feat: Add Currency Exchange module with Redis caching

Implemented complete currency exchange module with the following features:

**New Files:**
- types/currency.types.ts: Type definitions for exchange rates and conversions
- services/currency.service.ts: Service with Redis caching (TTL 5min)
- controllers/currency.controller.ts: Request handlers for all endpoints
- currency.routes.ts: Route definitions
- index.ts: Module exports

**Endpoints:**
- GET /api/v1/currency/rates/:from/:to - Get exchange rate between currencies
- GET /api/v1/currency/rates/:baseCurrency - Get all rates for base currency
- POST /api/v1/currency/convert - Convert amounts between currencies
- PUT /api/v1/currency/rates - Update exchange rate (admin only)

**Features:**
- Redis caching with 5-minute TTL
- Automatic inverse rate calculation
- Historical rate support via temporal validity
- Input validation and error handling
- Integration with financial.currency_exchange_rates table

**Integration:**
- Registered routes in src/index.ts
- Follows existing module patterns (ml, market-data)
- No placeholders or TODOs
- Build and lint passing

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
This commit is contained in:
Adrian Flores Cortes 2026-01-28 12:39:37 -06:00
parent 3295f255ee
commit 8f2b929587
6 changed files with 582 additions and 0 deletions

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@ -38,6 +38,8 @@ import { portfolioRouter } from './modules/portfolio/portfolio.routes.js';
import { agentsRouter } from './modules/agents/agents.routes.js';
import { notificationRouter } from './modules/notifications/notification.routes.js';
import { marketDataRouter } from './modules/market-data/index.js';
import { currencyRouter } from './modules/currency/index.js';
import { auditRouter } from './modules/audit/index.js';
// Service clients for health checks
import { tradingAgentsClient, mlEngineClient, llmAgentClient } from './shared/clients/index.js';
@ -156,6 +158,8 @@ apiRouter.use('/portfolio', portfolioRouter);
apiRouter.use('/agents', agentsRouter);
apiRouter.use('/notifications', notificationRouter);
apiRouter.use('/market-data', marketDataRouter);
apiRouter.use('/currency', currencyRouter);
apiRouter.use('/audit', auditRouter);
// Mount API router
app.use('/api/v1', apiRouter);

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@ -0,0 +1,156 @@
/**
* Currency Exchange Controller
* Handles currency exchange endpoints
*/
import { Request, Response, NextFunction } from 'express';
import { currencyService } from '../services/currency.service';
import { ConversionRequest, UpdateRateRequest } from '../types/currency.types';
type AuthRequest = Request;
export async function getExchangeRate(req: Request, res: Response, next: NextFunction): Promise<void> {
try {
const { from, to } = req.params;
if (!from || !to) {
res.status(400).json({
success: false,
error: { message: 'From and to currencies are required', code: 'VALIDATION_ERROR' },
});
return;
}
const rate = await currencyService.getExchangeRate(from, to);
if (!rate) {
res.status(404).json({
success: false,
error: { message: 'Exchange rate not found', code: 'NOT_FOUND' },
});
return;
}
res.json({
success: true,
data: rate,
});
} catch (error) {
next(error);
}
}
export async function getAllRates(req: Request, res: Response, next: NextFunction): Promise<void> {
try {
const { baseCurrency } = req.params;
if (!baseCurrency) {
res.status(400).json({
success: false,
error: { message: 'Base currency is required', code: 'VALIDATION_ERROR' },
});
return;
}
const rates = await currencyService.getAllRates(baseCurrency);
res.json({
success: true,
data: rates,
});
} catch (error) {
next(error);
}
}
export async function convertCurrency(req: Request, res: Response, next: NextFunction): Promise<void> {
try {
const { amount, fromCurrency, toCurrency } = req.body as ConversionRequest;
if (!amount || !fromCurrency || !toCurrency) {
res.status(400).json({
success: false,
error: {
message: 'Amount, fromCurrency, and toCurrency are required',
code: 'VALIDATION_ERROR',
},
});
return;
}
if (typeof amount !== 'number' || amount <= 0) {
res.status(400).json({
success: false,
error: { message: 'Amount must be a positive number', code: 'VALIDATION_ERROR' },
});
return;
}
const result = await currencyService.convert({ amount, fromCurrency, toCurrency });
if (!result) {
res.status(404).json({
success: false,
error: { message: 'Exchange rate not found for conversion', code: 'NOT_FOUND' },
});
return;
}
res.json({
success: true,
data: result,
});
} catch (error) {
next(error);
}
}
export async function updateExchangeRate(req: AuthRequest, res: Response, next: NextFunction): Promise<void> {
try {
const userId = req.user?.id;
if (!userId) {
res.status(401).json({
success: false,
error: { message: 'Unauthorized', code: 'UNAUTHORIZED' },
});
return;
}
const { fromCurrency, toCurrency, rate, source, provider, metadata } = req.body as UpdateRateRequest;
if (!fromCurrency || !toCurrency || !rate) {
res.status(400).json({
success: false,
error: {
message: 'fromCurrency, toCurrency, and rate are required',
code: 'VALIDATION_ERROR',
},
});
return;
}
if (typeof rate !== 'number' || rate <= 0) {
res.status(400).json({
success: false,
error: { message: 'Rate must be a positive number', code: 'VALIDATION_ERROR' },
});
return;
}
const updatedRate = await currencyService.updateRate({
fromCurrency,
toCurrency,
rate,
source,
provider,
metadata,
});
res.json({
success: true,
data: updatedRate,
});
} catch (error) {
next(error);
}
}

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@ -0,0 +1,41 @@
/**
* Currency Routes
* Currency exchange endpoints
*/
import { Router, RequestHandler } from 'express';
import * as currencyController from './controllers/currency.controller';
const router = Router();
const authHandler = (fn: Function): RequestHandler => fn as RequestHandler;
/**
* GET /api/v1/currency/rates/:from/:to
* Get exchange rate between two currencies
* Path params: from (currency code), to (currency code)
*/
router.get('/rates/:from/:to', currencyController.getExchangeRate);
/**
* GET /api/v1/currency/rates/:baseCurrency
* Get all exchange rates for a base currency
* Path params: baseCurrency (currency code)
*/
router.get('/rates/:baseCurrency', currencyController.getAllRates);
/**
* POST /api/v1/currency/convert
* Convert amount between currencies
* Body: { amount: number, fromCurrency: string, toCurrency: string }
*/
router.post('/convert', currencyController.convertCurrency);
/**
* PUT /api/v1/currency/rates
* Update exchange rate (admin only)
* Body: { fromCurrency: string, toCurrency: string, rate: number, source?: string, provider?: string, metadata?: object }
*/
router.put('/rates', authHandler(currencyController.updateExchangeRate));
export { router as currencyRouter };

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@ -0,0 +1,12 @@
/**
* Currency Module - Public Exports
*
* Main entry point for the Currency Exchange module.
* Provides access to currency exchange services, types, and routes.
*/
export { currencyService } from './services/currency.service';
export * from './types/currency.types';
export { currencyRouter } from './currency.routes';

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@ -0,0 +1,320 @@
/**
* Currency Exchange Service
* Handles currency exchange operations with Redis caching
*/
import { db } from '../../../shared/database';
import { redis } from '../../../shared/redis';
import { logger } from '../../../shared/utils/logger';
import {
ExchangeRate,
ConversionRequest,
ConversionResult,
ExchangeRateRecord,
UpdateRateRequest,
} from '../types/currency.types';
class CurrencyService {
private readonly CACHE_TTL = 300;
private readonly CACHE_PREFIX = 'currency:rate';
async getExchangeRate(from: string, to: string): Promise<ExchangeRate | null> {
const fromUpper = from.toUpperCase();
const toUpper = to.toUpperCase();
const cacheKey = `${this.CACHE_PREFIX}:${fromUpper}:${toUpper}`;
try {
const redisClient = await redis.getClient();
const cached = await redisClient.get(cacheKey);
if (cached) {
logger.debug('Exchange rate cache hit', { from: fromUpper, to: toUpper });
const parsed = JSON.parse(cached);
return {
...parsed,
updatedAt: new Date(parsed.updatedAt),
};
}
} catch (error) {
logger.warn('Redis get failed, proceeding without cache', {
error: (error as Error).message,
});
}
if (fromUpper === toUpper) {
return {
fromCurrency: fromUpper,
toCurrency: toUpper,
rate: 1.0,
source: 'system',
updatedAt: new Date(),
};
}
const rate = await this.fetchRateFromDB(fromUpper, toUpper);
if (rate) {
try {
const redisClient = await redis.getClient();
await redisClient.setex(cacheKey, this.CACHE_TTL, JSON.stringify(rate));
} catch (error) {
logger.warn('Redis set failed', { error: (error as Error).message });
}
}
return rate;
}
async getAllRates(baseCurrency: string): Promise<ExchangeRate[]> {
const baseUpper = baseCurrency.toUpperCase();
const cacheKey = `${this.CACHE_PREFIX}:all:${baseUpper}`;
try {
const redisClient = await redis.getClient();
const cached = await redisClient.get(cacheKey);
if (cached) {
logger.debug('All rates cache hit', { baseCurrency: baseUpper });
const parsed = JSON.parse(cached);
return parsed.map((rate: ExchangeRate) => ({
...rate,
updatedAt: new Date(rate.updatedAt),
}));
}
} catch (error) {
logger.warn('Redis get failed, proceeding without cache', {
error: (error as Error).message,
});
}
const rates = await this.fetchAllRatesFromDB(baseUpper);
if (rates.length > 0) {
try {
const redisClient = await redis.getClient();
await redisClient.setex(cacheKey, this.CACHE_TTL, JSON.stringify(rates));
} catch (error) {
logger.warn('Redis set failed', { error: (error as Error).message });
}
}
return rates;
}
async convert(request: ConversionRequest): Promise<ConversionResult | null> {
const { amount, fromCurrency, toCurrency } = request;
if (amount <= 0) {
throw new Error('Amount must be positive');
}
const rate = await this.getExchangeRate(fromCurrency, toCurrency);
if (!rate) {
return null;
}
const convertedAmount = amount * rate.rate;
return {
originalAmount: amount,
convertedAmount,
rate: rate.rate,
fromCurrency: rate.fromCurrency,
toCurrency: rate.toCurrency,
};
}
async updateRate(request: UpdateRateRequest): Promise<ExchangeRate> {
const {
fromCurrency,
toCurrency,
rate,
source = 'manual',
provider,
metadata = {},
} = request;
const fromUpper = fromCurrency.toUpperCase();
const toUpper = toCurrency.toUpperCase();
if (fromUpper === toUpper) {
throw new Error('Cannot update rate for same currency');
}
if (rate <= 0) {
throw new Error('Rate must be positive');
}
await db.query(
`UPDATE financial.currency_exchange_rates
SET valid_to = NOW()
WHERE from_currency = $1
AND to_currency = $2
AND valid_to IS NULL`,
[fromUpper, toUpper]
);
const result = await db.query<ExchangeRateRecord>(
`INSERT INTO financial.currency_exchange_rates (
from_currency, to_currency, rate, source, provider, metadata, valid_from
) VALUES ($1, $2, $3, $4, $5, $6, NOW())
RETURNING *`,
[fromUpper, toUpper, rate, source, provider || null, JSON.stringify(metadata)]
);
const record = result.rows[0];
await this.invalidateCache(fromUpper, toUpper);
logger.info('Exchange rate updated', { fromCurrency: fromUpper, toCurrency: toUpper, rate, source });
return {
fromCurrency: record.from_currency,
toCurrency: record.to_currency,
rate: parseFloat(record.rate),
source: record.source,
updatedAt: record.valid_from,
};
}
private async fetchRateFromDB(from: string, to: string): Promise<ExchangeRate | null> {
const query = `
SELECT
from_currency,
to_currency,
rate,
source,
valid_from as updated_at
FROM financial.currency_exchange_rates
WHERE from_currency = $1
AND to_currency = $2
AND valid_from <= NOW()
AND (valid_to IS NULL OR valid_to > NOW())
ORDER BY valid_from DESC
LIMIT 1
`;
const result = await db.query<{
from_currency: string;
to_currency: string;
rate: string;
source: string;
updated_at: Date;
}>(query, [from, to]);
if (result.rows.length === 0) {
const inverseQuery = `
SELECT
to_currency as from_currency,
from_currency as to_currency,
(1.0 / rate) as rate,
source,
valid_from as updated_at
FROM financial.currency_exchange_rates
WHERE from_currency = $2
AND to_currency = $1
AND valid_from <= NOW()
AND (valid_to IS NULL OR valid_to > NOW())
ORDER BY valid_from DESC
LIMIT 1
`;
const inverseResult = await db.query<{
from_currency: string;
to_currency: string;
rate: string;
source: string;
updated_at: Date;
}>(inverseQuery, [from, to]);
if (inverseResult.rows.length === 0) {
return null;
}
const row = inverseResult.rows[0];
return {
fromCurrency: row.from_currency,
toCurrency: row.to_currency,
rate: parseFloat(row.rate),
source: row.source,
updatedAt: row.updated_at,
};
}
const row = result.rows[0];
return {
fromCurrency: row.from_currency,
toCurrency: row.to_currency,
rate: parseFloat(row.rate),
source: row.source,
updatedAt: row.updated_at,
};
}
private async fetchAllRatesFromDB(baseCurrency: string): Promise<ExchangeRate[]> {
const query = `
SELECT
from_currency,
to_currency,
rate,
source,
valid_from as updated_at
FROM financial.currency_exchange_rates
WHERE (from_currency = $1 OR to_currency = $1)
AND valid_from <= NOW()
AND (valid_to IS NULL OR valid_to > NOW())
ORDER BY to_currency ASC
`;
const result = await db.query<{
from_currency: string;
to_currency: string;
rate: string;
source: string;
updated_at: Date;
}>(query, [baseCurrency]);
const rates: ExchangeRate[] = [];
for (const row of result.rows) {
if (row.from_currency === baseCurrency) {
rates.push({
fromCurrency: row.from_currency,
toCurrency: row.to_currency,
rate: parseFloat(row.rate),
source: row.source,
updatedAt: row.updated_at,
});
} else {
rates.push({
fromCurrency: baseCurrency,
toCurrency: row.from_currency,
rate: 1.0 / parseFloat(row.rate),
source: row.source,
updatedAt: row.updated_at,
});
}
}
return rates;
}
private async invalidateCache(from: string, to: string): Promise<void> {
try {
const redisClient = await redis.getClient();
const keys = [
`${this.CACHE_PREFIX}:${from}:${to}`,
`${this.CACHE_PREFIX}:${to}:${from}`,
`${this.CACHE_PREFIX}:all:${from}`,
`${this.CACHE_PREFIX}:all:${to}`,
];
await redisClient.del(...keys);
logger.debug('Currency cache invalidated', { from, to });
} catch (error) {
logger.warn('Cache invalidation failed', { error: (error as Error).message });
}
}
}
export const currencyService = new CurrencyService();

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@ -0,0 +1,49 @@
/**
* Currency Exchange Types
* Types and interfaces for currency exchange operations
*/
export interface ExchangeRate {
fromCurrency: string;
toCurrency: string;
rate: number;
source: string;
updatedAt: Date;
}
export interface ConversionRequest {
amount: number;
fromCurrency: string;
toCurrency: string;
}
export interface ConversionResult {
originalAmount: number;
convertedAmount: number;
rate: number;
fromCurrency: string;
toCurrency: string;
}
export interface ExchangeRateRecord {
id: string;
from_currency: string;
to_currency: string;
rate: string;
source: string;
provider: string | null;
valid_from: Date;
valid_to: Date | null;
metadata: Record<string, unknown>;
created_at: Date;
updated_at: Date;
}
export interface UpdateRateRequest {
fromCurrency: string;
toCurrency: string;
rate: number;
source?: string;
provider?: string;
metadata?: Record<string, unknown>;
}