Value positions from a daily price feed
A position was a share count. An instrument now carries a market symbol and the last close fetched for it, so Wealth and the dashboard report cash plus market value instead of cash alone. The symbol is chosen by hand and never derived: one ISIN lists on several exchanges in different currencies, and a price from the wrong listing misstates wealth without failing any check. The refresh refuses a quote whose currency differs from the instrument's, keeps the previous quote when a symbol cannot be priced, and counts an instrument with no symbol as unpriced - naming it in a check and leaving it out of every total, because cost is not value. The quote belongs to the job: saving an instrument can neither set nor erase it, and changing the symbol discards it. Two things the provider forced. It answers HTTP 429 to every request whose User-Agent names a programming language, so the client identifies as a browser; without that header the first call of the day fails. Its closes are 32-bit floats widened to 64 - 165.26 arrives as 165.25999450683594 - so a figure is rounded to seven significant digits, which is what 24 mantissa bits carry; eight would have stored 165.25999 as a price. Accepted quotes are written in one commit against a revision re-read after the fetches, and nothing is committed when no quote changed. The automatic run starts shortly after launch and repeats daily on its own timer, so a sync backoff cannot delay it and prices arrive with no bank connected. Verified against live quotes end to end: 80 shares at 125.45 and 40 at 165.26 on 6000.00 cash report 22646.40 with one holding named as unpriced; giving that holding a symbol through the UI moves the figure to 23530.50, and a second refresh leaves the revision untouched.
This commit is contained in:
Lars Nolden
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package app
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import (
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"context"
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"fmt"
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"strings"
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"time"
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"finance-duck/internal/domain"
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"finance-duck/internal/quotes"
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)
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// QuoteFailure names one instrument the price job could not value, with the
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// provider's already sanitized reason. It carries the ISIN as well as the ID
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// because the person reading a failed refresh recognises the security by its
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// ISIN, not by a registry identifier.
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type QuoteFailure struct {
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InstrumentID string `json:"instrument_id"`
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ISIN string `json:"isin"`
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Symbol string `json:"symbol"`
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Error string `json:"error"`
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}
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// QuoteResult is the outcome of one refresh. Every instrument is accounted for
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// exactly once, so Updated, Unchanged, Skipped and the failures add up to the
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// number of instruments in the journal and a partial run is visibly partial.
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type QuoteResult struct {
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Updated int `json:"updated"`
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Unchanged int `json:"unchanged"`
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Skipped int `json:"skipped"`
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Failures []QuoteFailure `json:"failures"`
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State State `json:"state"`
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}
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// quoteInterval is how often prices refresh on their own. The provider
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// publishes one close per day, so asking more often only spends requests.
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const quoteInterval = 24 * time.Hour
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// quotePace spaces provider calls. The chart endpoint is public and
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// unauthenticated, and a household portfolio of a few dozen symbols still
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// finishes in seconds at this rate while staying far below the burst at which
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// the provider starts refusing.
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const quotePace = 250 * time.Millisecond
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// quoteStartup delays the first automatic refresh past start, so a restart
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// never fetches while the journal is still being read and a rebuild is running.
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const quoteStartup = 30 * time.Second
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// RefreshQuotes fetches the latest close for every instrument that names a
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// market symbol and writes the accepted ones to the journal in a single
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// commit. One instrument's failure is recorded and the run continues: a
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// delisted or mistyped symbol must not stop the rest of the portfolio from
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// being valued.
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func (a *App) RefreshQuotes(ctx context.Context) (QuoteResult, error) {
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s, err := a.Snapshot(ctx)
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if err != nil {
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return QuoteResult{}, err
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}
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result := QuoteResult{Failures: []QuoteFailure{}}
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accepted := make(map[string]quotes.Quote)
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fetched := 0
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for _, instrument := range s.Data.Instruments {
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if instrument.Symbol == "" {
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result.Skipped++
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continue
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}
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if err = paceQuote(ctx, fetched); err != nil {
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return QuoteResult{}, err
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}
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fetched++
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fail := func(reason string) {
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result.Failures = append(result.Failures, QuoteFailure{InstrumentID: instrument.ID, ISIN: instrument.ISIN, Symbol: instrument.Symbol, Error: reason})
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}
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quote, e := a.quotes.Latest(ctx, instrument.Symbol)
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if e != nil {
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// A shutdown cancels the fetch too, and recording that as this
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// instrument's fault would fill the report with failures that say
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// nothing about the symbols.
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if ctx.Err() != nil {
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return QuoteResult{}, ctx.Err()
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}
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fail(e.Error())
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continue
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}
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// One ISIN is listed on several exchanges in different currencies, and
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// a symbol can be resolved to the wrong listing. Storing a price in a
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// currency the holding is not denominated in would misstate wealth
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// silently, so a disagreement is a failure and never a write.
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if !strings.EqualFold(quote.Currency, instrument.Currency) {
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fail(fmt.Sprintf("quoted in %s but the instrument is held in %s", quote.Currency, instrument.Currency))
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continue
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}
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units, e := quote.Price.Units()
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if e != nil {
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fail(e.Error())
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continue
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}
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if units <= 0 {
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fail("quoted price is not positive")
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continue
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}
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// An empty stored quote fails to parse, which is exactly the "not the
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// same value" answer wanted here.
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if current, e := instrument.Quote.Units(); e == nil && current == units && instrument.QuotedAt == quote.Day {
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result.Unchanged++
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continue
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}
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accepted[instrument.ID] = quote
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}
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if len(accepted) == 0 {
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result.State = s
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return result, nil
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}
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// The fetches took time, so the journal may have moved on underneath this
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// run; re-read it and match by instrument ID rather than by position.
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if s, err = a.Snapshot(ctx); err != nil {
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return QuoteResult{}, err
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}
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s, err = a.Mutate(ctx, s.Revision, func(d *domain.Dataset) error {
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for i := range d.Instruments {
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quote, ok := accepted[d.Instruments[i].ID]
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if !ok {
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continue
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}
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d.Instruments[i].Quote = quote.Price
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d.Instruments[i].QuotedAt = quote.Day
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result.Updated++
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}
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return nil
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})
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if err != nil {
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return QuoteResult{}, err
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}
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result.State = s
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return result, nil
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}
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// paceQuote waits out the spacing between provider calls and is where a run
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// notices that it has been canceled: nothing has been written yet at this
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// point, so abandoning the run here costs only the fetches already made.
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func paceQuote(ctx context.Context, fetched int) error {
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if fetched == 0 {
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return ctx.Err()
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}
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select {
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case <-ctx.Done():
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return ctx.Err()
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case <-time.After(quotePace):
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return nil
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}
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}
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