price pipeline
Signed-off-by: GnomeZworc <nicolas.boufidjeline@g3e.fr>
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GPG key ID:
4406BBBF8845D632
16 changed files with 790 additions and 10 deletions
88
internal/pipeline/coingecko.go
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88
internal/pipeline/coingecko.go
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@ -0,0 +1,88 @@
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package pipeline
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import (
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"context"
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"encoding/json"
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"fmt"
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"net/http"
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"strings"
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)
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// ResolveCryptoID résout un ticker crypto (ex: "BTC") en ID CoinGecko (ex: "bitcoin").
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func ResolveCryptoID(ctx context.Context, apiKey, ticker string) (string, error) {
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url := fmt.Sprintf("https://api.coingecko.com/api/v3/search?query=%s", ticker)
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req, err := http.NewRequestWithContext(ctx, http.MethodGet, url, nil)
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if err != nil {
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return "", err
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}
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if apiKey != "" {
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req.Header.Set("x-cg-pro-api-key", apiKey)
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}
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resp, err := http.DefaultClient.Do(req)
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if err != nil {
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return "", err
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}
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defer resp.Body.Close()
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var result struct {
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Coins []struct {
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ID string `json:"id"`
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Symbol string `json:"symbol"`
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} `json:"coins"`
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}
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if err := json.NewDecoder(resp.Body).Decode(&result); err != nil {
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return "", fmt.Errorf("decode coingecko search: %w", err)
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}
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// Le premier résultat dont le symbol correspond exactement est le bon
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upper := strings.ToUpper(ticker)
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for _, coin := range result.Coins {
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if strings.ToUpper(coin.Symbol) == upper {
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return coin.ID, nil
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}
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}
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return "", fmt.Errorf("no coingecko match for ticker %s", ticker)
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}
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// FetchCoinGeckoPrices récupère les prix EUR pour une liste d'IDs CoinGecko.
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// Le ticker stocké dans instrument_ticker_cache doit être l'ID CoinGecko (ex: "bitcoin", "ethereum").
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func FetchCoinGeckoPrices(ctx context.Context, apiKey string, coinIDs []string) (map[string]float64, error) {
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if len(coinIDs) == 0 {
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return map[string]float64{}, nil
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}
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baseURL := "https://api.coingecko.com/api/v3/simple/price"
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if apiKey != "" {
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baseURL = "https://pro-api.coingecko.com/api/v3/simple/price"
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}
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url := fmt.Sprintf("%s?ids=%s&vs_currencies=eur", baseURL, strings.Join(coinIDs, ","))
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req, err := http.NewRequestWithContext(ctx, http.MethodGet, url, nil)
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if err != nil {
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return nil, err
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}
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if apiKey != "" {
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req.Header.Set("x-cg-pro-api-key", apiKey)
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}
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resp, err := http.DefaultClient.Do(req)
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if err != nil {
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return nil, err
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}
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defer resp.Body.Close()
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// Réponse : {"bitcoin": {"eur": 45000.0}, "ethereum": {"eur": 2500.0}}
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var raw map[string]map[string]float64
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if err := json.NewDecoder(resp.Body).Decode(&raw); err != nil {
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return nil, fmt.Errorf("decode coingecko response: %w", err)
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}
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prices := make(map[string]float64, len(raw))
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for id, currencies := range raw {
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prices[id] = currencies["eur"]
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}
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return prices, nil
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}
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75
internal/pipeline/openfigi.go
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75
internal/pipeline/openfigi.go
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package pipeline
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import (
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"bytes"
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"context"
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"encoding/json"
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"fmt"
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"net/http"
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)
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// exchSuffix mappe le code bourse OpenFIGI vers le suffixe Yahoo Finance
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var exchSuffix = map[string]string{
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"FP": ".PA", // Euronext Paris
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"GY": ".DE", // Xetra
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"LN": ".L", // London
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"SM": ".MC", // Madrid
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"IM": ".MI", // Milan
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"NA": ".AS", // Amsterdam
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"BB": ".BR", // Bruxelles
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"UN": "", // NYSE
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"UQ": "", // NASDAQ
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"UW": "", // NASDAQ (alt)
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}
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type openFIGIRequest struct {
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IDType string `json:"idType"`
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IDValue string `json:"idValue"`
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}
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type openFIGIData struct {
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Ticker string `json:"ticker"`
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ExchCode string `json:"exchCode"`
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Name string `json:"name"`
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}
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type openFIGIResult struct {
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Data []openFIGIData `json:"data"`
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Error string `json:"error"`
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}
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// ResolveISIN résout un ISIN en ticker Yahoo Finance via OpenFIGI.
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func ResolveISIN(ctx context.Context, apiKey, isin string) (string, error) {
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body, _ := json.Marshal([]openFIGIRequest{{IDType: "ID_ISIN", IDValue: isin}})
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req, err := http.NewRequestWithContext(ctx, http.MethodPost,
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"https://api.openfigi.com/v3/mapping", bytes.NewReader(body))
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if err != nil {
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return "", err
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}
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req.Header.Set("Content-Type", "application/json")
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if apiKey != "" {
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req.Header.Set("X-OPENFIGI-APIKEY", apiKey)
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}
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resp, err := http.DefaultClient.Do(req)
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if err != nil {
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return "", err
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}
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defer resp.Body.Close()
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var results []openFIGIResult
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if err := json.NewDecoder(resp.Body).Decode(&results); err != nil {
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return "", fmt.Errorf("decode openfigi response: %w", err)
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}
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if len(results) == 0 || len(results[0].Data) == 0 {
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return "", fmt.Errorf("no result for ISIN %s", isin)
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}
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if results[0].Error != "" {
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return "", fmt.Errorf("openfigi error: %s", results[0].Error)
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}
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d := results[0].Data[0]
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suffix := exchSuffix[d.ExchCode]
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return d.Ticker + suffix, nil
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}
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133
internal/pipeline/pipeline.go
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133
internal/pipeline/pipeline.go
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package pipeline
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import (
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"context"
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"log/slog"
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"time"
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"git.g3e.fr/H6N/account/internal/store"
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)
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type Config struct {
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OpenFIGIKey string
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CoinGeckoKey string
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}
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type Pipeline struct {
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store *store.Store
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cfg Config
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logger *slog.Logger
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}
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func New(s *store.Store, cfg Config, logger *slog.Logger) *Pipeline {
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return &Pipeline{store: s, cfg: cfg, logger: logger}
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}
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// FetchAll récupère les prix de tous les instruments et les écrit dans price_history.
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func (p *Pipeline) FetchAll(ctx context.Context) error {
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instruments, err := p.store.ListInstruments(ctx)
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if err != nil {
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return err
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}
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now := time.Now().UTC()
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// Séparer les instruments par type pour batch CoinGecko
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var cryptoIDs []string
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cryptoByID := make(map[string]store.Instrument)
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for _, inst := range instruments {
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switch inst.Type {
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case "devise":
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if err := p.store.UpsertPrice(ctx, inst.ID, now, 1.0); err != nil {
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p.logger.Error("upsert devise price", "code", inst.Code, "error", err)
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}
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case "action", "etf":
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ticker, err := p.resolveTicker(ctx, inst)
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if err != nil {
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p.logger.Warn("could not resolve ticker", "instrument", inst.Code, "error", err)
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continue
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}
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price, err := FetchYahooPrice(ctx, ticker)
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if err != nil {
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p.logger.Warn("yahoo fetch failed", "ticker", ticker, "error", err)
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continue
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}
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if err := p.store.UpsertPrice(ctx, inst.ID, now, price); err != nil {
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p.logger.Error("upsert price", "instrument", inst.Code, "error", err)
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}
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p.logger.Info("price fetched", "instrument", inst.Code, "ticker", ticker, "price", price)
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case "crypto":
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coinID, err := p.resolveCoinID(ctx, inst)
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if err != nil {
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p.logger.Warn("could not resolve coingecko id", "instrument", inst.Code, "error", err)
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continue
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}
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cryptoIDs = append(cryptoIDs, coinID)
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cryptoByID[coinID] = inst
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}
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}
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// Batch fetch crypto
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if len(cryptoIDs) > 0 {
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prices, err := FetchCoinGeckoPrices(ctx, p.cfg.CoinGeckoKey, cryptoIDs)
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if err != nil {
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p.logger.Error("coingecko fetch failed", "error", err)
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} else {
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for coinID, price := range prices {
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inst := cryptoByID[coinID]
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if err := p.store.UpsertPrice(ctx, inst.ID, now, price); err != nil {
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p.logger.Error("upsert crypto price", "instrument", inst.Code, "error", err)
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continue
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}
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p.logger.Info("price fetched", "instrument", inst.Code, "coin_id", coinID, "price", price)
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}
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}
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}
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return nil
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}
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// CleanHistory supprime les prix intraday des jours passés, ne gardant que le dernier par instrument.
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func (p *Pipeline) CleanHistory(ctx context.Context) error {
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if err := p.store.CleanPastDays(ctx); err != nil {
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p.logger.Error("clean price history failed", "error", err)
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return err
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}
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p.logger.Info("price history cleaned")
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return nil
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}
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// resolveTicker retourne le ticker Yahoo Finance, en le résolvant via OpenFIGI si nécessaire.
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func (p *Pipeline) resolveTicker(ctx context.Context, inst store.Instrument) (string, error) {
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ticker, err := p.store.GetTicker(ctx, inst.ID)
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if err == nil {
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return ticker, nil
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}
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resolved, err := ResolveISIN(ctx, p.cfg.OpenFIGIKey, inst.Code)
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if err != nil {
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return "", err
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}
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_ = p.store.UpsertTicker(ctx, inst.ID, resolved)
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return resolved, nil
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}
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// resolveCoinID retourne l'ID CoinGecko, en le résolvant via l'API search si nécessaire.
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func (p *Pipeline) resolveCoinID(ctx context.Context, inst store.Instrument) (string, error) {
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coinID, err := p.store.GetTicker(ctx, inst.ID)
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if err == nil {
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return coinID, nil
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}
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resolved, err := ResolveCryptoID(ctx, p.cfg.CoinGeckoKey, inst.Code)
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if err != nil {
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return "", err
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}
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_ = p.store.UpsertTicker(ctx, inst.ID, resolved)
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return resolved, nil
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}
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55
internal/pipeline/yahoo.go
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55
internal/pipeline/yahoo.go
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package pipeline
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import (
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"context"
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"encoding/json"
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"fmt"
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"net/http"
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)
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type yahooChart struct {
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Chart struct {
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Result []struct {
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Meta struct {
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RegularMarketPrice float64 `json:"regularMarketPrice"`
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Currency string `json:"currency"`
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} `json:"meta"`
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} `json:"result"`
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Error *struct{ Description string } `json:"error"`
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} `json:"chart"`
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}
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// FetchYahooPrice récupère le dernier prix connu pour un ticker Yahoo Finance.
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func FetchYahooPrice(ctx context.Context, ticker string) (float64, error) {
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url := fmt.Sprintf(
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"https://query1.finance.yahoo.com/v8/finance/chart/%s?interval=1d&range=1d", ticker)
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req, err := http.NewRequestWithContext(ctx, http.MethodGet, url, nil)
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if err != nil {
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return 0, err
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}
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req.Header.Set("User-Agent", "Mozilla/5.0")
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resp, err := http.DefaultClient.Do(req)
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if err != nil {
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return 0, err
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}
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defer resp.Body.Close()
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var chart yahooChart
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if err := json.NewDecoder(resp.Body).Decode(&chart); err != nil {
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return 0, fmt.Errorf("decode yahoo response: %w", err)
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}
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if chart.Chart.Error != nil {
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return 0, fmt.Errorf("yahoo error: %s", chart.Chart.Error.Description)
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}
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if len(chart.Chart.Result) == 0 {
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return 0, fmt.Errorf("no result for ticker %s", ticker)
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}
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price := chart.Chart.Result[0].Meta.RegularMarketPrice
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if price == 0 {
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return 0, fmt.Errorf("zero price for ticker %s", ticker)
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}
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return price, nil
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}
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