Files
sure/app/models/provider/twelve_data.rb
soky srm 0192d0638c Merge pull request #356 from jakubkottnauer/cross-rates-twelve-date
Use TwelveData cross API for exotic exchange rates
2025-11-21 15:58:11 +01:00

235 lines
7.3 KiB
Ruby

class Provider::TwelveData < Provider
include ExchangeRateConcept, SecurityConcept
# Subclass so errors caught in this provider are raised as Provider::TwelveData::Error
Error = Class.new(Provider::Error)
InvalidExchangeRateError = Class.new(Error)
InvalidSecurityPriceError = Class.new(Error)
def initialize(api_key)
@api_key = api_key
end
def healthy?
with_provider_response do
response = client.get("#{base_url}/api_usage")
JSON.parse(response.body).dig("plan_category").present?
end
end
def usage
with_provider_response do
response = client.get("#{base_url}/api_usage")
parsed = JSON.parse(response.body)
limit = parsed.dig("plan_daily_limit")
used = parsed.dig("daily_usage")
remaining = limit - used
UsageData.new(
used: used,
limit: limit,
utilization: used / limit * 100,
plan: parsed.dig("plan_category"),
)
end
end
# ================================
# Exchange Rates
# ================================
def fetch_exchange_rate(from:, to:, date:)
with_provider_response do
response = client.get("#{base_url}/exchange_rate") do |req|
req.params["symbol"] = "#{from}/#{to}"
req.params["date"] = date.to_s
end
rate = JSON.parse(response.body).dig("rate")
Rate.new(date: date.to_date, from:, to:, rate: rate)
end
end
def fetch_exchange_rates(from:, to:, start_date:, end_date:)
with_provider_response do
# Try to fetch the currency pair via the time_series API (consumes 1 credit) - this might not return anything as the API does not provide time series data for all possible currency pairs
response = client.get("#{base_url}/time_series") do |req|
req.params["symbol"] = "#{from}/#{to}"
req.params["start_date"] = start_date.to_s
req.params["end_date"] = end_date.to_s
req.params["interval"] = "1day"
end
parsed = JSON.parse(response.body)
data = parsed.dig("values")
# If currency pair is not available, try to fetch via the time_series/cross API (consumes 5 credits)
if data.nil?
Rails.logger.info("#{self.class.name}: Currency pair #{from}/#{to} not available, fetching via time_series/cross API")
response = client.get("#{base_url}/time_series/cross") do |req|
req.params["base"] = from
req.params["quote"] = to
req.params["start_date"] = start_date.to_s
req.params["end_date"] = end_date.to_s
req.params["interval"] = "1day"
end
parsed = JSON.parse(response.body)
data = parsed.dig("values")
end
if data.nil?
error_message = parsed.dig("message") || "No data returned"
error_code = parsed.dig("code") || "unknown"
raise InvalidExchangeRateError, "API error (code: #{error_code}): #{error_message}"
end
data.map do |resp|
rate = resp.dig("close")
date = resp.dig("datetime")
if rate.nil? || rate.to_f <= 0
Rails.logger.warn("#{self.class.name} returned invalid rate data for pair from: #{from} to: #{to} on: #{date}. Rate data: #{rate.inspect}")
next
end
Rate.new(date: date.to_date, from:, to:, rate:)
end.compact
end
end
# ================================
# Securities
# ================================
def search_securities(symbol, country_code: nil, exchange_operating_mic: nil)
with_provider_response do
response = client.get("#{base_url}/symbol_search") do |req|
req.params["symbol"] = symbol
req.params["outputsize"] = 25
end
parsed = JSON.parse(response.body)
data = parsed.dig("data")
if data.nil?
error_message = parsed.dig("message") || "No data returned"
error_code = parsed.dig("code") || "unknown"
raise Error, "API error (code: #{error_code}): #{error_message}"
end
data.map do |security|
country = ISO3166::Country.find_country_by_any_name(security.dig("country"))
Security.new(
symbol: security.dig("symbol"),
name: security.dig("instrument_name"),
logo_url: nil,
exchange_operating_mic: security.dig("mic_code"),
country_code: country ? country.alpha2 : nil
)
end
end
end
def fetch_security_info(symbol:, exchange_operating_mic:)
with_provider_response do
response = client.get("#{base_url}/profile") do |req|
req.params["symbol"] = symbol
req.params["mic_code"] = exchange_operating_mic
end
profile = JSON.parse(response.body)
response = client.get("#{base_url}/logo") do |req|
req.params["symbol"] = symbol
req.params["mic_code"] = exchange_operating_mic
end
logo = JSON.parse(response.body)
SecurityInfo.new(
symbol: symbol,
name: profile.dig("name"),
links: profile.dig("website"),
logo_url: logo.dig("url"),
description: profile.dig("description"),
kind: profile.dig("type"),
exchange_operating_mic: exchange_operating_mic
)
end
end
def fetch_security_price(symbol:, exchange_operating_mic: nil, date:)
with_provider_response do
historical_data = fetch_security_prices(symbol:, exchange_operating_mic:, start_date: date, end_date: date)
raise ProviderError, "No prices found for security #{symbol} on date #{date}" if historical_data.data.empty?
historical_data.data.first
end
end
def fetch_security_prices(symbol:, exchange_operating_mic: nil, start_date:, end_date:)
with_provider_response do
response = client.get("#{base_url}/time_series") do |req|
req.params["symbol"] = symbol
req.params["mic_code"] = exchange_operating_mic
req.params["start_date"] = start_date.to_s
req.params["end_date"] = end_date.to_s
req.params["interval"] = "1day"
end
parsed = JSON.parse(response.body)
values = parsed.dig("values")
if values.nil?
error_message = parsed.dig("message") || "No data returned"
error_code = parsed.dig("code") || "unknown"
raise InvalidSecurityPriceError, "API error (code: #{error_code}): #{error_message}"
end
values.map do |resp|
price = resp.dig("close")
date = resp.dig("datetime")
if price.nil? || price.to_f <= 0
Rails.logger.warn("#{self.class.name} returned invalid price data for security #{symbol} on: #{date}. Price data: #{price.inspect}")
next
end
Price.new(
symbol: symbol,
date: date.to_date,
price: price,
currency: parsed.dig("meta", "currency") || parsed.dig("currency"),
exchange_operating_mic: exchange_operating_mic
)
end.compact
end
end
private
attr_reader :api_key
def base_url
ENV["TWELVE_DATA_URL"] || "https://api.twelvedata.com"
end
def client
@client ||= Faraday.new(url: base_url) do |faraday|
faraday.request(:retry, {
max: 2,
interval: 0.05,
interval_randomness: 0.5,
backoff_factor: 2
})
faraday.request :json
faraday.response :raise_error
faraday.headers["Authorization"] = "apikey #{api_key}"
end
end
end