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Author SHA1 Message Date
d49a738880 3.2.0
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2025-11-01 12:35:53 +00:00
6273faa2f9 feat(StockDataService): Add unified StockDataService and BaseProviderService with new stockdata interfaces, provider integrations, tests and README updates 2025-11-01 12:35:53 +00:00
d33c7e0f52 3.1.0
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2025-11-01 11:59:23 +00:00
79930c40ac feat(fundamentals): Add FundamentalsService and SEC EDGAR provider with caching, rate-limiting, tests, and docs updates 2025-11-01 11:59:23 +00:00
14 changed files with 3462 additions and 472 deletions

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# Changelog
## 2025-11-01 - 3.2.0 - feat(StockDataService)
Add unified StockDataService and BaseProviderService with new stockdata interfaces, provider integrations, tests and README updates
- Introduce StockDataService: unified API to fetch prices and fundamentals with automatic enrichment and caching
- Add IStockData and IStockDataServiceConfig interfaces to define combined price+fundamentals payloads and configuration
- Implement BaseProviderService abstraction to share provider registration, health, stats and caching logic
- Add classes.stockdataservice.ts implementing batch/single fetch, enrichment, caching, health checks and provider stats
- Export new stockdata module and classes from ts/stocks/index.ts
- Add comprehensive tests: test/test.stockdata.service.node.ts to cover setup, provider registration, fetching, caching, enrichment, health and error handling
- Update README with Unified Stock Data API examples, usage, and documentation reflecting new unified service
- Minor infra: add .claude/settings.local.json permissions for local tooling and web fetch domains
## 2025-11-01 - 3.1.0 - feat(fundamentals)
Add FundamentalsService and SEC EDGAR provider with caching, rate-limiting, tests, and docs updates
- Introduce FundamentalsService to manage fundamentals providers, caching, retry logic and provider statistics
- Add SecEdgarProvider to fetch SEC EDGAR company facts (CIK lookup, company facts parsing) with rate limiting and local caches
- Expose fundamentals interfaces and services from ts/stocks (exports updated)
- Add comprehensive tests for FundamentalsService and SecEdgarProvider (new test files)
- Update README with new Fundamentals module documentation, usage examples, and configuration guidance
- Implement caching and TTL handling for fundamentals data and provider-specific cache TTL support
- Add .claude/settings.local.json (local permissions) and various test improvements
## 2025-10-31 - 3.0.0 - BREAKING CHANGE(stocks)
Unify stock provider API to discriminated IStockDataRequest and add company name/fullname enrichment

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{
"name": "@fin.cx/opendata",
"version": "3.0.0",
"version": "3.2.0",
"private": false,
"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.",
"main": "dist_ts/index.js",

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readme.md

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import { expect, tap } from '@git.zone/tstest/tapbundle';
import * as opendata from '../ts/index.js';
const TEST_USER_AGENT = 'fin.cx test@fin.cx';
tap.test('FundamentalsService - Provider Registration', async () => {
const service = new opendata.FundamentalsService();
const provider = new opendata.SecEdgarProvider({
userAgent: TEST_USER_AGENT
});
await tap.test('should register provider', async () => {
service.register(provider);
const registered = service.getProvider('SEC EDGAR');
expect(registered).toBeDefined();
expect(registered?.name).toEqual('SEC EDGAR');
});
await tap.test('should get all providers', async () => {
const providers = service.getAllProviders();
expect(providers.length).toBeGreaterThan(0);
expect(providers[0].name).toEqual('SEC EDGAR');
});
await tap.test('should get enabled providers', async () => {
const providers = service.getEnabledProviders();
expect(providers.length).toBeGreaterThan(0);
});
await tap.test('should unregister provider', async () => {
service.unregister('SEC EDGAR');
const registered = service.getProvider('SEC EDGAR');
expect(registered).toBeUndefined();
// Re-register for other tests
service.register(provider);
});
});
tap.test('FundamentalsService - Fetch Fundamentals', async () => {
const service = new opendata.FundamentalsService();
const provider = new opendata.SecEdgarProvider({
userAgent: TEST_USER_AGENT
});
service.register(provider);
await tap.test('should fetch fundamentals for single ticker', async () => {
const fundamentals = await service.getFundamentals('AAPL');
expect(fundamentals).toBeDefined();
expect(fundamentals.ticker).toEqual('AAPL');
expect(fundamentals.companyName).toEqual('Apple Inc.');
expect(fundamentals.provider).toEqual('SEC EDGAR');
expect(fundamentals.earningsPerShareDiluted).toBeGreaterThan(0);
expect(fundamentals.sharesOutstanding).toBeGreaterThan(0);
console.log('\n📊 Fetched via Service:');
console.log(` ${fundamentals.ticker}: ${fundamentals.companyName}`);
console.log(` EPS: $${fundamentals.earningsPerShareDiluted?.toFixed(2)}`);
console.log(` Shares: ${(fundamentals.sharesOutstanding! / 1_000_000_000).toFixed(2)}B`);
});
await tap.test('should fetch fundamentals for multiple tickers', async () => {
const fundamentalsList = await service.getBatchFundamentals(['AAPL', 'MSFT']);
expect(fundamentalsList).toBeInstanceOf(Array);
expect(fundamentalsList.length).toEqual(2);
const apple = fundamentalsList.find(f => f.ticker === 'AAPL');
const msft = fundamentalsList.find(f => f.ticker === 'MSFT');
expect(apple).toBeDefined();
expect(msft).toBeDefined();
expect(apple!.companyName).toEqual('Apple Inc.');
expect(msft!.companyName).toContain('Microsoft');
console.log('\n📊 Batch Fetch via Service:');
fundamentalsList.forEach(f => {
console.log(` ${f.ticker}: ${f.companyName} - EPS: $${f.earningsPerShareDiluted?.toFixed(2)}`);
});
});
});
tap.test('FundamentalsService - Caching', async () => {
const service = new opendata.FundamentalsService({
ttl: 60000, // 60 seconds for testing
maxEntries: 100
});
const provider = new opendata.SecEdgarProvider({
userAgent: TEST_USER_AGENT
});
service.register(provider);
await tap.test('should cache fundamentals data', async () => {
// Clear cache first
service.clearCache();
let stats = service.getCacheStats();
expect(stats.size).toEqual(0);
// First fetch (should hit API)
const start1 = Date.now();
await service.getFundamentals('AAPL');
const duration1 = Date.now() - start1;
stats = service.getCacheStats();
expect(stats.size).toEqual(1);
// Second fetch (should hit cache - much faster)
const start2 = Date.now();
await service.getFundamentals('AAPL');
const duration2 = Date.now() - start2;
expect(duration2).toBeLessThan(duration1);
console.log('\n⚡ Cache Performance:');
console.log(` First fetch: ${duration1}ms`);
console.log(` Cached fetch: ${duration2}ms`);
console.log(` Speedup: ${Math.round(duration1 / duration2)}x`);
});
await tap.test('should respect cache TTL', async () => {
// Set very short TTL
service.setCacheTTL(100); // 100ms
// Fetch and cache
await service.getFundamentals('MSFT');
// Wait for TTL to expire
await new Promise(resolve => setTimeout(resolve, 150));
// This should fetch again (cache expired)
const stats = service.getCacheStats();
console.log(`\n Cache TTL: ${stats.ttl}ms`);
});
await tap.test('should clear cache', async () => {
service.clearCache();
const stats = service.getCacheStats();
expect(stats.size).toEqual(0);
});
});
tap.test('FundamentalsService - Price Enrichment', async () => {
const service = new opendata.FundamentalsService();
const provider = new opendata.SecEdgarProvider({
userAgent: TEST_USER_AGENT
});
service.register(provider);
await tap.test('should enrich fundamentals with price to calculate market cap', async () => {
const fundamentals = await service.getFundamentals('AAPL');
// Simulate current price
const currentPrice = 270.37;
const enriched = await service.enrichWithPrice(fundamentals, currentPrice);
expect(enriched.marketCap).toBeDefined();
expect(enriched.priceToEarnings).toBeDefined();
expect(enriched.priceToBook).toBeDefined();
expect(enriched.marketCap).toBeGreaterThan(0);
expect(enriched.priceToEarnings).toBeGreaterThan(0);
console.log('\n💰 Enriched with Price ($270.37):');
console.log(` Market Cap: $${(enriched.marketCap! / 1_000_000_000_000).toFixed(2)}T`);
console.log(` P/E Ratio: ${enriched.priceToEarnings!.toFixed(2)}`);
console.log(` P/B Ratio: ${enriched.priceToBook?.toFixed(2) || 'N/A'}`);
// Verify calculations
const expectedMarketCap = fundamentals.sharesOutstanding! * currentPrice;
expect(Math.abs(enriched.marketCap! - expectedMarketCap)).toBeLessThan(1); // Allow for rounding
const expectedPE = currentPrice / fundamentals.earningsPerShareDiluted!;
expect(Math.abs(enriched.priceToEarnings! - expectedPE)).toBeLessThan(0.01);
});
await tap.test('should enrich batch fundamentals with prices', async () => {
const fundamentalsList = await service.getBatchFundamentals(['AAPL', 'MSFT']);
const priceMap = new Map<string, number>([
['AAPL', 270.37],
['MSFT', 425.50]
]);
const enriched = await service.enrichBatchWithPrices(fundamentalsList, priceMap);
expect(enriched.length).toEqual(2);
const apple = enriched.find(f => f.ticker === 'AAPL')!;
const msft = enriched.find(f => f.ticker === 'MSFT')!;
expect(apple.marketCap).toBeGreaterThan(0);
expect(msft.marketCap).toBeGreaterThan(0);
console.log('\n💰 Batch Enrichment:');
console.log(` AAPL: Market Cap $${(apple.marketCap! / 1_000_000_000_000).toFixed(2)}T, P/E ${apple.priceToEarnings!.toFixed(2)}`);
console.log(` MSFT: Market Cap $${(msft.marketCap! / 1_000_000_000_000).toFixed(2)}T, P/E ${msft.priceToEarnings!.toFixed(2)}`);
});
});
tap.test('FundamentalsService - Provider Health', async () => {
const service = new opendata.FundamentalsService();
const provider = new opendata.SecEdgarProvider({
userAgent: TEST_USER_AGENT
});
service.register(provider);
await tap.test('should check provider health', async () => {
const health = await service.checkProvidersHealth();
expect(health.size).toEqual(1);
expect(health.get('SEC EDGAR')).toBe(true);
console.log('\n💚 Provider Health:');
health.forEach((isHealthy, name) => {
console.log(` ${name}: ${isHealthy ? '✅ Healthy' : '❌ Unhealthy'}`);
});
});
});
tap.test('FundamentalsService - Provider Statistics', async () => {
const service = new opendata.FundamentalsService();
const provider = new opendata.SecEdgarProvider({
userAgent: TEST_USER_AGENT
});
service.register(provider);
await tap.test('should track provider statistics', async () => {
// Make some requests
await service.getFundamentals('AAPL');
await service.getFundamentals('MSFT');
const stats = service.getProviderStats();
expect(stats.size).toEqual(1);
const secStats = stats.get('SEC EDGAR');
expect(secStats).toBeDefined();
expect(secStats!.successCount).toBeGreaterThan(0);
console.log('\n📈 Provider Stats:');
console.log(` Success Count: ${secStats!.successCount}`);
console.log(` Error Count: ${secStats!.errorCount}`);
});
});
tap.test('FundamentalsService - Error Handling', async () => {
const service = new opendata.FundamentalsService();
const provider = new opendata.SecEdgarProvider({
userAgent: TEST_USER_AGENT
});
service.register(provider);
await tap.test('should throw error for invalid ticker', async () => {
try {
await service.getFundamentals('INVALIDTICKER123456');
throw new Error('Should have thrown error');
} catch (error) {
expect(error.message).toContain('CIK not found');
}
});
await tap.test('should throw error when no providers available', async () => {
const emptyService = new opendata.FundamentalsService();
try {
await emptyService.getFundamentals('AAPL');
throw new Error('Should have thrown error');
} catch (error) {
expect(error.message).toContain('No fundamentals providers available');
}
});
});
export default tap.start();

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import { expect, tap } from '@git.zone/tstest/tapbundle';
import * as opendata from '../ts/index.js';
// Test configuration
const TEST_USER_AGENT = 'fin.cx test@fin.cx';
const TEST_TICKER = 'AAPL'; // Apple Inc - well-known test case
const RATE_LIMIT_DELAY = 150; // 150ms between requests (< 10 req/sec)
tap.test('SEC EDGAR Provider - Constructor', async () => {
await tap.test('should create provider with valid User-Agent', async () => {
const provider = new opendata.SecEdgarProvider({
userAgent: TEST_USER_AGENT
});
expect(provider.name).toEqual('SEC EDGAR');
expect(provider.priority).toEqual(100);
expect(provider.requiresAuth).toBe(false);
expect(provider.rateLimit?.requestsPerMinute).toEqual(600);
});
await tap.test('should throw error if User-Agent is missing', async () => {
expect(() => {
new opendata.SecEdgarProvider({
userAgent: ''
});
}).toThrow('User-Agent is required');
});
await tap.test('should throw error if User-Agent format is invalid', async () => {
expect(() => {
new opendata.SecEdgarProvider({
userAgent: 'InvalidFormat'
});
}).toThrow('Invalid User-Agent format');
});
await tap.test('should accept valid User-Agent with space and email', async () => {
const provider = new opendata.SecEdgarProvider({
userAgent: 'MyCompany contact@example.com'
});
expect(provider).toBeInstanceOf(opendata.SecEdgarProvider);
});
});
tap.test('SEC EDGAR Provider - Availability', async () => {
const provider = new opendata.SecEdgarProvider({
userAgent: TEST_USER_AGENT
});
await tap.test('should report as available', async () => {
const isAvailable = await provider.isAvailable();
expect(isAvailable).toBe(true);
});
});
tap.test('SEC EDGAR Provider - Fetch Fundamentals', async () => {
const provider = new opendata.SecEdgarProvider({
userAgent: TEST_USER_AGENT,
timeout: 30000
});
await tap.test('should fetch fundamentals for Apple (AAPL)', async () => {
const fundamentals = await provider.fetchData({
type: 'fundamentals-current',
ticker: TEST_TICKER
});
// Verify structure
expect(fundamentals).toBeDefined();
expect(fundamentals).not.toBeInstanceOf(Array);
const data = fundamentals as opendata.IStockFundamentals;
// Basic fields
expect(data.ticker).toEqual('AAPL');
expect(data.cik).toBeDefined();
expect(data.companyName).toEqual('Apple Inc.');
expect(data.provider).toEqual('SEC EDGAR');
expect(data.timestamp).toBeInstanceOf(Date);
expect(data.fetchedAt).toBeInstanceOf(Date);
// Financial metrics (Apple should have all of these)
expect(data.earningsPerShareDiluted).toBeDefined();
expect(data.earningsPerShareDiluted).toBeGreaterThan(0);
expect(data.sharesOutstanding).toBeDefined();
expect(data.sharesOutstanding).toBeGreaterThan(0);
expect(data.revenue).toBeDefined();
expect(data.revenue).toBeGreaterThan(0);
expect(data.netIncome).toBeDefined();
expect(data.assets).toBeDefined();
expect(data.assets).toBeGreaterThan(0);
expect(data.liabilities).toBeDefined();
expect(data.stockholdersEquity).toBeDefined();
// Metadata
expect(data.fiscalYear).toBeDefined();
console.log('\n📊 Sample Apple Fundamentals:');
console.log(` Company: ${data.companyName} (CIK: ${data.cik})`);
console.log(` EPS (Diluted): $${data.earningsPerShareDiluted?.toFixed(2)}`);
console.log(` Shares Outstanding: ${(data.sharesOutstanding! / 1_000_000_000).toFixed(2)}B`);
console.log(` Revenue: $${(data.revenue! / 1_000_000_000).toFixed(2)}B`);
console.log(` Net Income: $${(data.netIncome! / 1_000_000_000).toFixed(2)}B`);
console.log(` Assets: $${(data.assets! / 1_000_000_000).toFixed(2)}B`);
console.log(` Fiscal Year: ${data.fiscalYear}`);
});
await tap.test('should throw error for invalid ticker', async () => {
try {
await provider.fetchData({
type: 'fundamentals-current',
ticker: 'INVALIDTICKER123456'
});
throw new Error('Should have thrown error');
} catch (error) {
expect(error.message).toContain('CIK not found');
}
});
});
tap.test('SEC EDGAR Provider - Batch Fetch', async () => {
const provider = new opendata.SecEdgarProvider({
userAgent: TEST_USER_AGENT,
timeout: 30000
});
await tap.test('should fetch fundamentals for multiple tickers', async () => {
const result = await provider.fetchData({
type: 'fundamentals-batch',
tickers: ['AAPL', 'MSFT']
});
expect(result).toBeInstanceOf(Array);
const fundamentalsList = result as opendata.IStockFundamentals[];
expect(fundamentalsList.length).toEqual(2);
// Check Apple
const apple = fundamentalsList.find(f => f.ticker === 'AAPL');
expect(apple).toBeDefined();
expect(apple!.companyName).toEqual('Apple Inc.');
expect(apple!.earningsPerShareDiluted).toBeGreaterThan(0);
// Check Microsoft
const microsoft = fundamentalsList.find(f => f.ticker === 'MSFT');
expect(microsoft).toBeDefined();
expect(microsoft!.companyName).toContain('Microsoft');
expect(microsoft!.earningsPerShareDiluted).toBeGreaterThan(0);
console.log('\n📊 Batch Fetch Results:');
fundamentalsList.forEach(f => {
console.log(` ${f.ticker}: ${f.companyName} - EPS: $${f.earningsPerShareDiluted?.toFixed(2)}`);
});
});
});
tap.test('SEC EDGAR Provider - CIK Caching', async () => {
const provider = new opendata.SecEdgarProvider({
userAgent: TEST_USER_AGENT
});
await tap.test('should cache CIK lookups', async () => {
// Clear cache first
provider.clearCache();
let stats = provider.getCacheStats();
expect(stats.cikCacheSize).toEqual(0);
// First fetch (should populate cache)
await provider.fetchData({
type: 'fundamentals-current',
ticker: 'AAPL'
});
stats = provider.getCacheStats();
expect(stats.cikCacheSize).toBeGreaterThan(0);
console.log(`\n💾 CIK Cache: ${stats.cikCacheSize} entries`);
});
await tap.test('should clear cache', async () => {
provider.clearCache();
const stats = provider.getCacheStats();
expect(stats.cikCacheSize).toEqual(0);
expect(stats.hasTickerList).toBe(false);
});
});
tap.test('SEC EDGAR Provider - Rate Limiting', async () => {
const provider = new opendata.SecEdgarProvider({
userAgent: TEST_USER_AGENT
});
await tap.test('should handle multiple rapid requests without exceeding rate limit', async () => {
// Make 5 requests in succession
// Rate limiter should ensure we don't exceed 10 req/sec
const tickers = ['AAPL', 'MSFT', 'GOOGL', 'AMZN', 'META'];
const startTime = Date.now();
const promises = tickers.map(ticker =>
provider.fetchData({
type: 'fundamentals-current',
ticker
})
);
const results = await Promise.all(promises);
const duration = Date.now() - startTime;
expect(results.length).toEqual(5);
console.log(`\n⏱ 5 requests completed in ${duration}ms (avg: ${Math.round(duration / 5)}ms/request)`);
// Verify all results are valid
results.forEach((result, index) => {
expect(result).toBeDefined();
const data = result as opendata.IStockFundamentals;
expect(data.ticker).toEqual(tickers[index]);
expect(data.earningsPerShareDiluted).toBeGreaterThan(0);
});
});
});
tap.test('SEC EDGAR Provider - Market Cap Calculation', async () => {
const provider = new opendata.SecEdgarProvider({
userAgent: TEST_USER_AGENT
});
await tap.test('should provide data needed for market cap calculation', async () => {
const fundamentals = await provider.fetchData({
type: 'fundamentals-current',
ticker: 'AAPL'
}) as opendata.IStockFundamentals;
expect(fundamentals.sharesOutstanding).toBeDefined();
expect(fundamentals.earningsPerShareDiluted).toBeDefined();
// Simulate current price (in real usage, this comes from price provider)
const simulatedPrice = 270.37;
// Calculate market cap
const marketCap = fundamentals.sharesOutstanding! * simulatedPrice;
const pe = simulatedPrice / fundamentals.earningsPerShareDiluted!;
console.log('\n💰 Calculated Metrics (with simulated price $270.37):');
console.log(` Shares Outstanding: ${(fundamentals.sharesOutstanding! / 1_000_000_000).toFixed(2)}B`);
console.log(` Market Cap: $${(marketCap / 1_000_000_000_000).toFixed(2)}T`);
console.log(` EPS: $${fundamentals.earningsPerShareDiluted!.toFixed(2)}`);
console.log(` P/E Ratio: ${pe.toFixed(2)}`);
expect(marketCap).toBeGreaterThan(0);
expect(pe).toBeGreaterThan(0);
});
});
export default tap.start();

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import { expect, tap } from '@git.zone/tstest/tapbundle';
import * as opendata from '../ts/index.js';
const TEST_USER_AGENT = 'fin.cx test@fin.cx';
tap.test('StockDataService - Basic Setup', async () => {
await tap.test('should create StockDataService instance', async () => {
const service = new opendata.StockDataService({
cache: {
priceTTL: 60000, // 1 minute for testing
fundamentalsTTL: 120000, // 2 minutes for testing
maxEntries: 100
}
});
expect(service).toBeInstanceOf(opendata.StockDataService);
const stats = service.getCacheStats();
expect(stats.priceCache.ttl).toEqual(60000);
expect(stats.fundamentalsCache.ttl).toEqual(120000);
expect(stats.maxEntries).toEqual(100);
});
});
tap.test('StockDataService - Provider Registration', async () => {
const service = new opendata.StockDataService();
await tap.test('should register price provider', async () => {
const yahooProvider = new opendata.YahooFinanceProvider();
service.registerPriceProvider(yahooProvider);
const providers = service.getPriceProviders();
expect(providers.length).toEqual(1);
expect(providers[0].name).toEqual('Yahoo Finance');
});
await tap.test('should register fundamentals provider', async () => {
const secProvider = new opendata.SecEdgarProvider({
userAgent: TEST_USER_AGENT
});
service.registerFundamentalsProvider(secProvider);
const providers = service.getFundamentalsProviders();
expect(providers.length).toEqual(1);
expect(providers[0].name).toEqual('SEC EDGAR');
});
await tap.test('should unregister providers', async () => {
service.unregisterPriceProvider('Yahoo Finance');
service.unregisterFundamentalsProvider('SEC EDGAR');
expect(service.getPriceProviders().length).toEqual(0);
expect(service.getFundamentalsProviders().length).toEqual(0);
});
});
tap.test('StockDataService - Price Fetching', async () => {
const service = new opendata.StockDataService();
const yahooProvider = new opendata.YahooFinanceProvider();
service.registerPriceProvider(yahooProvider);
await tap.test('should fetch single price', async () => {
const price = await service.getPrice('AAPL');
expect(price).toBeDefined();
expect(price.ticker).toEqual('AAPL');
expect(price.price).toBeGreaterThan(0);
expect(price.provider).toEqual('Yahoo Finance');
expect(price.timestamp).toBeInstanceOf(Date);
console.log(`\n💵 Single Price: ${price.ticker} = $${price.price.toFixed(2)}`);
});
await tap.test('should fetch batch prices', async () => {
const prices = await service.getPrices(['AAPL', 'MSFT', 'GOOGL']);
expect(prices).toBeInstanceOf(Array);
expect(prices.length).toBeGreaterThan(0);
expect(prices.length).toBeLessThanOrEqual(3);
console.log('\n💵 Batch Prices:');
prices.forEach(p => {
console.log(` ${p.ticker}: $${p.price.toFixed(2)}`);
});
});
await tap.test('should cache prices', async () => {
// Clear cache
service.clearCache();
const stats1 = service.getCacheStats();
expect(stats1.priceCache.size).toEqual(0);
// Fetch price (should hit API)
const start1 = Date.now();
await service.getPrice('AAPL');
const duration1 = Date.now() - start1;
const stats2 = service.getCacheStats();
expect(stats2.priceCache.size).toEqual(1);
// Fetch again (should hit cache - much faster)
const start2 = Date.now();
await service.getPrice('AAPL');
const duration2 = Date.now() - start2;
expect(duration2).toBeLessThan(duration1);
console.log('\n⚡ Cache Performance:');
console.log(` First fetch: ${duration1}ms`);
console.log(` Cached fetch: ${duration2}ms`);
console.log(` Speedup: ${Math.round(duration1 / duration2)}x`);
});
});
tap.test('StockDataService - Fundamentals Fetching', async () => {
const service = new opendata.StockDataService();
const secProvider = new opendata.SecEdgarProvider({
userAgent: TEST_USER_AGENT
});
service.registerFundamentalsProvider(secProvider);
await tap.test('should fetch single fundamentals', async () => {
const fundamentals = await service.getFundamentals('AAPL');
expect(fundamentals).toBeDefined();
expect(fundamentals.ticker).toEqual('AAPL');
expect(fundamentals.companyName).toEqual('Apple Inc.');
expect(fundamentals.provider).toEqual('SEC EDGAR');
expect(fundamentals.earningsPerShareDiluted).toBeGreaterThan(0);
expect(fundamentals.sharesOutstanding).toBeGreaterThan(0);
console.log('\n📊 Single Fundamentals:');
console.log(` ${fundamentals.ticker}: ${fundamentals.companyName}`);
console.log(` EPS: $${fundamentals.earningsPerShareDiluted?.toFixed(2)}`);
console.log(` Shares: ${(fundamentals.sharesOutstanding! / 1_000_000_000).toFixed(2)}B`);
});
await tap.test('should fetch batch fundamentals', async () => {
const fundamentals = await service.getBatchFundamentals(['AAPL', 'MSFT']);
expect(fundamentals).toBeInstanceOf(Array);
expect(fundamentals.length).toEqual(2);
console.log('\n📊 Batch Fundamentals:');
fundamentals.forEach(f => {
console.log(` ${f.ticker}: ${f.companyName} - EPS: $${f.earningsPerShareDiluted?.toFixed(2)}`);
});
});
await tap.test('should cache fundamentals', async () => {
// Clear cache
service.clearCache();
const stats1 = service.getCacheStats();
expect(stats1.fundamentalsCache.size).toEqual(0);
// Fetch fundamentals (should hit API)
await service.getFundamentals('AAPL');
const stats2 = service.getCacheStats();
expect(stats2.fundamentalsCache.size).toEqual(1);
});
});
tap.test('StockDataService - Complete Stock Data', async () => {
const service = new opendata.StockDataService();
// Register both providers
const yahooProvider = new opendata.YahooFinanceProvider();
const secProvider = new opendata.SecEdgarProvider({
userAgent: TEST_USER_AGENT
});
service.registerPriceProvider(yahooProvider);
service.registerFundamentalsProvider(secProvider);
await tap.test('should fetch complete stock data with string', async () => {
const data = await service.getStockData('AAPL');
expect(data).toBeDefined();
expect(data.ticker).toEqual('AAPL');
expect(data.price).toBeDefined();
expect(data.price.ticker).toEqual('AAPL');
expect(data.fundamentals).toBeDefined();
expect(data.fundamentals?.ticker).toEqual('AAPL');
expect(data.fetchedAt).toBeInstanceOf(Date);
// Check automatic enrichment
expect(data.fundamentals?.marketCap).toBeDefined();
expect(data.fundamentals?.priceToEarnings).toBeDefined();
expect(data.fundamentals?.marketCap).toBeGreaterThan(0);
expect(data.fundamentals?.priceToEarnings).toBeGreaterThan(0);
console.log('\n✨ Complete Stock Data (Auto-Enriched):');
console.log(` ${data.ticker}: ${data.fundamentals?.companyName}`);
console.log(` Price: $${data.price.price.toFixed(2)}`);
console.log(` Market Cap: $${(data.fundamentals!.marketCap! / 1_000_000_000_000).toFixed(2)}T`);
console.log(` P/E Ratio: ${data.fundamentals!.priceToEarnings!.toFixed(2)}`);
});
await tap.test('should fetch complete stock data with request object', async () => {
const data = await service.getStockData({
ticker: 'MSFT',
includeFundamentals: true,
enrichFundamentals: true
});
expect(data).toBeDefined();
expect(data.ticker).toEqual('MSFT');
expect(data.price).toBeDefined();
expect(data.fundamentals).toBeDefined();
expect(data.fundamentals?.marketCap).toBeDefined();
expect(data.fundamentals?.priceToEarnings).toBeDefined();
});
await tap.test('should fetch complete stock data without fundamentals', async () => {
const data = await service.getStockData({
ticker: 'GOOGL',
includeFundamentals: false
});
expect(data).toBeDefined();
expect(data.ticker).toEqual('GOOGL');
expect(data.price).toBeDefined();
expect(data.fundamentals).toBeUndefined();
});
await tap.test('should handle fundamentals fetch failure gracefully', async () => {
// Try a ticker that might not have fundamentals
const data = await service.getStockData({
ticker: 'BTC-USD', // Crypto - no SEC filings
includeFundamentals: true
});
expect(data).toBeDefined();
expect(data.price).toBeDefined();
// Fundamentals might be undefined due to error
console.log(`\n⚠ ${data.ticker} - Price available, Fundamentals: ${data.fundamentals ? 'Yes' : 'No'}`);
});
});
tap.test('StockDataService - Batch Complete Stock Data', async () => {
const service = new opendata.StockDataService();
const yahooProvider = new opendata.YahooFinanceProvider();
const secProvider = new opendata.SecEdgarProvider({
userAgent: TEST_USER_AGENT
});
service.registerPriceProvider(yahooProvider);
service.registerFundamentalsProvider(secProvider);
await tap.test('should fetch batch complete data with array', async () => {
const data = await service.getBatchStockData(['AAPL', 'MSFT']);
expect(data).toBeInstanceOf(Array);
expect(data.length).toEqual(2);
data.forEach(stock => {
expect(stock.ticker).toBeDefined();
expect(stock.price).toBeDefined();
expect(stock.fundamentals).toBeDefined();
expect(stock.fundamentals?.marketCap).toBeGreaterThan(0);
expect(stock.fundamentals?.priceToEarnings).toBeGreaterThan(0);
});
console.log('\n✨ Batch Complete Data:');
data.forEach(stock => {
console.log(` ${stock.ticker}: Price $${stock.price.price.toFixed(2)}, P/E ${stock.fundamentals!.priceToEarnings!.toFixed(2)}`);
});
});
await tap.test('should fetch batch complete data with request object', async () => {
const data = await service.getBatchStockData({
tickers: ['AAPL', 'GOOGL'],
includeFundamentals: true,
enrichFundamentals: true
});
expect(data).toBeInstanceOf(Array);
expect(data.length).toEqual(2);
data.forEach(stock => {
expect(stock.fundamentals?.marketCap).toBeGreaterThan(0);
});
});
await tap.test('should fetch batch without enrichment', async () => {
const data = await service.getBatchStockData({
tickers: ['AAPL', 'MSFT'],
includeFundamentals: true,
enrichFundamentals: false
});
expect(data).toBeInstanceOf(Array);
// Check that fundamentals exist but enrichment might not be complete
data.forEach(stock => {
if (stock.fundamentals) {
expect(stock.fundamentals.ticker).toBeDefined();
expect(stock.fundamentals.companyName).toBeDefined();
}
});
});
});
tap.test('StockDataService - Health & Statistics', async () => {
const service = new opendata.StockDataService();
const yahooProvider = new opendata.YahooFinanceProvider();
const secProvider = new opendata.SecEdgarProvider({
userAgent: TEST_USER_AGENT
});
service.registerPriceProvider(yahooProvider);
service.registerFundamentalsProvider(secProvider);
await tap.test('should check providers health', async () => {
const health = await service.checkProvidersHealth();
expect(health.size).toEqual(2);
expect(health.get('Yahoo Finance (price)')).toBe(true);
expect(health.get('SEC EDGAR (fundamentals)')).toBe(true);
console.log('\n💚 Provider Health:');
health.forEach((isHealthy, name) => {
console.log(` ${name}: ${isHealthy ? '✅ Healthy' : '❌ Unhealthy'}`);
});
});
await tap.test('should track provider statistics', async () => {
// Make some requests to generate stats
await service.getPrice('AAPL');
await service.getFundamentals('AAPL');
const stats = service.getProviderStats();
expect(stats.size).toEqual(2);
const yahooStats = stats.get('Yahoo Finance');
expect(yahooStats).toBeDefined();
expect(yahooStats!.type).toEqual('price');
expect(yahooStats!.successCount).toBeGreaterThan(0);
const secStats = stats.get('SEC EDGAR');
expect(secStats).toBeDefined();
expect(secStats!.type).toEqual('fundamentals');
expect(secStats!.successCount).toBeGreaterThan(0);
console.log('\n📈 Provider Statistics:');
stats.forEach((stat, name) => {
console.log(` ${name} (${stat.type}): Success=${stat.successCount}, Errors=${stat.errorCount}`);
});
});
await tap.test('should clear all caches', async () => {
service.clearCache();
const stats = service.getCacheStats();
expect(stats.priceCache.size).toEqual(0);
expect(stats.fundamentalsCache.size).toEqual(0);
});
});
tap.test('StockDataService - Error Handling', async () => {
await tap.test('should throw error when no price provider available', async () => {
const service = new opendata.StockDataService();
try {
await service.getPrice('AAPL');
throw new Error('Should have thrown error');
} catch (error) {
expect(error.message).toContain('No price providers available');
}
});
await tap.test('should throw error when no fundamentals provider available', async () => {
const service = new opendata.StockDataService();
try {
await service.getFundamentals('AAPL');
throw new Error('Should have thrown error');
} catch (error) {
expect(error.message).toContain('No fundamentals providers available');
}
});
await tap.test('should handle invalid ticker for price', async () => {
const service = new opendata.StockDataService();
const yahooProvider = new opendata.YahooFinanceProvider();
service.registerPriceProvider(yahooProvider);
try {
await service.getPrice('INVALIDTICKER123456');
throw new Error('Should have thrown error');
} catch (error) {
expect(error.message).toContain('Failed to fetch price');
}
});
await tap.test('should handle invalid ticker for fundamentals', async () => {
const service = new opendata.StockDataService();
const secProvider = new opendata.SecEdgarProvider({
userAgent: TEST_USER_AGENT
});
service.registerFundamentalsProvider(secProvider);
try {
await service.getFundamentals('INVALIDTICKER123456');
throw new Error('Should have thrown error');
} catch (error) {
expect(error.message).toContain('CIK not found');
}
});
});
export default tap.start();

View File

@@ -3,6 +3,6 @@
*/
export const commitinfo = {
name: '@fin.cx/opendata',
version: '3.0.0',
version: '3.2.0',
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.'
}

View File

@@ -0,0 +1,296 @@
import * as plugins from '../plugins.js';
/**
* Base provider entry for tracking provider state
*/
export interface IBaseProviderEntry<TProvider> {
provider: TProvider;
config: IBaseProviderConfig;
lastError?: Error;
lastErrorTime?: Date;
successCount: number;
errorCount: number;
}
/**
* Base provider configuration
*/
export interface IBaseProviderConfig {
enabled: boolean;
priority: number;
timeout?: number;
retryAttempts?: number;
retryDelay?: number;
cacheTTL?: number;
}
/**
* Base provider interface
*/
export interface IBaseProvider {
name: string;
priority: number;
isAvailable(): Promise<boolean>;
readonly requiresAuth: boolean;
readonly rateLimit?: {
requestsPerMinute: number;
requestsPerDay?: number;
};
}
/**
* Cache entry for any data type
*/
export interface IBaseCacheEntry<TData> {
data: TData;
timestamp: Date;
ttl: number;
}
/**
* Base service for managing data providers with caching
* Shared logic extracted from StockPriceService and FundamentalsService
*/
export abstract class BaseProviderService<TProvider extends IBaseProvider, TData> {
protected providers = new Map<string, IBaseProviderEntry<TProvider>>();
protected cache = new Map<string, IBaseCacheEntry<TData>>();
protected logger = console;
protected cacheConfig = {
ttl: 60000, // Default 60 seconds
maxEntries: 10000
};
constructor(cacheConfig?: { ttl?: number; maxEntries?: number }) {
if (cacheConfig) {
this.cacheConfig = { ...this.cacheConfig, ...cacheConfig };
}
}
/**
* Register a provider
*/
public register(provider: TProvider, config?: Partial<IBaseProviderConfig>): void {
const defaultConfig: IBaseProviderConfig = {
enabled: true,
priority: provider.priority,
timeout: 30000,
retryAttempts: 2,
retryDelay: 1000,
cacheTTL: this.cacheConfig.ttl
};
const mergedConfig = { ...defaultConfig, ...config };
this.providers.set(provider.name, {
provider,
config: mergedConfig,
successCount: 0,
errorCount: 0
});
console.log(`Registered provider: ${provider.name}`);
}
/**
* Unregister a provider
*/
public unregister(providerName: string): void {
this.providers.delete(providerName);
console.log(`Unregistered provider: ${providerName}`);
}
/**
* Get a specific provider by name
*/
public getProvider(name: string): TProvider | undefined {
return this.providers.get(name)?.provider;
}
/**
* Get all registered providers
*/
public getAllProviders(): TProvider[] {
return Array.from(this.providers.values()).map(entry => entry.provider);
}
/**
* Get enabled providers sorted by priority
*/
public getEnabledProviders(): TProvider[] {
return Array.from(this.providers.values())
.filter(entry => entry.config.enabled)
.sort((a, b) => (b.config.priority || 0) - (a.config.priority || 0))
.map(entry => entry.provider);
}
/**
* Check health of all providers
*/
public async checkProvidersHealth(): Promise<Map<string, boolean>> {
const health = new Map<string, boolean>();
for (const [name, entry] of this.providers) {
if (!entry.config.enabled) {
health.set(name, false);
continue;
}
try {
const isAvailable = await entry.provider.isAvailable();
health.set(name, isAvailable);
} catch (error) {
health.set(name, false);
console.error(`Health check failed for ${name}:`, error);
}
}
return health;
}
/**
* Get provider statistics
*/
public getProviderStats(): Map<
string,
{
successCount: number;
errorCount: number;
lastError?: string;
lastErrorTime?: Date;
}
> {
const stats = new Map();
for (const [name, entry] of this.providers) {
stats.set(name, {
successCount: entry.successCount,
errorCount: entry.errorCount,
lastError: entry.lastError?.message,
lastErrorTime: entry.lastErrorTime
});
}
return stats;
}
/**
* Clear all cached data
*/
public clearCache(): void {
this.cache.clear();
console.log('Cache cleared');
}
/**
* Set cache TTL
*/
public setCacheTTL(ttl: number): void {
this.cacheConfig.ttl = ttl;
console.log(`Cache TTL set to ${ttl}ms`);
}
/**
* Get cache statistics
*/
public getCacheStats(): {
size: number;
maxEntries: number;
ttl: number;
} {
return {
size: this.cache.size,
maxEntries: this.cacheConfig.maxEntries,
ttl: this.cacheConfig.ttl
};
}
/**
* Fetch with retry logic
*/
protected async fetchWithRetry<T>(
fetchFn: () => Promise<T>,
config: IBaseProviderConfig
): Promise<T> {
const maxAttempts = config.retryAttempts || 1;
let lastError: Error | undefined;
for (let attempt = 1; attempt <= maxAttempts; attempt++) {
try {
return await fetchFn();
} catch (error) {
lastError = error as Error;
if (attempt < maxAttempts) {
const delay = (config.retryDelay || 1000) * attempt;
console.log(`Retry attempt ${attempt} after ${delay}ms`);
await plugins.smartdelay.delayFor(delay);
}
}
}
throw lastError || new Error('Unknown error during fetch');
}
/**
* Get from cache if not expired
*/
protected getFromCache(key: string): TData | null {
const entry = this.cache.get(key);
if (!entry) {
return null;
}
// Check if cache entry has expired
const age = Date.now() - entry.timestamp.getTime();
if (entry.ttl !== Infinity && age > entry.ttl) {
this.cache.delete(key);
return null;
}
return entry.data;
}
/**
* Add to cache with TTL
*/
protected addToCache(key: string, data: TData, ttl?: number): void {
// Enforce max entries limit
if (this.cache.size >= this.cacheConfig.maxEntries) {
// Remove oldest entry
const oldestKey = this.cache.keys().next().value;
if (oldestKey) {
this.cache.delete(oldestKey);
}
}
this.cache.set(key, {
data,
timestamp: new Date(),
ttl: ttl || this.cacheConfig.ttl
});
}
/**
* Track successful fetch for provider
*/
protected trackSuccess(providerName: string): void {
const entry = this.providers.get(providerName);
if (entry) {
entry.successCount++;
}
}
/**
* Track failed fetch for provider
*/
protected trackError(providerName: string, error: Error): void {
const entry = this.providers.get(providerName);
if (entry) {
entry.errorCount++;
entry.lastError = error;
entry.lastErrorTime = new Date();
}
}
}

View File

@@ -0,0 +1,404 @@
import * as plugins from '../plugins.js';
import type {
IFundamentalsProvider,
IFundamentalsProviderConfig,
IFundamentalsProviderRegistry,
IStockFundamentals,
IFundamentalsRequest
} from './interfaces/fundamentals.js';
interface IProviderEntry {
provider: IFundamentalsProvider;
config: IFundamentalsProviderConfig;
lastError?: Error;
lastErrorTime?: Date;
successCount: number;
errorCount: number;
}
interface ICacheEntry {
fundamentals: IStockFundamentals | IStockFundamentals[];
timestamp: Date;
ttl: number;
}
/**
* Service for managing fundamental data providers and caching
* Parallel to StockPriceService but for fundamental data instead of prices
*/
export class FundamentalsService implements IFundamentalsProviderRegistry {
private providers = new Map<string, IProviderEntry>();
private cache = new Map<string, ICacheEntry>();
private logger = console;
private cacheConfig = {
ttl: 90 * 24 * 60 * 60 * 1000, // 90 days default (fundamentals change quarterly)
maxEntries: 10000
};
constructor(cacheConfig?: { ttl?: number; maxEntries?: number }) {
if (cacheConfig) {
this.cacheConfig = { ...this.cacheConfig, ...cacheConfig };
}
}
/**
* Register a fundamentals provider
*/
public register(provider: IFundamentalsProvider, config?: IFundamentalsProviderConfig): void {
const defaultConfig: IFundamentalsProviderConfig = {
enabled: true,
priority: provider.priority,
timeout: 30000, // Longer timeout for fundamental data
retryAttempts: 2,
retryDelay: 1000,
cacheTTL: this.cacheConfig.ttl
};
const mergedConfig = { ...defaultConfig, ...config };
this.providers.set(provider.name, {
provider,
config: mergedConfig,
successCount: 0,
errorCount: 0
});
console.log(`Registered fundamentals provider: ${provider.name}`);
}
/**
* Unregister a provider
*/
public unregister(providerName: string): void {
this.providers.delete(providerName);
console.log(`Unregistered fundamentals provider: ${providerName}`);
}
/**
* Get a specific provider by name
*/
public getProvider(name: string): IFundamentalsProvider | undefined {
return this.providers.get(name)?.provider;
}
/**
* Get all registered providers
*/
public getAllProviders(): IFundamentalsProvider[] {
return Array.from(this.providers.values()).map(entry => entry.provider);
}
/**
* Get enabled providers sorted by priority
*/
public getEnabledProviders(): IFundamentalsProvider[] {
return Array.from(this.providers.values())
.filter(entry => entry.config.enabled)
.sort((a, b) => (b.config.priority || 0) - (a.config.priority || 0))
.map(entry => entry.provider);
}
/**
* Get fundamental data for a single ticker
*/
public async getFundamentals(ticker: string): Promise<IStockFundamentals> {
const result = await this.getData({
type: 'fundamentals-current',
ticker
});
return result as IStockFundamentals;
}
/**
* Get fundamental data for multiple tickers
*/
public async getBatchFundamentals(tickers: string[]): Promise<IStockFundamentals[]> {
const result = await this.getData({
type: 'fundamentals-batch',
tickers
});
return result as IStockFundamentals[];
}
/**
* Unified data fetching method
*/
public async getData(
request: IFundamentalsRequest
): Promise<IStockFundamentals | IStockFundamentals[]> {
const cacheKey = this.getCacheKey(request);
const cached = this.getFromCache(cacheKey);
if (cached) {
console.log(`Cache hit for ${this.getRequestDescription(request)}`);
return cached;
}
const providers = this.getEnabledProviders();
if (providers.length === 0) {
throw new Error('No fundamentals providers available');
}
let lastError: Error | undefined;
for (const provider of providers) {
const entry = this.providers.get(provider.name)!;
try {
const result = await this.fetchWithRetry(
() => provider.fetchData(request),
entry.config
);
entry.successCount++;
// Use provider-specific cache TTL or default
const ttl = entry.config.cacheTTL || this.cacheConfig.ttl;
this.addToCache(cacheKey, result, ttl);
console.log(`Successfully fetched ${this.getRequestDescription(request)} from ${provider.name}`);
return result;
} catch (error) {
entry.errorCount++;
entry.lastError = error as Error;
entry.lastErrorTime = new Date();
lastError = error as Error;
console.warn(
`Provider ${provider.name} failed for ${this.getRequestDescription(request)}: ${error.message}`
);
}
}
throw new Error(
`Failed to fetch ${this.getRequestDescription(request)} from all providers. Last error: ${lastError?.message}`
);
}
/**
* Enrich fundamentals with calculated metrics using current price
*/
public async enrichWithPrice(
fundamentals: IStockFundamentals,
price: number
): Promise<IStockFundamentals> {
const enriched = { ...fundamentals };
// Calculate market cap: price × shares outstanding
if (fundamentals.sharesOutstanding) {
enriched.marketCap = price * fundamentals.sharesOutstanding;
}
// Calculate P/E ratio: price / EPS
if (fundamentals.earningsPerShareDiluted && fundamentals.earningsPerShareDiluted > 0) {
enriched.priceToEarnings = price / fundamentals.earningsPerShareDiluted;
}
// Calculate price-to-book: market cap / stockholders equity
if (enriched.marketCap && fundamentals.stockholdersEquity && fundamentals.stockholdersEquity > 0) {
enriched.priceToBook = enriched.marketCap / fundamentals.stockholdersEquity;
}
return enriched;
}
/**
* Enrich batch fundamentals with prices
*/
public async enrichBatchWithPrices(
fundamentalsList: IStockFundamentals[],
priceMap: Map<string, number>
): Promise<IStockFundamentals[]> {
return Promise.all(
fundamentalsList.map(fundamentals => {
const price = priceMap.get(fundamentals.ticker);
if (price) {
return this.enrichWithPrice(fundamentals, price);
}
return Promise.resolve(fundamentals);
})
);
}
/**
* Check health of all providers
*/
public async checkProvidersHealth(): Promise<Map<string, boolean>> {
const health = new Map<string, boolean>();
for (const [name, entry] of this.providers) {
if (!entry.config.enabled) {
health.set(name, false);
continue;
}
try {
const isAvailable = await entry.provider.isAvailable();
health.set(name, isAvailable);
} catch (error) {
health.set(name, false);
console.error(`Health check failed for ${name}:`, error);
}
}
return health;
}
/**
* Get provider statistics
*/
public getProviderStats(): Map<
string,
{
successCount: number;
errorCount: number;
lastError?: string;
lastErrorTime?: Date;
}
> {
const stats = new Map();
for (const [name, entry] of this.providers) {
stats.set(name, {
successCount: entry.successCount,
errorCount: entry.errorCount,
lastError: entry.lastError?.message,
lastErrorTime: entry.lastErrorTime
});
}
return stats;
}
/**
* Clear all cached data
*/
public clearCache(): void {
this.cache.clear();
console.log('Fundamentals cache cleared');
}
/**
* Set cache TTL
*/
public setCacheTTL(ttl: number): void {
this.cacheConfig.ttl = ttl;
console.log(`Fundamentals cache TTL set to ${ttl}ms`);
}
/**
* Get cache statistics
*/
public getCacheStats(): {
size: number;
maxEntries: number;
ttl: number;
} {
return {
size: this.cache.size,
maxEntries: this.cacheConfig.maxEntries,
ttl: this.cacheConfig.ttl
};
}
/**
* Fetch with retry logic
*/
private async fetchWithRetry<T>(
fetchFn: () => Promise<T>,
config: IFundamentalsProviderConfig
): Promise<T> {
const maxAttempts = config.retryAttempts || 1;
let lastError: Error | undefined;
for (let attempt = 1; attempt <= maxAttempts; attempt++) {
try {
return await fetchFn();
} catch (error) {
lastError = error as Error;
if (attempt < maxAttempts) {
const delay = (config.retryDelay || 1000) * attempt;
console.log(`Retry attempt ${attempt} after ${delay}ms`);
await plugins.smartdelay.delayFor(delay);
}
}
}
throw lastError || new Error('Unknown error during fetch');
}
/**
* Generate cache key for request
*/
private getCacheKey(request: IFundamentalsRequest): string {
switch (request.type) {
case 'fundamentals-current':
return `fundamentals:${request.ticker}`;
case 'fundamentals-batch':
const tickers = request.tickers.sort().join(',');
return `fundamentals-batch:${tickers}`;
default:
return `unknown:${JSON.stringify(request)}`;
}
}
/**
* Get from cache if not expired
*/
private getFromCache(key: string): IStockFundamentals | IStockFundamentals[] | null {
const entry = this.cache.get(key);
if (!entry) {
return null;
}
// Check if cache entry has expired
const age = Date.now() - entry.timestamp.getTime();
if (entry.ttl !== Infinity && age > entry.ttl) {
this.cache.delete(key);
return null;
}
return entry.fundamentals;
}
/**
* Add to cache with TTL
*/
private addToCache(
key: string,
fundamentals: IStockFundamentals | IStockFundamentals[],
ttl?: number
): void {
// Enforce max entries limit
if (this.cache.size >= this.cacheConfig.maxEntries) {
// Remove oldest entry
const oldestKey = this.cache.keys().next().value;
if (oldestKey) {
this.cache.delete(oldestKey);
}
}
this.cache.set(key, {
fundamentals,
timestamp: new Date(),
ttl: ttl || this.cacheConfig.ttl
});
}
/**
* Get human-readable request description
*/
private getRequestDescription(request: IFundamentalsRequest): string {
switch (request.type) {
case 'fundamentals-current':
return `fundamentals for ${request.ticker}`;
case 'fundamentals-batch':
return `fundamentals for ${request.tickers.length} tickers`;
default:
return 'fundamentals data';
}
}
}

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@@ -0,0 +1,647 @@
import * as plugins from '../plugins.js';
import type { IStockProvider, IProviderConfig } from './interfaces/provider.js';
import type { IFundamentalsProvider, IFundamentalsProviderConfig, IStockFundamentals } from './interfaces/fundamentals.js';
import type { IStockPrice, IStockDataRequest as IPriceRequest } from './interfaces/stockprice.js';
import type { IStockData, IStockDataServiceConfig, ICompleteStockDataRequest, ICompleteStockDataBatchRequest } from './interfaces/stockdata.js';
interface IProviderEntry<T> {
provider: T;
config: IProviderConfig | IFundamentalsProviderConfig;
lastError?: Error;
lastErrorTime?: Date;
successCount: number;
errorCount: number;
}
interface ICacheEntry<T> {
data: T;
timestamp: Date;
ttl: number;
}
/**
* Unified service for managing both stock prices and fundamentals
* Provides automatic enrichment and convenient combined data access
*/
export class StockDataService {
private priceProviders = new Map<string, IProviderEntry<IStockProvider>>();
private fundamentalsProviders = new Map<string, IProviderEntry<IFundamentalsProvider>>();
private priceCache = new Map<string, ICacheEntry<IStockPrice | IStockPrice[]>>();
private fundamentalsCache = new Map<string, ICacheEntry<IStockFundamentals | IStockFundamentals[]>>();
private logger = console;
private config: Required<IStockDataServiceConfig> = {
cache: {
priceTTL: 24 * 60 * 60 * 1000, // 24 hours
fundamentalsTTL: 90 * 24 * 60 * 60 * 1000, // 90 days
maxEntries: 10000
},
timeout: {
price: 10000, // 10 seconds
fundamentals: 30000 // 30 seconds
}
};
constructor(config?: IStockDataServiceConfig) {
if (config) {
this.config = {
cache: { ...this.config.cache, ...config.cache },
timeout: { ...this.config.timeout, ...config.timeout }
};
}
}
// ========== Provider Management ==========
/**
* Register a price provider
*/
public registerPriceProvider(provider: IStockProvider, config?: IProviderConfig): void {
const defaultConfig: IProviderConfig = {
enabled: true,
priority: provider.priority,
timeout: this.config.timeout.price,
retryAttempts: 2,
retryDelay: 1000
};
const mergedConfig = { ...defaultConfig, ...config };
this.priceProviders.set(provider.name, {
provider,
config: mergedConfig,
successCount: 0,
errorCount: 0
});
console.log(`Registered price provider: ${provider.name}`);
}
/**
* Register a fundamentals provider
*/
public registerFundamentalsProvider(
provider: IFundamentalsProvider,
config?: IFundamentalsProviderConfig
): void {
const defaultConfig: IFundamentalsProviderConfig = {
enabled: true,
priority: provider.priority,
timeout: this.config.timeout.fundamentals,
retryAttempts: 2,
retryDelay: 1000,
cacheTTL: this.config.cache.fundamentalsTTL
};
const mergedConfig = { ...defaultConfig, ...config };
this.fundamentalsProviders.set(provider.name, {
provider,
config: mergedConfig,
successCount: 0,
errorCount: 0
});
console.log(`Registered fundamentals provider: ${provider.name}`);
}
/**
* Unregister a price provider
*/
public unregisterPriceProvider(providerName: string): void {
this.priceProviders.delete(providerName);
console.log(`Unregistered price provider: ${providerName}`);
}
/**
* Unregister a fundamentals provider
*/
public unregisterFundamentalsProvider(providerName: string): void {
this.fundamentalsProviders.delete(providerName);
console.log(`Unregistered fundamentals provider: ${providerName}`);
}
/**
* Get all registered price providers
*/
public getPriceProviders(): IStockProvider[] {
return Array.from(this.priceProviders.values()).map(entry => entry.provider);
}
/**
* Get all registered fundamentals providers
*/
public getFundamentalsProviders(): IFundamentalsProvider[] {
return Array.from(this.fundamentalsProviders.values()).map(entry => entry.provider);
}
/**
* Get enabled price providers sorted by priority
*/
private getEnabledPriceProviders(): IStockProvider[] {
return Array.from(this.priceProviders.values())
.filter(entry => entry.config.enabled)
.sort((a, b) => (b.config.priority || 0) - (a.config.priority || 0))
.map(entry => entry.provider);
}
/**
* Get enabled fundamentals providers sorted by priority
*/
private getEnabledFundamentalsProviders(): IFundamentalsProvider[] {
return Array.from(this.fundamentalsProviders.values())
.filter(entry => entry.config.enabled)
.sort((a, b) => (b.config.priority || 0) - (a.config.priority || 0))
.map(entry => entry.provider);
}
// ========== Data Fetching Methods ==========
/**
* Get current price for a single ticker
*/
public async getPrice(ticker: string): Promise<IStockPrice> {
const cacheKey = `price:${ticker}`;
const cached = this.getFromCache(this.priceCache, cacheKey);
if (cached) {
console.log(`Cache hit for price: ${ticker}`);
return cached as IStockPrice;
}
const providers = this.getEnabledPriceProviders();
if (providers.length === 0) {
throw new Error('No price providers available');
}
let lastError: Error | undefined;
for (const provider of providers) {
const entry = this.priceProviders.get(provider.name)!;
try {
const result = await this.fetchWithRetry(
() => provider.fetchData({ type: 'current', ticker }),
entry.config
);
entry.successCount++;
const price = result as IStockPrice;
this.addToCache(this.priceCache, cacheKey, price, this.config.cache.priceTTL);
console.log(`Successfully fetched price for ${ticker} from ${provider.name}`);
return price;
} catch (error) {
entry.errorCount++;
entry.lastError = error as Error;
entry.lastErrorTime = new Date();
lastError = error as Error;
console.warn(`Provider ${provider.name} failed for ${ticker}: ${error.message}`);
}
}
throw new Error(
`Failed to fetch price for ${ticker} from all providers. Last error: ${lastError?.message}`
);
}
/**
* Get current prices for multiple tickers
*/
public async getPrices(tickers: string[]): Promise<IStockPrice[]> {
const cacheKey = `prices:${tickers.sort().join(',')}`;
const cached = this.getFromCache(this.priceCache, cacheKey);
if (cached) {
console.log(`Cache hit for prices: ${tickers.length} tickers`);
return cached as IStockPrice[];
}
const providers = this.getEnabledPriceProviders();
if (providers.length === 0) {
throw new Error('No price providers available');
}
let lastError: Error | undefined;
for (const provider of providers) {
const entry = this.priceProviders.get(provider.name)!;
try {
const result = await this.fetchWithRetry(
() => provider.fetchData({ type: 'batch', tickers }),
entry.config
);
entry.successCount++;
const prices = result as IStockPrice[];
this.addToCache(this.priceCache, cacheKey, prices, this.config.cache.priceTTL);
console.log(`Successfully fetched ${prices.length} prices from ${provider.name}`);
return prices;
} catch (error) {
entry.errorCount++;
entry.lastError = error as Error;
entry.lastErrorTime = new Date();
lastError = error as Error;
console.warn(`Provider ${provider.name} failed for batch prices: ${error.message}`);
}
}
throw new Error(
`Failed to fetch prices for ${tickers.length} tickers from all providers. Last error: ${lastError?.message}`
);
}
/**
* Get fundamentals for a single ticker
*/
public async getFundamentals(ticker: string): Promise<IStockFundamentals> {
const cacheKey = `fundamentals:${ticker}`;
const cached = this.getFromCache(this.fundamentalsCache, cacheKey);
if (cached) {
console.log(`Cache hit for fundamentals: ${ticker}`);
return cached as IStockFundamentals;
}
const providers = this.getEnabledFundamentalsProviders();
if (providers.length === 0) {
throw new Error('No fundamentals providers available');
}
let lastError: Error | undefined;
for (const provider of providers) {
const entry = this.fundamentalsProviders.get(provider.name)!;
try {
const result = await this.fetchWithRetry(
() => provider.fetchData({ type: 'fundamentals-current', ticker }),
entry.config
);
entry.successCount++;
const fundamentals = result as IStockFundamentals;
const ttl = (entry.config as IFundamentalsProviderConfig).cacheTTL || this.config.cache.fundamentalsTTL;
this.addToCache(this.fundamentalsCache, cacheKey, fundamentals, ttl);
console.log(`Successfully fetched fundamentals for ${ticker} from ${provider.name}`);
return fundamentals;
} catch (error) {
entry.errorCount++;
entry.lastError = error as Error;
entry.lastErrorTime = new Date();
lastError = error as Error;
console.warn(`Provider ${provider.name} failed for ${ticker} fundamentals: ${error.message}`);
}
}
throw new Error(
`Failed to fetch fundamentals for ${ticker} from all providers. Last error: ${lastError?.message}`
);
}
/**
* Get fundamentals for multiple tickers
*/
public async getBatchFundamentals(tickers: string[]): Promise<IStockFundamentals[]> {
const cacheKey = `fundamentals-batch:${tickers.sort().join(',')}`;
const cached = this.getFromCache(this.fundamentalsCache, cacheKey);
if (cached) {
console.log(`Cache hit for batch fundamentals: ${tickers.length} tickers`);
return cached as IStockFundamentals[];
}
const providers = this.getEnabledFundamentalsProviders();
if (providers.length === 0) {
throw new Error('No fundamentals providers available');
}
let lastError: Error | undefined;
for (const provider of providers) {
const entry = this.fundamentalsProviders.get(provider.name)!;
try {
const result = await this.fetchWithRetry(
() => provider.fetchData({ type: 'fundamentals-batch', tickers }),
entry.config
);
entry.successCount++;
const fundamentals = result as IStockFundamentals[];
const ttl = (entry.config as IFundamentalsProviderConfig).cacheTTL || this.config.cache.fundamentalsTTL;
this.addToCache(this.fundamentalsCache, cacheKey, fundamentals, ttl);
console.log(`Successfully fetched ${fundamentals.length} fundamentals from ${provider.name}`);
return fundamentals;
} catch (error) {
entry.errorCount++;
entry.lastError = error as Error;
entry.lastErrorTime = new Date();
lastError = error as Error;
console.warn(`Provider ${provider.name} failed for batch fundamentals: ${error.message}`);
}
}
throw new Error(
`Failed to fetch fundamentals for ${tickers.length} tickers from all providers. Last error: ${lastError?.message}`
);
}
/**
* ✨ Get complete stock data (price + fundamentals) with automatic enrichment
*/
public async getStockData(request: string | ICompleteStockDataRequest): Promise<IStockData> {
const normalizedRequest = typeof request === 'string'
? { ticker: request, includeFundamentals: true, enrichFundamentals: true }
: { includeFundamentals: true, enrichFundamentals: true, ...request };
const price = await this.getPrice(normalizedRequest.ticker);
let fundamentals: IStockFundamentals | undefined;
if (normalizedRequest.includeFundamentals) {
try {
fundamentals = await this.getFundamentals(normalizedRequest.ticker);
// Enrich fundamentals with price calculations
if (normalizedRequest.enrichFundamentals && fundamentals) {
fundamentals = this.enrichWithPrice(fundamentals, price.price);
}
} catch (error) {
console.warn(`Failed to fetch fundamentals for ${normalizedRequest.ticker}: ${error.message}`);
// Continue without fundamentals
}
}
return {
ticker: normalizedRequest.ticker,
price,
fundamentals,
fetchedAt: new Date()
};
}
/**
* ✨ Get complete stock data for multiple tickers with automatic enrichment
*/
public async getBatchStockData(request: string[] | ICompleteStockDataBatchRequest): Promise<IStockData[]> {
const normalizedRequest = Array.isArray(request)
? { tickers: request, includeFundamentals: true, enrichFundamentals: true }
: { includeFundamentals: true, enrichFundamentals: true, ...request };
const prices = await this.getPrices(normalizedRequest.tickers);
const priceMap = new Map(prices.map(p => [p.ticker, p]));
let fundamentalsMap = new Map<string, IStockFundamentals>();
if (normalizedRequest.includeFundamentals) {
try {
const fundamentals = await this.getBatchFundamentals(normalizedRequest.tickers);
// Enrich with prices if requested
if (normalizedRequest.enrichFundamentals) {
for (const fund of fundamentals) {
const price = priceMap.get(fund.ticker);
if (price) {
fundamentalsMap.set(fund.ticker, this.enrichWithPrice(fund, price.price));
} else {
fundamentalsMap.set(fund.ticker, fund);
}
}
} else {
fundamentalsMap = new Map(fundamentals.map(f => [f.ticker, f]));
}
} catch (error) {
console.warn(`Failed to fetch batch fundamentals: ${error.message}`);
// Continue without fundamentals
}
}
return normalizedRequest.tickers.map(ticker => ({
ticker,
price: priceMap.get(ticker)!,
fundamentals: fundamentalsMap.get(ticker),
fetchedAt: new Date()
}));
}
// ========== Helper Methods ==========
/**
* Enrich fundamentals with calculated metrics using current price
*/
private enrichWithPrice(fundamentals: IStockFundamentals, price: number): IStockFundamentals {
const enriched = { ...fundamentals };
// Calculate market cap: price × shares outstanding
if (fundamentals.sharesOutstanding) {
enriched.marketCap = price * fundamentals.sharesOutstanding;
}
// Calculate P/E ratio: price / EPS
if (fundamentals.earningsPerShareDiluted && fundamentals.earningsPerShareDiluted > 0) {
enriched.priceToEarnings = price / fundamentals.earningsPerShareDiluted;
}
// Calculate price-to-book: market cap / stockholders equity
if (enriched.marketCap && fundamentals.stockholdersEquity && fundamentals.stockholdersEquity > 0) {
enriched.priceToBook = enriched.marketCap / fundamentals.stockholdersEquity;
}
return enriched;
}
/**
* Fetch with retry logic
*/
private async fetchWithRetry<T>(
fetchFn: () => Promise<T>,
config: IProviderConfig | IFundamentalsProviderConfig
): Promise<T> {
const maxAttempts = config.retryAttempts || 1;
let lastError: Error | undefined;
for (let attempt = 1; attempt <= maxAttempts; attempt++) {
try {
return await fetchFn();
} catch (error) {
lastError = error as Error;
if (attempt < maxAttempts) {
const delay = (config.retryDelay || 1000) * attempt;
console.log(`Retry attempt ${attempt} after ${delay}ms`);
await plugins.smartdelay.delayFor(delay);
}
}
}
throw lastError || new Error('Unknown error during fetch');
}
/**
* Get from cache if not expired
*/
private getFromCache<T>(cache: Map<string, ICacheEntry<T>>, key: string): T | null {
const entry = cache.get(key);
if (!entry) {
return null;
}
// Check if cache entry has expired
const age = Date.now() - entry.timestamp.getTime();
if (entry.ttl !== Infinity && age > entry.ttl) {
cache.delete(key);
return null;
}
return entry.data;
}
/**
* Add to cache with TTL
*/
private addToCache<T>(cache: Map<string, ICacheEntry<T>>, key: string, data: T, ttl: number): void {
// Enforce max entries limit
if (cache.size >= this.config.cache.maxEntries) {
// Remove oldest entry
const oldestKey = cache.keys().next().value;
if (oldestKey) {
cache.delete(oldestKey);
}
}
cache.set(key, {
data,
timestamp: new Date(),
ttl
});
}
// ========== Health & Statistics ==========
/**
* Check health of all providers (both price and fundamentals)
*/
public async checkProvidersHealth(): Promise<Map<string, boolean>> {
const health = new Map<string, boolean>();
// Check price providers
for (const [name, entry] of this.priceProviders) {
if (!entry.config.enabled) {
health.set(`${name} (price)`, false);
continue;
}
try {
const isAvailable = await entry.provider.isAvailable();
health.set(`${name} (price)`, isAvailable);
} catch (error) {
health.set(`${name} (price)`, false);
console.error(`Health check failed for ${name}:`, error);
}
}
// Check fundamentals providers
for (const [name, entry] of this.fundamentalsProviders) {
if (!entry.config.enabled) {
health.set(`${name} (fundamentals)`, false);
continue;
}
try {
const isAvailable = await entry.provider.isAvailable();
health.set(`${name} (fundamentals)`, isAvailable);
} catch (error) {
health.set(`${name} (fundamentals)`, false);
console.error(`Health check failed for ${name}:`, error);
}
}
return health;
}
/**
* Get statistics for all providers
*/
public getProviderStats(): Map<
string,
{
type: 'price' | 'fundamentals';
successCount: number;
errorCount: number;
lastError?: string;
lastErrorTime?: Date;
}
> {
const stats = new Map();
// Price provider stats
for (const [name, entry] of this.priceProviders) {
stats.set(name, {
type: 'price',
successCount: entry.successCount,
errorCount: entry.errorCount,
lastError: entry.lastError?.message,
lastErrorTime: entry.lastErrorTime
});
}
// Fundamentals provider stats
for (const [name, entry] of this.fundamentalsProviders) {
stats.set(name, {
type: 'fundamentals',
successCount: entry.successCount,
errorCount: entry.errorCount,
lastError: entry.lastError?.message,
lastErrorTime: entry.lastErrorTime
});
}
return stats;
}
/**
* Clear all caches
*/
public clearCache(): void {
this.priceCache.clear();
this.fundamentalsCache.clear();
console.log('All caches cleared');
}
/**
* Get cache statistics
*/
public getCacheStats(): {
priceCache: { size: number; ttl: number };
fundamentalsCache: { size: number; ttl: number };
maxEntries: number;
} {
return {
priceCache: {
size: this.priceCache.size,
ttl: this.config.cache.priceTTL
},
fundamentalsCache: {
size: this.fundamentalsCache.size,
ttl: this.config.cache.fundamentalsTTL
},
maxEntries: this.config.cache.maxEntries
};
}
}

View File

@@ -1,10 +1,18 @@
// Export all interfaces
export * from './interfaces/stockprice.js';
export * from './interfaces/provider.js';
export * from './interfaces/fundamentals.js';
export * from './interfaces/stockdata.js';
// Export main service
// Export main services
export * from './classes.stockservice.js';
export * from './classes.fundamentalsservice.js';
export * from './classes.stockdataservice.js'; // ✨ New unified service
// Export base service (for advanced use cases)
export * from './classes.baseproviderservice.js';
// Export providers
export * from './providers/provider.yahoo.js';
export * from './providers/provider.marketstack.js';
export * from './providers/provider.marketstack.js';
export * from './providers/provider.secedgar.js';

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@@ -0,0 +1,102 @@
/**
* Interfaces for stock fundamental data (financials from SEC filings)
* Separate from stock price data (OHLCV) to maintain clean architecture
*/
// Request types for fundamental data
export interface IFundamentalsCurrentRequest {
type: 'fundamentals-current';
ticker: string;
}
export interface IFundamentalsBatchRequest {
type: 'fundamentals-batch';
tickers: string[];
}
export type IFundamentalsRequest =
| IFundamentalsCurrentRequest
| IFundamentalsBatchRequest;
/**
* Stock fundamental data from SEC filings (10-K, 10-Q)
* Contains financial metrics like EPS, Revenue, Assets, etc.
*/
export interface IStockFundamentals {
ticker: string;
cik: string;
companyName: string;
provider: string;
timestamp: Date;
fetchedAt: Date;
// Per-share metrics
earningsPerShareBasic?: number;
earningsPerShareDiluted?: number;
sharesOutstanding?: number;
weightedAverageSharesOutstanding?: number;
// Income statement (annual USD)
revenue?: number;
netIncome?: number;
operatingIncome?: number;
grossProfit?: number;
costOfRevenue?: number;
// Balance sheet (annual USD)
assets?: number;
liabilities?: number;
stockholdersEquity?: number;
cash?: number;
propertyPlantEquipment?: number;
// Calculated metrics (requires current price)
marketCap?: number; // price × sharesOutstanding
priceToEarnings?: number; // price / EPS
priceToBook?: number; // marketCap / stockholdersEquity
// Metadata
fiscalYear?: string;
fiscalQuarter?: string;
filingDate?: Date;
form?: '10-K' | '10-Q' | string;
}
/**
* Provider interface for fetching fundamental data
* Parallel to IStockProvider but for fundamentals instead of prices
*/
export interface IFundamentalsProvider {
name: string;
priority: number;
fetchData(request: IFundamentalsRequest): Promise<IStockFundamentals | IStockFundamentals[]>;
isAvailable(): Promise<boolean>;
readonly requiresAuth: boolean;
readonly rateLimit?: {
requestsPerMinute: number;
requestsPerDay?: number;
};
}
/**
* Configuration for fundamentals providers
*/
export interface IFundamentalsProviderConfig {
enabled: boolean;
priority?: number;
timeout?: number;
retryAttempts?: number;
retryDelay?: number;
cacheTTL?: number; // Custom cache TTL for this provider
}
/**
* Registry for managing fundamental data providers
*/
export interface IFundamentalsProviderRegistry {
register(provider: IFundamentalsProvider, config?: IFundamentalsProviderConfig): void;
unregister(providerName: string): void;
getProvider(name: string): IFundamentalsProvider | undefined;
getAllProviders(): IFundamentalsProvider[];
getEnabledProviders(): IFundamentalsProvider[];
}

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import type { IStockPrice } from './stockprice.js';
import type { IStockFundamentals } from './fundamentals.js';
/**
* Combined stock data with price and fundamentals
* All calculated metrics (market cap, P/E, P/B) are automatically included
*/
export interface IStockData {
/** Stock ticker symbol */
ticker: string;
/** Price information */
price: IStockPrice;
/** Fundamental data (optional - may not be available for all stocks) */
fundamentals?: IStockFundamentals;
/** When this combined data was fetched */
fetchedAt: Date;
}
/**
* Configuration for StockDataService
*/
export interface IStockDataServiceConfig {
/** Cache configuration */
cache?: {
/** TTL for price data (default: 24 hours) */
priceTTL?: number;
/** TTL for fundamentals data (default: 90 days) */
fundamentalsTTL?: number;
/** Max cache entries (default: 10000) */
maxEntries?: number;
};
/** Provider timeouts */
timeout?: {
/** Timeout for price providers (default: 10000ms) */
price?: number;
/** Timeout for fundamentals providers (default: 30000ms) */
fundamentals?: number;
};
}
/**
* Request type for getting complete stock data
*/
export interface ICompleteStockDataRequest {
ticker: string;
/** Whether to include fundamentals (default: true) */
includeFundamentals?: boolean;
/** Whether to enrich fundamentals with price calculations (default: true) */
enrichFundamentals?: boolean;
}
/**
* Batch request for multiple stocks
*/
export interface ICompleteStockDataBatchRequest {
tickers: string[];
/** Whether to include fundamentals (default: true) */
includeFundamentals?: boolean;
/** Whether to enrich fundamentals with price calculations (default: true) */
enrichFundamentals?: boolean;
}

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import * as plugins from '../../plugins.js';
import type {
IFundamentalsProvider,
IStockFundamentals,
IFundamentalsRequest,
IFundamentalsCurrentRequest,
IFundamentalsBatchRequest
} from '../interfaces/fundamentals.js';
/**
* Configuration for SEC EDGAR provider
*/
export interface ISecEdgarConfig {
userAgent: string; // Required: Format "Company Name Email" (e.g., "fin.cx info@fin.cx")
cikCacheTTL?: number; // Default: 30 days (CIK codes rarely change)
fundamentalsCacheTTL?: number; // Default: 90 days (quarterly filings)
timeout?: number; // Request timeout in ms
}
/**
* Rate limiter for SEC EDGAR API
* SEC requires: 10 requests per second maximum
*/
class RateLimiter {
private requestTimes: number[] = [];
private readonly maxRequestsPerSecond = 10;
public async waitForSlot(): Promise<void> {
const now = Date.now();
const oneSecondAgo = now - 1000;
// Remove requests older than 1 second
this.requestTimes = this.requestTimes.filter(time => time > oneSecondAgo);
// If we've hit the limit, wait
if (this.requestTimes.length >= this.maxRequestsPerSecond) {
const oldestRequest = this.requestTimes[0];
const waitTime = 1000 - (now - oldestRequest) + 10; // +10ms buffer
await plugins.smartdelay.delayFor(waitTime);
return this.waitForSlot(); // Recursively check again
}
// Record this request
this.requestTimes.push(now);
}
}
/**
* SEC EDGAR Fundamental Data Provider
*
* Features:
* - Free public access (no API key required)
* - All US public companies
* - Financial data from 10-K/10-Q filings
* - US GAAP standardized metrics
* - Historical data back to ~2009
* - < 1 minute filing delay
*
* Documentation: https://www.sec.gov/edgar/sec-api-documentation
*
* Rate Limits:
* - 10 requests per second (enforced by SEC)
* - Requires User-Agent header in format: "Company Name Email"
*
* Data Sources:
* - Company Facts API: /api/xbrl/companyfacts/CIK##########.json
* - Ticker Lookup: /files/company_tickers.json
*/
export class SecEdgarProvider implements IFundamentalsProvider {
public name = 'SEC EDGAR';
public priority = 100; // High priority - free, authoritative, comprehensive
public readonly requiresAuth = false; // No API key needed!
public readonly rateLimit = {
requestsPerMinute: 600, // 10 requests/second = 600/minute
requestsPerDay: undefined // No daily limit
};
private logger = console;
private baseUrl = 'https://data.sec.gov/api/xbrl';
private tickersUrl = 'https://www.sec.gov/files/company_tickers.json';
private userAgent: string;
private config: Required<ISecEdgarConfig>;
// Caching
private cikCache = new Map<string, { cik: string; timestamp: Date }>();
private tickerListCache: { data: any; timestamp: Date } | null = null;
// Rate limiting
private rateLimiter = new RateLimiter();
constructor(config: ISecEdgarConfig) {
// Validate User-Agent
if (!config.userAgent) {
throw new Error('User-Agent is required for SEC EDGAR provider (format: "Company Name Email")');
}
// Validate User-Agent format (must contain space and @ symbol)
if (!config.userAgent.includes(' ') || !config.userAgent.includes('@')) {
throw new Error(
'Invalid User-Agent format. Required: "Company Name Email" (e.g., "fin.cx info@fin.cx")'
);
}
this.userAgent = config.userAgent;
this.config = {
userAgent: config.userAgent,
cikCacheTTL: config.cikCacheTTL || 30 * 24 * 60 * 60 * 1000, // 30 days
fundamentalsCacheTTL: config.fundamentalsCacheTTL || 90 * 24 * 60 * 60 * 1000, // 90 days
timeout: config.timeout || 30000
};
}
/**
* Unified data fetching method
*/
public async fetchData(
request: IFundamentalsRequest
): Promise<IStockFundamentals | IStockFundamentals[]> {
switch (request.type) {
case 'fundamentals-current':
return this.fetchFundamentals(request);
case 'fundamentals-batch':
return this.fetchBatchFundamentals(request);
default:
throw new Error(`Unsupported request type: ${(request as any).type}`);
}
}
/**
* Fetch fundamental data for a single ticker
*/
private async fetchFundamentals(request: IFundamentalsCurrentRequest): Promise<IStockFundamentals> {
try {
// 1. Get CIK for ticker (with caching)
const cik = await this.getCIK(request.ticker);
// 2. Fetch company facts from SEC (with rate limiting)
const companyFacts = await this.fetchCompanyFacts(cik);
// 3. Parse facts into structured fundamental data
return this.parseCompanyFacts(request.ticker, cik, companyFacts);
} catch (error) {
this.logger.error(`Failed to fetch fundamentals for ${request.ticker}:`, error);
throw new Error(`SEC EDGAR: Failed to fetch fundamentals for ${request.ticker}: ${error.message}`);
}
}
/**
* Fetch fundamental data for multiple tickers
*/
private async fetchBatchFundamentals(
request: IFundamentalsBatchRequest
): Promise<IStockFundamentals[]> {
const results: IStockFundamentals[] = [];
const errors: string[] = [];
for (const ticker of request.tickers) {
try {
const fundamentals = await this.fetchFundamentals({
type: 'fundamentals-current',
ticker
});
results.push(fundamentals);
} catch (error) {
this.logger.warn(`Failed to fetch fundamentals for ${ticker}:`, error);
errors.push(`${ticker}: ${error.message}`);
// Continue with other tickers
}
}
if (results.length === 0) {
throw new Error(`Failed to fetch fundamentals for all tickers. Errors: ${errors.join(', ')}`);
}
return results;
}
/**
* Get CIK (Central Index Key) for a ticker symbol
* Uses SEC's public ticker-to-CIK mapping file
*/
private async getCIK(ticker: string): Promise<string> {
const tickerUpper = ticker.toUpperCase();
// Check cache first
const cached = this.cikCache.get(tickerUpper);
if (cached) {
const age = Date.now() - cached.timestamp.getTime();
if (age < this.config.cikCacheTTL) {
return cached.cik;
}
// Cache expired, remove it
this.cikCache.delete(tickerUpper);
}
// Fetch ticker list (with caching at list level)
const tickers = await this.fetchTickerList();
// Find ticker in list (case-insensitive)
const entry = Object.values(tickers).find((t: any) => t.ticker === tickerUpper);
if (!entry) {
throw new Error(`CIK not found for ticker ${ticker}`);
}
const cik = String((entry as any).cik_str);
// Cache the result
this.cikCache.set(tickerUpper, {
cik,
timestamp: new Date()
});
return cik;
}
/**
* Fetch the SEC ticker-to-CIK mapping list
* Cached for 24 hours (list updates daily)
*/
private async fetchTickerList(): Promise<any> {
// Check cache
if (this.tickerListCache) {
const age = Date.now() - this.tickerListCache.timestamp.getTime();
if (age < 24 * 60 * 60 * 1000) { // 24 hours
return this.tickerListCache.data;
}
}
// Wait for rate limit slot
await this.rateLimiter.waitForSlot();
// Fetch from SEC
const response = await plugins.smartrequest.SmartRequest.create()
.url(this.tickersUrl)
.headers({
'User-Agent': this.userAgent,
'Accept': 'application/json'
})
.timeout(this.config.timeout)
.get();
const data = await response.json();
// Cache the list
this.tickerListCache = {
data,
timestamp: new Date()
};
return data;
}
/**
* Fetch company facts from SEC EDGAR
*/
private async fetchCompanyFacts(cik: string): Promise<any> {
// Pad CIK to 10 digits
const paddedCIK = cik.padStart(10, '0');
const url = `${this.baseUrl}/companyfacts/CIK${paddedCIK}.json`;
// Wait for rate limit slot
await this.rateLimiter.waitForSlot();
// Fetch from SEC
const response = await plugins.smartrequest.SmartRequest.create()
.url(url)
.headers({
'User-Agent': this.userAgent,
'Accept': 'application/json',
'Accept-Encoding': 'gzip, deflate',
'Host': 'data.sec.gov'
})
.timeout(this.config.timeout)
.get();
const data = await response.json();
// Validate response
if (!data || !data.facts) {
throw new Error('Invalid response from SEC EDGAR API');
}
return data;
}
/**
* Parse SEC company facts into structured fundamental data
*/
private parseCompanyFacts(ticker: string, cik: string, data: any): IStockFundamentals {
const usGaap = data.facts?.['us-gaap'];
if (!usGaap) {
throw new Error('No US GAAP data available');
}
// Extract latest values for key metrics
const fundamentals: IStockFundamentals = {
ticker: ticker.toUpperCase(),
cik: cik,
companyName: data.entityName,
provider: this.name,
timestamp: new Date(),
fetchedAt: new Date(),
// Per-share metrics
earningsPerShareBasic: this.getLatestValue(usGaap, 'EarningsPerShareBasic'),
earningsPerShareDiluted: this.getLatestValue(usGaap, 'EarningsPerShareDiluted'),
sharesOutstanding: this.getLatestValue(usGaap, 'CommonStockSharesOutstanding'),
weightedAverageSharesOutstanding: this.getLatestValue(
usGaap,
'WeightedAverageNumberOfSharesOutstandingBasic'
),
// Income statement
revenue: this.getLatestValue(usGaap, 'Revenues') ||
this.getLatestValue(usGaap, 'RevenueFromContractWithCustomerExcludingAssessedTax'),
netIncome: this.getLatestValue(usGaap, 'NetIncomeLoss'),
operatingIncome: this.getLatestValue(usGaap, 'OperatingIncomeLoss'),
grossProfit: this.getLatestValue(usGaap, 'GrossProfit'),
costOfRevenue: this.getLatestValue(usGaap, 'CostOfRevenue'),
// Balance sheet
assets: this.getLatestValue(usGaap, 'Assets'),
liabilities: this.getLatestValue(usGaap, 'Liabilities'),
stockholdersEquity: this.getLatestValue(usGaap, 'StockholdersEquity'),
cash: this.getLatestValue(usGaap, 'CashAndCashEquivalentsAtCarryingValue'),
propertyPlantEquipment: this.getLatestValue(usGaap, 'PropertyPlantAndEquipmentNet'),
// Metadata (from latest available data point)
fiscalYear: this.getLatestMetadata(usGaap, 'EarningsPerShareDiluted')?.fy,
fiscalQuarter: this.getLatestMetadata(usGaap, 'EarningsPerShareDiluted')?.fp,
filingDate: this.getLatestMetadata(usGaap, 'EarningsPerShareDiluted')?.filed
? new Date(this.getLatestMetadata(usGaap, 'EarningsPerShareDiluted')!.filed)
: undefined,
form: this.getLatestMetadata(usGaap, 'EarningsPerShareDiluted')?.form
};
return fundamentals;
}
/**
* Get the latest value for a US GAAP metric
*/
private getLatestValue(usGaap: any, metricName: string): number | undefined {
const metric = usGaap[metricName];
if (!metric?.units) {
return undefined;
}
// Get the first unit type (USD, shares, etc.)
const unitType = Object.keys(metric.units)[0];
const values = metric.units[unitType];
if (!values || !Array.isArray(values) || values.length === 0) {
return undefined;
}
// Get the latest value (last in array)
const latest = values[values.length - 1];
return latest?.val;
}
/**
* Get metadata from the latest data point
*/
private getLatestMetadata(usGaap: any, metricName: string): any | undefined {
const metric = usGaap[metricName];
if (!metric?.units) {
return undefined;
}
const unitType = Object.keys(metric.units)[0];
const values = metric.units[unitType];
if (!values || !Array.isArray(values) || values.length === 0) {
return undefined;
}
return values[values.length - 1];
}
/**
* Check if SEC EDGAR API is available
*/
public async isAvailable(): Promise<boolean> {
try {
// Test with Apple's well-known CIK
const url = `${this.baseUrl}/companyfacts/CIK0000320193.json`;
const response = await plugins.smartrequest.SmartRequest.create()
.url(url)
.headers({
'User-Agent': this.userAgent,
'Accept': 'application/json'
})
.timeout(5000)
.get();
const data = await response.json();
return data && data.facts !== undefined;
} catch (error) {
this.logger.warn('SEC EDGAR provider is not available:', error);
return false;
}
}
/**
* Get cache statistics
*/
public getCacheStats(): {
cikCacheSize: number;
hasTickerList: boolean;
} {
return {
cikCacheSize: this.cikCache.size,
hasTickerList: this.tickerListCache !== null
};
}
/**
* Clear all caches
*/
public clearCache(): void {
this.cikCache.clear();
this.tickerListCache = null;
this.logger.log('SEC EDGAR cache cleared');
}
}