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Add stock quote to finage (#4158)
* Add stock quote to finage * Comments * Adjust test
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‎.changeset/tame-donuts-hammer.md‎

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---
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'@chainlink/finage-adapter': minor
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---
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Add stock quotes

‎packages/sources/finage/src/config/index.ts‎

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@@ -21,7 +21,12 @@ export const config = new AdapterConfig({
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STOCK_WS_API_ENDPOINT: {
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type: 'string',
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default: 'wss://e4s39ar3mr.finage.ws:7002',
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description: 'The Websocket endpoint to connect to for stock data',
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description: 'The Websocket endpoint to connect to for stock trades data',
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},
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STOCK_QUOTES_WS_API_ENDPOINT: {
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type: 'string',
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default: 'wss://xs68rzvrjn.finage.ws:7003',
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description: 'The Websocket endpoint to connect to for stock quotes data',
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},
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FOREX_WS_API_ENDPOINT: {
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type: 'string',

‎packages/sources/finage/src/endpoint/index.ts‎

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@@ -1,7 +1,8 @@
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export { endpoint as commodities } from './commodities'
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export { endpoint as crypto } from './crypto'
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export { endpoint as stock } from './stock'
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export { endpoint as eod } from './eod'
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export { endpoint as commodities } from './commodities'
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export { endpoint as etf } from './etf'
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export { endpoint as forex } from './forex'
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export { endpoint as stock } from './stock'
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export { endpoint as stockQuotes } from './stock-quotes'
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export { endpoint as ukEtf } from './uk-etf'
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export { endpoint as etf } from './etf'

‎packages/sources/finage/src/endpoint/stock-quotes.ts‎

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import { AdapterEndpoint } from '@chainlink/external-adapter-framework/adapter'
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import { stockEndpointInputParametersDefinition } from '@chainlink/external-adapter-framework/adapter/stock'
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import { config } from '../config'
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import overrides from '../config/overrides.json'
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import { transport } from '../transport/stock-quotes'
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import { stockInputParameters } from './utils'
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export type BaseEndpointTypes = {
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Parameters: typeof stockEndpointInputParametersDefinition
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Settings: typeof config.settings
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Response: {
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Result: null
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Data: {
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bid_price: number
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bid_volume: number
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ask_price: number
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ask_volume: number
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}
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}
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}
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export const endpoint = new AdapterEndpoint({
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name: 'stock_quotes',
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aliases: [],
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transport,
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inputParameters: stockInputParameters,
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overrides: overrides.finage,
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})

‎packages/sources/finage/src/index.ts‎

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@@ -1,16 +1,15 @@
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import { expose, ServerInstance } from '@chainlink/external-adapter-framework'
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import { IncludesFile } from '@chainlink/external-adapter-framework/adapter'
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import { PriceAdapter } from '@chainlink/external-adapter-framework/adapter'
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import { config } from './config'
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import { commodities, crypto, eod, etf, forex, stock, ukEtf } from './endpoint'
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import { IncludesFile, PriceAdapter } from '@chainlink/external-adapter-framework/adapter'
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import { PriceEndpointInputParametersDefinition } from '@chainlink/external-adapter-framework/adapter/price'
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import { AdapterParams } from '@chainlink/external-adapter-framework/adapter/types'
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import { CustomSettingsDefinition } from '@chainlink/external-adapter-framework/config'
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import {
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AdapterRequest,
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AdapterRequestContext,
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AdapterResponse,
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} from '@chainlink/external-adapter-framework/util'
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import { CustomSettingsDefinition } from '@chainlink/external-adapter-framework/config'
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import { config } from './config'
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import { commodities, crypto, eod, etf, forex, stock, stockQuotes, ukEtf } from './endpoint'
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export type PriceAdapterRequest<T> = AdapterRequest<T> & {
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requestContext: AdapterRequestContext<T> & {
@@ -70,7 +69,7 @@ export const adapter = new FinageAdapter({
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defaultEndpoint: stock.name,
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name: 'FINAGE',
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config,
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endpoints: [crypto, stock, eod, commodities, forex, ukEtf, etf],
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endpoints: [crypto, stock, stockQuotes, eod, commodities, forex, ukEtf, etf],
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rateLimiting: {
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tiers: {
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professionalstocksusstockmarket: {

‎packages/sources/finage/src/transport/stock-quotes.ts‎

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import { WebSocketTransport } from '@chainlink/external-adapter-framework/transports/websocket'
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import { makeLogger } from '@chainlink/external-adapter-framework/util'
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import { BaseEndpointTypes } from '../endpoint/stock-quotes'
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const logger = makeLogger('StockQuotes')
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export interface StockQuoteMessage {
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s: string // Symbol
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a: string // ask_price
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ap: string // ask_price fallback
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as: string // ask_volume
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b: string // bid_price
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bp: string // bid_price fallback
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bs: string // bid_volume
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t: number // providerIndicatedTime
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status_code: number
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message: string
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}
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type WsTransportTypes = BaseEndpointTypes & {
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Provider: {
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WsMessage: StockQuoteMessage
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}
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}
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const isValidNumber = (field: string) => field && field.length > 0 && !isNaN(Number(field))
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export const transport = new WebSocketTransport<WsTransportTypes>({
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url: (context) => {
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return `${context.adapterSettings.STOCK_QUOTES_WS_API_ENDPOINT}/?token=${context.adapterSettings.WS_SOCKET_KEY}`
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},
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handlers: {
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message(message) {
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if (message.status_code) {
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logger.info(`Received general message: ${JSON.stringify(message)}`)
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return []
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}
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if (!message.s || !isValidNumber(message.as) || !isValidNumber(message.bs)) {
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logger.warn(`Received ${JSON.stringify(message)} with invalid s or as or bs field.`)
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return []
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}
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if (!isValidNumber(message.b) && !isValidNumber(message.bp)) {
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logger.warn(`Received ${JSON.stringify(message)} with invalid b and bp fields.`)
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return []
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}
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if (!isValidNumber(message.a) && !isValidNumber(message.ap)) {
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logger.warn(`Received ${JSON.stringify(message)} with invalid a and ap fields.`)
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return []
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}
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return [
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{
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params: { base: message.s },
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response: {
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result: null,
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data: {
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bid_price: isValidNumber(message.b) ? Number(message.b) : Number(message.bp),
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bid_volume: Number(message.bs),
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ask_price: isValidNumber(message.a) ? Number(message.a) : Number(message.ap),
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ask_volume: Number(message.as),
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},
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timestamps: {
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providerIndicatedTimeUnixMs: message.t,
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},
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},
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},
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]
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},
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},
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builders: {
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subscribeMessage: (params) => {
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return { action: 'subscribe', symbols: `${params.base}`.toUpperCase() }
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},
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unsubscribeMessage: (params) => {
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return { action: 'unsubscribe', symbols: `${params.base}`.toUpperCase() }
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},
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},
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})

‎packages/sources/finage/test/integration/__snapshots__/adapter-stock-quote.test.ts.snap‎

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// Jest Snapshot v1, https://goo.gl/fbAQLP
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exports[`stock quotes websocket stock quotes endpoint missing a and b fields should fallback 1`] = `
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{
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"data": {
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"ask_price": 10,
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"ask_volume": 11,
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"bid_price": 12,
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"bid_volume": 13,
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},
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"result": null,
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"statusCode": 200,
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"timestamps": {
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"providerDataReceivedUnixMs": 1018,
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"providerDataStreamEstablishedUnixMs": 1010,
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"providerIndicatedTimeUnixMs": 14,
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},
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}
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`;
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exports[`stock quotes websocket stock quotes endpoint should return success 1`] = `
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{
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"data": {
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"ask_price": 5,
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"ask_volume": 6,
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"bid_price": 7,
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"bid_volume": 8,
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},
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"result": null,
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"statusCode": 200,
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"timestamps": {
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"providerDataReceivedUnixMs": 1018,
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"providerDataStreamEstablishedUnixMs": 1010,
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"providerIndicatedTimeUnixMs": 9,
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},
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}
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`;

‎packages/sources/finage/test/integration/adapter-stock-quote.test.ts‎

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import { WebSocketClassProvider } from '@chainlink/external-adapter-framework/transports'
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import {
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mockWebSocketProvider,
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MockWebsocketServer,
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setEnvVariables,
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TestAdapter,
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} from '@chainlink/external-adapter-framework/util/testing-utils'
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import FakeTimers from '@sinonjs/fake-timers'
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import { mockStockQuotesWebSocketServer } from './fixtures'
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describe('stock quotes websocket', () => {
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let mockWsServerStockQuotes: MockWebsocketServer | undefined
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let testAdapter: TestAdapter
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const wsEndpointStockQuotes = 'ws://localhost:9094'
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let oldEnv: NodeJS.ProcessEnv
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const data = {
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endpoint: 'stock_quotes',
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base: 'AAPL',
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}
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const fallBackData = {
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endpoint: 'stock_quotes',
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base: 'FALLBACK',
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}
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beforeAll(async () => {
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oldEnv = JSON.parse(JSON.stringify(process.env))
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process.env['STOCK_QUOTES_WS_API_ENDPOINT'] = wsEndpointStockQuotes
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process.env['WS_SOCKET_KEY'] = 'fake-api-key'
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process.env['API_KEY'] = 'fake-api-key'
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// Start mock web socket server
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mockWebSocketProvider(WebSocketClassProvider)
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mockWsServerStockQuotes = mockStockQuotesWebSocketServer(wsEndpointStockQuotes)
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const adapter = (await import('./../../src')).adapter
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testAdapter = await TestAdapter.startWithMockedCache(adapter, {
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clock: FakeTimers.install(),
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testAdapter: {} as TestAdapter<never>,
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})
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// Send initial request to start background execute and wait for cache to be filled with results
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await testAdapter.request(data)
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await testAdapter.request(fallBackData)
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await testAdapter.waitForCache(2)
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})
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afterAll(async () => {
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setEnvVariables(oldEnv)
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mockWsServerStockQuotes?.close()
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testAdapter.clock?.uninstall()
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await testAdapter.api.close()
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})
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describe('stock quotes endpoint', () => {
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it('should return success', async () => {
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const response = await testAdapter.request(data)
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expect(response.json()).toMatchSnapshot()
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})
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it('missing a and b fields should fallback', async () => {
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const response = await testAdapter.request(fallBackData)
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expect(response.json()).toMatchSnapshot()
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})
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})
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})

‎packages/sources/finage/test/integration/fixtures.ts‎

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226226
return mockWsServer
227227
}
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export const mockStockQuotesWebSocketServer = (URL: string): MockWebsocketServer => {
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const wsResponse = [
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{
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status_code: 200,
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message: 'Connect',
234+
},
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{
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s: 'AAPL',
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a: 'lol', // In-valid fields
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as: '1',
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b: '2',
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bs: '3',
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t: 4,
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},
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{
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s: 'AAPL',
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a: '5',
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as: '6',
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b: '7',
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bs: '8',
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t: 9,
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},
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{
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s: 'FALLBACK',
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ap: '10',
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as: '11',
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bp: '12',
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bs: '13',
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t: 14,
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},
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]
260+
const mockWsServer = new MockWebsocketServer(URL, { mock: false })
261+
mockWsServer.on('connection', (socket) => {
262+
socket.on('message', () => {
263+
wsResponse.forEach((message) => {
264+
socket.send(JSON.stringify(message))
265+
})
266+
})
267+
})
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return mockWsServer
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}

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