feat(stocks): Add unified stock data API (getData) with historical/OHLCV support, smart caching and provider enhancements
This commit is contained in:
@@ -1,6 +1,17 @@
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import * as plugins from '../plugins.js';
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import type { IStockProvider, IProviderConfig, IProviderRegistry } from './interfaces/provider.js';
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import type { IStockPrice, IStockQuoteRequest, IStockBatchQuoteRequest, IStockPriceError } from './interfaces/stockprice.js';
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import type {
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IStockPrice,
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IStockQuoteRequest,
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IStockBatchQuoteRequest,
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IStockPriceError,
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IStockDataRequest,
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IStockCurrentRequest,
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IStockHistoricalRequest,
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IStockIntradayRequest,
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IStockBatchCurrentRequest,
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TIntervalType
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} from './interfaces/stockprice.js';
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interface IProviderEntry {
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provider: IStockProvider;
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@@ -12,18 +23,19 @@ interface IProviderEntry {
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}
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interface ICacheEntry {
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price: IStockPrice;
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price: IStockPrice | IStockPrice[];
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timestamp: Date;
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ttl: number; // Specific TTL for this entry
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}
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export class StockPriceService implements IProviderRegistry {
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private providers = new Map<string, IProviderEntry>();
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private cache = new Map<string, ICacheEntry>();
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private logger = console;
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private cacheConfig = {
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ttl: 60000, // 60 seconds default
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maxEntries: 1000
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ttl: 60000, // 60 seconds default (for backward compatibility)
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maxEntries: 10000 // Increased for historical data
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};
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constructor(cacheConfig?: { ttl?: number; maxEntries?: number }) {
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@@ -32,6 +44,43 @@ export class StockPriceService implements IProviderRegistry {
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}
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}
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/**
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* Get data-type aware TTL for smart caching
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*/
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private getCacheTTL(dataType: 'eod' | 'historical' | 'intraday' | 'live', interval?: TIntervalType): number {
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switch (dataType) {
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case 'historical':
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return Infinity; // Historical data never changes
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case 'eod':
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return 24 * 60 * 60 * 1000; // 24 hours (EOD is static after market close)
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case 'intraday':
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// Match cache TTL to interval
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return this.getIntervalMs(interval);
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case 'live':
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return 30 * 1000; // 30 seconds for live data
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default:
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return this.cacheConfig.ttl; // Fallback to default
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}
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}
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/**
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* Convert interval to milliseconds
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*/
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private getIntervalMs(interval?: TIntervalType): number {
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if (!interval) return 60 * 1000; // Default 1 minute
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const intervalMap: Record<TIntervalType, number> = {
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'1min': 60 * 1000,
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'5min': 5 * 60 * 1000,
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'10min': 10 * 60 * 1000,
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'15min': 15 * 60 * 1000,
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'30min': 30 * 60 * 1000,
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'1hour': 60 * 60 * 1000
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};
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return intervalMap[interval] || 60 * 1000;
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}
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public register(provider: IStockProvider, config?: IProviderConfig): void {
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const defaultConfig: IProviderConfig = {
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enabled: true,
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@@ -75,8 +124,8 @@ export class StockPriceService implements IProviderRegistry {
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public async getPrice(request: IStockQuoteRequest): Promise<IStockPrice> {
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const cacheKey = this.getCacheKey(request);
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const cached = this.getFromCache(cacheKey);
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const cached = this.getFromCache(cacheKey) as IStockPrice | null;
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if (cached) {
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console.log(`Cache hit for ${request.ticker}`);
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return cached;
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@@ -91,7 +140,7 @@ export class StockPriceService implements IProviderRegistry {
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for (const provider of providers) {
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const entry = this.providers.get(provider.name)!;
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try {
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const price = await this.fetchWithRetry(
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() => provider.fetchPrice(request),
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@@ -99,7 +148,11 @@ export class StockPriceService implements IProviderRegistry {
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);
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entry.successCount++;
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this.addToCache(cacheKey, price);
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// Use smart TTL based on data type
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const ttl = this.getCacheTTL(price.dataType);
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this.addToCache(cacheKey, price, ttl);
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console.log(`Successfully fetched ${request.ticker} from ${provider.name}`);
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return price;
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} catch (error) {
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@@ -107,7 +160,7 @@ export class StockPriceService implements IProviderRegistry {
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entry.lastError = error as Error;
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entry.lastErrorTime = new Date();
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lastError = error as Error;
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console.warn(
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`Provider ${provider.name} failed for ${request.ticker}: ${error.message}`
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);
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@@ -126,8 +179,8 @@ export class StockPriceService implements IProviderRegistry {
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// Check cache for each ticker
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for (const ticker of request.tickers) {
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const cacheKey = this.getCacheKey({ ticker, includeExtendedHours: request.includeExtendedHours });
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const cached = this.getFromCache(cacheKey);
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const cached = this.getFromCache(cacheKey) as IStockPrice | null;
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if (cached) {
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cachedPrices.push(cached);
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} else {
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@@ -150,25 +203,26 @@ export class StockPriceService implements IProviderRegistry {
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for (const provider of providers) {
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const entry = this.providers.get(provider.name)!;
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try {
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fetchedPrices = await this.fetchWithRetry(
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() => provider.fetchPrices({
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tickers: tickersToFetch,
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includeExtendedHours: request.includeExtendedHours
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() => provider.fetchPrices({
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tickers: tickersToFetch,
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includeExtendedHours: request.includeExtendedHours
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}),
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entry.config
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);
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entry.successCount++;
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// Cache the fetched prices
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// Cache the fetched prices with smart TTL
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for (const price of fetchedPrices) {
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const cacheKey = this.getCacheKey({
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ticker: price.ticker,
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includeExtendedHours: request.includeExtendedHours
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const cacheKey = this.getCacheKey({
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ticker: price.ticker,
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includeExtendedHours: request.includeExtendedHours
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});
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this.addToCache(cacheKey, price);
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const ttl = this.getCacheTTL(price.dataType);
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this.addToCache(cacheKey, price, ttl);
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}
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console.log(
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@@ -180,7 +234,7 @@ export class StockPriceService implements IProviderRegistry {
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entry.lastError = error as Error;
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entry.lastErrorTime = new Date();
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lastError = error as Error;
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console.warn(
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`Provider ${provider.name} failed for batch request: ${error.message}`
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);
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@@ -196,6 +250,101 @@ export class StockPriceService implements IProviderRegistry {
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return [...cachedPrices, ...fetchedPrices];
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}
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/**
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* New unified data fetching method supporting all request types
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*/
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public async getData(request: IStockDataRequest): Promise<IStockPrice | IStockPrice[]> {
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const cacheKey = this.getDataCacheKey(request);
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const cached = this.getFromCache(cacheKey);
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if (cached) {
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console.log(`Cache hit for ${this.getRequestDescription(request)}`);
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return cached;
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}
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const providers = this.getEnabledProviders();
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if (providers.length === 0) {
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throw new Error('No stock price providers available');
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}
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let lastError: Error | undefined;
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for (const provider of providers) {
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const entry = this.providers.get(provider.name)!;
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// Check if provider supports the new fetchData method
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if (typeof (provider as any).fetchData !== 'function') {
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console.warn(`Provider ${provider.name} does not support new API, skipping`);
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continue;
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}
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try {
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const result = await this.fetchWithRetry(
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() => (provider as any).fetchData(request),
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entry.config
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) as IStockPrice | IStockPrice[];
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entry.successCount++;
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// Determine TTL based on request type
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const ttl = this.getRequestTTL(request, result);
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this.addToCache(cacheKey, result, ttl);
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console.log(`Successfully fetched ${this.getRequestDescription(request)} from ${provider.name}`);
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return result;
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} catch (error) {
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entry.errorCount++;
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entry.lastError = error as Error;
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entry.lastErrorTime = new Date();
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lastError = error as Error;
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console.warn(
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`Provider ${provider.name} failed for ${this.getRequestDescription(request)}: ${error.message}`
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);
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}
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}
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throw new Error(
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`Failed to fetch ${this.getRequestDescription(request)} from all providers. Last error: ${lastError?.message}`
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);
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}
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/**
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* Get TTL based on request type and result
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*/
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private getRequestTTL(request: IStockDataRequest, result: IStockPrice | IStockPrice[]): number {
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switch (request.type) {
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case 'historical':
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return Infinity; // Historical data never changes
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case 'current':
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return this.getCacheTTL('eod');
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case 'batch':
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return this.getCacheTTL('eod');
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case 'intraday':
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return this.getCacheTTL('intraday', request.interval);
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default:
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return this.cacheConfig.ttl;
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}
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}
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/**
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* Get human-readable description of request
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*/
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private getRequestDescription(request: IStockDataRequest): string {
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switch (request.type) {
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case 'current':
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return `current price for ${request.ticker}${request.exchange ? ` on ${request.exchange}` : ''}`;
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case 'historical':
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return `historical prices for ${request.ticker} from ${request.from.toISOString().split('T')[0]} to ${request.to.toISOString().split('T')[0]}`;
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case 'intraday':
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return `intraday ${request.interval} prices for ${request.ticker}`;
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case 'batch':
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return `batch prices for ${request.tickers.length} tickers`;
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default:
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return 'data';
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}
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}
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public async checkProvidersHealth(): Promise<Map<string, boolean>> {
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const health = new Map<string, boolean>();
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@@ -271,19 +420,45 @@ export class StockPriceService implements IProviderRegistry {
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throw lastError || new Error('Unknown error during fetch');
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}
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/**
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* Legacy cache key generation
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*/
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private getCacheKey(request: IStockQuoteRequest): string {
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return `${request.ticker}:${request.includeExtendedHours || false}`;
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}
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private getFromCache(key: string): IStockPrice | null {
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/**
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* New cache key generation for discriminated union requests
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*/
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private getDataCacheKey(request: IStockDataRequest): string {
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switch (request.type) {
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case 'current':
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return `current:${request.ticker}${request.exchange ? `:${request.exchange}` : ''}`;
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case 'historical':
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const fromStr = request.from.toISOString().split('T')[0];
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const toStr = request.to.toISOString().split('T')[0];
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return `historical:${request.ticker}:${fromStr}:${toStr}${request.exchange ? `:${request.exchange}` : ''}`;
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case 'intraday':
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const dateStr = request.date ? request.date.toISOString().split('T')[0] : 'latest';
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return `intraday:${request.ticker}:${request.interval}:${dateStr}${request.exchange ? `:${request.exchange}` : ''}`;
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case 'batch':
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const tickers = request.tickers.sort().join(',');
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return `batch:${tickers}${request.exchange ? `:${request.exchange}` : ''}`;
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default:
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return `unknown:${JSON.stringify(request)}`;
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}
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}
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private getFromCache(key: string): IStockPrice | IStockPrice[] | null {
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const entry = this.cache.get(key);
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if (!entry) {
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return null;
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}
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// Check if cache entry has expired
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const age = Date.now() - entry.timestamp.getTime();
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if (age > this.cacheConfig.ttl) {
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if (entry.ttl !== Infinity && age > entry.ttl) {
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this.cache.delete(key);
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return null;
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}
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@@ -291,7 +466,7 @@ export class StockPriceService implements IProviderRegistry {
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return entry.price;
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}
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private addToCache(key: string, price: IStockPrice): void {
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private addToCache(key: string, price: IStockPrice | IStockPrice[], ttl?: number): void {
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// Enforce max entries limit
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if (this.cache.size >= this.cacheConfig.maxEntries) {
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// Remove oldest entry
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@@ -303,7 +478,8 @@ export class StockPriceService implements IProviderRegistry {
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this.cache.set(key, {
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price,
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timestamp: new Date()
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timestamp: new Date(),
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ttl: ttl || this.cacheConfig.ttl
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});
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}
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}
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@@ -1,5 +1,6 @@
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import * as plugins from '../../plugins.js';
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// Enhanced stock price interface with additional OHLCV data
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export interface IStockPrice {
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ticker: string;
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price: number;
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@@ -12,6 +13,15 @@ export interface IStockPrice {
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marketState: 'PRE' | 'REGULAR' | 'POST' | 'CLOSED';
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exchange?: string;
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exchangeName?: string;
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// Phase 1 enhancements
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volume?: number; // Trading volume
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open?: number; // Opening price
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high?: number; // Day high
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low?: number; // Day low
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adjusted?: boolean; // If price is split/dividend adjusted
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dataType: 'eod' | 'intraday' | 'live'; // What kind of data this is
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fetchedAt: Date; // When we fetched (vs data timestamp)
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}
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type CheckStockPrice = plugins.tsclass.typeFest.IsEqual<
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IStockPrice,
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@@ -25,11 +35,74 @@ export interface IStockPriceError {
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timestamp: Date;
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}
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// Pagination support for large datasets
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export interface IPaginatedResponse<T> {
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data: T[];
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pagination: {
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currentPage: number;
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totalPages: number;
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totalRecords: number;
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hasMore: boolean;
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limit: number;
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offset: number;
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};
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}
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// Phase 1: Discriminated union types for different request types
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export type TIntervalType = '1min' | '5min' | '10min' | '15min' | '30min' | '1hour';
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export type TSortOrder = 'ASC' | 'DESC';
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// Current price request (latest EOD or live)
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export interface IStockCurrentRequest {
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type: 'current';
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ticker: string;
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exchange?: string; // MIC code like 'XNAS', 'XNYS', 'XLON'
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}
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// Historical price request (date range)
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export interface IStockHistoricalRequest {
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type: 'historical';
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ticker: string;
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from: Date;
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to: Date;
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exchange?: string;
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sort?: TSortOrder;
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limit?: number; // Max results per page (default 1000)
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offset?: number; // For pagination
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}
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// Intraday price request (real-time intervals)
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export interface IStockIntradayRequest {
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type: 'intraday';
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ticker: string;
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interval: TIntervalType;
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exchange?: string;
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limit?: number; // Number of bars to return
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date?: Date; // Specific date for historical intraday
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}
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// Batch current prices request
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export interface IStockBatchCurrentRequest {
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type: 'batch';
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tickers: string[];
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exchange?: string;
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}
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// Union type for all stock data requests
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export type IStockDataRequest =
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| IStockCurrentRequest
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| IStockHistoricalRequest
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| IStockIntradayRequest
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| IStockBatchCurrentRequest;
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// Legacy interfaces (for backward compatibility during migration)
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/** @deprecated Use IStockDataRequest with type: 'current' instead */
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export interface IStockQuoteRequest {
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ticker: string;
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includeExtendedHours?: boolean;
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}
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/** @deprecated Use IStockDataRequest with type: 'batch' instead */
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export interface IStockBatchQuoteRequest {
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tickers: string[];
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includeExtendedHours?: boolean;
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@@ -1,22 +1,41 @@
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import * as plugins from '../../plugins.js';
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import type { IStockProvider, IProviderConfig } from '../interfaces/provider.js';
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import type { IStockPrice, IStockQuoteRequest, IStockBatchQuoteRequest } from '../interfaces/stockprice.js';
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import type {
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IStockPrice,
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IStockQuoteRequest,
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IStockBatchQuoteRequest,
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IStockDataRequest,
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IStockCurrentRequest,
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IStockHistoricalRequest,
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IStockIntradayRequest,
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IStockBatchCurrentRequest,
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IPaginatedResponse,
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TSortOrder
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} from '../interfaces/stockprice.js';
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/**
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* Marketstack API v2 Provider
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* Documentation: https://marketstack.com/documentation_v2
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* Marketstack API v2 Provider - Enhanced
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* Documentation: https://docs.apilayer.com/marketstack/docs/marketstack-api-v2-v-2-0-0
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*
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* Features:
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* - End-of-Day (EOD) stock prices
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* - Supports 125,000+ tickers across 72+ exchanges worldwide
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* - End-of-Day (EOD) stock prices with historical data
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* - Intraday pricing with multiple intervals (1min, 5min, 15min, 30min, 1hour)
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* - Exchange filtering via MIC codes (XNAS, XNYS, XLON, etc.)
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* - Supports 500,000+ tickers across 72+ exchanges worldwide
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* - OHLCV data (Open, High, Low, Close, Volume)
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* - Pagination for large datasets
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* - Requires API key authentication
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*
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* Rate Limits:
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* - Free Plan: 100 requests/month (EOD only)
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* - Basic Plan: 10,000 requests/month
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* - Professional Plan: 100,000 requests/month
|
||||
* - Professional Plan: 100,000 requests/month (intraday access)
|
||||
*
|
||||
* Note: This provider returns EOD data, not real-time prices
|
||||
* Phase 1 Enhancements:
|
||||
* - Historical data retrieval with date ranges
|
||||
* - Exchange filtering
|
||||
* - OHLCV data support
|
||||
* - Pagination handling
|
||||
*/
|
||||
export class MarketstackProvider implements IStockProvider {
|
||||
public name = 'Marketstack';
|
||||
@@ -40,11 +59,34 @@ export class MarketstackProvider implements IStockProvider {
|
||||
}
|
||||
|
||||
/**
|
||||
* Fetch latest EOD price for a single ticker
|
||||
* Unified data fetching method supporting all request types
|
||||
*/
|
||||
public async fetchPrice(request: IStockQuoteRequest): Promise<IStockPrice> {
|
||||
public async fetchData(request: IStockDataRequest): Promise<IStockPrice[] | IStockPrice> {
|
||||
switch (request.type) {
|
||||
case 'current':
|
||||
return this.fetchCurrentPrice(request);
|
||||
case 'historical':
|
||||
return this.fetchHistoricalPrices(request);
|
||||
case 'intraday':
|
||||
return this.fetchIntradayPrices(request);
|
||||
case 'batch':
|
||||
return this.fetchBatchCurrentPrices(request);
|
||||
default:
|
||||
throw new Error(`Unsupported request type: ${(request as any).type}`);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Fetch current/latest EOD price for a single ticker (new API)
|
||||
*/
|
||||
private async fetchCurrentPrice(request: IStockCurrentRequest): Promise<IStockPrice> {
|
||||
try {
|
||||
const url = `${this.baseUrl}/tickers/${request.ticker}/eod/latest?access_key=${this.apiKey}`;
|
||||
let url = `${this.baseUrl}/tickers/${request.ticker}/eod/latest?access_key=${this.apiKey}`;
|
||||
|
||||
// Add exchange filter if specified
|
||||
if (request.exchange) {
|
||||
url += `&exchange=${request.exchange}`;
|
||||
}
|
||||
|
||||
const response = await plugins.smartrequest.SmartRequest.create()
|
||||
.url(url)
|
||||
@@ -63,20 +105,101 @@ export class MarketstackProvider implements IStockProvider {
|
||||
throw new Error(`No data found for ticker ${request.ticker}`);
|
||||
}
|
||||
|
||||
return this.mapToStockPrice(responseData);
|
||||
return this.mapToStockPrice(responseData, 'eod');
|
||||
} catch (error) {
|
||||
this.logger.error(`Failed to fetch price for ${request.ticker}:`, error);
|
||||
throw new Error(`Marketstack: Failed to fetch price for ${request.ticker}: ${error.message}`);
|
||||
this.logger.error(`Failed to fetch current price for ${request.ticker}:`, error);
|
||||
throw new Error(`Marketstack: Failed to fetch current price for ${request.ticker}: ${error.message}`);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Fetch latest EOD prices for multiple tickers
|
||||
* Fetch historical EOD prices for a ticker with date range
|
||||
*/
|
||||
public async fetchPrices(request: IStockBatchQuoteRequest): Promise<IStockPrice[]> {
|
||||
private async fetchHistoricalPrices(request: IStockHistoricalRequest): Promise<IStockPrice[]> {
|
||||
try {
|
||||
const allPrices: IStockPrice[] = [];
|
||||
let offset = request.offset || 0;
|
||||
const limit = request.limit || 1000; // Max per page
|
||||
const maxRecords = 10000; // Safety limit
|
||||
|
||||
while (true) {
|
||||
let url = `${this.baseUrl}/eod?access_key=${this.apiKey}`;
|
||||
url += `&symbols=${request.ticker}`;
|
||||
url += `&date_from=${this.formatDate(request.from)}`;
|
||||
url += `&date_to=${this.formatDate(request.to)}`;
|
||||
url += `&limit=${limit}`;
|
||||
url += `&offset=${offset}`;
|
||||
|
||||
if (request.exchange) {
|
||||
url += `&exchange=${request.exchange}`;
|
||||
}
|
||||
|
||||
if (request.sort) {
|
||||
url += `&sort=${request.sort}`;
|
||||
}
|
||||
|
||||
const response = await plugins.smartrequest.SmartRequest.create()
|
||||
.url(url)
|
||||
.timeout(this.config?.timeout || 15000)
|
||||
.get();
|
||||
|
||||
const responseData = await response.json() as any;
|
||||
|
||||
// Check for API errors
|
||||
if (responseData.error) {
|
||||
throw new Error(`Marketstack API error: ${responseData.error.message || JSON.stringify(responseData.error)}`);
|
||||
}
|
||||
|
||||
if (!responseData?.data || !Array.isArray(responseData.data)) {
|
||||
throw new Error('Invalid response format from Marketstack API');
|
||||
}
|
||||
|
||||
// Map data to stock prices
|
||||
for (const data of responseData.data) {
|
||||
try {
|
||||
allPrices.push(this.mapToStockPrice(data, 'eod'));
|
||||
} catch (error) {
|
||||
this.logger.warn(`Failed to parse historical data for ${data.symbol}:`, error);
|
||||
}
|
||||
}
|
||||
|
||||
// Check if we have more pages
|
||||
const pagination = responseData.pagination;
|
||||
const hasMore = pagination && offset + limit < pagination.total;
|
||||
|
||||
// Safety check: don't fetch more than maxRecords
|
||||
if (!hasMore || allPrices.length >= maxRecords) {
|
||||
break;
|
||||
}
|
||||
|
||||
offset += limit;
|
||||
}
|
||||
|
||||
return allPrices;
|
||||
} catch (error) {
|
||||
this.logger.error(`Failed to fetch historical prices for ${request.ticker}:`, error);
|
||||
throw new Error(`Marketstack: Failed to fetch historical prices for ${request.ticker}: ${error.message}`);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Fetch intraday prices with specified interval (Phase 2 placeholder)
|
||||
*/
|
||||
private async fetchIntradayPrices(request: IStockIntradayRequest): Promise<IStockPrice[]> {
|
||||
throw new Error('Intraday data support coming in Phase 2. For now, use EOD data with type: "current" or "historical"');
|
||||
}
|
||||
|
||||
/**
|
||||
* Fetch current prices for multiple tickers (new API)
|
||||
*/
|
||||
private async fetchBatchCurrentPrices(request: IStockBatchCurrentRequest): Promise<IStockPrice[]> {
|
||||
try {
|
||||
const symbols = request.tickers.join(',');
|
||||
const url = `${this.baseUrl}/eod/latest?access_key=${this.apiKey}&symbols=${symbols}`;
|
||||
let url = `${this.baseUrl}/eod/latest?access_key=${this.apiKey}&symbols=${symbols}`;
|
||||
|
||||
if (request.exchange) {
|
||||
url += `&exchange=${request.exchange}`;
|
||||
}
|
||||
|
||||
const response = await plugins.smartrequest.SmartRequest.create()
|
||||
.url(url)
|
||||
@@ -98,7 +221,7 @@ export class MarketstackProvider implements IStockProvider {
|
||||
|
||||
for (const data of responseData.data) {
|
||||
try {
|
||||
prices.push(this.mapToStockPrice(data));
|
||||
prices.push(this.mapToStockPrice(data, 'eod'));
|
||||
} catch (error) {
|
||||
this.logger.warn(`Failed to parse data for ${data.symbol}:`, error);
|
||||
// Continue processing other tickers
|
||||
@@ -111,11 +234,35 @@ export class MarketstackProvider implements IStockProvider {
|
||||
|
||||
return prices;
|
||||
} catch (error) {
|
||||
this.logger.error(`Failed to fetch batch prices:`, error);
|
||||
throw new Error(`Marketstack: Failed to fetch batch prices: ${error.message}`);
|
||||
this.logger.error(`Failed to fetch batch current prices:`, error);
|
||||
throw new Error(`Marketstack: Failed to fetch batch current prices: ${error.message}`);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Legacy: Fetch latest EOD price for a single ticker
|
||||
* @deprecated Use fetchData with IStockDataRequest instead
|
||||
*/
|
||||
public async fetchPrice(request: IStockQuoteRequest): Promise<IStockPrice> {
|
||||
// Map legacy request to new format
|
||||
return this.fetchCurrentPrice({
|
||||
type: 'current',
|
||||
ticker: request.ticker
|
||||
});
|
||||
}
|
||||
|
||||
/**
|
||||
* Legacy: Fetch latest EOD prices for multiple tickers
|
||||
* @deprecated Use fetchData with IStockDataRequest instead
|
||||
*/
|
||||
public async fetchPrices(request: IStockBatchQuoteRequest): Promise<IStockPrice[]> {
|
||||
// Map legacy request to new format
|
||||
return this.fetchBatchCurrentPrices({
|
||||
type: 'batch',
|
||||
tickers: request.tickers
|
||||
});
|
||||
}
|
||||
|
||||
/**
|
||||
* Check if the Marketstack API is available and accessible
|
||||
*/
|
||||
@@ -165,7 +312,7 @@ export class MarketstackProvider implements IStockProvider {
|
||||
/**
|
||||
* Map Marketstack API response to IStockPrice interface
|
||||
*/
|
||||
private mapToStockPrice(data: any): IStockPrice {
|
||||
private mapToStockPrice(data: any, dataType: 'eod' | 'intraday' | 'live' = 'eod'): IStockPrice {
|
||||
if (!data.close) {
|
||||
throw new Error('Missing required price data');
|
||||
}
|
||||
@@ -174,12 +321,13 @@ export class MarketstackProvider implements IStockProvider {
|
||||
// EOD data: previous close is typically open price of the same day
|
||||
// For better accuracy, we'd need previous day's close, but that requires another API call
|
||||
const currentPrice = data.close;
|
||||
const previousClose = data.open;
|
||||
const previousClose = data.open || currentPrice;
|
||||
const change = currentPrice - previousClose;
|
||||
const changePercent = previousClose !== 0 ? (change / previousClose) * 100 : 0;
|
||||
|
||||
// Parse timestamp
|
||||
const timestamp = data.date ? new Date(data.date) : new Date();
|
||||
const fetchedAt = new Date();
|
||||
|
||||
const stockPrice: IStockPrice = {
|
||||
ticker: data.symbol.toUpperCase(),
|
||||
@@ -192,9 +340,28 @@ export class MarketstackProvider implements IStockProvider {
|
||||
provider: this.name,
|
||||
marketState: 'CLOSED', // EOD data is always for closed markets
|
||||
exchange: data.exchange,
|
||||
exchangeName: data.exchange_code || data.name
|
||||
exchangeName: data.exchange_code || data.name,
|
||||
|
||||
// Phase 1 enhancements: OHLCV data
|
||||
volume: data.volume,
|
||||
open: data.open,
|
||||
high: data.high,
|
||||
low: data.low,
|
||||
adjusted: data.adj_close !== undefined, // If adj_close exists, price is adjusted
|
||||
dataType: dataType,
|
||||
fetchedAt: fetchedAt
|
||||
};
|
||||
|
||||
return stockPrice;
|
||||
}
|
||||
|
||||
/**
|
||||
* Format date to YYYY-MM-DD for API requests
|
||||
*/
|
||||
private formatDate(date: Date): string {
|
||||
const year = date.getFullYear();
|
||||
const month = String(date.getMonth() + 1).padStart(2, '0');
|
||||
const day = String(date.getDate()).padStart(2, '0');
|
||||
return `${year}-${month}-${day}`;
|
||||
}
|
||||
}
|
||||
|
||||
@@ -52,7 +52,9 @@ export class YahooFinanceProvider implements IStockProvider {
|
||||
provider: this.name,
|
||||
marketState: this.determineMarketState(meta),
|
||||
exchange: meta.exchange,
|
||||
exchangeName: meta.exchangeName
|
||||
exchangeName: meta.exchangeName,
|
||||
dataType: 'live', // Yahoo provides real-time/near real-time data
|
||||
fetchedAt: new Date()
|
||||
};
|
||||
|
||||
return stockPrice;
|
||||
@@ -101,7 +103,9 @@ export class YahooFinanceProvider implements IStockProvider {
|
||||
provider: this.name,
|
||||
marketState: sparkData.marketState || 'REGULAR',
|
||||
exchange: sparkData.exchange,
|
||||
exchangeName: sparkData.exchangeName
|
||||
exchangeName: sparkData.exchangeName,
|
||||
dataType: 'live', // Yahoo provides real-time/near real-time data
|
||||
fetchedAt: new Date()
|
||||
});
|
||||
}
|
||||
|
||||
|
||||
Reference in New Issue
Block a user