renaming services to more suitable names
This commit is contained in:
parent
3ae9de8376
commit
be6afef832
69 changed files with 41 additions and 2956 deletions
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import { getLogger } from '@stock-bot/logger';
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import { handlerRegistry, type HandlerConfig, type ScheduledJobConfig } from '@stock-bot/queue';
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import { exchangeOperations } from './operations';
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const logger = getLogger('exchanges-handler');
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const HANDLER_NAME = 'exchanges';
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const exchangesHandlerConfig: HandlerConfig = {
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concurrency: 1,
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maxAttempts: 3,
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scheduledJobs: [
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{
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operation: 'sync-all-exchanges',
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cronPattern: '0 0 * * 0', // Weekly on Sunday at midnight
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payload: { clearFirst: true },
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priority: 10,
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immediately: false,
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} as ScheduledJobConfig,
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{
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operation: 'sync-qm-exchanges',
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cronPattern: '0 1 * * *', // Daily at 1 AM
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payload: {},
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priority: 5,
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immediately: false,
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} as ScheduledJobConfig,
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{
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operation: 'sync-ib-exchanges',
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cronPattern: '0 3 * * *', // Daily at 3 AM
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payload: {},
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priority: 3,
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immediately: false,
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} as ScheduledJobConfig,
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{
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operation: 'sync-qm-provider-mappings',
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cronPattern: '0 3 * * *', // Daily at 3 AM
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payload: {},
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priority: 7,
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immediately: false,
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} as ScheduledJobConfig,
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],
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operations: {
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'sync-all-exchanges': exchangeOperations.syncAllExchanges,
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'sync-qm-exchanges': exchangeOperations.syncQMExchanges,
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'sync-ib-exchanges': exchangeOperations.syncIBExchanges,
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'sync-qm-provider-mappings': exchangeOperations.syncQMProviderMappings,
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'clear-postgresql-data': exchangeOperations.clearPostgreSQLData,
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'get-exchange-stats': exchangeOperations.getExchangeStats,
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'get-provider-mapping-stats': exchangeOperations.getProviderMappingStats,
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'enhanced-sync-status': exchangeOperations['enhanced-sync-status'],
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},
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};
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export function initializeExchangesHandler(): void {
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logger.info('Registering exchanges handler...');
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handlerRegistry.registerHandler(HANDLER_NAME, exchangesHandlerConfig);
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logger.info('Exchanges handler registered successfully');
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}
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@ -0,0 +1,60 @@
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import { getLogger } from '@stock-bot/logger';
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import { getPostgreSQLClient } from '@stock-bot/postgres-client';
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import type { JobPayload } from '../../../types/job-payloads';
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const logger = getLogger('enhanced-sync-clear-postgresql-data');
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export async function clearPostgreSQLData(payload: JobPayload): Promise<{
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exchangesCleared: number;
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symbolsCleared: number;
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mappingsCleared: number;
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}> {
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logger.info('Clearing existing PostgreSQL data...');
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try {
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const postgresClient = getPostgreSQLClient();
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// Start transaction for atomic operations
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await postgresClient.query('BEGIN');
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// Get counts before clearing
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const exchangeCountResult = await postgresClient.query(
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'SELECT COUNT(*) as count FROM exchanges'
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);
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const symbolCountResult = await postgresClient.query(
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'SELECT COUNT(*) as count FROM symbols'
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);
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const mappingCountResult = await postgresClient.query(
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'SELECT COUNT(*) as count FROM provider_mappings'
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);
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const exchangesCleared = parseInt(exchangeCountResult.rows[0].count);
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const symbolsCleared = parseInt(symbolCountResult.rows[0].count);
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const mappingsCleared = parseInt(mappingCountResult.rows[0].count);
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// Clear data in correct order (respect foreign keys)
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await postgresClient.query('DELETE FROM provider_mappings');
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await postgresClient.query('DELETE FROM symbols');
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await postgresClient.query('DELETE FROM exchanges');
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// Reset sync status
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await postgresClient.query(
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'UPDATE sync_status SET last_sync_at = NULL, last_sync_count = 0, sync_errors = NULL'
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);
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await postgresClient.query('COMMIT');
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logger.info('PostgreSQL data cleared successfully', {
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exchangesCleared,
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symbolsCleared,
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mappingsCleared,
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});
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return { exchangesCleared, symbolsCleared, mappingsCleared };
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} catch (error) {
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const postgresClient = getPostgreSQLClient();
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await postgresClient.query('ROLLBACK');
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logger.error('Failed to clear PostgreSQL data', { error });
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throw error;
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}
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}
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import { getLogger } from '@stock-bot/logger';
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import { getPostgreSQLClient } from '@stock-bot/postgres-client';
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import type { JobPayload, SyncStatus } from '../../../types/job-payloads';
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const logger = getLogger('enhanced-sync-status');
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export async function getSyncStatus(payload: JobPayload): Promise<SyncStatus[]> {
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logger.info('Getting comprehensive sync status...');
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try {
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const postgresClient = getPostgreSQLClient();
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const query = `
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SELECT provider, data_type as "dataType", last_sync_at as "lastSyncAt",
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last_sync_count as "lastSyncCount", sync_errors as "syncErrors"
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FROM sync_status
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ORDER BY provider, data_type
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`;
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const result = await postgresClient.query(query);
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logger.info(`Retrieved sync status for ${result.rows.length} entries`);
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return result.rows;
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} catch (error) {
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logger.error('Failed to get sync status', { error });
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throw error;
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}
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}
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import { getLogger } from '@stock-bot/logger';
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import { getPostgreSQLClient } from '@stock-bot/postgres-client';
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import type { JobPayload } from '../../../types/job-payloads';
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const logger = getLogger('enhanced-sync-exchange-stats');
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export async function getExchangeStats(payload: JobPayload): Promise<any> {
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logger.info('Getting exchange statistics...');
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try {
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const postgresClient = getPostgreSQLClient();
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const query = `
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SELECT
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COUNT(*) as total_exchanges,
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COUNT(CASE WHEN active = true THEN 1 END) as active_exchanges,
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COUNT(DISTINCT country) as countries,
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COUNT(DISTINCT currency) as currencies
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FROM exchanges
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`;
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const result = await postgresClient.query(query);
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logger.info('Retrieved exchange statistics');
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return result.rows[0];
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} catch (error) {
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logger.error('Failed to get exchange statistics', { error });
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throw error;
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}
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}
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import { syncAllExchanges } from './sync-all-exchanges.operations';
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import { syncQMExchanges } from './qm-exchanges.operations';
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import { syncIBExchanges } from './sync-ib-exchanges.operations';
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import { syncQMProviderMappings } from './sync-qm-provider-mappings.operations';
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import { clearPostgreSQLData } from './clear-postgresql-data.operations';
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import { getExchangeStats } from './exchange-stats.operations';
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import { getProviderMappingStats } from './provider-mapping-stats.operations';
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import { getSyncStatus } from './enhanced-sync-status.operations';
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export const exchangeOperations = {
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syncAllExchanges,
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syncQMExchanges,
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syncIBExchanges,
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syncQMProviderMappings,
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clearPostgreSQLData,
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getExchangeStats,
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getProviderMappingStats,
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'enhanced-sync-status': getSyncStatus,
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};
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import { getLogger } from '@stock-bot/logger';
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import { getPostgreSQLClient } from '@stock-bot/postgres-client';
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import type { JobPayload } from '../../../types/job-payloads';
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const logger = getLogger('enhanced-sync-provider-mapping-stats');
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export async function getProviderMappingStats(payload: JobPayload): Promise<any> {
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logger.info('Getting provider mapping statistics...');
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try {
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const postgresClient = getPostgreSQLClient();
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const query = `
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SELECT
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provider,
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COUNT(*) as total_mappings,
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COUNT(CASE WHEN active = true THEN 1 END) as active_mappings,
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COUNT(CASE WHEN verified = true THEN 1 END) as verified_mappings,
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COUNT(CASE WHEN auto_mapped = true THEN 1 END) as auto_mapped,
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AVG(confidence) as avg_confidence
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FROM provider_exchange_mappings
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GROUP BY provider
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ORDER BY provider
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`;
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const result = await postgresClient.query(query);
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logger.info('Retrieved provider mapping statistics');
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return result.rows;
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} catch (error) {
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logger.error('Failed to get provider mapping statistics', { error });
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throw error;
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}
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}
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import { getLogger } from '@stock-bot/logger';
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import { getMongoDBClient } from '@stock-bot/mongodb-client';
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import { getPostgreSQLClient } from '@stock-bot/postgres-client';
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import type { JobPayload } from '../../../types/job-payloads';
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const logger = getLogger('sync-qm-exchanges');
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export async function syncQMExchanges(payload: JobPayload): Promise<{ processed: number; created: number; updated: number }> {
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logger.info('Starting QM exchanges sync...');
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try {
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const mongoClient = getMongoDBClient();
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const postgresClient = getPostgreSQLClient();
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// 1. Get all QM exchanges from MongoDB
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const qmExchanges = await mongoClient.find('qmExchanges', {});
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logger.info(`Found ${qmExchanges.length} QM exchanges to process`);
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let created = 0;
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let updated = 0;
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for (const exchange of qmExchanges) {
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try {
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// 2. Check if exchange exists
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const existingExchange = await findExchange(exchange.exchangeCode, postgresClient);
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if (existingExchange) {
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// Update existing
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await updateExchange(existingExchange.id, exchange, postgresClient);
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updated++;
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} else {
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// Create new
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await createExchange(exchange, postgresClient);
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created++;
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}
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} catch (error) {
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logger.error('Failed to process exchange', { error, exchange: exchange.exchangeCode });
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}
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}
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// 3. Update sync status
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await updateSyncStatus('qm', 'exchanges', qmExchanges.length, postgresClient);
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const result = { processed: qmExchanges.length, created, updated };
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logger.info('QM exchanges sync completed', result);
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return result;
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} catch (error) {
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logger.error('QM exchanges sync failed', { error });
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throw error;
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}
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}
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// Helper functions
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async function findExchange(exchangeCode: string, postgresClient: any): Promise<any> {
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const query = 'SELECT * FROM exchanges WHERE code = $1';
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const result = await postgresClient.query(query, [exchangeCode]);
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return result.rows[0] || null;
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}
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async function createExchange(qmExchange: any, postgresClient: any): Promise<void> {
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const query = `
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INSERT INTO exchanges (code, name, country, currency, visible)
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VALUES ($1, $2, $3, $4, $5)
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ON CONFLICT (code) DO NOTHING
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`;
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await postgresClient.query(query, [
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qmExchange.exchangeCode || qmExchange.exchange,
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qmExchange.exchangeShortName || qmExchange.name,
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qmExchange.countryCode || 'US',
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'USD', // Default currency, can be improved
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true, // New exchanges are visible by default
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]);
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}
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async function updateExchange(exchangeId: string, qmExchange: any, postgresClient: any): Promise<void> {
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const query = `
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UPDATE exchanges
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SET name = COALESCE($2, name),
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country = COALESCE($3, country),
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updated_at = NOW()
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WHERE id = $1
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`;
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await postgresClient.query(query, [
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exchangeId,
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qmExchange.exchangeShortName || qmExchange.name,
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qmExchange.countryCode,
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]);
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}
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async function updateSyncStatus(provider: string, dataType: string, count: number, postgresClient: any): Promise<void> {
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const query = `
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UPDATE sync_status
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SET last_sync_at = NOW(),
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last_sync_count = $3,
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sync_errors = NULL,
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updated_at = NOW()
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WHERE provider = $1 AND data_type = $2
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`;
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await postgresClient.query(query, [provider, dataType, count]);
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}
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import { getLogger } from '@stock-bot/logger';
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import { getMongoDBClient } from "@stock-bot/mongodb-client";
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import { getPostgreSQLClient } from '@stock-bot/postgres-client';
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import type { JobPayload, SyncResult } from '../../../types/job-payloads';
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const logger = getLogger('enhanced-sync-all-exchanges');
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export async function syncAllExchanges(payload: JobPayload): Promise<SyncResult> {
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const clearFirst = payload.clearFirst || true;
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logger.info('Starting comprehensive exchange sync...', { clearFirst });
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const result: SyncResult = {
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processed: 0,
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created: 0,
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updated: 0,
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skipped: 0,
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errors: 0,
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};
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try {
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const postgresClient = getPostgreSQLClient();
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// Clear existing data if requested
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if (clearFirst) {
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await clearPostgreSQLData(postgresClient);
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}
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// Start transaction for atomic operations
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await postgresClient.query('BEGIN');
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// 1. Sync from EOD exchanges (comprehensive global data)
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const eodResult = await syncEODExchanges();
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mergeResults(result, eodResult);
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// 2. Sync from IB exchanges (detailed asset information)
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const ibResult = await syncIBExchanges();
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mergeResults(result, ibResult);
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// 3. Update sync status
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await updateSyncStatus('all', 'exchanges', result.processed, postgresClient);
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await postgresClient.query('COMMIT');
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logger.info('Comprehensive exchange sync completed', result);
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return result;
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} catch (error) {
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const postgresClient = getPostgreSQLClient();
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await postgresClient.query('ROLLBACK');
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logger.error('Comprehensive exchange sync failed', { error });
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throw error;
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}
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}
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async function clearPostgreSQLData(postgresClient: any): Promise<void> {
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logger.info('Clearing existing PostgreSQL data...');
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// Clear data in correct order (respect foreign keys)
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await postgresClient.query('DELETE FROM provider_mappings');
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await postgresClient.query('DELETE FROM symbols');
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await postgresClient.query('DELETE FROM exchanges');
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// Reset sync status
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await postgresClient.query(
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'UPDATE sync_status SET last_sync_at = NULL, last_sync_count = 0, sync_errors = NULL'
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);
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logger.info('PostgreSQL data cleared successfully');
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}
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async function syncEODExchanges(): Promise<SyncResult> {
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const mongoClient = getMongoDBClient();
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const exchanges = await mongoClient.find('eodExchanges', { active: true });
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const result: SyncResult = { processed: 0, created: 0, updated: 0, skipped: 0, errors: 0 };
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for (const exchange of exchanges) {
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try {
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// Create provider exchange mapping for EOD
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await createProviderExchangeMapping(
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'eod', // provider
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exchange.Code,
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exchange.Name,
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exchange.CountryISO2,
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exchange.Currency,
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0.95 // very high confidence for EOD data
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);
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result.processed++;
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result.created++; // Count as created mapping
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} catch (error) {
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logger.error('Failed to process EOD exchange', { error, exchange });
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result.errors++;
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}
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}
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return result;
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}
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async function syncIBExchanges(): Promise<SyncResult> {
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const mongoClient = getMongoDBClient();
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const exchanges = await mongoClient.find('ibExchanges', {});
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const result: SyncResult = { processed: 0, created: 0, updated: 0, skipped: 0, errors: 0 };
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for (const exchange of exchanges) {
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try {
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// Create provider exchange mapping for IB
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await createProviderExchangeMapping(
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'ib', // provider
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exchange.exchange_id,
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exchange.name,
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exchange.country_code,
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'USD', // IB doesn't specify currency, default to USD
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0.85 // good confidence for IB data
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);
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result.processed++;
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result.created++; // Count as created mapping
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} catch (error) {
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logger.error('Failed to process IB exchange', { error, exchange });
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result.errors++;
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}
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}
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return result;
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}
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async function createProviderExchangeMapping(
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provider: string,
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providerExchangeCode: string,
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providerExchangeName: string,
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countryCode: string | null,
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currency: string | null,
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confidence: number
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): Promise<void> {
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if (!providerExchangeCode) {
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return;
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}
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const postgresClient = getPostgreSQLClient();
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// Check if mapping already exists
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const existingMapping = await findProviderExchangeMapping(provider, providerExchangeCode);
|
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if (existingMapping) {
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// Don't override existing mappings to preserve manual work
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return;
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}
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// Find or create master exchange
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const masterExchange = await findOrCreateMasterExchange(
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providerExchangeCode,
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providerExchangeName,
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countryCode,
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currency
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);
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// Create the provider exchange mapping
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const query = `
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INSERT INTO provider_exchange_mappings
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(provider, provider_exchange_code, provider_exchange_name, master_exchange_id,
|
||||
country_code, currency, confidence, active, auto_mapped)
|
||||
VALUES ($1, $2, $3, $4, $5, $6, $7, false, true)
|
||||
ON CONFLICT (provider, provider_exchange_code) DO NOTHING
|
||||
`;
|
||||
|
||||
await postgresClient.query(query, [
|
||||
provider,
|
||||
providerExchangeCode,
|
||||
providerExchangeName,
|
||||
masterExchange.id,
|
||||
countryCode,
|
||||
currency,
|
||||
confidence,
|
||||
]);
|
||||
}
|
||||
|
||||
async function findOrCreateMasterExchange(
|
||||
providerCode: string,
|
||||
providerName: string,
|
||||
countryCode: string | null,
|
||||
currency: string | null
|
||||
): Promise<any> {
|
||||
const postgresClient = getPostgreSQLClient();
|
||||
|
||||
// First, try to find exact match
|
||||
let masterExchange = await findExchangeByCode(providerCode);
|
||||
|
||||
if (masterExchange) {
|
||||
return masterExchange;
|
||||
}
|
||||
|
||||
// Try to find by similar codes (basic mapping)
|
||||
const basicMapping = getBasicExchangeMapping(providerCode);
|
||||
if (basicMapping) {
|
||||
masterExchange = await findExchangeByCode(basicMapping);
|
||||
if (masterExchange) {
|
||||
return masterExchange;
|
||||
}
|
||||
}
|
||||
|
||||
// Create new master exchange (inactive by default)
|
||||
const query = `
|
||||
INSERT INTO exchanges (code, name, country, currency, active)
|
||||
VALUES ($1, $2, $3, $4, false)
|
||||
ON CONFLICT (code) DO UPDATE SET
|
||||
name = COALESCE(EXCLUDED.name, exchanges.name),
|
||||
country = COALESCE(EXCLUDED.country, exchanges.country),
|
||||
currency = COALESCE(EXCLUDED.currency, exchanges.currency)
|
||||
RETURNING id, code, name, country, currency
|
||||
`;
|
||||
|
||||
const result = await postgresClient.query(query, [
|
||||
providerCode,
|
||||
providerName || providerCode,
|
||||
countryCode || 'US',
|
||||
currency || 'USD',
|
||||
]);
|
||||
|
||||
return result.rows[0];
|
||||
}
|
||||
|
||||
function getBasicExchangeMapping(providerCode: string): string | null {
|
||||
const mappings: Record<string, string> = {
|
||||
NYE: 'NYSE',
|
||||
NAS: 'NASDAQ',
|
||||
TO: 'TSX',
|
||||
LN: 'LSE',
|
||||
LON: 'LSE',
|
||||
};
|
||||
|
||||
return mappings[providerCode.toUpperCase()] || null;
|
||||
}
|
||||
|
||||
async function findProviderExchangeMapping(provider: string, providerExchangeCode: string): Promise<any> {
|
||||
const postgresClient = getPostgreSQLClient();
|
||||
const query = 'SELECT * FROM provider_exchange_mappings WHERE provider = $1 AND provider_exchange_code = $2';
|
||||
const result = await postgresClient.query(query, [provider, providerExchangeCode]);
|
||||
return result.rows[0] || null;
|
||||
}
|
||||
|
||||
async function findExchangeByCode(code: string): Promise<any> {
|
||||
const postgresClient = getPostgreSQLClient();
|
||||
const query = 'SELECT * FROM exchanges WHERE code = $1';
|
||||
const result = await postgresClient.query(query, [code]);
|
||||
return result.rows[0] || null;
|
||||
}
|
||||
|
||||
async function updateSyncStatus(provider: string, dataType: string, count: number, postgresClient: any): Promise<void> {
|
||||
const query = `
|
||||
INSERT INTO sync_status (provider, data_type, last_sync_at, last_sync_count, sync_errors)
|
||||
VALUES ($1, $2, NOW(), $3, NULL)
|
||||
ON CONFLICT (provider, data_type)
|
||||
DO UPDATE SET
|
||||
last_sync_at = NOW(),
|
||||
last_sync_count = EXCLUDED.last_sync_count,
|
||||
sync_errors = NULL,
|
||||
updated_at = NOW()
|
||||
`;
|
||||
|
||||
await postgresClient.query(query, [provider, dataType, count]);
|
||||
}
|
||||
|
||||
function mergeResults(target: SyncResult, source: SyncResult): void {
|
||||
target.processed += source.processed;
|
||||
target.created += source.created;
|
||||
target.updated += source.updated;
|
||||
target.skipped += source.skipped;
|
||||
target.errors += source.errors;
|
||||
}
|
||||
|
|
@ -0,0 +1,206 @@
|
|||
import { getLogger } from '@stock-bot/logger';
|
||||
import { getMongoDBClient } from '@stock-bot/mongodb-client';
|
||||
import type { JobPayload } from '../../../types/job-payloads';
|
||||
import type { MasterExchange } from '@stock-bot/mongodb-client';
|
||||
|
||||
const logger = getLogger('sync-ib-exchanges');
|
||||
|
||||
interface IBExchange {
|
||||
id?: string;
|
||||
_id?: any;
|
||||
name?: string;
|
||||
code?: string;
|
||||
country_code?: string;
|
||||
currency?: string;
|
||||
}
|
||||
|
||||
export async function syncIBExchanges(payload: JobPayload): Promise<{ syncedCount: number; totalExchanges: number }> {
|
||||
logger.info('Syncing IB exchanges from database...');
|
||||
|
||||
try {
|
||||
const mongoClient = getMongoDBClient();
|
||||
const db = mongoClient.getDatabase();
|
||||
|
||||
// Filter by country code US and CA
|
||||
const ibExchanges = await db
|
||||
.collection<IBExchange>('ibExchanges')
|
||||
.find({
|
||||
country_code: { $in: ['US', 'CA'] },
|
||||
})
|
||||
.toArray();
|
||||
|
||||
logger.info('Found IB exchanges in database', { count: ibExchanges.length });
|
||||
|
||||
let syncedCount = 0;
|
||||
|
||||
for (const exchange of ibExchanges) {
|
||||
try {
|
||||
await createOrUpdateMasterExchange(exchange);
|
||||
syncedCount++;
|
||||
|
||||
logger.debug('Synced IB exchange', {
|
||||
ibId: exchange.id,
|
||||
country: exchange.country_code,
|
||||
});
|
||||
} catch (error) {
|
||||
logger.error('Failed to sync IB exchange', { exchange: exchange.id, error });
|
||||
}
|
||||
}
|
||||
|
||||
logger.info('IB exchange sync completed', {
|
||||
syncedCount,
|
||||
totalExchanges: ibExchanges.length,
|
||||
});
|
||||
|
||||
return { syncedCount, totalExchanges: ibExchanges.length };
|
||||
} catch (error) {
|
||||
logger.error('Failed to fetch IB exchanges from database', { error });
|
||||
return { syncedCount: 0, totalExchanges: 0 };
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Create or update master exchange record 1:1 from IB exchange
|
||||
*/
|
||||
async function createOrUpdateMasterExchange(ibExchange: IBExchange): Promise<void> {
|
||||
const mongoClient = getMongoDBClient();
|
||||
const db = mongoClient.getDatabase();
|
||||
const collection = db.collection<MasterExchange>('masterExchanges');
|
||||
|
||||
const masterExchangeId = generateMasterExchangeId(ibExchange);
|
||||
const now = new Date();
|
||||
|
||||
// Check if master exchange already exists
|
||||
const existing = await collection.findOne({ masterExchangeId });
|
||||
|
||||
if (existing) {
|
||||
// Update existing record
|
||||
await collection.updateOne(
|
||||
{ masterExchangeId },
|
||||
{
|
||||
$set: {
|
||||
officialName: ibExchange.name || `Exchange ${ibExchange.id}`,
|
||||
country: ibExchange.country_code || 'UNKNOWN',
|
||||
currency: ibExchange.currency || 'USD',
|
||||
timezone: inferTimezone(ibExchange),
|
||||
updated_at: now,
|
||||
},
|
||||
}
|
||||
);
|
||||
|
||||
logger.debug('Updated existing master exchange', { masterExchangeId });
|
||||
} else {
|
||||
// Create new master exchange
|
||||
const masterExchange: MasterExchange = {
|
||||
masterExchangeId,
|
||||
shortName: masterExchangeId, // Set shortName to masterExchangeId on creation
|
||||
officialName: ibExchange.name || `Exchange ${ibExchange.id}`,
|
||||
country: ibExchange.country_code || 'UNKNOWN',
|
||||
currency: ibExchange.currency || 'USD',
|
||||
timezone: inferTimezone(ibExchange),
|
||||
active: false, // Set active to false only on creation
|
||||
|
||||
sourceMappings: {
|
||||
ib: {
|
||||
id: ibExchange.id || ibExchange._id?.toString() || 'unknown',
|
||||
name: ibExchange.name || `Exchange ${ibExchange.id}`,
|
||||
code: ibExchange.code || ibExchange.id || '',
|
||||
aliases: generateAliases(ibExchange),
|
||||
lastUpdated: now,
|
||||
},
|
||||
},
|
||||
|
||||
confidence: 1.0, // High confidence for direct IB mapping
|
||||
verified: true, // Mark as verified since it's direct from IB
|
||||
|
||||
// DocumentBase fields
|
||||
source: 'ib-exchange-sync',
|
||||
created_at: now,
|
||||
updated_at: now,
|
||||
};
|
||||
|
||||
await collection.insertOne(masterExchange);
|
||||
logger.debug('Created new master exchange', { masterExchangeId });
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Generate master exchange ID from IB exchange
|
||||
*/
|
||||
function generateMasterExchangeId(ibExchange: IBExchange): string {
|
||||
// Use code if available, otherwise use ID, otherwise generate from name
|
||||
if (ibExchange.code) {
|
||||
return ibExchange.code.toUpperCase().replace(/[^A-Z0-9]/g, '');
|
||||
}
|
||||
|
||||
if (ibExchange.id) {
|
||||
return ibExchange.id.toUpperCase().replace(/[^A-Z0-9]/g, '');
|
||||
}
|
||||
|
||||
if (ibExchange.name) {
|
||||
return ibExchange.name
|
||||
.toUpperCase()
|
||||
.split(' ')
|
||||
.slice(0, 2)
|
||||
.join('_')
|
||||
.replace(/[^A-Z0-9_]/g, '');
|
||||
}
|
||||
|
||||
return 'UNKNOWN_EXCHANGE';
|
||||
}
|
||||
|
||||
/**
|
||||
* Generate aliases for the exchange
|
||||
*/
|
||||
function generateAliases(ibExchange: IBExchange): string[] {
|
||||
const aliases: string[] = [];
|
||||
|
||||
if (ibExchange.name && ibExchange.name.includes(' ')) {
|
||||
// Add abbreviated version
|
||||
aliases.push(
|
||||
ibExchange.name
|
||||
.split(' ')
|
||||
.map(w => w[0])
|
||||
.join('')
|
||||
.toUpperCase()
|
||||
);
|
||||
}
|
||||
|
||||
if (ibExchange.code) {
|
||||
aliases.push(ibExchange.code.toUpperCase());
|
||||
}
|
||||
|
||||
return aliases;
|
||||
}
|
||||
|
||||
/**
|
||||
* Infer timezone from exchange name/location
|
||||
*/
|
||||
function inferTimezone(ibExchange: IBExchange): string {
|
||||
if (!ibExchange.name) {
|
||||
return 'UTC';
|
||||
}
|
||||
|
||||
const name = ibExchange.name.toUpperCase();
|
||||
|
||||
if (name.includes('NEW YORK') || name.includes('NYSE') || name.includes('NASDAQ')) {
|
||||
return 'America/New_York';
|
||||
}
|
||||
if (name.includes('LONDON')) {
|
||||
return 'Europe/London';
|
||||
}
|
||||
if (name.includes('TOKYO')) {
|
||||
return 'Asia/Tokyo';
|
||||
}
|
||||
if (name.includes('SHANGHAI')) {
|
||||
return 'Asia/Shanghai';
|
||||
}
|
||||
if (name.includes('TORONTO')) {
|
||||
return 'America/Toronto';
|
||||
}
|
||||
if (name.includes('FRANKFURT')) {
|
||||
return 'Europe/Berlin';
|
||||
}
|
||||
|
||||
return 'UTC'; // Default
|
||||
}
|
||||
|
|
@ -0,0 +1,204 @@
|
|||
import { getLogger } from '@stock-bot/logger';
|
||||
import { getMongoDBClient } from "@stock-bot/mongodb-client";
|
||||
import { getPostgreSQLClient } from '@stock-bot/postgres-client';
|
||||
import type { JobPayload, SyncResult } from '../../../types/job-payloads';
|
||||
|
||||
const logger = getLogger('enhanced-sync-qm-provider-mappings');
|
||||
|
||||
export async function syncQMProviderMappings(payload: JobPayload): Promise<SyncResult> {
|
||||
logger.info('Starting QM provider exchange mappings sync...');
|
||||
|
||||
const result: SyncResult = {
|
||||
processed: 0,
|
||||
created: 0,
|
||||
updated: 0,
|
||||
skipped: 0,
|
||||
errors: 0,
|
||||
};
|
||||
|
||||
try {
|
||||
const mongoClient = getMongoDBClient();
|
||||
const postgresClient = getPostgreSQLClient();
|
||||
|
||||
// Start transaction
|
||||
await postgresClient.query('BEGIN');
|
||||
|
||||
// Get unique exchange combinations from QM symbols
|
||||
const db = mongoClient.getDatabase();
|
||||
const pipeline = [
|
||||
{
|
||||
$group: {
|
||||
_id: {
|
||||
exchangeCode: '$exchangeCode',
|
||||
exchange: '$exchange',
|
||||
countryCode: '$countryCode',
|
||||
},
|
||||
count: { $sum: 1 },
|
||||
sampleExchange: { $first: '$exchange' },
|
||||
},
|
||||
},
|
||||
{
|
||||
$project: {
|
||||
exchangeCode: '$_id.exchangeCode',
|
||||
exchange: '$_id.exchange',
|
||||
countryCode: '$_id.countryCode',
|
||||
count: 1,
|
||||
sampleExchange: 1,
|
||||
},
|
||||
},
|
||||
];
|
||||
|
||||
const qmExchanges = await db.collection('qmSymbols').aggregate(pipeline).toArray();
|
||||
logger.info(`Found ${qmExchanges.length} unique QM exchange combinations`);
|
||||
|
||||
for (const exchange of qmExchanges) {
|
||||
try {
|
||||
// Create provider exchange mapping for QM
|
||||
await createProviderExchangeMapping(
|
||||
'qm', // provider
|
||||
exchange.exchangeCode,
|
||||
exchange.sampleExchange || exchange.exchangeCode,
|
||||
exchange.countryCode,
|
||||
exchange.countryCode === 'CA' ? 'CAD' : 'USD', // Simple currency mapping
|
||||
0.8 // good confidence for QM data
|
||||
);
|
||||
|
||||
result.processed++;
|
||||
result.created++;
|
||||
} catch (error) {
|
||||
logger.error('Failed to process QM exchange mapping', { error, exchange });
|
||||
result.errors++;
|
||||
}
|
||||
}
|
||||
|
||||
await postgresClient.query('COMMIT');
|
||||
|
||||
logger.info('QM provider exchange mappings sync completed', result);
|
||||
return result;
|
||||
} catch (error) {
|
||||
const postgresClient = getPostgreSQLClient();
|
||||
await postgresClient.query('ROLLBACK');
|
||||
logger.error('QM provider exchange mappings sync failed', { error });
|
||||
throw error;
|
||||
}
|
||||
}
|
||||
|
||||
async function createProviderExchangeMapping(
|
||||
provider: string,
|
||||
providerExchangeCode: string,
|
||||
providerExchangeName: string,
|
||||
countryCode: string | null,
|
||||
currency: string | null,
|
||||
confidence: number
|
||||
): Promise<void> {
|
||||
if (!providerExchangeCode) {
|
||||
return;
|
||||
}
|
||||
|
||||
const postgresClient = getPostgreSQLClient();
|
||||
|
||||
// Check if mapping already exists
|
||||
const existingMapping = await findProviderExchangeMapping(provider, providerExchangeCode);
|
||||
if (existingMapping) {
|
||||
// Don't override existing mappings to preserve manual work
|
||||
return;
|
||||
}
|
||||
|
||||
// Find or create master exchange
|
||||
const masterExchange = await findOrCreateMasterExchange(
|
||||
providerExchangeCode,
|
||||
providerExchangeName,
|
||||
countryCode,
|
||||
currency
|
||||
);
|
||||
|
||||
// Create the provider exchange mapping
|
||||
const query = `
|
||||
INSERT INTO provider_exchange_mappings
|
||||
(provider, provider_exchange_code, provider_exchange_name, master_exchange_id,
|
||||
country_code, currency, confidence, active, auto_mapped)
|
||||
VALUES ($1, $2, $3, $4, $5, $6, $7, false, true)
|
||||
ON CONFLICT (provider, provider_exchange_code) DO NOTHING
|
||||
`;
|
||||
|
||||
await postgresClient.query(query, [
|
||||
provider,
|
||||
providerExchangeCode,
|
||||
providerExchangeName,
|
||||
masterExchange.id,
|
||||
countryCode,
|
||||
currency,
|
||||
confidence,
|
||||
]);
|
||||
}
|
||||
|
||||
async function findProviderExchangeMapping(provider: string, providerExchangeCode: string): Promise<any> {
|
||||
const postgresClient = getPostgreSQLClient();
|
||||
const query = 'SELECT * FROM provider_exchange_mappings WHERE provider = $1 AND provider_exchange_code = $2';
|
||||
const result = await postgresClient.query(query, [provider, providerExchangeCode]);
|
||||
return result.rows[0] || null;
|
||||
}
|
||||
|
||||
async function findOrCreateMasterExchange(
|
||||
providerCode: string,
|
||||
providerName: string,
|
||||
countryCode: string | null,
|
||||
currency: string | null
|
||||
): Promise<any> {
|
||||
const postgresClient = getPostgreSQLClient();
|
||||
|
||||
// First, try to find exact match
|
||||
let masterExchange = await findExchangeByCode(providerCode);
|
||||
|
||||
if (masterExchange) {
|
||||
return masterExchange;
|
||||
}
|
||||
|
||||
// Try to find by similar codes (basic mapping)
|
||||
const basicMapping = getBasicExchangeMapping(providerCode);
|
||||
if (basicMapping) {
|
||||
masterExchange = await findExchangeByCode(basicMapping);
|
||||
if (masterExchange) {
|
||||
return masterExchange;
|
||||
}
|
||||
}
|
||||
|
||||
// Create new master exchange (inactive by default)
|
||||
const query = `
|
||||
INSERT INTO exchanges (code, name, country, currency, active)
|
||||
VALUES ($1, $2, $3, $4, false)
|
||||
ON CONFLICT (code) DO UPDATE SET
|
||||
name = COALESCE(EXCLUDED.name, exchanges.name),
|
||||
country = COALESCE(EXCLUDED.country, exchanges.country),
|
||||
currency = COALESCE(EXCLUDED.currency, exchanges.currency)
|
||||
RETURNING id, code, name, country, currency
|
||||
`;
|
||||
|
||||
const result = await postgresClient.query(query, [
|
||||
providerCode,
|
||||
providerName || providerCode,
|
||||
countryCode || 'US',
|
||||
currency || 'USD',
|
||||
]);
|
||||
|
||||
return result.rows[0];
|
||||
}
|
||||
|
||||
function getBasicExchangeMapping(providerCode: string): string | null {
|
||||
const mappings: Record<string, string> = {
|
||||
NYE: 'NYSE',
|
||||
NAS: 'NASDAQ',
|
||||
TO: 'TSX',
|
||||
LN: 'LSE',
|
||||
LON: 'LSE',
|
||||
};
|
||||
|
||||
return mappings[providerCode.toUpperCase()] || null;
|
||||
}
|
||||
|
||||
async function findExchangeByCode(code: string): Promise<any> {
|
||||
const postgresClient = getPostgreSQLClient();
|
||||
const query = 'SELECT * FROM exchanges WHERE code = $1';
|
||||
const result = await postgresClient.query(query, [code]);
|
||||
return result.rows[0] || null;
|
||||
}
|
||||
Loading…
Add table
Add a link
Reference in a new issue