How our price fallbacks work (equities, FX, crypto) — resilient client edge design

Real-time quotes fail in the wild. We designed a tiny edge-cached fallback layer so P/L stays fresh.

Problem

Free APIs rate-limit or go down. Users see zeros. Bad.

Approach

Client: requests /prices with a compact symbol list

…


This content originally appeared on DEV Community and was authored by Pocket Portfolio

Real-time quotes fail in the wild. We designed a tiny edge-cached fallback layer so P/L stays fresh.

Problem

Free APIs rate-limit or go down. Users see zeros. Bad.

Approach

  • Client: requests /prices with a compact symbol list
  • Edge function: tries Provider A → B → C with timeouts
  • Envelope: we always return {price, ts, source, fallbackUsed}
  • Cache: hot-ticker TTL on the edge; cold paths bypass
  • DX: dev overlay shows which source resolved

ts
type Quote = { s: string; p: number; ts: number; src: string; fb?: boolean }

## Trade-offs
**Slightly higher p99 latency, vastly better success rate**
**Deterministic error surfaces → easier bug reports**

## Help wanted (good first issues)
**Add provider health telemetry**
**Better batching for thin symbols**
**Unit tests for error envelopes**

## Repo → https://github.com/PocketPortfolio/Financialprofilenetwork
## Discord → link on the site (Office Hours: Wednesdays)

What would you improve in this design? PRs welcome.


This content originally appeared on DEV Community and was authored by Pocket Portfolio


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