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feat(stocks): Add unified stock data API (getData) with historical/OHLCV support, smart caching and provider enhancements

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This commit is contained in:
Jürgen Kunz
2025-10-31 14:00:59 +00:00
parent 28ae2bd737
commit 8632f0e94b
9 changed files with 879 additions and 76 deletions
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211
ts/stocks/providers/provider.marketstack.ts
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@@ -1,22 +1,41 @@
import * as plugins from '../../plugins.js';
import type { IStockProvider, IProviderConfig } from '../interfaces/provider.js';
import type { IStockPrice, IStockQuoteRequest, IStockBatchQuoteRequest } from '../interfaces/stockprice.js';
import type {
IStockPrice,
IStockQuoteRequest,
IStockBatchQuoteRequest,
IStockDataRequest,
IStockCurrentRequest,
IStockHistoricalRequest,
IStockIntradayRequest,
IStockBatchCurrentRequest,
IPaginatedResponse,
TSortOrder
} from '../interfaces/stockprice.js';
/**
* Marketstack API v2 Provider
* Documentation: https://marketstack.com/documentation_v2
* Marketstack API v2 Provider - Enhanced
* Documentation: https://docs.apilayer.com/marketstack/docs/marketstack-api-v2-v-2-0-0
*
* Features:
* - End-of-Day (EOD) stock prices
* - Supports 125,000+ tickers across 72+ exchanges worldwide
* - End-of-Day (EOD) stock prices with historical data
* - Intraday pricing with multiple intervals (1min, 5min, 15min, 30min, 1hour)
* - Exchange filtering via MIC codes (XNAS, XNYS, XLON, etc.)
* - Supports 500,000+ tickers across 72+ exchanges worldwide
* - OHLCV data (Open, High, Low, Close, Volume)
* - Pagination for large datasets
* - Requires API key authentication
*
* Rate Limits:
* - Free Plan: 100 requests/month (EOD only)
* - Basic Plan: 10,000 requests/month
* - 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}`;
}
}