Feat/OPDATA-4170 multi market status (#4076)

* OPDATA-4170 multi-market-status functionality, added market options to finnhub-secondary and tradinghours

* add changeset

* review fixes

* remove incorrect comments

---------

Co-authored-by: app-token-issuer-data-feeds[bot] <134377064+app-token-issuer-data-feeds[bot]@users.noreply.github.com>

Author: mmcallister-cll

.changeset/poor-keys-protect.md

@@ -0,0 +1,8 @@
+---
+'@chainlink/market-status-adapter': minor
+'@chainlink/finnhub-secondary-adapter': patch
+'@chainlink/tradinghours-adapter': patch
+'@chainlink/finnhub-adapter': patch
+---
+
+multi-market-status endpoint support, added additional markets to tradinghours and finnhub

packages/composites/market-status/src/config/adapters.ts

@@ -20,4 +20,24 @@ export const marketAdapters: Record<string, { primary: AdapterName; secondary: A
     primary: 'TRADINGHOURS',
     secondary: 'FINNHUB_SECONDARY',
   },
+  lse: {
+    primary: 'TRADINGHOURS',
+    secondary: 'FINNHUB_SECONDARY',
+  },
+  xetra: {
+    primary: 'TRADINGHOURS',
+    secondary: 'FINNHUB_SECONDARY',
+  },
+  six: {
+    primary: 'TRADINGHOURS',
+    secondary: 'FINNHUB_SECONDARY',
+  },
+  euronext_milan: {
+    primary: 'TRADINGHOURS',
+    secondary: 'FINNHUB_SECONDARY',
+  },
+  euronext_paris: {
+    primary: 'TRADINGHOURS',
+    secondary: 'FINNHUB_SECONDARY',
+  },
 }

packages/composites/market-status/src/endpoint/common.ts

@@ -0,0 +1,16 @@
+import {
+  MarketStatusEndpointGenerics,
+  MarketStatusResultResponse,
+} from '@chainlink/external-adapter-framework/adapter'
+import { config } from '../config'
+
+export type CompositeMarketStatusResultResponse = MarketStatusResultResponse & {
+  Data: {
+    source?: string
+  }
+}
+
+export type BaseMarketStatusEndpointTypes = MarketStatusEndpointGenerics & {
+  Response: CompositeMarketStatusResultResponse
+  Settings: typeof config.settings
+}

packages/composites/market-status/src/endpoint/index.ts

@@ -1 +1,2 @@
-export { marketStatusEndpoint as marketStatus } from './market-status'
+export { endpoint as marketStatus } from './market-status'
+export { endpoint as multiMarketStatus } from './multi-market-status'

packages/composites/market-status/src/endpoint/market-status.ts

@@ -1,28 +1,18 @@
 import {
   MarketStatusEndpoint,
-  MarketStatusResultResponse,
   marketStatusEndpointInputParametersDefinition,
 } from '@chainlink/external-adapter-framework/adapter'
 import { InputParameters } from '@chainlink/external-adapter-framework/validation'
-
-import { config } from '../config'
 import { transport } from '../transport/market-status'
+import { BaseMarketStatusEndpointTypes } from './common'
 
 export const inputParameters = new InputParameters(marketStatusEndpointInputParametersDefinition)
 
-export type CompositeMarketStatusResultResponse = MarketStatusResultResponse & {
-  Data: {
-    source?: string
-  }
-}
-
-export type BaseEndpointTypes = {
+export type MarketStatusEndpointTypes = BaseMarketStatusEndpointTypes & {
   Parameters: typeof inputParameters.definition
-  Response: CompositeMarketStatusResultResponse
-  Settings: typeof config.settings
 }
 
-export const marketStatusEndpoint = new MarketStatusEndpoint({
+export const endpoint = new MarketStatusEndpoint({
   name: 'market-status',
   transport,
   inputParameters,

packages/composites/market-status/src/endpoint/multi-market-status.ts

@@ -0,0 +1,37 @@
+import {
+  AdapterEndpoint,
+  marketStatusEndpointInputParametersDefinition,
+} from '@chainlink/external-adapter-framework/adapter'
+import { InputParameters } from '@chainlink/external-adapter-framework/validation'
+import { transport } from '../transport/multi-market-status'
+import { BaseMarketStatusEndpointTypes } from './common'
+
+const modeOptions = ['any', 'all']
+
+export const inputParameters = new InputParameters({
+  ...marketStatusEndpointInputParametersDefinition,
+  openMode: {
+    description:
+      'If `any`, returns OPEN if any market is open. If `all`, only returns OPEN if all markets are open.',
+    options: modeOptions,
+    default: 'any',
+    type: 'string',
+  },
+  closedMode: {
+    description:
+      'If `any`, returns CLOSED if any market is closed. If `all`, only returns CLOSED if all markets are closed. Processed after `openMode`.',
+    options: modeOptions,
+    default: 'all',
+    type: 'string',
+  },
+})
+
+export type MultiMarketStatusEndpointTypes = BaseMarketStatusEndpointTypes & {
+  Parameters: typeof inputParameters.definition
+}
+
+export const endpoint = new AdapterEndpoint({
+  name: 'multi-market-status',
+  transport,
+  inputParameters,
+})

packages/composites/market-status/src/index.ts

@@ -1,11 +1,11 @@
 import { expose, ServerInstance } from '@chainlink/external-adapter-framework'
 import { Adapter } from '@chainlink/external-adapter-framework/adapter'
 import { config } from './config'
-import { marketStatus } from './endpoint'
+import { marketStatus, multiMarketStatus } from './endpoint'
 
 export const adapter = new Adapter({
   name: 'MARKET_STATUS',
-  endpoints: [marketStatus],
+  endpoints: [marketStatus, multiMarketStatus],
   defaultEndpoint: marketStatus.name,
   config,
 })

packages/composites/market-status/src/transport/base-market-status.ts

@@ -0,0 +1,133 @@
+import {
+  EndpointContext,
+  MarketStatus,
+  MarketStatusResultResponse,
+} from '@chainlink/external-adapter-framework/adapter'
+import { TransportDependencies } from '@chainlink/external-adapter-framework/transports'
+import { SubscriptionTransport } from '@chainlink/external-adapter-framework/transports/abstract/subscription'
+import { makeLogger, sleep } from '@chainlink/external-adapter-framework/util'
+import { Requester } from '@chainlink/external-adapter-framework/util/requester'
+import { AdapterResponse } from '@chainlink/external-adapter-framework/util/types'
+
+import { AdapterName } from '../config/adapters'
+import { BaseMarketStatusEndpointTypes } from '../endpoint/common'
+import { inputParameters } from '../endpoint/market-status'
+
+const logger = makeLogger('BaseMarketStatusTransport')
+
+type MarketStatusResult = {
+  marketStatus: MarketStatus
+  providerIndicatedTimeUnixMs: number
+  source?: AdapterName
+}
+
+type RequestParams = typeof inputParameters.validated
+
+export abstract class BaseMarketStatusTransport<
+  T extends BaseMarketStatusEndpointTypes,
+> extends SubscriptionTransport<BaseMarketStatusEndpointTypes> {
+  requester!: Requester
+
+  async initialize(
+    dependencies: TransportDependencies<BaseMarketStatusEndpointTypes>,
+    adapterSettings: BaseMarketStatusEndpointTypes['Settings'],
+    endpointName: string,
+    transportName: string,
+  ): Promise<void> {
+    await super.initialize(dependencies, adapterSettings, endpointName, transportName)
+    this.requester = dependencies.requester
+  }
+
+  async backgroundHandler(context: EndpointContext<T>, entries: RequestParams[]) {
+    await Promise.all(entries.map(async (param) => this.handleRequest(context, param)))
+    await sleep(context.adapterSettings.BACKGROUND_EXECUTE_MS)
+  }
+
+  async handleRequest(context: EndpointContext<T>, param: RequestParams) {
+    const requestedAt = Date.now()
+
+    let response: AdapterResponse<T['Response']>
+    try {
+      const result = await this._handleRequest(context, param)
+      response = {
+        data: {
+          result: result.marketStatus,
+          source: result.source,
+        },
+        result: result.marketStatus,
+        statusCode: 200,
+        timestamps: {
+          providerDataRequestedUnixMs: requestedAt,
+          providerDataReceivedUnixMs: Date.now(),
+          providerIndicatedTimeUnixMs: result.providerIndicatedTimeUnixMs,
+        },
+      }
+    } catch (e) {
+      const errorMessage = e instanceof Error ? e.message : `Unknown error occurred: ${e}`
+      logger.error(e, errorMessage)
+      response = {
+        statusCode: 502,
+        errorMessage,
+        timestamps: {
+          providerDataRequestedUnixMs: requestedAt,
+          providerDataReceivedUnixMs: Date.now(),
+          providerIndicatedTimeUnixMs: undefined,
+        },
+      }
+    }
+    await this.responseCache.write(this.name, [{ params: param, response }])
+  }
+
+  abstract _handleRequest(
+    context: EndpointContext<T>,
+    param: RequestParams,
+  ): Promise<MarketStatusResult>
+
+  async sendAdapterRequest(
+    context: EndpointContext<T>,
+    adapterName: AdapterName,
+    market: string,
+  ): Promise<MarketStatusResult> {
+    const key = `${market}:${adapterName}`
+    const config = {
+      method: 'POST',
+      baseURL: context.adapterSettings[`${adapterName}_ADAPTER_URL`],
+      data: {
+        data: {
+          endpoint: 'market-status',
+          market,
+        },
+      },
+    }
+
+    try {
+      const resp = await this.requester.request<AdapterResponse<MarketStatusResultResponse>>(
+        key,
+        config,
+      )
+      if (resp.response.status === 200) {
+        return {
+          marketStatus: resp.response.data?.result ?? MarketStatus.UNKNOWN,
+          providerIndicatedTimeUnixMs:
+            resp.response.data?.timestamps?.providerIndicatedTimeUnixMs ?? Date.now(),
+          source: adapterName,
+        }
+      } else {
+        logger.error(
+          `Request to ${adapterName} for market ${market} got status ${resp.response.status}: ${resp.response.data}`,
+        )
+      }
+    } catch (e) {
+      logger.error(`Request to ${adapterName} for market ${market} failed: ${e}`)
+    }
+
+    return {
+      marketStatus: MarketStatus.UNKNOWN,
+      providerIndicatedTimeUnixMs: Date.now(),
+    }
+  }
+
+  getSubscriptionTtlFromConfig(adapterSettings: BaseMarketStatusEndpointTypes['Settings']): number {
+    return adapterSettings.WARMUP_SUBSCRIPTION_TTL
+  }
+}