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Add binance security provider for crypto (#1424)
* Binance as securities provider * Disable twelve data crypto results * Add logo support and new currency pairs * FIX importer fallback * Add price clamping and optiimize retrieval * Review * Update adding-a-securities-provider.md * day gap miss fix * New fixes * Brandfetch doesn't support crypto. add new CDN * Update _investment_performance.html.erb
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soky srm
@@ -81,6 +81,245 @@ class Security::Price::ImporterTest < ActiveSupport::TestCase
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).import_provider_prices
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end
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test "writes post-listing prices when holding predates provider history" do
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# Regression: a 2018-06-15 trade for a pair the provider only has from
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# 2020-01-03 onwards (e.g. BTCEUR on Binance) used to hit the
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# `return 0` bail in start_price_value and write zero rows for the
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# entire range. The fallback now advances fill_start_date to the
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# earliest provider date and writes all post-listing prices.
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Security::Price.delete_all
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start_date = Date.parse("2018-06-15")
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listing = Date.parse("2020-01-03")
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end_date = listing + 2.days
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provider_response = provider_success_response([
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OpenStruct.new(security: @security, date: listing, price: 6568, currency: "EUR"),
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OpenStruct.new(security: @security, date: listing + 1.day, price: 6700, currency: "EUR"),
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OpenStruct.new(security: @security, date: listing + 2.days, price: 6800, currency: "EUR")
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])
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@provider.expects(:fetch_security_prices)
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.with(symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic,
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start_date: get_provider_fetch_start_date(start_date), end_date: end_date)
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.returns(provider_response)
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upserted = Security::Price::Importer.new(
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security: @security,
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security_provider: @provider,
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start_date: start_date,
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end_date: end_date
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).import_provider_prices
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db_prices = Security::Price.where(security: @security).order(:date)
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# Post-listing rows are all written
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assert_equal 3, db_prices.count
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assert_equal [ listing, listing + 1.day, listing + 2.days ], db_prices.map(&:date)
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assert_equal [ 6568, 6700, 6800 ], db_prices.map { |p| p.price.to_i }
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assert db_prices.all? { |p| p.currency == "EUR" }
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# Pre-listing gap is intentionally empty — no rows written before the
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# earliest available provider price.
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assert_equal 0, Security::Price.where(security: @security).where("date < ?", listing).count
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assert_equal 3, upserted
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# The earliest-available date is persisted on the Security so the next
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# sync can short-circuit via all_prices_exist? instead of re-iterating
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# the full (start_date..end_date) range every run.
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assert_equal listing, @security.reload.first_provider_price_on
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end
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test "pre-listing fallback picks earliest VALID provider row, skipping nil/zero leaders" do
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# Regression: if the provider returns a row with a nil/zero price as its
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# earliest entry (e.g. a listing-day or halted-day placeholder), the
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# fallback used to bail with MissingStartPriceError and drop every later
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# valid row. It must now skip past invalid leaders and anchor on the
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# earliest positive-price row instead.
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Security::Price.delete_all
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start_date = Date.parse("2018-06-15")
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listing = Date.parse("2020-01-03")
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end_date = listing + 3.days
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provider_response = provider_success_response([
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OpenStruct.new(security: @security, date: listing, price: 0, currency: "EUR"),
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OpenStruct.new(security: @security, date: listing + 1.day, price: nil, currency: "EUR"),
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OpenStruct.new(security: @security, date: listing + 2.days, price: 6700, currency: "EUR"),
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OpenStruct.new(security: @security, date: listing + 3.days, price: 6800, currency: "EUR")
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])
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@provider.expects(:fetch_security_prices)
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.with(symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic,
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start_date: get_provider_fetch_start_date(start_date), end_date: end_date)
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.returns(provider_response)
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upserted = Security::Price::Importer.new(
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security: @security,
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security_provider: @provider,
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start_date: start_date,
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end_date: end_date
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).import_provider_prices
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# 2 valid provider rows + LOCF for each of the 2 invalid dates before them
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# would ALSO get skipped entirely since fill_start_date advances past them
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# (honest gap before earliest VALID date).
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db_prices = Security::Price.where(security: @security).order(:date)
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assert_equal 2, db_prices.count
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assert_equal [ listing + 2.days, listing + 3.days ], db_prices.map(&:date)
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assert_equal [ 6700, 6800 ], db_prices.map { |p| p.price.to_i }
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assert_equal 2, upserted
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assert_equal listing + 2.days, @security.reload.first_provider_price_on
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end
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test "first_provider_price_on is moved earlier when provider extends backward coverage" do
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# Regression: a previous sync captured first_provider_price_on = 2024-10-01
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# (e.g. provider only had limited history then). The provider has now
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# backfilled earlier data. A clear_cache sync should detect the new
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# earlier date and update the column so subsequent non-clear_cache
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# syncs use the correct wider clamp.
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Security::Price.delete_all
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@security.update!(first_provider_price_on: Date.parse("2024-10-01"))
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start_date = Date.parse("2018-06-15")
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earlier = Date.parse("2020-01-03")
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end_date = earlier + 2.days
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provider_response = provider_success_response([
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OpenStruct.new(security: @security, date: earlier, price: 6568, currency: "EUR"),
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OpenStruct.new(security: @security, date: earlier + 1.day, price: 6700, currency: "EUR"),
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OpenStruct.new(security: @security, date: earlier + 2.days, price: 6800, currency: "EUR")
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])
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@provider.expects(:fetch_security_prices)
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.with(symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic,
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start_date: get_provider_fetch_start_date(start_date), end_date: end_date)
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.returns(provider_response)
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Security::Price::Importer.new(
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security: @security,
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security_provider: @provider,
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start_date: start_date,
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end_date: end_date,
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clear_cache: true
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).import_provider_prices
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assert_equal earlier, @security.reload.first_provider_price_on
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end
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test "first_provider_price_on is NOT moved forward when provider shrinks coverage" do
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# Provider previously had data back to 2020-01-03, which we captured.
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# A later clear_cache sync discovers the provider can now only serve
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# from 2022-06-01 (e.g. free tier shrunk). We must NOT move the column
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# forward, since that would silently hide older rows already in the DB.
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Security::Price.delete_all
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@security.update!(first_provider_price_on: Date.parse("2020-01-03"))
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start_date = Date.parse("2018-06-15")
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later = Date.parse("2022-06-01")
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end_date = later + 2.days
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provider_response = provider_success_response([
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OpenStruct.new(security: @security, date: later, price: 20000, currency: "EUR"),
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OpenStruct.new(security: @security, date: later + 1.day, price: 20500, currency: "EUR"),
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OpenStruct.new(security: @security, date: later + 2.days, price: 21000, currency: "EUR")
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])
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@provider.expects(:fetch_security_prices)
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.with(symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic,
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start_date: get_provider_fetch_start_date(start_date), end_date: end_date)
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.returns(provider_response)
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Security::Price::Importer.new(
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security: @security,
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security_provider: @provider,
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start_date: start_date,
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end_date: end_date,
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clear_cache: true
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).import_provider_prices
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# Column stays at the earlier stored value — shrink is ignored.
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assert_equal Date.parse("2020-01-03"), @security.reload.first_provider_price_on
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end
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test "incremental sync on pre-listing holding does NOT re-fetch pre-listing window" do
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# Regression: when first_provider_price_on was set but a new day was
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# missing (typical daily sync), effective_start_date iterated from the
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# original (unclamped) start_date and immediately found the pre-listing
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# date missing. That caused the provider to be called with the full
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# pre-listing start_date every sync AND the gap-fill loop to re-upsert
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# every row from listing..end_date. The clamp must shrink the iteration
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# window to (first_provider_price_on..end_date).
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Security::Price.delete_all
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travel_to Date.parse("2024-06-01") do
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listing = Date.parse("2024-05-25")
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start_date = Date.parse("2018-06-15")
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end_date = Date.current
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@security.update!(first_provider_price_on: listing)
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(listing..(end_date - 1.day)).each do |d|
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Security::Price.create!(security: @security, date: d, price: 6568, currency: "EUR")
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end
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provider_response = provider_success_response([
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OpenStruct.new(security: @security, date: end_date, price: 70_000, currency: "EUR")
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])
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# After fix: provider is called with start_date = clamped_start_date - 7 days,
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# NOT with the original pre-listing start_date - 7 days (= 2018-06-08).
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@provider.expects(:fetch_security_prices)
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.with(
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symbol: @security.ticker,
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exchange_operating_mic: @security.exchange_operating_mic,
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start_date: end_date - Security::Price::Importer::PROVISIONAL_LOOKBACK_DAYS.days,
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end_date: end_date
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)
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.returns(provider_response)
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upserted = Security::Price::Importer.new(
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security: @security,
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security_provider: @provider,
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start_date: start_date,
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end_date: end_date
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).import_provider_prices
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# Only today's row is upserted — not the full (listing..end_date) range.
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assert_equal 1, upserted
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end
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end
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test "skips re-sync for pre-listing holding once first_provider_price_on is set" do
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# Previous sync already advanced the clamp and wrote all post-listing
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# prices. The next sync should see all_prices_exist? return true (because
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# expected_count is clamped to [first_provider_price_on, end_date]) and
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# never call the provider.
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Security::Price.delete_all
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listing = Date.parse("2020-01-03")
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end_date = listing + 2.days
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@security.update!(first_provider_price_on: listing)
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(listing..end_date).each do |date|
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Security::Price.create!(security: @security, date: date, price: 6568, currency: "EUR")
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end
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@provider.expects(:fetch_security_prices).never
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result = Security::Price::Importer.new(
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security: @security,
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security_provider: @provider,
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start_date: Date.parse("2018-06-15"),
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end_date: end_date
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).import_provider_prices
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assert_equal 0, result
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end
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test "full upsert if clear_cache is true" do
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Security::Price.delete_all
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@@ -123,6 +123,75 @@ class Security::ResolverTest < ActiveSupport::TestCase
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assert_nil resolved.reload.price_provider, "Unknown providers should be rejected"
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end
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test "resolves Binance crypto match for a non-AE family" do
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# Regression: BinancePublic search results carry country_code="AE" (the ISO
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# 10383 MIC country), but the transactions controller passes the family's
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# country (e.g. "US"). The resolver used to require an exact country match
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# for both exact and close paths, so non-AE families would fall through to
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# offline_security for every Binance pick — the user saw their BTCUSD
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# holding resolve to an offline security that never fetched prices.
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binance_match = Security.new(
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ticker: "BTCUSD",
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exchange_operating_mic: "BNCX",
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country_code: nil,
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price_provider: "binance_public"
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)
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Security.expects(:search_provider)
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.with("BTCUSD", exchange_operating_mic: "BNCX", country_code: "US")
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.returns([ binance_match ])
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Setting.stubs(:enabled_securities_providers).returns([ "binance_public" ])
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resolved = Security::Resolver.new(
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"BTCUSD",
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exchange_operating_mic: "BNCX",
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country_code: "US",
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price_provider: "binance_public"
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).resolve
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assert resolved.persisted?
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refute resolved.offline, "Binance security must not fall through to offline_security"
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assert_equal "BTCUSD", resolved.ticker
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assert_equal "BNCX", resolved.exchange_operating_mic
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assert_equal "binance_public", resolved.price_provider
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end
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test "resolved provider match is persisted with nil name/logo_url" do
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# Documents that find_or_create_provider_match! intentionally copies only
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# ticker, MIC, country_code, and price_provider from the match — not name
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# or logo_url. This means Security#import_provider_details always has
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# blank metadata on first resolution and does NOT short-circuit at
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# `return if self.name.present? && ...`, so fetch_security_info runs as
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# expected on the first sync. Regression guard: if someone adds name/logo
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# copying to the resolver, the Binance logo-fallback path would become
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# dead code on first sync.
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match = Security.new(
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ticker: "BTCUSD",
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exchange_operating_mic: "BNCX",
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country_code: nil,
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name: "BTC",
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logo_url: "https://cdn.jsdelivr.net/gh/lindomar-oliveira/binance-data-plus/assets/img/BTC.png",
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price_provider: "binance_public"
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)
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Security.expects(:search_provider)
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.with("BTCUSD", exchange_operating_mic: "BNCX", country_code: "US")
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.returns([ match ])
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Setting.stubs(:enabled_securities_providers).returns([ "binance_public" ])
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resolved = Security::Resolver.new(
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"BTCUSD",
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exchange_operating_mic: "BNCX",
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country_code: "US",
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price_provider: "binance_public"
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).resolve
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assert_nil resolved.reload.name, "Resolver must not copy name from the search match"
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assert_nil resolved.logo_url, "Resolver must not copy logo_url from the search match"
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end
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test "rejects disabled price_provider" do
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db_security = Security.create!(ticker: "GOOG2", exchange_operating_mic: "XNAS", country_code: "US")
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