exchangeRateForOrders(orders);
+    const fees = this.getFees(orders, exchangeRates);
     const firstOrderDate = orders[0]?.date;
 
-    const totalBuy = this.getTotalByType(orders, currency, TypeOfOrder.BUY);
-    const totalSell = this.getTotalByType(orders, currency, TypeOfOrder.SELL);
+    const totalBuy = this.getTotalByType(
+      orders,
+      TypeOfOrder.BUY,
+      exchangeRates
+    );
+    const totalSell = this.getTotalByType(
+      orders,
+      TypeOfOrder.SELL,
+      exchangeRates
+    );
 
     const committedFunds = new Big(totalBuy).sub(totalSell);
 
@@ -865,14 +880,14 @@ export class PortfolioService {
 
     return {
       ...performanceInformation.performance,
-      fees,
       firstOrderDate,
       netWorth,
       cash: balance,
       committedFunds: committedFunds.toNumber(),
+      fees: fees.toNumber(),
       ordersCount: orders.length,
-      totalBuy: totalBuy,
-      totalSell: totalSell
+      totalBuy: totalBuy.toNumber(),
+      totalSell: totalSell.toNumber()
     };
   }
 
@@ -980,28 +995,25 @@ export class PortfolioService {
     }
 
     const userCurrency = this.request.user?.Settings?.currency ?? baseCurrency;
+    const exchangeRates = await this.exchangeRateForOrders(orders);
     const portfolioOrders: PortfolioOrder[] = orders.map((order) => ({
       currency: order.currency,
       dataSource: order.dataSource,
       date: format(order.date, DATE_FORMAT),
-      fee: new Big(
-        this.exchangeRateDataService.toCurrency(
-          order.fee,
-          order.currency,
-          userCurrency
-        )
-      ),
+      fee: this.convertCurrency({
+        exchangeRates,
+        ...order,
+        value: order.fee
+      }),
       name: order.SymbolProfile?.name,
       quantity: new Big(order.quantity),
       symbol: order.symbol,
       type: <OrderType>order.type,
-      unitPrice: new Big(
-        this.exchangeRateDataService.toCurrency(
-          order.unitPrice,
-          order.currency,
-          userCurrency
-        )
-      )
+      unitPrice: this.convertCurrency({
+        exchangeRates,
+        ...order,
+        value: order.unitPrice
+      })
     }));
 
     const portfolioCalculator = new PortfolioCalculator(
@@ -1071,6 +1083,60 @@ export class PortfolioService {
     return accounts;
   }
 
+  private convertCurrency({
+    exchangeRates,
+    date,
+    currency,
+    value
+  }: {
+    exchangeRates: { [date: string]: { [currency: string]: Big } };
+    date: Date;
+    currency: string;
+    value: number | Big;
+  }): Big {
+    const exchangeRate = exchangeRates[format(date, DATE_FORMAT)]?.[currency];
+    if (exchangeRate) {
+      return exchangeRate?.mul(value);
+    }
+    const userCurrency = this.request.user?.Settings?.currency ?? baseCurrency;
+    if (!isToday(date)) {
+      Logger.error(
+        `Failed to convert value for date ${format(
+          date,
+          DATE_FORMAT
+        )} from ${currency} to ${userCurrency}`
+      );
+    }
+    return new Big(
+      this.exchangeRateDataService.toCurrency(
+        new Big(value).toNumber(),
+        currency,
+        userCurrency
+      )
+    );
+  }
+
+  private async exchangeRateForOrders(
+    orders: OrderWithAccount[]
+  ): Promise<{ [date: string]: { [currency: string]: Big } }> {
+    const userCurrency = this.request.user?.Settings?.currency ?? baseCurrency;
+
+    const dates = orders.map((order) => resetHours(order.date));
+    const exchangeRates = await this.exchangeRateDataService.getExchangeRates({
+      dateQuery: {
+        in: dates
+      },
+      sourceCurrencies: orders.map((order) => order.currency),
+      destinationCurrency: userCurrency
+    });
+    const exchangeRateLookupMap = {};
+    for (const exchangeRate of exchangeRates) {
+      exchangeRateLookupMap[format(exchangeRate.date, DATE_FORMAT)] =
+        exchangeRate.exchangeRates;
+    }
+    return exchangeRateLookupMap;
+  }
+
   private async getUserId(aImpersonationId: string, aUserId: string) {
     const impersonationUserId =
       await this.impersonationService.validateImpersonationId(
@@ -1083,20 +1149,20 @@ export class PortfolioService {
 
   private getTotalByType(
     orders: OrderWithAccount[],
-    currency: string,
-    type: TypeOfOrder
+    type: TypeOfOrder,
+    exchangeRates: { [date: string]: { [currency: string]: Big } }
   ) {
     return orders
       .filter(
         (order) => !isAfter(order.date, endOfToday()) && order.type === type
       )
-      .map((order) => {
-        return this.exchangeRateDataService.toCurrency(
-          order.quantity * order.unitPrice,
-          order.currency,
-          currency
-        );
-      })
-      .reduce((previous, current) => previous + current, 0);
+      .map((order) =>
+        this.convertCurrency({
+          exchangeRates,
+          ...order,
+          value: order.quantity * order.unitPrice
+        })
+      )
+      .reduce((previous, current) => current.plus(previous), new Big(0));
   }
 }

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

@@ -1,5 +1,6 @@
 import { DataProviderModule } from '@ghostfolio/api/services/data-provider/data-provider.module';
 import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data.service';
+import { MarketDataService } from '@ghostfolio/api/services/market-data.service';
 import { Module } from '@nestjs/common';
 
 import { PrismaModule } from './prisma.module';
@@ -7,7 +8,7 @@ import { PropertyModule } from './property/property.module';
 
 @Module({
   imports: [DataProviderModule, PrismaModule, PropertyModule],
-  providers: [ExchangeRateDataService],
+  providers: [ExchangeRateDataService, MarketDataService],
   exports: [ExchangeRateDataService]
 })
 export class ExchangeRateDataModule {}

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

@@ -0,0 +1,201 @@
+import { DateQuery } from '@ghostfolio/api/app/portfolio/interfaces/date-query.interface';
+import { ExchangeRateDataService } from '@ghostfolio/api/services/exchange-rate-data.service';
+import { MarketDataService } from '@ghostfolio/api/services/market-data.service';
+import { MarketData } from '@prisma/client';
+import { Big } from 'big.js';
+import { addDays, endOfDay, isBefore } from 'date-fns';
+
+jest.mock('@ghostfolio/api/services/market-data.service', () => {
+  return {
+    MarketDataService: jest.fn().mockImplementation(() => {
+      return {
+        getRange: ({
+          dateQuery,
+          symbols
+        }: {
+          dateQuery: DateQuery;
+          symbols: string[];
+        }) => {
+          const exchangeRateMap = {
+            USDEUR: 1,
+            USDCHF: 2,
+            USDUSD: 0
+          };
+          const result = [];
+          let j = 1;
+          for (
+            let i = dateQuery.gte;
+            isBefore(i, dateQuery.lt);
+            i = addDays(i, 1)
+          ) {
+            const marketPrice = j++;
+            for (const symbol of symbols) {
+              result.push({
+                createdAt: i,
+                date: i,
+                id: '8fa48fde-f397-4b0d-adbc-fb940e830e6d',
+                marketPrice: marketPrice * exchangeRateMap[symbol] + 1,
+                symbol: symbol
+              });
+            }
+          }
+          return Promise.resolve<MarketData[]>(result);
+        }
+      };
+    })
+  };
+});
+
+describe('ExchangeRateDataService', () => {
+  let exchangeRateDataService: ExchangeRateDataService;
+  let marketDataService: MarketDataService;
+
+  beforeAll(async () => {
+    marketDataService = new MarketDataService(null);
+    exchangeRateDataService = new ExchangeRateDataService(
+      null,
+      marketDataService,
+      null
+    );
+  });
+
+  describe('getExchangeRates', () => {
+    it('source and destination USD', async () => {
+      const startDate = new Date(2021, 0, 1);
+      const exchangeRates = await exchangeRateDataService.getExchangeRates({
+        dateQuery: {
+          gte: startDate,
+          lt: endOfDay(startDate)
+        },
+        sourceCurrencies: ['USD'],
+        destinationCurrency: 'USD'
+      });
+
+      expect(exchangeRates).toEqual([
+        {
+          date: startDate,
+          exchangeRates: {
+            USD: new Big(1)
+          }
+        }
+      ]);
+    });
+
+    it('source USD and destination CHF', async () => {
+      const startDate = new Date(2021, 0, 1);
+      const exchangeRates = await exchangeRateDataService.getExchangeRates({
+        dateQuery: {
+          gte: startDate,
+          lt: endOfDay(startDate)
+        },
+        sourceCurrencies: ['USD'],
+        destinationCurrency: 'CHF'
+      });
+
+      expect(exchangeRates).toEqual([
+        {
+          date: startDate,
+          exchangeRates: {
+            USD: new Big(3)
+          }
+        }
+      ]);
+    });
+
+    it('source CHF and destination USD', async () => {
+      const startDate = new Date(2021, 0, 1);
+      const exchangeRates = await exchangeRateDataService.getExchangeRates({
+        dateQuery: {
+          gte: startDate,
+          lt: endOfDay(startDate)
+        },
+        sourceCurrencies: ['CHF'],
+        destinationCurrency: 'USD'
+      });
+
+      expect(exchangeRates).toEqual([
+        {
+          date: startDate,
+          exchangeRates: {
+            CHF: new Big(1).div(3)
+          }
+        }
+      ]);
+    });
+
+    it('source CHF and destination EUR', async () => {
+      const startDate = new Date(2021, 0, 1);
+      const exchangeRates = await exchangeRateDataService.getExchangeRates({
+        dateQuery: {
+          gte: startDate,
+          lt: endOfDay(startDate)
+        },
+        sourceCurrencies: ['CHF'],
+        destinationCurrency: 'EUR'
+      });
+
+      expect(exchangeRates).toEqual([
+        {
+          date: startDate,
+          exchangeRates: {
+            CHF: new Big(2).div(3)
+          }
+        }
+      ]);
+    });
+
+    it('source CHF,EUR,USD and destination EUR', async () => {
+      const startDate = new Date(2021, 0, 1);
+      const exchangeRates = await exchangeRateDataService.getExchangeRates({
+        dateQuery: {
+          gte: startDate,
+          lt: endOfDay(startDate)
+        },
+        sourceCurrencies: ['CHF', 'USD', 'EUR'],
+        destinationCurrency: 'EUR'
+      });
+
+      expect(exchangeRates).toEqual([
+        {
+          date: startDate,
+          exchangeRates: {
+            CHF: new Big(2).div(3),
+            USD: new Big(2),
+            EUR: new Big(1)
+          }
+        }
+      ]);
+    });
+
+    it('with multiple days', async () => {
+      const startDate = new Date(2021, 0, 1);
+      const exchangeRates = await exchangeRateDataService.getExchangeRates({
+        dateQuery: {
+          gte: startDate,
+          lt: endOfDay(addDays(startDate, 1))
+        },
+        sourceCurrencies: ['CHF', 'USD', 'EUR'],
+        destinationCurrency: 'EUR'
+      });
+
+      expect(exchangeRates).toEqual([
+        {
+          date: startDate,
+          exchangeRates: {
+            CHF: new Big(2).div(3),
+            USD: new Big(2),
+            EUR: new Big(1)
+          }
+        },
+        {
+          date: addDays(startDate, 1),
+          exchangeRates: {
+            CHF: new Big(3).div(5),
+            USD: new Big(3),
+            EUR: new Big(1)
+          }
+        }
+      ]);
+    });
+  });
+});

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

@@ -1,7 +1,11 @@
+import { DateQuery } from '@ghostfolio/api/app/portfolio/interfaces/date-query.interface';
+import { DateBasedExchangeRate } from '@ghostfolio/api/services/interfaces/date-based-exchange-rate.interface';
+import { MarketDataService } from '@ghostfolio/api/services/market-data.service';
 import { PROPERTY_CURRENCIES, baseCurrency } from '@ghostfolio/common/config';
 import { DATE_FORMAT, getYesterday } from '@ghostfolio/common/helper';
 import { Injectable, Logger } from '@nestjs/common';
-import { format } from 'date-fns';
+import Big from 'big.js';
+import { format, isSameDay } from 'date-fns';
 import { isEmpty, isNumber, uniq } from 'lodash';
 
 import { DataProviderService } from './data-provider/data-provider.service';
@@ -17,6 +21,7 @@ export class ExchangeRateDataService {
 
   public constructor(
     private readonly dataProviderService: DataProviderService,
+    private readonly marketDataService: MarketDataService,
     private readonly prismaService: PrismaService,
     private readonly propertyService: PropertyService
   ) {
@@ -31,6 +36,55 @@ export class ExchangeRateDataService {
     return this.currencyPairs;
   }
 
+  public async getExchangeRates({
+    dateQuery,
+    sourceCurrencies,
+    destinationCurrency
+  }: {
+    dateQuery: DateQuery;
+    sourceCurrencies: string[];
+    destinationCurrency: string;
+  }): Promise<DateBasedExchangeRate[]> {
+    const symbols = [...sourceCurrencies, destinationCurrency]
+      .map((currency) => `${baseCurrency}${currency}`)
+      .filter((v, i, a) => a.indexOf(v) === i);
+    const exchangeRates = await this.marketDataService.getRange({
+      dateQuery,
+      symbols
+    });
+
+    if (exchangeRates.length === 0) {
+      return [];
+    }
+    const results: DateBasedExchangeRate[] = [];
+    let currentDate = exchangeRates[0].date;
+    let currentRates: { [symbol: string]: Big } = {};
+    for (const exchangeRate of exchangeRates) {
+      if (!isSameDay(currentDate, exchangeRate.date)) {
+        results.push({
+          date: currentDate,
+          exchangeRates: this.getUserExchangeRates(
+            currentRates,
+            destinationCurrency,
+            sourceCurrencies
+          )
+        });
+        currentDate = exchangeRate.date;
+        currentRates = {};
+      }
+      currentRates[exchangeRate.symbol] = new Big(exchangeRate.marketPrice);
+    }
+    results.push({
+      date: currentDate,
+      exchangeRates: this.getUserExchangeRates(
+        currentRates,
+        destinationCurrency,
+        sourceCurrencies
+      )
+    });
+    return results;
+  }
+
   public async initialize() {
     this.currencies = await this.prepareCurrencies();
     this.currencyPairs = [];
@@ -97,10 +151,10 @@ export class ExchangeRateDataService {
       this.exchangeRates[symbol] = resultExtended[symbol]?.[date]?.marketPrice;
 
       if (!this.exchangeRates[symbol]) {
-        // Not found, calculate indirectly via USD
+        // Not found, calculate indirectly via base currency
         this.exchangeRates[symbol] =
-          resultExtended[`${currency1}${'USD'}`]?.[date]?.marketPrice *
-          resultExtended[`${'USD'}${currency2}`]?.[date]?.marketPrice;
+          resultExtended[`${currency1}${baseCurrency}`]?.[date]?.marketPrice *
+          resultExtended[`${baseCurrency}${currency2}`]?.[date]?.marketPrice;
 
         // Calculate the opposite direction
         this.exchangeRates[`${currency2}${currency1}`] =
@@ -129,9 +183,9 @@ export class ExchangeRateDataService {
       if (this.exchangeRates[`${aFromCurrency}${aToCurrency}`]) {
         factor = this.exchangeRates[`${aFromCurrency}${aToCurrency}`];
       } else {
-        // Calculate indirectly via USD
-        const factor1 = this.exchangeRates[`${aFromCurrency}${'USD'}`];
-        const factor2 = this.exchangeRates[`${'USD'}${aToCurrency}`];
+        // Calculate indirectly via base currency
+        const factor1 = this.exchangeRates[`${aFromCurrency}${baseCurrency}`];
+        const factor2 = this.exchangeRates[`${baseCurrency}${aToCurrency}`];
 
         factor = factor1 * factor2;
 
@@ -194,6 +248,46 @@ export class ExchangeRateDataService {
     return uniq(currencies).sort();
   }
 
+  private getUserExchangeRates(
+    currentRates: { [symbol: string]: Big },
+    destinationCurrency: string,
+    sourceCurrencies: string[]
+  ): { [currency: string]: Big } {
+    const result: { [currency: string]: Big } = {};
+
+    for (const sourceCurrency of sourceCurrencies) {
+      let exchangeRate: Big;
+      if (sourceCurrency === destinationCurrency) {
+        exchangeRate = new Big(1);
+      } else if (
+        destinationCurrency === baseCurrency &&
+        currentRates[`${destinationCurrency}${sourceCurrency}`]
+      ) {
+        exchangeRate = new Big(1).div(
+          currentRates[`${destinationCurrency}${sourceCurrency}`]
+        );
+      } else if (
+        sourceCurrency === baseCurrency &&
+        currentRates[`${sourceCurrency}${destinationCurrency}`]
+      ) {
+        exchangeRate = currentRates[`${sourceCurrency}${destinationCurrency}`];
+      } else if (
+        currentRates[`${baseCurrency}${destinationCurrency}`] &&
+        currentRates[`${baseCurrency}${sourceCurrency}`]
+      ) {
+        exchangeRate = currentRates[
+          `${baseCurrency}${destinationCurrency}`
+        ].div(currentRates[`${baseCurrency}${sourceCurrency}`]);
+      }
+
+      if (exchangeRate) {
+        result[sourceCurrency] = exchangeRate;
+      }
+    }
+
+    return result;
+  }
+
   private prepareCurrencyPairs(aCurrencies: string[]) {
     return aCurrencies
       .filter((currency) => {

apps/api/src/services/interfaces/date-based-exchange-rate.interface.ts

@@ -0,0 +1,6 @@
+import Big from 'big.js';
+
+export interface DateBasedExchangeRate {
+  date: Date;
+  exchangeRates: { [currency: string]: Big };
+}