diff --git a/changelog.md b/changelog.md index 759a2f2..9fb21bd 100644 --- a/changelog.md +++ b/changelog.md @@ -1,5 +1,16 @@ # Changelog +## 2025-11-07 - 3.5.0 - feat(stocks) +Add provider fetch limits, intraday incremental fetch, cache deduplication, and provider safety/warning improvements + +- Add maxRecords and defaultIntradayLimit to IProviderConfig to control maximum records per request and default intraday limits. +- CoinGecko provider: enforce maxRecords when processing historical data, warn when large historical/intraday results are returned without explicit limits, preserve priority mappings when rebuilding the coin cache, and improve cache load logging. +- Marketstack provider: make safety maxRecords configurable, apply a configurable default intraday limit, warn when no explicit limit is provided, and ensure effective limits are applied to returned results. +- StockPriceService: always attempt incremental fetch for intraday requests without a date to fetch only new data since the last cached timestamp and fall back to full fetch when necessary. +- StockPriceService: deduplicate price arrays by timestamp before caching and after merges to avoid duplicate timestamps and reduce cache bloat. +- Introduce StockDataService for unified access to prices and fundamentals with automatic enrichment (market cap, P/E, price-to-book) and caching improvements. +- Various cache/TTL improvements and safer default behaviors for intraday, historical and live data to improve performance and memory usage. + ## 2025-11-06 - 3.4.0 - feat(stocks) Introduce unified stock data service, new providers, improved caching and German business data tooling diff --git a/test/test.cache-inspection.node+bun+deno.ts b/test/test.cache-inspection.node+bun+deno.ts new file mode 100644 index 0000000..729ef3e --- /dev/null +++ b/test/test.cache-inspection.node+bun+deno.ts @@ -0,0 +1,395 @@ +import { expect, tap } from '@git.zone/tstest/tapbundle'; +import * as opendata from '../ts/index.js'; + +/** + * Test to inspect actual cache contents and verify data integrity + */ + +class MockProvider implements opendata.IStockProvider { + name = 'MockProvider'; + priority = 100; + requiresAuth = false; + + public callLog: Array<{ type: string; ticker: string; timestamp: Date }> = []; + + async fetchData(request: opendata.IStockDataRequest): Promise { + this.callLog.push({ + type: request.type, + ticker: request.type === 'batch' ? request.tickers.join(',') : (request as any).ticker, + timestamp: new Date() + }); + + if (request.type === 'intraday') { + const count = request.limit || 10; + const prices: opendata.IStockPrice[] = []; + const baseTime = request.date || new Date('2025-01-07T09:30:00.000Z'); + + for (let i = 0; i < count; i++) { + prices.push({ + ticker: request.ticker, + price: 100 + i, + currency: 'USD', + timestamp: new Date(baseTime.getTime() + i * 60 * 1000), + fetchedAt: new Date(), + provider: this.name, + dataType: 'intraday', + marketState: 'REGULAR', + open: 100, + high: 101, + low: 99, + volume: 1000000, + change: 0, + changePercent: 0, + previousClose: 100 + }); + } + + return prices; + } + + // Default single price + return { + ticker: (request as any).ticker, + price: 150, + currency: 'USD', + timestamp: new Date(), + fetchedAt: new Date(), + provider: this.name, + dataType: 'eod', + marketState: 'CLOSED', + open: 149, + high: 151, + low: 148, + volume: 5000000, + change: 1, + changePercent: 0.67, + previousClose: 149 + }; + } + + async isAvailable(): Promise { + return true; + } +} + +let stockService: opendata.StockPriceService; +let mockProvider: MockProvider; + +tap.test('Cache Inspection - Setup', async () => { + stockService = new opendata.StockPriceService({ + ttl: 60000, + maxEntries: 100 + }); + + mockProvider = new MockProvider(); + stockService.register(mockProvider); + + console.log('✓ Service and provider initialized'); +}); + +tap.test('Cache Inspection - Verify Cache Key Generation', async () => { + await tap.test('should generate unique cache keys for different requests', async () => { + stockService.clearCache(); + mockProvider.callLog = []; + + // Fetch with different parameters + await stockService.getData({ type: 'intraday', ticker: 'AAPL', interval: '1min', limit: 10 }); + await stockService.getData({ type: 'intraday', ticker: 'AAPL', interval: '1min', limit: 20 }); + await stockService.getData({ type: 'intraday', ticker: 'AAPL', interval: '5min', limit: 10 }); + await stockService.getData({ type: 'intraday', ticker: 'MSFT', interval: '1min', limit: 10 }); + + // Should have made 4 provider calls (all different cache keys) + expect(mockProvider.callLog.length).toEqual(4); + + console.log('✓ Cache keys are unique for different parameters'); + console.log(` Total provider calls: ${mockProvider.callLog.length}`); + }); + + await tap.test('should reuse cache for identical requests', async () => { + stockService.clearCache(); + mockProvider.callLog = []; + + // Same request 3 times + const result1 = await stockService.getData({ type: 'intraday', ticker: 'AAPL', interval: '1min', limit: 10 }); + const result2 = await stockService.getData({ type: 'intraday', ticker: 'AAPL', interval: '1min', limit: 10 }); + const result3 = await stockService.getData({ type: 'intraday', ticker: 'AAPL', interval: '1min', limit: 10 }); + + // Should have made only 1 provider call + expect(mockProvider.callLog.length).toEqual(1); + + // All results should be identical (same reference from cache) + expect((result1 as opendata.IStockPrice[]).length).toEqual((result2 as opendata.IStockPrice[]).length); + expect((result1 as opendata.IStockPrice[]).length).toEqual((result3 as opendata.IStockPrice[]).length); + + // Verify timestamps match (exact same cached data) + const ts1 = (result1 as opendata.IStockPrice[])[0].timestamp.getTime(); + const ts2 = (result2 as opendata.IStockPrice[])[0].timestamp.getTime(); + const ts3 = (result3 as opendata.IStockPrice[])[0].timestamp.getTime(); + + expect(ts1).toEqual(ts2); + expect(ts2).toEqual(ts3); + + console.log('✓ Cache reused for identical requests'); + console.log(` 3 requests → 1 provider call`); + }); +}); + +tap.test('Cache Inspection - Verify Data Structure', async () => { + await tap.test('should cache complete IStockPrice objects', async () => { + stockService.clearCache(); + + const result = await stockService.getData({ + type: 'intraday', + ticker: 'TSLA', + interval: '1min', + limit: 5 + }); + + expect(result).toBeArray(); + const prices = result as opendata.IStockPrice[]; + + // Verify structure of cached data + for (const price of prices) { + expect(price).toHaveProperty('ticker'); + expect(price).toHaveProperty('price'); + expect(price).toHaveProperty('currency'); + expect(price).toHaveProperty('timestamp'); + expect(price).toHaveProperty('fetchedAt'); + expect(price).toHaveProperty('provider'); + expect(price).toHaveProperty('dataType'); + expect(price).toHaveProperty('marketState'); + expect(price).toHaveProperty('open'); + expect(price).toHaveProperty('high'); + expect(price).toHaveProperty('low'); + expect(price).toHaveProperty('volume'); + + // Verify types + expect(typeof price.ticker).toEqual('string'); + expect(typeof price.price).toEqual('number'); + expect(price.timestamp).toBeInstanceOf(Date); + expect(price.fetchedAt).toBeInstanceOf(Date); + } + + console.log('✓ Cached data has complete IStockPrice structure'); + console.log(` Sample: ${prices[0].ticker} @ $${prices[0].price} (${prices[0].timestamp.toISOString()})`); + }); + + await tap.test('should preserve array order in cache', async () => { + stockService.clearCache(); + + const result1 = await stockService.getData({ + type: 'intraday', + ticker: 'AAPL', + interval: '1min', + limit: 10 + }); + + const result2 = await stockService.getData({ + type: 'intraday', + ticker: 'AAPL', + interval: '1min', + limit: 10 + }); + + const prices1 = result1 as opendata.IStockPrice[]; + const prices2 = result2 as opendata.IStockPrice[]; + + // Verify order is preserved + for (let i = 0; i < prices1.length; i++) { + expect(prices1[i].timestamp.getTime()).toEqual(prices2[i].timestamp.getTime()); + expect(prices1[i].price).toEqual(prices2[i].price); + } + + console.log('✓ Array order preserved in cache'); + }); +}); + +tap.test('Cache Inspection - Verify TTL Behavior', async () => { + await tap.test('should respect cache TTL for intraday data', async (testArg) => { + // Create service with very short TTL for testing + const shortTTLService = new opendata.StockPriceService({ + ttl: 100, // 100ms + maxEntries: 100 + }); + + const testProvider = new MockProvider(); + shortTTLService.register(testProvider); + + // First fetch + await shortTTLService.getData({ + type: 'intraday', + ticker: 'TEST', + interval: '1min', + limit: 5 + }); + + const callCount1 = testProvider.callLog.length; + + // Immediate second fetch - should hit cache + await shortTTLService.getData({ + type: 'intraday', + ticker: 'TEST', + interval: '1min', + limit: 5 + }); + + const callCount2 = testProvider.callLog.length; + expect(callCount2).toEqual(callCount1); // No new call + + // Wait for TTL to expire + await new Promise(resolve => setTimeout(resolve, 150)); + + // Third fetch - should hit provider (cache expired) + await shortTTLService.getData({ + type: 'intraday', + ticker: 'TEST', + interval: '1min', + limit: 5 + }); + + const callCount3 = testProvider.callLog.length; + expect(callCount3).toBeGreaterThan(callCount2); // New call made + + console.log('✓ Cache TTL working correctly'); + console.log(` Before expiry: ${callCount2 - callCount1} new calls`); + console.log(` After expiry: ${callCount3 - callCount2} new calls`); + }); +}); + +tap.test('Cache Inspection - Memory Efficiency', async () => { + await tap.test('should store deduplicated data in cache', async () => { + stockService.clearCache(); + mockProvider.callLog = []; + + // Fetch data + const result1 = await stockService.getData({ + type: 'intraday', + ticker: 'AAPL', + interval: '1min', + limit: 100 + }); + + const prices = result1 as opendata.IStockPrice[]; + + // Verify no duplicate timestamps in cached data + const timestamps = prices.map(p => p.timestamp.getTime()); + const uniqueTimestamps = new Set(timestamps); + + expect(uniqueTimestamps.size).toEqual(timestamps.length); + + console.log('✓ No duplicate timestamps in cached data'); + console.log(` Records: ${prices.length}`); + console.log(` Unique timestamps: ${uniqueTimestamps.size}`); + }); + + await tap.test('should estimate memory usage', async () => { + stockService.clearCache(); + + // Fetch various sizes + await stockService.getData({ type: 'intraday', ticker: 'AAPL', interval: '1min', limit: 100 }); + await stockService.getData({ type: 'intraday', ticker: 'MSFT', interval: '1min', limit: 100 }); + await stockService.getData({ type: 'intraday', ticker: 'GOOGL', interval: '5min', limit: 50 }); + + // Estimate memory (rough calculation) + // Each IStockPrice is approximately 300-400 bytes + const totalRecords = 100 + 100 + 50; + const estimatedBytes = totalRecords * 350; // Average 350 bytes per record + const estimatedKB = (estimatedBytes / 1024).toFixed(2); + + console.log('✓ Cache memory estimation:'); + console.log(` Total records cached: ${totalRecords}`); + console.log(` Estimated memory: ~${estimatedKB} KB`); + console.log(` Average per record: ~350 bytes`); + }); +}); + +tap.test('Cache Inspection - Edge Cases', async () => { + await tap.test('should handle empty results', async () => { + const emptyProvider = new MockProvider(); + emptyProvider.fetchData = async () => []; + + const emptyService = new opendata.StockPriceService(); + emptyService.register(emptyProvider); + + const result = await emptyService.getData({ + type: 'intraday', + ticker: 'EMPTY', + interval: '1min' + }); + + expect(result).toBeArray(); + expect((result as opendata.IStockPrice[]).length).toEqual(0); + + // Second fetch should still hit cache (even though empty) + const result2 = await emptyService.getData({ + type: 'intraday', + ticker: 'EMPTY', + interval: '1min' + }); + + expect(result2).toBeArray(); + expect((result2 as opendata.IStockPrice[]).length).toEqual(0); + + console.log('✓ Empty results cached correctly'); + }); + + await tap.test('should handle single record', async () => { + stockService.clearCache(); + + const result = await stockService.getData({ + type: 'intraday', + ticker: 'SINGLE', + interval: '1min', + limit: 1 + }); + + expect(result).toBeArray(); + expect((result as opendata.IStockPrice[]).length).toEqual(1); + + console.log('✓ Single record cached correctly'); + }); +}); + +tap.test('Cache Inspection - Verify fetchedAt Timestamps', async () => { + await tap.test('should preserve fetchedAt in cached data', async () => { + stockService.clearCache(); + + const beforeFetch = Date.now(); + const result = await stockService.getData({ + type: 'intraday', + ticker: 'AAPL', + interval: '1min', + limit: 5 + }); + const afterFetch = Date.now(); + + const prices = result as opendata.IStockPrice[]; + + for (const price of prices) { + const fetchedTime = price.fetchedAt.getTime(); + expect(fetchedTime).toBeGreaterThanOrEqual(beforeFetch); + expect(fetchedTime).toBeLessThanOrEqual(afterFetch); + } + + // Fetch again - fetchedAt should be the same (from cache) + await new Promise(resolve => setTimeout(resolve, 50)); // Small delay + + const result2 = await stockService.getData({ + type: 'intraday', + ticker: 'AAPL', + interval: '1min', + limit: 5 + }); + + const prices2 = result2 as opendata.IStockPrice[]; + + // Verify fetchedAt matches (same cached data) + for (let i = 0; i < prices.length; i++) { + expect(prices2[i].fetchedAt.getTime()).toEqual(prices[i].fetchedAt.getTime()); + } + + console.log('✓ fetchedAt timestamps preserved in cache'); + }); +}); + +export default tap.start(); diff --git a/test/test.incremental-cache.node+bun+deno.ts b/test/test.incremental-cache.node+bun+deno.ts new file mode 100644 index 0000000..ec8d930 --- /dev/null +++ b/test/test.incremental-cache.node+bun+deno.ts @@ -0,0 +1,582 @@ +import { expect, tap } from '@git.zone/tstest/tapbundle'; +import * as opendata from '../ts/index.js'; + +/** + * Mock provider for testing incremental cache behavior + * Allows precise control over what data is returned to test cache logic + */ +class MockIntradayProvider implements opendata.IStockProvider { + name = 'MockIntraday'; + priority = 100; + requiresAuth = false; + + // Track fetch calls for testing + public fetchCallCount = 0; + public lastRequest: opendata.IStockDataRequest | null = null; + + // Mock data to return + private mockData: opendata.IStockPrice[] = []; + + /** + * Set the mock data that will be returned on next fetch + */ + public setMockData(data: opendata.IStockPrice[]): void { + this.mockData = data; + } + + /** + * Reset fetch tracking + */ + public resetTracking(): void { + this.fetchCallCount = 0; + this.lastRequest = null; + } + + async fetchData(request: opendata.IStockDataRequest): Promise { + this.fetchCallCount++; + this.lastRequest = request; + + // For intraday requests, return filtered data based on date + if (request.type === 'intraday') { + let filteredData = [...this.mockData]; + + // Filter by date if specified (simulate incremental fetch) + if (request.date) { + filteredData = filteredData.filter(p => p.timestamp > request.date!); + } + + // Apply limit + if (request.limit) { + filteredData = filteredData.slice(-request.limit); + } + + return filteredData; + } + + // For other requests, return first item or empty array + if (this.mockData.length > 0) { + return this.mockData[0]; + } + + throw new Error('No mock data available'); + } + + async isAvailable(): Promise { + return true; + } +} + +/** + * Helper to generate mock intraday prices + */ +function generateMockIntradayPrices( + ticker: string, + count: number, + startTime: Date, + intervalMinutes: number = 1 +): opendata.IStockPrice[] { + const prices: opendata.IStockPrice[] = []; + let basePrice = 100; + + for (let i = 0; i < count; i++) { + const timestamp = new Date(startTime.getTime() + i * intervalMinutes * 60 * 1000); + basePrice += (Math.random() - 0.5) * 2; // Random walk + + prices.push({ + ticker, + price: basePrice, + currency: 'USD', + timestamp, + fetchedAt: new Date(), + provider: 'MockIntraday', + dataType: 'intraday', + marketState: 'REGULAR', + open: basePrice - 0.5, + high: basePrice + 1, + low: basePrice - 1, + volume: 1000000, + change: 0, + changePercent: 0, + previousClose: basePrice + }); + } + + return prices; +} + +let stockService: opendata.StockPriceService; +let mockProvider: MockIntradayProvider; + +tap.test('Incremental Cache Setup', async () => { + await tap.test('should create StockPriceService and MockProvider', async () => { + stockService = new opendata.StockPriceService({ + ttl: 60000, // 1 minute default (will be overridden by smart TTL) + maxEntries: 1000 + }); + expect(stockService).toBeInstanceOf(opendata.StockPriceService); + + mockProvider = new MockIntradayProvider(); + stockService.register(mockProvider); + + const providers = stockService.getEnabledProviders(); + expect(providers).toContainEqual(mockProvider); + + console.log('✓ Test setup complete'); + }); +}); + +tap.test('Incremental Cache - Basic Behavior', async () => { + await tap.test('should cache intraday data on first fetch', async () => { + stockService.clearCache(); + mockProvider.resetTracking(); + + const startTime = new Date('2025-01-07T09:30:00.000Z'); + const mockData = generateMockIntradayPrices('AAPL', 10, startTime, 1); + mockProvider.setMockData(mockData); + + // First fetch - should hit provider + const result1 = await stockService.getData({ + type: 'intraday', + ticker: 'AAPL', + interval: '1min', + limit: 10 + }); + + expect(result1).toBeArray(); + expect((result1 as opendata.IStockPrice[]).length).toEqual(10); + expect(mockProvider.fetchCallCount).toEqual(1); + + console.log('✓ First fetch cached 10 records'); + }); + + await tap.test('should serve from cache on second identical request', async () => { + mockProvider.resetTracking(); + + // Second fetch - should hit cache (no provider call) + const result2 = await stockService.getData({ + type: 'intraday', + ticker: 'AAPL', + interval: '1min', + limit: 10 + }); + + expect(result2).toBeArray(); + expect((result2 as opendata.IStockPrice[]).length).toEqual(10); + expect(mockProvider.fetchCallCount).toEqual(0); // Should NOT call provider + + console.log('✓ Second fetch served from cache (0 provider calls)'); + }); +}); + +tap.test('Incremental Cache - Incremental Fetch', async () => { + await tap.test('should only fetch NEW data on refresh', async () => { + stockService.clearCache(); + mockProvider.resetTracking(); + + const startTime = new Date('2025-01-07T09:30:00.000Z'); + + // First fetch: 10 records from 9:30-9:39 + const mockData1 = generateMockIntradayPrices('MSFT', 10, startTime, 1); + mockProvider.setMockData(mockData1); + + const result1 = await stockService.getData({ + type: 'intraday', + ticker: 'MSFT', + interval: '1min' + }); + + expect((result1 as opendata.IStockPrice[]).length).toEqual(10); + expect(mockProvider.fetchCallCount).toEqual(1); + + const latestTimestamp1 = (result1 as opendata.IStockPrice[])[9].timestamp; + console.log(`✓ First fetch: 10 records, latest timestamp: ${latestTimestamp1.toISOString()}`); + + // Simulate 5 minutes passing - 5 new records available + mockProvider.resetTracking(); + const mockData2 = generateMockIntradayPrices('MSFT', 15, startTime, 1); // 15 total (10 old + 5 new) + mockProvider.setMockData(mockData2); + + // Second fetch - should detect cache and only fetch NEW data + const result2 = await stockService.getData({ + type: 'intraday', + ticker: 'MSFT', + interval: '1min' + }); + + expect((result2 as opendata.IStockPrice[]).length).toEqual(15); + expect(mockProvider.fetchCallCount).toEqual(1); // Should call provider + + // Verify the request had a date filter (incremental fetch) + expect(mockProvider.lastRequest).not.toEqual(null); + expect(mockProvider.lastRequest!.type).toEqual('intraday'); + expect((mockProvider.lastRequest as opendata.IStockIntradayRequest).date).not.toEqual(undefined); + + const requestDate = (mockProvider.lastRequest as opendata.IStockIntradayRequest).date; + console.log(`✓ Incremental fetch requested data since: ${requestDate!.toISOString()}`); + console.log(`✓ Total records after merge: ${(result2 as opendata.IStockPrice[]).length}`); + console.log('✓ Only fetched NEW data (incremental fetch working)'); + }); + + await tap.test('should return cached data when no new records available', async () => { + stockService.clearCache(); + mockProvider.resetTracking(); + + const startTime = new Date('2025-01-07T09:30:00.000Z'); + const mockData = generateMockIntradayPrices('GOOGL', 10, startTime, 1); + mockProvider.setMockData(mockData); + + // First fetch + const result1 = await stockService.getData({ + type: 'intraday', + ticker: 'GOOGL', + interval: '1min' + }); + + expect((result1 as opendata.IStockPrice[]).length).toEqual(10); + + // Second fetch - same data (no new records) + mockProvider.resetTracking(); + mockProvider.setMockData(mockData); // Same data + + const result2 = await stockService.getData({ + type: 'intraday', + ticker: 'GOOGL', + interval: '1min' + }); + + expect((result2 as opendata.IStockPrice[]).length).toEqual(10); + expect(mockProvider.fetchCallCount).toEqual(1); // Incremental fetch attempted + + console.log('✓ No new records - returned cached data'); + }); +}); + +tap.test('Incremental Cache - Deduplication', async () => { + await tap.test('should deduplicate by timestamp in merged data', async () => { + stockService.clearCache(); + mockProvider.resetTracking(); + + const startTime = new Date('2025-01-07T09:30:00.000Z'); + + // First fetch: 10 records + const mockData1 = generateMockIntradayPrices('TSLA', 10, startTime, 1); + mockProvider.setMockData(mockData1); + + const result1 = await stockService.getData({ + type: 'intraday', + ticker: 'TSLA', + interval: '1min' + }); + + expect((result1 as opendata.IStockPrice[]).length).toEqual(10); + + // Second fetch: Return overlapping data (last 5 old + 5 new) + // This simulates provider returning some duplicate timestamps + mockProvider.resetTracking(); + const mockData2 = generateMockIntradayPrices('TSLA', 15, startTime, 1); + mockProvider.setMockData(mockData2); + + const result2 = await stockService.getData({ + type: 'intraday', + ticker: 'TSLA', + interval: '1min' + }); + + // Should have 15 unique timestamps (deduplication worked) + expect((result2 as opendata.IStockPrice[]).length).toEqual(15); + + // Verify timestamps are unique + const timestamps = (result2 as opendata.IStockPrice[]).map(p => p.timestamp.getTime()); + const uniqueTimestamps = new Set(timestamps); + expect(uniqueTimestamps.size).toEqual(15); + + console.log('✓ Deduplication working - 15 unique timestamps'); + }); +}); + +tap.test('Incremental Cache - Limit Handling', async () => { + await tap.test('should respect limit parameter in merged results', async () => { + stockService.clearCache(); + mockProvider.resetTracking(); + + const startTime = new Date('2025-01-07T09:30:00.000Z'); + + // First fetch with limit 100 + const mockData1 = generateMockIntradayPrices('AMZN', 100, startTime, 1); + mockProvider.setMockData(mockData1); + + const result1 = await stockService.getData({ + type: 'intraday', + ticker: 'AMZN', + interval: '1min', + limit: 100 + }); + + expect((result1 as opendata.IStockPrice[]).length).toEqual(100); + + // Second fetch: 10 new records available + mockProvider.resetTracking(); + const mockData2 = generateMockIntradayPrices('AMZN', 110, startTime, 1); + mockProvider.setMockData(mockData2); + + const result2 = await stockService.getData({ + type: 'intraday', + ticker: 'AMZN', + interval: '1min', + limit: 100 // Same limit + }); + + // Should still return 100 (most recent 100 after merge) + expect((result2 as opendata.IStockPrice[]).length).toEqual(100); + + // Verify we got the most RECENT 100 (should include new data) + const lastTimestamp = (result2 as opendata.IStockPrice[])[99].timestamp; + const expectedLastTimestamp = mockData2[109].timestamp; + expect(lastTimestamp.getTime()).toEqual(expectedLastTimestamp.getTime()); + + console.log('✓ Limit respected - returned most recent 100 records'); + }); + + await tap.test('should handle different limits without cache collision', async () => { + stockService.clearCache(); + mockProvider.resetTracking(); + + const startTime = new Date('2025-01-07T09:30:00.000Z'); + const mockData = generateMockIntradayPrices('NVDA', 1000, startTime, 1); + mockProvider.setMockData(mockData); + + // Fetch with limit 100 + const result1 = await stockService.getData({ + type: 'intraday', + ticker: 'NVDA', + interval: '1min', + limit: 100 + }); + expect((result1 as opendata.IStockPrice[]).length).toEqual(100); + + mockProvider.resetTracking(); + + // Fetch with limit 500 (should NOT use cached limit:100 data) + const result2 = await stockService.getData({ + type: 'intraday', + ticker: 'NVDA', + interval: '1min', + limit: 500 + }); + expect((result2 as opendata.IStockPrice[]).length).toEqual(500); + + // Should have made a new provider call (different cache key) + expect(mockProvider.fetchCallCount).toBeGreaterThan(0); + + console.log('✓ Different limits use different cache keys'); + }); +}); + +tap.test('Incremental Cache - Dashboard Polling Scenario', async () => { + await tap.test('should efficiently handle repeated polling requests', async () => { + stockService.clearCache(); + mockProvider.resetTracking(); + + const startTime = new Date('2025-01-07T09:30:00.000Z'); + let currentDataSize = 100; + + // Initial fetch: 100 records + let mockData = generateMockIntradayPrices('AAPL', currentDataSize, startTime, 1); + mockProvider.setMockData(mockData); + + const result1 = await stockService.getData({ + type: 'intraday', + ticker: 'AAPL', + interval: '1min', + limit: 1000 + }); + + expect((result1 as opendata.IStockPrice[]).length).toEqual(100); + const initialFetchCount = mockProvider.fetchCallCount; + + console.log(`✓ Initial fetch: ${(result1 as opendata.IStockPrice[]).length} records (${initialFetchCount} API calls)`); + + // Simulate 5 dashboard refreshes (1 new record each time) + let totalNewRecords = 0; + for (let i = 0; i < 5; i++) { + mockProvider.resetTracking(); + currentDataSize += 1; // 1 new record + totalNewRecords += 1; + + mockData = generateMockIntradayPrices('AAPL', currentDataSize, startTime, 1); + mockProvider.setMockData(mockData); + + const result = await stockService.getData({ + type: 'intraday', + ticker: 'AAPL', + interval: '1min', + limit: 1000 + }); + + expect((result as opendata.IStockPrice[]).length).toEqual(currentDataSize); + expect(mockProvider.fetchCallCount).toEqual(1); // Incremental fetch + } + + console.log(`✓ Dashboard polling: 5 refreshes with ${totalNewRecords} new records`); + console.log('✓ Each refresh only fetched NEW data (incremental cache working)'); + }); +}); + +tap.test('Incremental Cache - Memory Impact', async () => { + await tap.test('should demonstrate memory savings from deduplication', async () => { + stockService.clearCache(); + mockProvider.resetTracking(); + + const startTime = new Date('2025-01-07T09:30:00.000Z'); + + // Create data with intentional duplicates + const baseData = generateMockIntradayPrices('MSFT', 1000, startTime, 1); + const duplicatedData = [...baseData, ...baseData.slice(-100)]; // Duplicate last 100 + + expect(duplicatedData.length).toEqual(1100); // Before deduplication + + mockProvider.setMockData(duplicatedData); + + const result = await stockService.getData({ + type: 'intraday', + ticker: 'MSFT', + interval: '1min' + }); + + // Should have 1000 unique records (100 duplicates removed) + expect((result as opendata.IStockPrice[]).length).toEqual(1000); + + console.log('✓ Deduplication removed 100 duplicate timestamps'); + console.log(`✓ Memory saved: ~${Math.round((100 / 1100) * 100)}%`); + }); +}); + +tap.test('Incremental Cache - Fallback Behavior', async () => { + await tap.test('should not use incremental fetch for requests with date filter', async () => { + stockService.clearCache(); + mockProvider.resetTracking(); + + const startTime = new Date('2025-01-07T09:30:00.000Z'); + const mockData = generateMockIntradayPrices('GOOGL', 100, startTime, 1); + mockProvider.setMockData(mockData); + + // First fetch without date + await stockService.getData({ + type: 'intraday', + ticker: 'GOOGL', + interval: '1min' + }); + + mockProvider.resetTracking(); + + // Second fetch WITH date filter - should NOT use incremental cache + const result = await stockService.getData({ + type: 'intraday', + ticker: 'GOOGL', + interval: '1min', + date: new Date('2025-01-07T10:00:00.000Z') // Explicit date filter + }); + + // Should have made normal fetch (not incremental) + expect(mockProvider.fetchCallCount).toEqual(1); + expect((mockProvider.lastRequest as opendata.IStockIntradayRequest).date).not.toEqual(undefined); + + console.log('✓ Incremental cache skipped for requests with explicit date filter'); + }); +}); + +tap.test('Incremental Cache - Performance Benchmark', async () => { + await tap.test('should demonstrate API call reduction', async () => { + stockService.clearCache(); + mockProvider.resetTracking(); + + const startTime = new Date('2025-01-07T09:30:00.000Z'); + + // Initial dataset: 1000 records + let mockData = generateMockIntradayPrices('BENCHMARK', 1000, startTime, 1); + mockProvider.setMockData(mockData); + + // Initial fetch + await stockService.getData({ + type: 'intraday', + ticker: 'BENCHMARK', + interval: '1min', + limit: 1000 + }); + + expect(mockProvider.fetchCallCount).toEqual(1); + console.log('✓ Initial fetch: 1000 records'); + + let totalProviderCalls = 1; + let totalNewRecords = 0; + + // Simulate 10 refreshes (5 new records each) + for (let i = 0; i < 10; i++) { + mockProvider.resetTracking(); + + // Add 5 new records + const newCount = 5; + mockData = generateMockIntradayPrices('BENCHMARK', 1000 + totalNewRecords + newCount, startTime, 1); + mockProvider.setMockData(mockData); + + await stockService.getData({ + type: 'intraday', + ticker: 'BENCHMARK', + interval: '1min', + limit: 1000 + }); + + totalProviderCalls += mockProvider.fetchCallCount; + totalNewRecords += newCount; + } + + console.log('\n📊 Performance Benchmark:'); + console.log(` Total refreshes: 10`); + console.log(` New records fetched: ${totalNewRecords}`); + console.log(` Total provider calls: ${totalProviderCalls}`); + console.log(` Without incremental cache: ${11} calls (1 initial + 10 full refreshes)`); + console.log(` With incremental cache: ${totalProviderCalls} calls (1 initial + 10 incremental)`); + console.log(` Data transfer reduction: ~${Math.round((1 - (totalNewRecords / (10 * 1000))) * 100)}%`); + console.log(' (Only fetched NEW data instead of refetching all 1000 records each time)'); + }); +}); + +tap.test('Incremental Cache - Timestamp Ordering', async () => { + await tap.test('should maintain timestamp order after merge', async () => { + stockService.clearCache(); + mockProvider.resetTracking(); + + const startTime = new Date('2025-01-07T09:30:00.000Z'); + + // First fetch + const mockData1 = generateMockIntradayPrices('TSLA', 10, startTime, 1); + mockProvider.setMockData(mockData1); + + await stockService.getData({ + type: 'intraday', + ticker: 'TSLA', + interval: '1min' + }); + + // Second fetch with new data + mockProvider.resetTracking(); + const mockData2 = generateMockIntradayPrices('TSLA', 15, startTime, 1); + mockProvider.setMockData(mockData2); + + const result = await stockService.getData({ + type: 'intraday', + ticker: 'TSLA', + interval: '1min' + }); + + // Verify ascending timestamp order + const timestamps = (result as opendata.IStockPrice[]).map(p => p.timestamp.getTime()); + for (let i = 1; i < timestamps.length; i++) { + expect(timestamps[i]).toBeGreaterThan(timestamps[i - 1]); + } + + console.log('✓ Timestamps correctly ordered (ascending)'); + }); +}); + +export default tap.start(); diff --git a/test/test.stale-data-fix.node+bun+deno.ts b/test/test.stale-data-fix.node+bun+deno.ts new file mode 100644 index 0000000..8097693 --- /dev/null +++ b/test/test.stale-data-fix.node+bun+deno.ts @@ -0,0 +1,365 @@ +import { expect, tap } from '@git.zone/tstest/tapbundle'; +import * as opendata from '../ts/index.js'; + +/** + * Test to verify we NEVER return stale intraday data + * Even when cache hasn't expired, we should check for new data + */ + +class MockIntradayProvider implements opendata.IStockProvider { + name = 'MockIntradayProvider'; + priority = 100; + requiresAuth = false; + + public fetchCount = 0; + public lastRequestDate: Date | undefined; + private currentDataCount = 10; // Start with 10 records + private baseTime = new Date('2025-01-07T09:30:00.000Z'); + + async fetchData(request: opendata.IStockDataRequest): Promise { + this.fetchCount++; + + if (request.type === 'intraday') { + this.lastRequestDate = request.date; + + const startTime = request.date || this.baseTime; + const prices: opendata.IStockPrice[] = []; + + // Simulate provider returning data AFTER the requested date + for (let i = 0; i < this.currentDataCount; i++) { + const timestamp = new Date(startTime.getTime() + i * 60 * 1000); + + // Only return data AFTER request date if date filter is present + if (request.date && timestamp <= request.date) { + continue; + } + + prices.push({ + ticker: request.ticker, + price: 100 + i, + currency: 'USD', + timestamp, + fetchedAt: new Date(), + provider: this.name, + dataType: 'intraday', + marketState: 'REGULAR', + open: 100, + high: 101, + low: 99, + volume: 1000000, + change: 0, + changePercent: 0, + previousClose: 100 + }); + } + + return prices; + } + + throw new Error('Only intraday supported in this mock'); + } + + async isAvailable(): Promise { + return true; + } + + public addNewRecords(count: number): void { + this.currentDataCount += count; + } + + public advanceTime(minutes: number): void { + this.baseTime = new Date(this.baseTime.getTime() + minutes * 60 * 1000); + } +} + +let stockService: opendata.StockPriceService; +let mockProvider: MockIntradayProvider; + +tap.test('Stale Data Fix - Setup', async () => { + // Use LONG TTL so cache doesn't expire during test + stockService = new opendata.StockPriceService({ + ttl: 300000, // 5 minutes + maxEntries: 1000 + }); + + mockProvider = new MockIntradayProvider(); + stockService.register(mockProvider); + + console.log('✓ Service initialized with 5-minute cache TTL'); +}); + +tap.test('Stale Data Fix - Check for New Data Even When Cache Valid', async () => { + await tap.test('should return cached data if less than 1 minute old (freshness check)', async () => { + stockService.clearCache(); + mockProvider.fetchCount = 0; + mockProvider.currentDataCount = 10; + + console.log('\n📊 Scenario: Request twice within 1 minute\n'); + + // First request - fetch 10 records + console.log('⏰ First request (initial fetch)'); + const result1 = await stockService.getData({ + type: 'intraday', + ticker: 'AAPL', + interval: '1min', + limit: 1000 + }); + + expect(result1).toBeArray(); + expect((result1 as opendata.IStockPrice[]).length).toEqual(10); + expect(mockProvider.fetchCount).toEqual(1); + + const latestTimestamp1 = (result1 as opendata.IStockPrice[])[9].timestamp; + console.log(` ✓ Fetched 10 records, latest: ${latestTimestamp1.toISOString()}`); + + // Second request immediately - should return cache (data < 1min old) + console.log('\n⏰ Second request (< 1 minute later)'); + mockProvider.fetchCount = 0; + mockProvider.addNewRecords(10); // New data available, but won't fetch yet + + const result2 = await stockService.getData({ + type: 'intraday', + ticker: 'AAPL', + interval: '1min', + limit: 1000 + }); + + // Should return cached data (freshness check prevents fetch) + expect((result2 as opendata.IStockPrice[]).length).toEqual(10); + expect(mockProvider.fetchCount).toEqual(0); // No provider call + + console.log(` ✓ Returned cached 10 records (no provider call)`); + console.log(` ✓ Freshness check: Data < 1min old, no fetch needed`); + }); + + await tap.test('should fetch NEW data when cache is > 1 minute old', async () => { + stockService.clearCache(); + mockProvider.fetchCount = 0; + mockProvider.currentDataCount = 10; + + console.log('\n📊 Scenario: Request after 2 minutes (data > 1min old)\n'); + + // First request - fetch 10 records at 9:30am + console.log('⏰ 9:30:00 - First request (initial fetch)'); + const result1 = await stockService.getData({ + type: 'intraday', + ticker: 'MSFT', + interval: '1min', + limit: 1000 + }); + + expect(result1).toBeArray(); + expect((result1 as opendata.IStockPrice[]).length).toEqual(10); + const latestTimestamp1 = (result1 as opendata.IStockPrice[])[9].timestamp; + console.log(` ✓ Fetched 10 records, latest: ${latestTimestamp1.toISOString()}`); + + // Advance time by 2 minutes - now data is > 1 minute old + console.log('\n⏰ 9:32:00 - Second request (2 minutes later, data > 1min old)'); + console.log(' 📝 Advancing provider time by 2 minutes...'); + + mockProvider.fetchCount = 0; + mockProvider.advanceTime(2); // Advance 2 minutes + mockProvider.addNewRecords(10); // Now provider has 20 records total + + const result2 = await stockService.getData({ + type: 'intraday', + ticker: 'MSFT', + interval: '1min', + limit: 1000 + }); + + expect(result2).toBeArray(); + const prices2 = result2 as opendata.IStockPrice[]; + + // Should have 20 records (10 cached + 10 new) + expect(prices2.length).toEqual(20); + + // Should have made a provider call (data was stale) + expect(mockProvider.fetchCount).toBeGreaterThan(0); + + const latestTimestamp2 = prices2[prices2.length - 1].timestamp; + console.log(` ✓ Now have ${prices2.length} records, latest: ${latestTimestamp2.toISOString()}`); + console.log(` ✓ Provider calls: ${mockProvider.fetchCount} (fetched new data)`); + console.log(` ✓ Data was > 1min old, incremental fetch triggered!`); + + // Verify we got NEW data + expect(latestTimestamp2.getTime()).toBeGreaterThan(latestTimestamp1.getTime()); + + console.log('\n✅ SUCCESS: Fetched new data when cache was stale!'); + }); + + await tap.test('should handle polling with > 1 minute intervals efficiently', async () => { + stockService.clearCache(); + mockProvider.fetchCount = 0; + mockProvider.currentDataCount = 100; + + console.log('\n📊 Scenario: Dashboard polling every 2 minutes\n'); + + // Initial request at 9:30am + console.log('⏰ 9:30:00 - Request 1 (initial fetch)'); + await stockService.getData({ + type: 'intraday', + ticker: 'GOOGL', + interval: '1min', + limit: 1000 + }); + + expect(mockProvider.fetchCount).toEqual(1); + console.log(` ✓ Fetched 100 records (provider calls: 1)`); + + let totalProviderCalls = 1; + let totalNewRecords = 0; + + // Simulate 3 polling refreshes (2 minutes apart, 5 new records each) + for (let i = 2; i <= 4; i++) { + mockProvider.fetchCount = 0; + mockProvider.advanceTime(2); // Advance 2 minutes (triggers freshness check) + mockProvider.addNewRecords(5); + totalNewRecords += 5; + + const minutes = (i - 1) * 2; + console.log(`\n⏰ 9:${30 + minutes}:00 - Request ${i} (${minutes} minutes later, +5 new records)`); + + const result = await stockService.getData({ + type: 'intraday', + ticker: 'GOOGL', + interval: '1min', + limit: 1000 + }); + + const expectedTotal = 100 + totalNewRecords; + expect((result as opendata.IStockPrice[]).length).toEqual(expectedTotal); + + // Should have made exactly 1 provider call (incremental fetch) + expect(mockProvider.fetchCount).toEqual(1); + totalProviderCalls++; + + console.log(` ✓ Now have ${expectedTotal} records (incremental fetch: 1 call)`); + } + + console.log(`\n📊 Summary:`); + console.log(` Total requests: 4`); + console.log(` Total provider calls: ${totalProviderCalls}`); + console.log(` New records fetched: ${totalNewRecords}`); + console.log(` Without incremental cache: Would fetch 100 records × 3 refreshes = 300 records`); + console.log(` With incremental cache: Only fetched ${totalNewRecords} new records`); + console.log(` Data transfer reduction: ${Math.round((1 - (totalNewRecords / 300)) * 100)}%`); + console.log('\n✅ SUCCESS: Only fetched NEW data on each refresh!'); + }); +}); + +tap.test('Stale Data Fix - Verify No Regression for Other Request Types', async () => { + await tap.test('historical requests should still use simple cache', async () => { + stockService.clearCache(); + + // Mock provider that counts calls + let historicalCallCount = 0; + const historicalProvider: opendata.IStockProvider = { + name: 'HistoricalMock', + priority: 100, + requiresAuth: false, + async fetchData() { + historicalCallCount++; + return [{ + ticker: 'TEST', + price: 100, + currency: 'USD', + timestamp: new Date('2025-01-01'), + fetchedAt: new Date(), + provider: 'HistoricalMock', + dataType: 'eod', + marketState: 'CLOSED', + open: 99, + high: 101, + low: 98, + volume: 1000000, + change: 1, + changePercent: 1, + previousClose: 99 + }]; + }, + async isAvailable() { return true; } + }; + + const testService = new opendata.StockPriceService({ ttl: 60000 }); + testService.register(historicalProvider); + + // First request + await testService.getData({ + type: 'historical', + ticker: 'TEST', + from: new Date('2025-01-01'), + to: new Date('2025-01-31') + }); + + expect(historicalCallCount).toEqual(1); + + // Second request - should use cache (not incremental fetch) + await testService.getData({ + type: 'historical', + ticker: 'TEST', + from: new Date('2025-01-01'), + to: new Date('2025-01-31') + }); + + // Should still be 1 (used cache) + expect(historicalCallCount).toEqual(1); + + console.log('✓ Historical requests use simple cache (no incremental fetch)'); + }); + + await tap.test('current price requests should still use simple cache', async () => { + stockService.clearCache(); + + let currentCallCount = 0; + const currentProvider: opendata.IStockProvider = { + name: 'CurrentMock', + priority: 100, + requiresAuth: false, + async fetchData() { + currentCallCount++; + return { + ticker: 'TEST', + price: 150, + currency: 'USD', + timestamp: new Date(), + fetchedAt: new Date(), + provider: 'CurrentMock', + dataType: 'eod', + marketState: 'CLOSED', + open: 149, + high: 151, + low: 148, + volume: 5000000, + change: 1, + changePercent: 0.67, + previousClose: 149 + }; + }, + async isAvailable() { return true; } + }; + + const testService = new opendata.StockPriceService({ ttl: 60000 }); + testService.register(currentProvider); + + // First request + await testService.getData({ + type: 'current', + ticker: 'TEST' + }); + + expect(currentCallCount).toEqual(1); + + // Second request - should use cache + await testService.getData({ + type: 'current', + ticker: 'TEST' + }); + + expect(currentCallCount).toEqual(1); + + console.log('✓ Current price requests use simple cache'); + }); +}); + +export default tap.start(); diff --git a/ts/00_commitinfo_data.ts b/ts/00_commitinfo_data.ts index d7d0d62..b991d72 100644 --- a/ts/00_commitinfo_data.ts +++ b/ts/00_commitinfo_data.ts @@ -3,6 +3,6 @@ */ export const commitinfo = { name: '@fin.cx/opendata', - version: '3.4.0', + version: '3.5.0', description: 'A comprehensive TypeScript library for accessing business data and real-time financial information. Features include German company data management with MongoDB integration, JSONL bulk processing, automated Handelsregister interactions, and real-time stock market data from multiple providers.' } diff --git a/ts/stocks/classes.stockservice.ts b/ts/stocks/classes.stockservice.ts index 5024afb..6358823 100644 --- a/ts/stocks/classes.stockservice.ts +++ b/ts/stocks/classes.stockservice.ts @@ -156,11 +156,22 @@ export class StockPriceService implements IProviderRegistry { */ public async getData(request: IStockDataRequest): Promise { const cacheKey = this.getDataCacheKey(request); - const cached = this.getFromCache(cacheKey); - if (cached) { - console.log(`Cache hit for ${this.getRequestDescription(request)}`); - return cached; + // For intraday requests without date filter, ALWAYS try incremental fetch + // This ensures we check for new data even if cache hasn't expired + if (request.type === 'intraday' && !request.date) { + const incrementalResult = await this.tryIncrementalFetch(request, cacheKey); + if (incrementalResult) { + return incrementalResult; + } + // If incremental fetch returns null, continue to normal fetch below + } else { + // For other request types (historical, current, batch), use simple cache + const cached = this.getFromCache(cacheKey); + if (cached) { + console.log(`Cache hit for ${this.getRequestDescription(request)}`); + return cached; + } } const providers = this.getEnabledProviders(); @@ -204,6 +215,137 @@ export class StockPriceService implements IProviderRegistry { ); } + /** + * Try incremental fetch: Only fetch NEW data since last cached timestamp + * Returns merged result if successful, null if incremental fetch not applicable + */ + private async tryIncrementalFetch( + request: IStockDataRequest, + cacheKey: string + ): Promise { + // Only applicable for intraday requests without date filter + if (request.type !== 'intraday' || request.date) { + return null; + } + + // Check if we have similar cached data (same ticker, interval, but any limit/date) + const baseKey = `intraday:${request.ticker}:${request.interval}:latest`; + let cachedData: IStockPrice[] | null = null; + let matchedKey: string | null = null; + + // Find any cached intraday data for this ticker+interval + for (const [key, entry] of this.cache.entries()) { + if (key.startsWith(baseKey)) { + const age = Date.now() - entry.timestamp.getTime(); + if (entry.ttl !== Infinity && age > entry.ttl) { + continue; // Expired + } + cachedData = Array.isArray(entry.price) ? entry.price as IStockPrice[] : null; + matchedKey = key; + break; + } + } + + if (!cachedData || cachedData.length === 0) { + return null; // No cached data to build on + } + + // Find latest timestamp in cached data + const latestCached = cachedData.reduce((latest, price) => { + return price.timestamp > latest ? price.timestamp : latest; + }, new Date(0)); + + // Freshness check: If latest data is less than 1 minute old, just return cache + const dataAge = Date.now() - latestCached.getTime(); + const freshnessThreshold = 60 * 1000; // 1 minute + + if (dataAge < freshnessThreshold) { + console.log(`🔄 Incremental cache: Latest data is ${Math.round(dataAge / 1000)}s old (< 1min), returning cached data`); + return cachedData; + } + + console.log(`🔄 Incremental cache: Found ${cachedData.length} cached records, latest: ${latestCached.toISOString()} (${Math.round(dataAge / 1000)}s old)`); + + // Fetch only NEW data since latest cached timestamp + // Create a modified request with date filter + const modifiedRequest: IStockIntradayRequest = { + ...request, + date: latestCached // Fetch from this date forward + }; + + const providers = this.getEnabledProviders(); + for (const provider of providers) { + const entry = this.providers.get(provider.name)!; + + try { + const newData = await this.fetchWithRetry( + () => provider.fetchData(modifiedRequest), + entry.config + ) as IStockPrice[]; + + entry.successCount++; + + // Filter out data at or before latest cached timestamp (avoid duplicates) + const filteredNew = newData.filter(p => p.timestamp > latestCached); + + if (filteredNew.length === 0) { + console.log(`🔄 Incremental cache: No new data since ${latestCached.toISOString()}, using cache`); + return cachedData; + } + + console.log(`🔄 Incremental cache: Fetched ${filteredNew.length} new records since ${latestCached.toISOString()}`); + + // Merge cached + new data + const merged = [...cachedData, ...filteredNew]; + + // Sort by timestamp (ascending) + merged.sort((a, b) => a.timestamp.getTime() - b.timestamp.getTime()); + + // Deduplicate by timestamp (keep latest) + const deduped = this.deduplicateByTimestamp(merged); + + // Apply limit if specified in original request + const effectiveLimit = request.limit || deduped.length; + const result = deduped.slice(-effectiveLimit); // Take most recent N + + // Update cache with merged result + const ttl = this.getRequestTTL(request, result); + this.addToCache(cacheKey, result, ttl); + + console.log(`🔄 Incremental cache: Returning ${result.length} total records (${cachedData.length} cached + ${filteredNew.length} new)`); + return result; + + } catch (error) { + entry.errorCount++; + entry.lastError = error as Error; + entry.lastErrorTime = new Date(); + console.warn(`Incremental fetch failed for ${provider.name}, falling back to full fetch`); + continue; // Try next provider or fall back to normal fetch + } + } + + return null; // Incremental fetch failed, fall back to normal fetch + } + + /** + * Deduplicate array of prices by timestamp, keeping the latest data for each timestamp + */ + private deduplicateByTimestamp(prices: IStockPrice[]): IStockPrice[] { + const seen = new Map(); + + for (const price of prices) { + const ts = price.timestamp.getTime(); + const existing = seen.get(ts); + + // Keep the entry with the latest fetchedAt (most recent data) + if (!existing || price.fetchedAt > existing.fetchedAt) { + seen.set(ts, price); + } + } + + return Array.from(seen.values()); + } + /** * Get TTL based on request type and result */ @@ -328,7 +470,8 @@ export class StockPriceService implements IProviderRegistry { return `historical:${request.ticker}:${fromStr}:${toStr}${request.exchange ? `:${request.exchange}` : ''}`; case 'intraday': const dateStr = request.date ? request.date.toISOString().split('T')[0] : 'latest'; - return `intraday:${request.ticker}:${request.interval}:${dateStr}${request.exchange ? `:${request.exchange}` : ''}`; + const limitStr = request.limit ? `:limit${request.limit}` : ''; + return `intraday:${request.ticker}:${request.interval}:${dateStr}${limitStr}${request.exchange ? `:${request.exchange}` : ''}`; case 'batch': const tickers = request.tickers.sort().join(','); return `batch:${tickers}${request.exchange ? `:${request.exchange}` : ''}`; @@ -355,6 +498,15 @@ export class StockPriceService implements IProviderRegistry { } private addToCache(key: string, price: IStockPrice | IStockPrice[], ttl?: number): void { + // Deduplicate array entries by timestamp before caching + if (Array.isArray(price)) { + const beforeCount = price.length; + price = this.deduplicateByTimestamp(price); + if (price.length < beforeCount) { + console.log(`Deduplicated ${beforeCount - price.length} duplicate timestamps in cache entry for ${key}`); + } + } + // Enforce max entries limit if (this.cache.size >= this.cacheConfig.maxEntries) { // Remove oldest entry diff --git a/ts/stocks/interfaces/provider.ts b/ts/stocks/interfaces/provider.ts index dbd1375..1a99b04 100644 --- a/ts/stocks/interfaces/provider.ts +++ b/ts/stocks/interfaces/provider.ts @@ -24,6 +24,8 @@ export interface IProviderConfig { timeout?: number; retryAttempts?: number; retryDelay?: number; + maxRecords?: number; // Maximum records to fetch per request (default: 10000) + defaultIntradayLimit?: number; // Default limit for intraday requests without explicit limit (default: 1000) } export interface IProviderRegistry { diff --git a/ts/stocks/providers/provider.coingecko.ts b/ts/stocks/providers/provider.coingecko.ts index 0383605..7f10ba7 100644 --- a/ts/stocks/providers/provider.coingecko.ts +++ b/ts/stocks/providers/provider.coingecko.ts @@ -378,8 +378,18 @@ export class CoinGeckoProvider implements IStockProvider { const marketCapData = responseData.market_caps || []; const volumeData = responseData.total_volumes || []; - // Process each data point - for (let i = 0; i < priceData.length; i++) { + // Warn if processing large amount of historical data + const maxRecords = this.config?.maxRecords || 10000; + if (priceData.length > maxRecords) { + this.logger.warn( + `Historical request for ${request.ticker} returned ${priceData.length} records, ` + + `which exceeds maxRecords limit of ${maxRecords}. Processing first ${maxRecords} only.` + ); + } + + // Process each data point (up to maxRecords) + const recordsToProcess = Math.min(priceData.length, maxRecords); + for (let i = 0; i < recordsToProcess; i++) { const [timestamp, price] = priceData[i]; const date = new Date(timestamp); @@ -480,8 +490,19 @@ export class CoinGeckoProvider implements IStockProvider { const marketCapData = responseData.market_caps || []; const volumeData = responseData.total_volumes || []; - // Apply limit if specified - const limit = request.limit || priceData.length; + // Apply default limit if user didn't specify one (performance optimization) + const effectiveLimit = request.limit || this.config?.defaultIntradayLimit || 1000; + + // Warn if fetching large amount of data without explicit limit + if (!request.limit && priceData.length > effectiveLimit) { + this.logger.warn( + `Intraday request for ${request.ticker} returned ${priceData.length} records but no limit specified. ` + + `Applying default limit of ${effectiveLimit}. Consider adding a limit to the request for better performance.` + ); + } + + // Apply limit (take most recent data) + const limit = Math.min(effectiveLimit, priceData.length); const dataToProcess = priceData.slice(-limit); for (let i = 0; i < dataToProcess.length; i++) { @@ -624,21 +645,34 @@ export class CoinGeckoProvider implements IStockProvider { const coinList = await response.json() as ICoinListItem[]; + // Clear cache before rebuilding to prevent memory leak + // Keep only entries that are in priorityTickerMap + const priorityEntries = new Map(); + for (const [key, value] of this.priorityTickerMap) { + priorityEntries.set(key, value); + } + this.coinMapCache.clear(); + + // Restore priority mappings + for (const [key, value] of priorityEntries) { + this.coinMapCache.set(key, value); + } + // Build mapping: symbol -> id for (const coin of coinList) { const symbol = coin.symbol.toLowerCase(); const id = coin.id.toLowerCase(); - // Don't overwrite priority mappings or existing cache entries - if (!this.priorityTickerMap.has(symbol) && !this.coinMapCache.has(symbol)) { + // Don't overwrite priority mappings + if (!this.priorityTickerMap.has(symbol)) { this.coinMapCache.set(symbol, id); } - // Always cache the ID mapping + // Always cache the ID mapping (id -> id for when users pass CoinGecko IDs directly) this.coinMapCache.set(id, id); } this.coinListLoadedAt = new Date(); - this.logger.info(`Loaded ${coinList.length} coins from CoinGecko`); + this.logger.info(`Loaded ${coinList.length} coins from CoinGecko (cache: ${this.coinMapCache.size} entries)`); } catch (error) { this.logger.error('Failed to load coin list from CoinGecko:', error); // Don't throw - we can still work with direct IDs diff --git a/ts/stocks/providers/provider.marketstack.ts b/ts/stocks/providers/provider.marketstack.ts index fd4f870..eed1f78 100644 --- a/ts/stocks/providers/provider.marketstack.ts +++ b/ts/stocks/providers/provider.marketstack.ts @@ -187,7 +187,7 @@ export class MarketstackProvider implements IStockProvider { const allPrices: IStockPrice[] = []; let offset = request.offset || 0; const limit = request.limit || 1000; // Max per page - const maxRecords = 10000; // Safety limit + const maxRecords = this.config?.maxRecords || 10000; // Safety limit (configurable) while (true) { let url = `${this.baseUrl}/eod?access_key=${this.apiKey}`; @@ -259,7 +259,18 @@ export class MarketstackProvider implements IStockProvider { const allPrices: IStockPrice[] = []; let offset = 0; const limit = 1000; // Max per page for intraday - const maxRecords = 10000; // Safety limit + const maxRecords = this.config?.maxRecords || 10000; // Safety limit (configurable) + + // Apply default limit if user didn't specify one (performance optimization) + const effectiveLimit = request.limit || this.config?.defaultIntradayLimit || 1000; + + // Warn if fetching large amount of data without explicit limit + if (!request.limit && effectiveLimit > 1000) { + this.logger.warn( + `Intraday request for ${request.ticker} without explicit limit will fetch up to ${effectiveLimit} records. ` + + `Consider adding a limit to the request for better performance.` + ); + } // Format symbol for intraday endpoint (replace . with -) const formattedSymbol = this.formatSymbolForIntraday(request.ticker); @@ -310,17 +321,17 @@ export class MarketstackProvider implements IStockProvider { const pagination = responseData.pagination; const hasMore = pagination && offset + limit < pagination.total; - // Honor limit from request if specified, or safety limit - if (!hasMore || (request.limit && allPrices.length >= request.limit) || allPrices.length >= maxRecords) { + // Honor effective limit or safety maxRecords + if (!hasMore || allPrices.length >= effectiveLimit || allPrices.length >= maxRecords) { break; } offset += limit; } - // Apply limit if specified - if (request.limit && allPrices.length > request.limit) { - return allPrices.slice(0, request.limit); + // Apply effective limit + if (allPrices.length > effectiveLimit) { + return allPrices.slice(0, effectiveLimit); } return allPrices;