finalto: Support overrides for stock symbols (#3898)

* finalto: Support overrides for stock symbols

* Add changeset

Author: martin-cll

.changeset/healthy-islands-stare.md

@@ -0,0 +1,5 @@
+---
+'@chainlink/finalto-adapter': minor
+---
+
+Add support for stock assets

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

@@ -1 +1 @@
-export { endpoint as forex } from './forex'
+export { endpoint as quote } from './quote'

packages/sources/finalto/src/endpoint/forex.ts renamed to packages/sources/finalto/src/endpoint/quote.ts

@@ -1,11 +1,11 @@
 import {
-  ForexPriceEndpoint,
+  PriceEndpoint,
   priceEndpointInputParametersDefinition,
 } from '@chainlink/external-adapter-framework/adapter'
-import { InputParameters } from '@chainlink/external-adapter-framework/validation'
 import { SingleNumberResultResponse } from '@chainlink/external-adapter-framework/util'
+import { InputParameters } from '@chainlink/external-adapter-framework/validation'
 import { config } from '../config'
-import { wsTransport } from '../transport/forex'
+import { wsTransport } from '../transport/quote'
 
 export const inputParameters = new InputParameters(
   {
@@ -25,9 +25,9 @@ export type BaseEndpointTypes = {
   Settings: typeof config.settings
 }
 
-export const endpoint = new ForexPriceEndpoint({
-  name: 'forex',
-  aliases: ['fx', 'commodities'],
+export const endpoint = new PriceEndpoint({
+  name: 'quote',
+  aliases: ['forex', 'fx', 'commodities', 'stock'],
   transport: wsTransport,
   inputParameters,
 })

packages/sources/finalto/src/index.ts

@@ -1,14 +1,14 @@
 import { expose, ServerInstance } from '@chainlink/external-adapter-framework'
 import { PriceAdapter } from '@chainlink/external-adapter-framework/adapter'
 import { config } from './config'
-import { forex } from './endpoint'
 import includes from './config/includes.json'
+import { quote } from './endpoint'
 
 export const adapter = new PriceAdapter({
-  defaultEndpoint: forex.name,
+  defaultEndpoint: quote.name,
   name: 'FINALTO',
   config,
-  endpoints: [forex],
+  endpoints: [quote],
   includes,
 })
 

packages/sources/finalto/src/transport/forex.ts renamed to packages/sources/finalto/src/transport/quote.ts

@@ -1,7 +1,7 @@
 import { WebsocketReverseMappingTransport } from '@chainlink/external-adapter-framework/transports'
-import { BaseEndpointTypes } from '../endpoint/forex'
 import { makeLogger } from '@chainlink/external-adapter-framework/util'
 import { v4 as uuidv4 } from 'uuid'
+import { BaseEndpointTypes } from '../endpoint/quote'
 
 const logger = makeLogger('FinaltoWSTransport')
 
@@ -35,6 +35,14 @@ const getSubscriptionId = (symbol: string): string => {
   return subscriptionIdMap[symbol]
 }
 
+const buildSymbol = ({ base, quote }: { base: string; quote: string }): string => {
+  if (base.includes('.')) {
+    // e.g. "AAPL.xnas"
+    return base
+  }
+  return `${base}${quote}`.toUpperCase()
+}
+
 // DP returns the date info in an unparseable format like 20240112-11:11:11.111
 const parseDate = (dateLike: string): number => {
   const year = dateLike.substring(0, 4)
@@ -106,7 +114,9 @@ export const wsTransport: WebsocketReverseMappingTransport<WsTransportTypes, str
           ]
         }
 
-        const result = (Number(bidInfo.Px) + Number(askInfo.Px)) / 2
+        const bid = Number(bidInfo.Px)
+        const ask = Number(askInfo.Px)
+        const result = (bid + ask) / 2
 
         return [
           {
@@ -115,6 +125,9 @@ export const wsTransport: WebsocketReverseMappingTransport<WsTransportTypes, str
               result,
               data: {
                 result,
+                bid,
+                mid: result,
+                ask,
               },
               timestamps: {
                 providerIndicatedTimeUnixMs: parseDate(message.SendTime),
@@ -126,7 +139,7 @@ export const wsTransport: WebsocketReverseMappingTransport<WsTransportTypes, str
     },
     builders: {
       subscribeMessage: (params) => {
-        const symbol = `${params.base}${params.quote}`.toUpperCase()
+        const symbol = buildSymbol(params)
         wsTransport.setReverseMapping(symbol, params)
         const id = getSubscriptionId(symbol)
         return {
@@ -140,7 +153,7 @@ export const wsTransport: WebsocketReverseMappingTransport<WsTransportTypes, str
         }
       },
       unsubscribeMessage: (params) => {
-        const symbol = `${params.base}${params.quote}`.toUpperCase()
+        const symbol = buildSymbol(params)
         const id = getSubscriptionId(symbol)
         delete subscriptionIdMap[symbol]
         return {

packages/sources/finalto/test/integration/__snapshots__/adapter.test.ts.snap

@@ -3,12 +3,51 @@
 exports[`websocket forex endpoint should return success 1`] = `
 {
   "data": {
+    "ask": 6.82543,
+    "bid": 6.82427,
+    "mid": 6.82485,
     "result": 6.82485,
   },
   "result": 6.82485,
   "statusCode": 200,
   "timestamps": {
-    "providerDataReceivedUnixMs": 1022,
+    "providerDataReceivedUnixMs": 3042,
+    "providerDataStreamEstablishedUnixMs": 1010,
+    "providerIndicatedTimeUnixMs": 1704951160198,
+  },
+}
+`;
+
+exports[`websocket stock endpoint should return success 1`] = `
+{
+  "data": {
+    "ask": 200.88,
+    "bid": 200.84,
+    "mid": 200.86,
+    "result": 200.86,
+  },
+  "result": 200.86,
+  "statusCode": 200,
+  "timestamps": {
+    "providerDataReceivedUnixMs": 3042,
+    "providerDataStreamEstablishedUnixMs": 1010,
+    "providerIndicatedTimeUnixMs": 1704951160198,
+  },
+}
+`;
+
+exports[`websocket stock endpoint should return success with base override 1`] = `
+{
+  "data": {
+    "ask": 461.96,
+    "bid": 461.92,
+    "mid": 461.94,
+    "result": 461.94,
+  },
+  "result": 461.94,
+  "statusCode": 200,
+  "timestamps": {
+    "providerDataReceivedUnixMs": 3042,
     "providerDataStreamEstablishedUnixMs": 1010,
     "providerIndicatedTimeUnixMs": 1704951160198,
   },

packages/sources/finalto/test/integration/adapter.test.ts

@@ -1,9 +1,9 @@
 import { WebSocketClassProvider } from '@chainlink/external-adapter-framework/transports'
 import {
-  TestAdapter,
-  setEnvVariables,
   mockWebSocketProvider,
   MockWebsocketServer,
+  setEnvVariables,
+  TestAdapter,
 } from '@chainlink/external-adapter-framework/util/testing-utils'
 import FakeTimers from '@sinonjs/fake-timers'
 import { mockWebsocketServer } from './fixtures'
@@ -20,6 +20,23 @@ describe('websocket', () => {
     endpoint: 'forex',
   }
 
+  const dataStock = {
+    base: 'AAPL.xnas',
+    quote: 'USD',
+    endpoint: 'stock',
+  }
+
+  const dataStockWithOverride = {
+    base: 'MSFT',
+    quote: 'USD',
+    overrides: {
+      finalto: {
+        MSFT: 'MSFT.xnas',
+      },
+    },
+    endpoint: 'stock',
+  }
+
   beforeAll(async () => {
     oldEnv = JSON.parse(JSON.stringify(process.env))
     process.env['WS_API_ENDPOINT'] = wsEndpoint
@@ -36,7 +53,9 @@ describe('websocket', () => {
 
     // Send initial request to start background execute and wait for cache to be filled with results
     await testAdapter.request(dataForex)
-    await testAdapter.waitForCache(1)
+    await testAdapter.request(dataStock)
+    await testAdapter.request(dataStockWithOverride)
+    await testAdapter.waitForCache(2)
   })
 
   afterAll(async () => {
@@ -67,4 +86,16 @@ describe('websocket', () => {
       expect(response.statusCode).toEqual(400)
     })
   })
+
+  describe('stock endpoint', () => {
+    it('should return success', async () => {
+      const response = await testAdapter.request(dataStock)
+      expect(response.json()).toMatchSnapshot()
+    })
+
+    it('should return success with base override', async () => {
+      const response = await testAdapter.request(dataStockWithOverride)
+      expect(response.json()).toMatchSnapshot()
+    })
+  })
 })

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

@@ -12,7 +12,7 @@ export const mockWebsocketServer = (URL: string): MockWebsocketServer => {
           }),
         )
       }
-      return socket.send(
+      socket.send(
         JSON.stringify({
           MsgSeqNum: '12',
           MsgType: 'SymbolPrices',
@@ -33,6 +33,48 @@ export const mockWebsocketServer = (URL: string): MockWebsocketServer => {
           Symbol: 'GBPUSD',
         }),
       )
+      socket.send(
+        JSON.stringify({
+          MsgSeqNum: '12',
+          MsgType: 'SymbolPrices',
+          Prices: [
+            {
+              Px: '200.84',
+              Type: 'B',
+              Vol: '1000000',
+            },
+            {
+              Px: '200.88',
+              Type: 'O',
+              Vol: '1000000',
+            },
+          ],
+          SendTime: '20240111-05:32:40.198',
+          SubID: parsed.SubID,
+          Symbol: 'AAPL.xnas',
+        }),
+      )
+      socket.send(
+        JSON.stringify({
+          MsgSeqNum: '12',
+          MsgType: 'SymbolPrices',
+          Prices: [
+            {
+              Px: '461.92',
+              Type: 'B',
+              Vol: '1000000',
+            },
+            {
+              Px: '461.96',
+              Type: 'O',
+              Vol: '1000000',
+            },
+          ],
+          SendTime: '20240111-05:32:40.198',
+          SubID: parsed.SubID,
+          Symbol: 'MSFT.xnas',
+        }),
+      )
     })
   })