fix: market.ts dual-source (Angel primary, Yahoo fallback for after hours)
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Manohar
parent
a3bb07f7ef
commit
496d192435
1 changed files with 98 additions and 110 deletions
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@ -1,15 +1,7 @@
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import axios from "axios";
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import { getAuthHeaders } from "./auth.js";
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import axios from 'axios';
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import { getAuthHeaders } from './auth.js';
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const BASE = "https://apiconnect.angelbroking.com";
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// Fixed tokens for cash indices — these never change
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const FIXED_TOKENS: Record<string, { exchange: string; token: string; label: string; unit: string }> = {
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"NIFTY50": { exchange: "NSE", token: "26000", label: "NIFTY 50", unit: "pts" },
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"BANKNIFTY": { exchange: "NSE", token: "26009", label: "BANK NIFTY", unit: "pts" },
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"INDIAVIX": { exchange: "NSE", token: "26017", label: "INDIA VIX", unit: "%" },
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"SENSEX": { exchange: "BSE", token: "1", label: "SENSEX", unit: "pts" },
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};
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const BASE = 'https://apiconnect.angelbroking.com';
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export interface MarketQuote {
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key: string;
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@ -18,116 +10,112 @@ export interface MarketQuote {
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change: number;
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changePct: number;
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unit: string;
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stale: boolean; // true = after-hours data from Yahoo fallback
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}
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/**
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* Search Angel instrument list for the front-month futures token.
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* Angel exposes a search API: POST /rest/secure/angelbroking/order/v1/searchScrip
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*/
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async function searchToken(
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exchange: string,
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query: string
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): Promise<string | null> {
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// Fixed Angel tokens for major indices
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const INDEX_TOKENS = [
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{ key: 'NIFTY50', exchange: 'NSE', token: '26000', label: 'NIFTY 50', unit: 'pts' },
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{ key: 'BANKNIFTY', exchange: 'NSE', token: '26009', label: 'BANK NIFTY', unit: 'pts' },
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{ key: 'INDIAVIX', exchange: 'NSE', token: '26017', label: 'INDIA VIX', unit: '%' },
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{ key: 'SENSEX', exchange: 'BSE', token: '1', label: 'SENSEX', unit: 'pts' },
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];
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// Yahoo Finance symbols for fallback (after hours / Angel empty)
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const YAHOO_SYMBOLS: Record<string, { label: string; unit: string; yahooSym: string }> = {
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NIFTY50: { label: 'NIFTY 50', unit: 'pts', yahooSym: '^NSEI' },
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BANKNIFTY: { label: 'BANK NIFTY', unit: 'pts', yahooSym: '^NSEBANK' },
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INDIAVIX: { label: 'INDIA VIX', unit: '%', yahooSym: '^INDIAVIX' },
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SENSEX: { label: 'SENSEX', unit: 'pts', yahooSym: '^BSESN' },
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CRUDEOIL: { label: 'Crude Oil', unit: '\u20b9/bbl', yahooSym: 'CL=F' },
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USDINR: { label: 'INR/USD', unit: '\u20b9', yahooSym: 'USDINR=X' },
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};
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async function fetchFromAngel(): Promise<MarketQuote[]> {
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const headers = await getAuthHeaders();
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try {
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const resp = await axios.post(
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`${BASE}/rest/secure/angelbroking/order/v1/searchScrip`,
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{ exchange, searchscrip: query },
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{ headers }
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);
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const data = resp.data?.data;
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if (!data || !data.length) return null;
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// First result is typically the nearest expiry
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return data[0].symboltoken;
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} catch {
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return null;
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// Step 1: search for front-month crude and INR/USD tokens
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async function search(exchange: string, query: string): Promise<string | null> {
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try {
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const r = await axios.post(
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BASE + '/rest/secure/angelbroking/order/v1/searchScrip',
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{ exchange, searchscrip: query },
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{ headers, timeout: 5000 }
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);
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return r.data?.data?.[0]?.symboltoken ?? null;
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} catch { return null; }
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}
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}
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/**
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* Fetch LTP + change for a set of exchange tokens in one API call.
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* Mode "FULL" gives us ltp, close, change, changepct.
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*/
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async function fetchQuotes(
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exchangeTokens: Record<string, string[]>
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): Promise<Record<string, { ltp: number; close: number; change: number; changePct: number }>> {
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const headers = await getAuthHeaders();
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const resp = await axios.post(
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`${BASE}/rest/secure/angelbroking/market/v1/quote/`,
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{ mode: "FULL", exchangeTokens },
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{ headers }
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);
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const result: Record<string, any> = {};
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const fetched = resp.data?.data?.fetched ?? [];
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for (const q of fetched) {
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const key = `${q.exchangeType}:${q.symbolToken}`;
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result[key] = {
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ltp: q.ltp ?? 0,
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close: q.close ?? 0,
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change: q.netChange ?? (q.ltp - q.close),
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changePct: q.percentChange ?? (q.close > 0 ? ((q.ltp - q.close) / q.close) * 100 : 0),
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};
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}
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return result;
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}
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/**
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* Main export — fetches all 6 market indicators in one round-trip (2 API calls max).
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*/
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export async function fetchMarketData(): Promise<MarketQuote[]> {
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// Step 1: Resolve dynamic tokens for crude oil and INR/USD
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const [crudeToken, usdinrToken] = await Promise.all([
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searchToken("MCX", "CRUDEOIL"),
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searchToken("CDS", "USDINR"),
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search('MCX', 'CRUDEOIL'),
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search('CDS', 'USDINR'),
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]);
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// Step 2: Build token map for batch quote fetch
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const tokenMap: Record<string, string[]> = {
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NSE: ["26000", "26009", "26017"],
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BSE: ["1"],
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};
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if (crudeToken) tokenMap["MCX"] = [crudeToken];
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if (usdinrToken) tokenMap["CDS"] = [usdinrToken];
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// Step 2: build token map
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const tokenMap: Record<string, string[]> = { NSE: [], BSE: [] };
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const tokenIndex: Record<string, string> = {};
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// Step 3: Fetch all quotes in one call
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const quotes = await fetchQuotes(tokenMap);
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const results: MarketQuote[] = [];
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// Fixed index results
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for (const [key, meta] of Object.entries(FIXED_TOKENS)) {
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const lookupKey = `${meta.exchange}:${meta.token}`;
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const q = quotes[lookupKey];
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if (q) {
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results.push({
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key,
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label: meta.label,
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price: q.ltp,
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change: q.change,
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changePct: q.changePct,
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unit: meta.unit,
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});
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}
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for (const idx of INDEX_TOKENS) {
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tokenMap[idx.exchange] = tokenMap[idx.exchange] || [];
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tokenMap[idx.exchange].push(idx.token);
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tokenIndex[idx.token] = idx.key;
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}
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if (crudeToken) { tokenMap['MCX'] = [crudeToken]; tokenIndex[crudeToken] = 'CRUDEOIL'; }
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if (usdinrToken) { tokenMap['CDS'] = [usdinrToken]; tokenIndex[usdinrToken] = 'USDINR'; }
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// Crude oil
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if (crudeToken) {
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const q = quotes[`MCX:${crudeToken}`];
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if (q) results.push({
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key: "CRUDEOIL", label: "Crude Oil", price: q.ltp,
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change: q.change, changePct: q.changePct, unit: "₹/bbl",
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});
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}
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// Step 3: fetch quotes
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const r = await axios.post(
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BASE + '/rest/secure/angelbroking/market/v1/quote/',
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{ mode: 'FULL', exchangeTokens: tokenMap },
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{ headers, timeout: 8000 }
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);
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// INR/USD
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if (usdinrToken) {
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const q = quotes[`CDS:${usdinrToken}`];
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if (q) results.push({
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key: "USDINR", label: "INR/USD", price: q.ltp,
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change: q.change, changePct: q.changePct, unit: "₹",
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});
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}
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const fetched: any[] = r.data?.data?.fetched ?? [];
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if (!fetched.length) return [];
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return results;
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return fetched.map((q: any) => {
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const key = tokenIndex[q.symbolToken] ?? q.tradingSymbol;
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const meta = YAHOO_SYMBOLS[key] ?? { label: q.tradingSymbol, unit: '' };
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const ltp = parseFloat(q.ltp) || 0;
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const close = parseFloat(q.close) || 0;
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const change = parseFloat(q.netChange) || (ltp - close);
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const changePct = parseFloat(q.percentChange) || (close > 0 ? (change / close) * 100 : 0);
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return { key, label: meta.label, price: ltp, change, changePct, unit: meta.unit, stale: false };
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});
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}
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async function fetchFromYahoo(): Promise<MarketQuote[]> {
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const syms = Object.entries(YAHOO_SYMBOLS).map(([k, v]) => v.yahooSym).join(',');
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const url = 'https://query1.finance.yahoo.com/v7/finance/quote?symbols=' + syms;
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const r = await axios.get(url, { headers: { 'User-Agent': 'Mozilla/5.0' }, timeout: 8000 });
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const quotes: any[] = r.data?.quoteResponse?.result ?? [];
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const yahooKeyMap: Record<string, string> = {};
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for (const [k, v] of Object.entries(YAHOO_SYMBOLS)) yahooKeyMap[v.yahooSym] = k;
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return quotes.map((q: any) => {
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const key = yahooKeyMap[q.symbol] ?? q.symbol;
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const meta = YAHOO_SYMBOLS[key] ?? { label: q.shortName ?? key, unit: '' };
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return {
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key, label: meta.label,
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price: q.regularMarketPrice ?? 0,
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change: q.regularMarketChange ?? 0,
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changePct: q.regularMarketChangePercent ?? 0,
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unit: meta.unit,
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stale: true, // Yahoo = previous session close after hours
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};
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});
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}
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export async function fetchMarketData(): Promise<MarketQuote[]> {
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try {
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const angelData = await fetchFromAngel();
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if (angelData.length > 0) return angelData;
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// Angel returned empty (market closed) — fall back to Yahoo
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return await fetchFromYahoo();
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} catch (err) {
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// Angel auth/network error — try Yahoo
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try { return await fetchFromYahoo(); }
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catch { return []; }
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}
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}
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