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