Files
worldmonitor/scripts/seed-gulf-quotes.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

137 lines
4.6 KiB
JavaScript
Executable File

#!/usr/bin/env node
import { loadEnvFile, loadSharedConfig, CHROME_UA, runSeed, sleep } from './_seed-utils.mjs';
import { fetchAvPhysicalCommodity, fetchAvFxDaily } from './_shared-av.mjs';
const gulfConfig = loadSharedConfig('gulf.json');
loadEnvFile(import.meta.url);
const CANONICAL_KEY = 'market:gulf-quotes:v1';
const CACHE_TTL = 5400; // 90min — 1h buffer over 10min cron cadence (was 60min = 50min buffer)
const YAHOO_DELAY_MS = 200;
const GULF_SYMBOLS = gulfConfig.symbols;
async function fetchYahooWithRetry(url, label, maxAttempts = 4) {
for (let i = 0; i < maxAttempts; i++) {
const resp = await fetch(url, {
headers: { 'User-Agent': CHROME_UA },
signal: AbortSignal.timeout(10_000),
});
if (resp.status === 429) {
const wait = 5000 * (i + 1);
console.warn(` [Yahoo] ${label} 429 — waiting ${wait / 1000}s (attempt ${i + 1}/${maxAttempts})`);
await sleep(wait);
continue;
}
if (!resp.ok) {
console.warn(` [Yahoo] ${label} HTTP ${resp.status}`);
return null;
}
return resp;
}
console.warn(` [Yahoo] ${label} rate limited after ${maxAttempts} attempts`);
return null;
}
function parseYahooChart(data, meta) {
const result = data?.chart?.result?.[0];
const chartMeta = result?.meta;
if (!chartMeta) return null;
const price = chartMeta.regularMarketPrice;
const prevClose = chartMeta.chartPreviousClose || chartMeta.previousClose || price;
const change = ((price - prevClose) / prevClose) * 100;
const closes = result.indicators?.quote?.[0]?.close;
const sparkline = (closes || []).filter((v) => v != null);
return {
symbol: meta.symbol,
name: meta.name,
country: meta.country,
flag: meta.flag,
type: meta.type,
price,
change: +change.toFixed(2),
sparkline,
};
}
async function fetchGulfQuotes() {
const quotes = [];
let misses = 0;
const avKey = process.env.ALPHA_VANTAGE_API_KEY;
const covered = new Set();
// --- Primary: Alpha Vantage ---
if (avKey) {
for (const meta of GULF_SYMBOLS) {
if (meta.type === 'oil') {
const q = await fetchAvPhysicalCommodity(meta.symbol, avKey);
if (q) {
quotes.push({ symbol: meta.symbol, name: meta.name, country: meta.country, flag: meta.flag, type: meta.type, price: q.price, change: +q.change.toFixed(2), sparkline: q.sparkline });
covered.add(meta.symbol);
console.log(` [AV:physical] ${meta.symbol}: $${q.price} (${q.change > 0 ? '+' : ''}${q.change.toFixed(2)}%)`);
}
} else if (meta.type === 'currency') {
const fromCurrency = meta.symbol.replace('USD=X', ''); // 'SARUSD=X' → 'SAR'
const q = await fetchAvFxDaily(fromCurrency, avKey);
if (q) {
quotes.push({ symbol: meta.symbol, name: meta.name, country: meta.country, flag: meta.flag, type: meta.type, price: q.price, change: +q.change.toFixed(2), sparkline: q.sparkline });
covered.add(meta.symbol);
console.log(` [AV:fx] ${meta.symbol}: ${q.price} (${q.change > 0 ? '+' : ''}${q.change.toFixed(2)}%)`);
}
}
// type === 'index' → no AV equivalent, falls through to Yahoo
}
}
// --- Fallback: Yahoo (for indices and any AV misses) ---
let yahooIdx = 0;
for (let i = 0; i < GULF_SYMBOLS.length; i++) {
const meta = GULF_SYMBOLS[i];
if (covered.has(meta.symbol)) continue;
if (yahooIdx > 0) await sleep(YAHOO_DELAY_MS);
yahooIdx++;
try {
const url = `https://query1.finance.yahoo.com/v8/finance/chart/${encodeURIComponent(meta.symbol)}`;
const resp = await fetchYahooWithRetry(url, meta.symbol);
if (!resp) { misses++; continue; }
const chart = await resp.json();
const parsed = parseYahooChart(chart, meta);
if (parsed) {
quotes.push(parsed);
covered.add(meta.symbol);
console.log(` [Yahoo] ${meta.symbol}: $${parsed.price} (${parsed.change > 0 ? '+' : ''}${parsed.change}%)`);
} else {
misses++;
}
} catch (err) {
console.warn(` [Yahoo] ${meta.symbol} error: ${err.message}`);
misses++;
}
}
if (quotes.length === 0) {
throw new Error(`All Gulf quote fetches failed (${misses} misses)`);
}
return { quotes, rateLimited: false };
}
function validate(data) {
return Array.isArray(data?.quotes) && data.quotes.length >= 1;
}
runSeed('market', 'gulf-quotes', CANONICAL_KEY, fetchGulfQuotes, {
validateFn: validate,
ttlSeconds: CACHE_TTL,
sourceVersion: 'alphavantage+yahoo-chart',
}).catch((err) => {
const _cause = err.cause ? ` (cause: ${err.cause.message || err.cause.code || err.cause})` : ''; console.error('FATAL:', (err.message || err) + _cause);
process.exit(1);
});