Files
worldmonitor/scripts/_shared-av.mjs
Elie Habib 1da80c002d feat(market): add Alpha Vantage as primary market data source (#2055) (#2097)
* feat(market): add Alpha Vantage as primary market data source

Add fetchAlphaVantageQuotesBatch() and fetchAlphaVantagePhysicalCommodity()
to server/worldmonitor/market/v1/_shared.ts.

Update three Railway seed scripts to try ALPHA_VANTAGE_API_KEY first:
- seed-market-quotes.mjs: AV REALTIME_BULK_QUOTES (up to 100 symbols/call)
  → Finnhub secondary → Yahoo fallback (Indian NSE + Yahoo-only symbols)
- seed-commodity-quotes.mjs: AV physical functions (WTI/BRENT/NATURAL_GAS/
  COPPER/ALUMINUM) + AV bulk for ETF proxies → Yahoo fallback for futures
  (GC=F, SI=F, PL=F, ^VIX etc.) not covered by AV physical endpoints
- seed-etf-flows.mjs: AV REALTIME_BULK_QUOTES for all BTC-spot ETFs
  → Yahoo 5d chart fallback for uncovered tickers

Yahoo Finance and Finnhub remain as fallbacks; Railway relay Yahoo proxy
route is not yet removed (pending migration validation).

Closes #2055

* fix(market): fix AV rate-limit detection, prevClose guard, and Yahoo sleep ordering

- Detect AV `Information` rate-limit response in all four AV fetch paths
  (_shared.ts bulk + physical, seed-market-quotes, seed-commodity-quotes,
  seed-etf-flows) and break/return early instead of silently continuing
- Add 500ms inter-batch delay in fetchAlphaVantageQuotesBatch (both
  _shared.ts and seed-market-quotes) to avoid bursting AV 150 req/min limit
- Fix prevClose guard in _shared.ts: `prevClose && Number.isFinite(prevClose)`
  replaced with `Number.isFinite(prevClose) && prevClose > 0` for consistency
  with seed scripts
- Fix Yahoo sleep-before-covered-check in seed-commodity-quotes and
  seed-etf-flows: delay now only fires for actual Yahoo requests, not for
  AV-already-covered symbols at i > 0

* fix(market): address AV code review findings

- Extract shared _shared-av.mjs: fetchAvBulkQuotes + fetchAvPhysicalCommodity
  (was duplicated in 3 seed scripts and _shared.ts)
- Add 1-retry with 1s backoff on all AV fetch calls (network transients)
- Log count of dropped symbols when rate limit breaks a batch loop
- Populate sparkline from daily data array in fetchAvPhysicalCommodity
  (last 7 closes, oldest→newest; was always [])
- Fix ETF seed: avgVolume=0, volumeRatio=0 when AV covers ticker
  (REALTIME_BULK_QUOTES has no 5-day history; 1/volume was misleading)
- Consolidate NSE filter in seed-market-quotes to use YAHOO_ONLY set
  (was three separate endsWith/startsWith checks)

* fix(market): add GOLD and SILVER to AV physical commodity map

GC=F (Gold) and SI=F (Silver) are supported AV physical commodity
functions per AV docs and were explicitly listed in issue #2055.
Both were missing from AV_PHYSICAL_MAP, falling back to Yahoo.

PL=F, PA=F, RB=F, HO=F have no AV physical function — Yahoo fallback
for those is correct.

* feat(market): extend AV to gulf oil, gulf currencies, and FX rates

seed-gulf-quotes.mjs:
- Oil (CL=F, BZ=F): AV physical functions (WTI/BRENT) as primary
- Currencies (SAR/AED/QAR/KWD/BHD/OMR): AV FX_DAILY as primary
  (gives daily close + change% + 7-point sparkline)
- Indices (^TASI.SR, DFMGI.AE, etc.): Yahoo fallback (no AV equivalent)

seed-fx-rates.mjs:
- AV CURRENCY_EXCHANGE_RATE as primary for all ~50 currencies
- 900ms between calls (67 req/min, safe under 75/min limit)
- Yahoo fallback for any currencies AV does not cover

_shared-av.mjs:
- Add fetchAvCurrencyRate() — CURRENCY_EXCHANGE_RATE, single pair → rate
- Add fetchAvFxDaily() — FX_DAILY, daily close + change% + sparkline

* revert(market): keep seed-fx-rates on Yahoo (no AV bulk FX endpoint)

AV CURRENCY_EXCHANGE_RATE is one-call-per-pair with no bulk equivalent,
offers worse exotic-currency coverage than Yahoo (LBP, NGN, KES, VND),
and a daily cron doesn't face Yahoo's IP rate-limit pressure.

seed-gulf-quotes currencies (6 pairs, 10-min cron) keep AV FX_DAILY.
2026-03-31 07:54:23 +04:00

163 lines
6.5 KiB
JavaScript

// @ts-check
/**
* Shared Alpha Vantage fetch helpers for seed scripts.
* Single implementation used by seed-market-quotes, seed-commodity-quotes, seed-etf-flows.
*/
import { CHROME_UA, sleep } from './_seed-utils.mjs';
export const AV_PHYSICAL_MAP = {
'CL=F': 'WTI',
'BZ=F': 'BRENT',
'NG=F': 'NATURAL_GAS',
'HG=F': 'COPPER',
'ALI=F': 'ALUMINUM',
'GC=F': 'GOLD',
'SI=F': 'SILVER',
};
const AV_BATCH_DELAY_MS = 500;
const AV_TIMEOUT_MS = 15_000;
async function avFetch(url, label) {
for (let attempt = 0; attempt < 2; attempt++) {
try {
if (attempt > 0) await sleep(1000);
const resp = await fetch(url, {
headers: { 'User-Agent': CHROME_UA, Accept: 'application/json' },
signal: AbortSignal.timeout(AV_TIMEOUT_MS),
});
if (!resp.ok) {
console.warn(` [AV] ${label} HTTP ${resp.status}`);
if (attempt === 0) continue;
return null;
}
return resp;
} catch (err) {
console.warn(` [AV] ${label} error: ${err.message}`);
if (attempt === 0) continue;
return null;
}
}
return null;
}
/**
* Fetch physical commodity quote from AV daily series.
* Returns price, day-over-day change, and a 7-point sparkline from daily closes.
*
* Note: AV physical commodity endpoints are daily-close data (not intraday).
* Prices reflect the most recent market-day close.
*
* @param {string} yahooSymbol
* @param {string} apiKey
* @returns {Promise<{ price: number; change: number; sparkline: number[] } | null>}
*/
export async function fetchAvPhysicalCommodity(yahooSymbol, apiKey) {
const fn = AV_PHYSICAL_MAP[yahooSymbol];
if (!fn) return null;
const url = `https://www.alphavantage.co/query?function=${fn}&interval=daily&apikey=${encodeURIComponent(apiKey)}`;
const resp = await avFetch(url, fn);
if (!resp) return null;
try {
const json = await resp.json();
if (json.Information) { console.warn(` [AV] Rate limit: ${String(json.Information).slice(0, 100)}`); return null; }
const data = json.data;
if (!Array.isArray(data) || data.length < 2) return null;
const latest = parseFloat(data[0].value);
const prev = parseFloat(data[1].value);
if (!Number.isFinite(latest) || latest <= 0) return null;
const change = (Number.isFinite(prev) && prev > 0) ? ((latest - prev) / prev) * 100 : 0;
// Build sparkline from last 7 daily closes (oldest → newest)
const sparkline = data.slice(0, 7).map(d => parseFloat(d.value)).filter(Number.isFinite).reverse();
return { price: latest, change, sparkline };
} catch (err) {
console.warn(` [AV] ${fn} parse error: ${err.message}`);
return null;
}
}
/**
* Fetch daily FX time series for a currency pair (FROM → USD).
* Returns price (latest close), day-over-day change %, and 7-point sparkline.
* Use this when you need change% and sparkline (e.g. gulf panel currencies).
*
* @param {string} fromCurrency e.g. 'SAR', 'EUR', 'JPY'
* @param {string} apiKey
* @returns {Promise<{ price: number; change: number; sparkline: number[] } | null>}
*/
export async function fetchAvFxDaily(fromCurrency, apiKey) {
if (fromCurrency === 'USD') return { price: 1.0, change: 0, sparkline: [] };
const url = `https://www.alphavantage.co/query?function=FX_DAILY&from_symbol=${encodeURIComponent(fromCurrency)}&to_symbol=USD&outputsize=compact&apikey=${encodeURIComponent(apiKey)}`;
const resp = await avFetch(url, `FX_DAILY/${fromCurrency}`);
if (!resp) return null;
try {
const json = await resp.json();
if (json.Information) { console.warn(` [AV] Rate limit: ${String(json.Information).slice(0, 100)}`); return null; }
const series = json['Time Series FX (Daily)'];
if (!series || typeof series !== 'object') return null;
const dates = Object.keys(series).sort().reverse(); // newest first
if (dates.length < 2) return null;
const latest = parseFloat(series[dates[0]]['4. close']);
const prev = parseFloat(series[dates[1]]['4. close']);
if (!Number.isFinite(latest) || latest <= 0) return null;
const change = (Number.isFinite(prev) && prev > 0) ? ((latest - prev) / prev) * 100 : 0;
const sparkline = dates.slice(0, 7).map(d => parseFloat(series[d]['4. close'])).filter(Number.isFinite).reverse();
return { price: latest, change, sparkline };
} catch (err) {
console.warn(` [AV] FX_DAILY/${fromCurrency} parse error: ${err.message}`);
return null;
}
}
/**
* Fetch real-time bulk quotes from AV. Batches up to 100 symbols per call.
* Returns a Map of symbol → { price, change, volume, prevClose }.
*
* @param {string[]} symbols
* @param {string} apiKey
* @returns {Promise<Map<string, { price: number; change: number; volume: number; prevClose: number | null }>>}
*/
export async function fetchAvBulkQuotes(symbols, apiKey) {
if (symbols.length === 0) return new Map();
const results = new Map();
const BATCH = 100;
for (let i = 0; i < symbols.length; i += BATCH) {
if (i > 0) await sleep(AV_BATCH_DELAY_MS);
const chunk = symbols.slice(i, i + BATCH);
const url = `https://www.alphavantage.co/query?function=REALTIME_BULK_QUOTES&symbol=${encodeURIComponent(chunk.join(','))}&apikey=${encodeURIComponent(apiKey)}`;
const resp = await avFetch(url, 'REALTIME_BULK_QUOTES');
if (!resp) continue;
try {
const json = await resp.json();
if (json.Information) {
const remaining = symbols.length - i - chunk.length;
console.warn(` [AV] Rate limit hit${remaining > 0 ? ` — dropping ${remaining} remaining symbols` : ''}: ${String(json.Information).slice(0, 80)}`);
break;
}
if (!Array.isArray(json.data)) {
console.warn(' [AV] Unexpected response:', JSON.stringify(json).slice(0, 200));
continue;
}
for (const item of json.data) {
const price = parseFloat(item.price);
const prevClose = parseFloat(item['previous close']);
const volume = parseInt(item.volume || '0', 10);
if (!Number.isFinite(price) || price <= 0) continue;
const changePct = (Number.isFinite(prevClose) && prevClose > 0)
? ((price - prevClose) / prevClose) * 100
: parseFloat((item['change percent'] || '0').replace('%', ''));
results.set(item.symbol, {
price,
change: Number.isFinite(changePct) ? changePct : 0,
volume: Number.isFinite(volume) ? volume : 0,
prevClose: Number.isFinite(prevClose) ? prevClose : null,
});
}
} catch (err) {
console.warn(` [AV] Bulk quotes parse error: ${err.message}`);
}
}
return results;
}