6 Commits

Author SHA1 Message Date
3be2f0b855 v3.5.0
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2025-11-07 08:05:59 +00:00
c38f895a72 feat(stocks): Add provider fetch limits, intraday incremental fetch, cache deduplication, and provider safety/warning improvements 2025-11-07 08:05:59 +00:00
27417d81bf v3.4.0
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2025-11-06 22:58:46 +00:00
d80bbacb08 feat(stocks): Introduce unified stock data service, new providers, improved caching and German business data tooling 2025-11-06 22:58:46 +00:00
909b30117b 3.3.0
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2025-11-02 16:34:24 +00:00
47fd770e48 feat(stocks/CoinGeckoProvider): Add CoinGecko provider for cryptocurrency prices, export and tests, and update documentation 2025-11-02 16:34:24 +00:00
14 changed files with 3105 additions and 90 deletions

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@@ -1,5 +1,39 @@
# Changelog # 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
- Add StockDataService: unified API to fetch price + fundamentals with automatic enrichment and batch support
- Introduce BaseProviderService abstraction and refactor provider management, caching and retry logic
- Enhance StockPriceService: unified getData, discriminated union request types, data-type aware TTLs and smarter cache keys
- Add Marketstack provider with intraday/EOD selection, pagination, OHLCV and exchange filtering
- Add CoinGecko provider with robust rate-limiting, coin ID resolution and crypto support (current, historical, intraday)
- Add SEC EDGAR fundamentals provider: CIK lookup, company facts parsing, rate limiting and caching
- Improve FundamentalsService: unified fetching, caching and enrichment helpers (enrichWithPrice, enrichBatchWithPrices)
- Enhance Yahoo provider and other provider mappings for better company metadata and market state handling
- Add German business data tooling: JsonlDataProcessor for JSONL bulk imports, HandelsRegister browser automation with download handling and parsing
- Expose OpenData entry points: DB init, JSONL processing and Handelsregister integration; add readme/docs and usage examples
## 2025-11-02 - 3.3.0 - feat(stocks/CoinGeckoProvider)
Add CoinGecko provider for cryptocurrency prices, export and tests, and update documentation
- Implemented CoinGeckoProvider with rate limiting, coin-id resolution, and support for current, batch, historical and intraday price endpoints
- Added unit/integration tests for CoinGecko: test/test.coingecko.node+bun+deno.ts
- Exported CoinGeckoProvider from ts/stocks/index.ts
- Updated README and readme.hints.md with CoinGecko usage, provider notes and examples
- Added .claude/settings.local.json with webfetch and bash permissions required for testing and CI
## 2025-11-01 - 3.2.2 - fix(handelsregister) ## 2025-11-01 - 3.2.2 - fix(handelsregister)
Correct screenshot path handling in HandelsRegister and add local tool permissions Correct screenshot path handling in HandelsRegister and add local tool permissions

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@@ -1,6 +1,6 @@
{ {
"name": "@fin.cx/opendata", "name": "@fin.cx/opendata",
"version": "3.2.2", "version": "3.5.0",
"private": false, "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.", "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", "main": "dist_ts/index.js",

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@@ -3,7 +3,7 @@
## Stocks Module ## Stocks Module
### Overview ### Overview
The stocks module provides real-time stock price data through various provider implementations. Currently supports Yahoo Finance with an extensible architecture for additional providers. The stocks module provides real-time stock price data and cryptocurrency prices through various provider implementations. Currently supports Yahoo Finance, Marketstack, and CoinGecko with an extensible architecture for additional providers.
### Architecture ### Architecture
- **Provider Pattern**: Each stock data source implements the `IStockProvider` interface - **Provider Pattern**: Each stock data source implements the `IStockProvider` interface
@@ -31,11 +31,55 @@ const price = await stockService.getPrice({ ticker: 'AAPL' });
console.log(`${price.ticker}: $${price.price}`); console.log(`${price.ticker}: $${price.price}`);
``` ```
### CoinGecko Provider Notes
- Cryptocurrency price provider supporting 13M+ tokens
- Three main endpoints:
- `/simple/price` - Current prices with market data (batch supported)
- `/coins/{id}/market_chart` - Historical and intraday prices with OHLCV
- `/coins/list` - Complete coin list for ticker-to-ID mapping
- **Rate Limiting**:
- Free tier: 5-15 calls/minute (no registration)
- Demo plan: 30 calls/minute, 10,000/month (free with registration)
- Custom rate limiter tracks requests per minute
- **Ticker Resolution**:
- Accepts both ticker symbols (BTC, ETH) and CoinGecko IDs (bitcoin, ethereum)
- Lazy-loads coin list on first ticker resolution
- Caches coin mappings for 24 hours
- IDs with hyphens (wrapped-bitcoin) assumed to be CoinGecko IDs
- **24/7 Markets**: Crypto markets always return `marketState: 'REGULAR'`
- **Optional API Key**: Pass key to constructor for higher rate limits
- Demo plan: `x-cg-demo-api-key` header
- Paid plans: `x-cg-pro-api-key` header
- **Data Granularity**:
- Historical: Daily data for date ranges
- Intraday: Hourly data only (1-90 days based on `days` param)
- Current: Real-time prices with 24h change and volume
### Usage Example (Crypto)
```typescript
import { StockPriceService, CoinGeckoProvider } from '@fin.cx/opendata';
const stockService = new StockPriceService({ ttl: 30000 });
const coingeckoProvider = new CoinGeckoProvider(); // or new CoinGeckoProvider('api-key')
stockService.register(coingeckoProvider);
// Using ticker symbol
const btc = await stockService.getPrice({ ticker: 'BTC' });
console.log(`${btc.ticker}: $${btc.price}`);
// Using CoinGecko ID
const ethereum = await stockService.getPrice({ ticker: 'ethereum' });
// Batch fetch
const cryptos = await stockService.getPrices({ tickers: ['BTC', 'ETH', 'USDT'] });
```
### Testing ### Testing
- Tests use real API calls (be mindful of rate limits) - Tests use real API calls (be mindful of rate limits)
- Mock invalid ticker 'INVALID_TICKER_XYZ' for error testing - Mock invalid ticker 'INVALID_TICKER_XYZ' for error testing
- Clear cache between tests to ensure fresh data - Clear cache between tests to ensure fresh data
- The spark endpoint may return fewer results than requested - The spark endpoint may return fewer results than requested
- CoinGecko tests may take longer due to rate limiting (wait between requests)
### Future Providers ### Future Providers
To add a new provider: To add a new provider:

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@@ -87,6 +87,56 @@ const apple = await stockService.getData({ type: 'current', ticker: 'AAPL' });
console.log(`${apple.companyFullName}: $${apple.price}`); console.log(`${apple.companyFullName}: $${apple.price}`);
``` ```
### 🪙 Cryptocurrency Prices
Get real-time crypto prices with the CoinGecko provider:
```typescript
import { StockPriceService, CoinGeckoProvider } from '@fin.cx/opendata';
const stockService = new StockPriceService({ ttl: 30000 });
// Optional: Pass API key for higher rate limits
// const provider = new CoinGeckoProvider('your-api-key');
const provider = new CoinGeckoProvider();
stockService.register(provider);
// Fetch single crypto price (using ticker symbol)
const btc = await stockService.getPrice({ ticker: 'BTC' });
console.log(`${btc.ticker}: $${btc.price.toLocaleString()}`);
console.log(`24h Change: ${btc.changePercent.toFixed(2)}%`);
console.log(`24h Volume: $${btc.volume?.toLocaleString()}`);
// Or use CoinGecko ID directly
const ethereum = await stockService.getPrice({ ticker: 'ethereum' });
// Batch fetch multiple cryptos
const cryptos = await stockService.getPrices({
tickers: ['BTC', 'ETH', 'USDT', 'BNB', 'SOL']
});
cryptos.forEach(crypto => {
console.log(`${crypto.ticker}: $${crypto.price.toFixed(2)} (${crypto.changePercent >= 0 ? '+' : ''}${crypto.changePercent.toFixed(2)}%)`);
});
// Historical crypto prices
const history = await stockService.getData({
type: 'historical',
ticker: 'BTC',
from: new Date('2025-01-01'),
to: new Date('2025-01-31')
});
// Intraday crypto prices (hourly)
const intraday = await stockService.getData({
type: 'intraday',
ticker: 'ETH',
interval: '1hour',
limit: 24 // Last 24 hours
});
```
### 💰 Fundamentals-Only Data (Alternative) ### 💰 Fundamentals-Only Data (Alternative)
If you only need fundamentals without prices: If you only need fundamentals without prices:
@@ -149,9 +199,10 @@ const details = await openData.handelsregister.getSpecificCompany({
## Features ## Features
### 📊 Stock Market Module ### 📊 Stock & Crypto Market Module
- **Real-Time Prices** - Live and EOD stock prices from Yahoo Finance and Marketstack - **Real-Time Prices** - Live and EOD prices from Yahoo Finance, Marketstack, and CoinGecko
- **Cryptocurrency Support** - 13M+ crypto tokens with 24/7 market data via CoinGecko
- **Company Names** - Automatic company name extraction (e.g., "Apple Inc (NASDAQ:AAPL)") - **Company Names** - Automatic company name extraction (e.g., "Apple Inc (NASDAQ:AAPL)")
- **Historical Data** - Up to 15 years of daily EOD prices with pagination - **Historical Data** - Up to 15 years of daily EOD prices with pagination
- **OHLCV Data** - Open, High, Low, Close, Volume for technical analysis - **OHLCV Data** - Open, High, Low, Close, Volume for technical analysis
@@ -622,6 +673,15 @@ interface IStockFundamentals {
- ✅ Company names included - ✅ Company names included
- ⚠️ Rate limits may apply - ⚠️ Rate limits may apply
**CoinGeckoProvider**
- ✅ Cryptocurrency prices (Bitcoin, Ethereum, 13M+ tokens)
- ✅ Current, historical, and intraday data
- ✅ 24/7 market data (crypto never closes)
- ✅ OHLCV data with market cap and volume
- ✅ Supports both ticker symbols (BTC, ETH) and CoinGecko IDs (bitcoin, ethereum)
- ✅ 240+ networks, 1600+ exchanges
- Optional API key (free tier: 30 requests/min, 10K/month)
**OpenData** **OpenData**
- `start()` - Initialize MongoDB connection - `start()` - Initialize MongoDB connection
- `buildInitialDb()` - Import bulk data - `buildInitialDb()` - Import bulk data

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@@ -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<opendata.IStockPrice | opendata.IStockPrice[]> {
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<boolean> {
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();

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@@ -0,0 +1,261 @@
import { expect, tap } from '@git.zone/tstest/tapbundle';
import * as opendata from '../ts/index.js';
// Test data
const testCryptos = ['BTC', 'ETH', 'USDT'];
const testCryptoIds = ['bitcoin', 'ethereum', 'tether'];
const invalidCrypto = 'INVALID_CRYPTO_XYZ_12345';
let stockService: opendata.StockPriceService;
let coingeckoProvider: opendata.CoinGeckoProvider;
tap.test('should create StockPriceService instance', async () => {
stockService = new opendata.StockPriceService({
ttl: 30000, // 30 seconds cache
maxEntries: 100
});
expect(stockService).toBeInstanceOf(opendata.StockPriceService);
});
tap.test('should create CoinGeckoProvider instance without API key', async () => {
coingeckoProvider = new opendata.CoinGeckoProvider();
expect(coingeckoProvider).toBeInstanceOf(opendata.CoinGeckoProvider);
expect(coingeckoProvider.name).toEqual('CoinGecko');
expect(coingeckoProvider.requiresAuth).toEqual(false);
expect(coingeckoProvider.priority).toEqual(90);
});
tap.test('should register CoinGecko provider with the service', async () => {
stockService.register(coingeckoProvider);
const providers = stockService.getAllProviders();
expect(providers).toContainEqual(coingeckoProvider);
expect(stockService.getProvider('CoinGecko')).toEqual(coingeckoProvider);
});
tap.test('should check CoinGecko provider health', async () => {
const health = await stockService.checkProvidersHealth();
expect(health.get('CoinGecko')).toEqual(true);
});
tap.test('should fetch single crypto price using ticker symbol (BTC)', async () => {
const price = await stockService.getPrice({ ticker: 'BTC' });
expect(price).toHaveProperty('ticker');
expect(price).toHaveProperty('price');
expect(price).toHaveProperty('currency');
expect(price).toHaveProperty('change');
expect(price).toHaveProperty('changePercent');
expect(price).toHaveProperty('previousClose');
expect(price).toHaveProperty('timestamp');
expect(price).toHaveProperty('provider');
expect(price).toHaveProperty('marketState');
expect(price.ticker).toEqual('BTC');
expect(price.price).toBeGreaterThan(0);
expect(price.currency).toEqual('USD');
expect(price.provider).toEqual('CoinGecko');
expect(price.marketState).toEqual('REGULAR'); // Crypto is 24/7
expect(price.timestamp).toBeInstanceOf(Date);
expect(price.dataType).toEqual('live');
console.log(`\n📊 BTC Price: $${price.price.toLocaleString('en-US', { minimumFractionDigits: 2, maximumFractionDigits: 2 })}`);
console.log(` Change: ${price.changePercent >= 0 ? '+' : ''}${price.changePercent.toFixed(2)}%`);
});
tap.test('should fetch single crypto price using CoinGecko ID (bitcoin)', async () => {
// Clear cache to ensure fresh fetch
stockService.clearCache();
const price = await stockService.getPrice({ ticker: 'bitcoin' });
expect(price.ticker).toEqual('BITCOIN');
expect(price.price).toBeGreaterThan(0);
expect(price.provider).toEqual('CoinGecko');
expect(price.companyName).toInclude('Bitcoin');
});
tap.test('should fetch multiple crypto prices (batch)', async () => {
stockService.clearCache();
const prices = await stockService.getPrices({
tickers: testCryptos
});
expect(prices).toBeArray();
expect(prices.length).toEqual(testCryptos.length);
for (const price of prices) {
expect(testCryptos).toContain(price.ticker);
expect(price.price).toBeGreaterThan(0);
expect(price.provider).toEqual('CoinGecko');
expect(price.marketState).toEqual('REGULAR');
console.log(`\n💰 ${price.ticker}: $${price.price.toLocaleString('en-US', { minimumFractionDigits: 2, maximumFractionDigits: 8 })}`);
console.log(` Change 24h: ${price.changePercent >= 0 ? '+' : ''}${price.changePercent.toFixed(2)}%`);
if (price.volume) {
console.log(` Volume 24h: $${price.volume.toLocaleString('en-US')}`);
}
}
});
tap.test('should fetch historical crypto prices', async () => {
// Add delay to avoid rate limiting
await new Promise(resolve => setTimeout(resolve, 3000));
const to = new Date();
const from = new Date(to.getTime() - 7 * 24 * 60 * 60 * 1000); // 7 days ago
const prices = await stockService.getData({
type: 'historical',
ticker: 'BTC',
from: from,
to: to
});
expect(prices).toBeArray();
expect((prices as opendata.IStockPrice[]).length).toBeGreaterThan(0);
const pricesArray = prices as opendata.IStockPrice[];
console.log(`\n📈 Historical BTC Prices (${pricesArray.length} days):`);
// Show first few and last few
const toShow = Math.min(3, pricesArray.length);
for (let i = 0; i < toShow; i++) {
const price = pricesArray[i];
const date = price.timestamp.toISOString().split('T')[0];
console.log(` ${date}: $${price.price.toLocaleString('en-US', { minimumFractionDigits: 2, maximumFractionDigits: 2 })}`);
}
if (pricesArray.length > toShow * 2) {
console.log(' ...');
}
for (let i = Math.max(toShow, pricesArray.length - toShow); i < pricesArray.length; i++) {
const price = pricesArray[i];
const date = price.timestamp.toISOString().split('T')[0];
console.log(` ${date}: $${price.price.toLocaleString('en-US', { minimumFractionDigits: 2, maximumFractionDigits: 2 })}`);
}
// Validate first entry
const firstPrice = pricesArray[0];
expect(firstPrice.ticker).toEqual('BTC');
expect(firstPrice.dataType).toEqual('eod');
expect(firstPrice.provider).toEqual('CoinGecko');
});
tap.test('should fetch intraday crypto prices (hourly)', async () => {
// Add delay to avoid rate limiting
await new Promise(resolve => setTimeout(resolve, 3000));
const prices = await stockService.getData({
type: 'intraday',
ticker: 'ETH',
interval: '1hour',
limit: 12 // Last 12 hours
});
expect(prices).toBeArray();
expect((prices as opendata.IStockPrice[]).length).toBeGreaterThan(0);
const pricesArray = prices as opendata.IStockPrice[];
console.log(`\n⏰ Intraday ETH Prices (hourly, last ${pricesArray.length} hours):`);
// Show first few entries
const toShow = Math.min(5, pricesArray.length);
for (let i = 0; i < toShow; i++) {
const price = pricesArray[i];
const time = price.timestamp.toISOString().replace('T', ' ').substring(0, 16);
console.log(` ${time}: $${price.price.toLocaleString('en-US', { minimumFractionDigits: 2, maximumFractionDigits: 2 })}`);
}
// Validate first entry
const firstPrice = pricesArray[0];
expect(firstPrice.ticker).toEqual('ETH');
expect(firstPrice.dataType).toEqual('intraday');
expect(firstPrice.provider).toEqual('CoinGecko');
});
tap.test('should serve cached prices on subsequent requests', async () => {
// First request - should hit the API
const firstRequest = await stockService.getPrice({ ticker: 'BTC' });
// Second request - should be served from cache
const secondRequest = await stockService.getPrice({ ticker: 'BTC' });
expect(secondRequest.ticker).toEqual(firstRequest.ticker);
expect(secondRequest.price).toEqual(firstRequest.price);
expect(secondRequest.timestamp).toEqual(firstRequest.timestamp);
expect(secondRequest.fetchedAt).toEqual(firstRequest.fetchedAt);
});
tap.test('should handle invalid crypto ticker gracefully', async () => {
try {
await stockService.getPrice({ ticker: invalidCrypto });
throw new Error('Should have thrown an error for invalid ticker');
} catch (error) {
expect(error.message).toInclude('Failed to fetch');
}
});
tap.test('should support market checking', async () => {
expect(coingeckoProvider.supportsMarket('CRYPTO')).toEqual(true);
expect(coingeckoProvider.supportsMarket('BTC')).toEqual(true);
expect(coingeckoProvider.supportsMarket('ETH')).toEqual(true);
expect(coingeckoProvider.supportsMarket('NASDAQ')).toEqual(false);
});
tap.test('should support ticker validation', async () => {
expect(coingeckoProvider.supportsTicker('BTC')).toEqual(true);
expect(coingeckoProvider.supportsTicker('bitcoin')).toEqual(true);
expect(coingeckoProvider.supportsTicker('wrapped-bitcoin')).toEqual(true);
expect(coingeckoProvider.supportsTicker('BTC!')).toEqual(false);
expect(coingeckoProvider.supportsTicker('BTC@USD')).toEqual(false);
});
tap.test('should display provider statistics', async () => {
const stats = stockService.getProviderStats();
const coingeckoStats = stats.get('CoinGecko');
expect(coingeckoStats).toBeTruthy();
expect(coingeckoStats.successCount).toBeGreaterThan(0);
console.log('\n📊 CoinGecko Provider Statistics:');
console.log(` Success Count: ${coingeckoStats.successCount}`);
console.log(` Error Count: ${coingeckoStats.errorCount}`);
if (coingeckoStats.lastError) {
console.log(` Last Error: ${coingeckoStats.lastError}`);
}
});
tap.test('should display crypto price dashboard', async () => {
// Add delay to avoid rate limiting
await new Promise(resolve => setTimeout(resolve, 3000));
stockService.clearCache();
const cryptos = ['BTC', 'ETH', 'BNB', 'SOL', 'ADA'];
const prices = await stockService.getPrices({ tickers: cryptos });
console.log('\n╔═══════════════════════════════════════════════════════════╗');
console.log('║ 🌐 CRYPTOCURRENCY PRICE DASHBOARD ║');
console.log('╠═══════════════════════════════════════════════════════════╣');
for (const price of prices) {
const priceStr = `$${price.price.toLocaleString('en-US', { minimumFractionDigits: 2, maximumFractionDigits: 8 })}`;
const changeStr = `${price.changePercent >= 0 ? '+' : ''}${price.changePercent.toFixed(2)}%`;
const changeIcon = price.changePercent >= 0 ? '📈' : '📉';
console.log(`${price.ticker.padEnd(6)} ${changeIcon} ${priceStr.padStart(20)}${changeStr.padStart(10)}`);
}
console.log('╚═══════════════════════════════════════════════════════════╝');
console.log(`Provider: ${prices[0].provider} | Market State: ${prices[0].marketState} (24/7)`);
console.log(`Fetched at: ${prices[0].fetchedAt.toISOString()}`);
});
tap.test('should clear cache', async () => {
stockService.clearCache();
// Cache is cleared, no assertions needed
});
export default tap.start();

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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<opendata.IStockPrice | opendata.IStockPrice[]> {
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<boolean> {
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();

View File

@@ -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<opendata.IStockPrice | opendata.IStockPrice[]> {
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<boolean> {
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();

View File

@@ -3,6 +3,6 @@
*/ */
export const commitinfo = { export const commitinfo = {
name: '@fin.cx/opendata', name: '@fin.cx/opendata',
version: '3.2.2', 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.' 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

@@ -156,12 +156,23 @@ export class StockPriceService implements IProviderRegistry {
*/ */
public async getData(request: IStockDataRequest): Promise<IStockPrice | IStockPrice[]> { public async getData(request: IStockDataRequest): Promise<IStockPrice | IStockPrice[]> {
const cacheKey = this.getDataCacheKey(request); const cacheKey = this.getDataCacheKey(request);
const cached = this.getFromCache(cacheKey);
// 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) { if (cached) {
console.log(`Cache hit for ${this.getRequestDescription(request)}`); console.log(`Cache hit for ${this.getRequestDescription(request)}`);
return cached; return cached;
} }
}
const providers = this.getEnabledProviders(); const providers = this.getEnabledProviders();
if (providers.length === 0) { if (providers.length === 0) {
@@ -204,6 +215,137 @@ export class StockPriceService implements IProviderRegistry {
); );
} }
/**
* Try incremental fetch: Only fetch NEW data since last cached timestamp
* Returns merged result if successful, null if incremental fetch not applicable
*/
private async tryIncrementalFetch(
request: IStockDataRequest,
cacheKey: string
): Promise<IStockPrice[] | null> {
// Only applicable for intraday requests without date filter
if (request.type !== 'intraday' || request.date) {
return null;
}
// Check if we have similar cached data (same ticker, interval, but any limit/date)
const baseKey = `intraday:${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 ${provider.name}, falling back to full fetch`);
continue; // Try next provider or fall back to normal fetch
}
}
return null; // Incremental fetch failed, fall back to normal fetch
}
/**
* Deduplicate array of prices by timestamp, keeping the latest data for each timestamp
*/
private deduplicateByTimestamp(prices: IStockPrice[]): IStockPrice[] {
const seen = new Map<number, IStockPrice>();
for (const price of prices) {
const ts = price.timestamp.getTime();
const existing = seen.get(ts);
// Keep the entry with the latest fetchedAt (most recent data)
if (!existing || price.fetchedAt > existing.fetchedAt) {
seen.set(ts, price);
}
}
return Array.from(seen.values());
}
/** /**
* Get TTL based on request type and result * Get TTL based on request type and result
*/ */
@@ -328,7 +470,8 @@ export class StockPriceService implements IProviderRegistry {
return `historical:${request.ticker}:${fromStr}:${toStr}${request.exchange ? `:${request.exchange}` : ''}`; return `historical:${request.ticker}:${fromStr}:${toStr}${request.exchange ? `:${request.exchange}` : ''}`;
case 'intraday': case 'intraday':
const dateStr = request.date ? request.date.toISOString().split('T')[0] : 'latest'; const dateStr = request.date ? request.date.toISOString().split('T')[0] : 'latest';
return `intraday:${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 ? `:${request.exchange}` : ''}`;
case 'batch': case 'batch':
const tickers = request.tickers.sort().join(','); const tickers = request.tickers.sort().join(',');
return `batch:${tickers}${request.exchange ? `:${request.exchange}` : ''}`; 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 { 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 // Enforce max entries limit
if (this.cache.size >= this.cacheConfig.maxEntries) { if (this.cache.size >= this.cacheConfig.maxEntries) {
// Remove oldest entry // Remove oldest entry

View File

@@ -16,3 +16,4 @@ export * from './classes.baseproviderservice.js';
export * from './providers/provider.yahoo.js'; export * from './providers/provider.yahoo.js';
export * from './providers/provider.marketstack.js'; export * from './providers/provider.marketstack.js';
export * from './providers/provider.secedgar.js'; export * from './providers/provider.secedgar.js';
export * from './providers/provider.coingecko.js';

View File

@@ -24,6 +24,8 @@ export interface IProviderConfig {
timeout?: number; timeout?: number;
retryAttempts?: number; retryAttempts?: number;
retryDelay?: 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 { export interface IProviderRegistry {

View File

@@ -0,0 +1,791 @@
import * as plugins from '../../plugins.js';
import type { IStockProvider, IProviderConfig } from '../interfaces/provider.js';
import type {
IStockPrice,
IStockDataRequest,
IStockCurrentRequest,
IStockHistoricalRequest,
IStockIntradayRequest,
IStockBatchCurrentRequest
} from '../interfaces/stockprice.js';
/**
* Custom error for rate limit exceeded responses
*/
class RateLimitError extends Error {
constructor(
message: string,
public waitTime: number,
public retryAfter?: number
) {
super(message);
this.name = 'RateLimitError';
}
}
/**
* Rate limiter for CoinGecko API
* Free tier (Demo): 30 requests per minute
* Without registration: 5-15 requests per minute
*/
class RateLimiter {
private requestTimes: number[] = [];
private maxRequestsPerMinute: number;
private consecutiveRateLimitErrors: number = 0;
constructor(maxRequestsPerMinute: number = 30) {
this.maxRequestsPerMinute = maxRequestsPerMinute;
}
public async waitForSlot(): Promise<void> {
const now = Date.now();
const oneMinuteAgo = now - 60000;
// Remove requests older than 1 minute
this.requestTimes = this.requestTimes.filter(time => time > oneMinuteAgo);
// If we've hit the limit, wait
if (this.requestTimes.length >= this.maxRequestsPerMinute) {
const oldestRequest = this.requestTimes[0];
const waitTime = 60000 - (now - oldestRequest) + 100; // +100ms buffer
await plugins.smartdelay.delayFor(waitTime);
return this.waitForSlot(); // Recursively check again
}
// Record this request
this.requestTimes.push(now);
}
/**
* Get time in milliseconds until next request slot is available
*/
public getTimeUntilNextSlot(): number {
const now = Date.now();
const oneMinuteAgo = now - 60000;
// Clean old requests
const recentRequests = this.requestTimes.filter(time => time > oneMinuteAgo);
if (recentRequests.length < this.maxRequestsPerMinute) {
return 0; // Slot available now
}
// Calculate wait time until oldest request expires
const oldestRequest = recentRequests[0];
return Math.max(0, 60000 - (now - oldestRequest) + 100);
}
/**
* Handle rate limit error with exponential backoff
* Returns wait time in milliseconds
*/
public handleRateLimitError(): number {
this.consecutiveRateLimitErrors++;
// Exponential backoff: 1s, 2s, 4s, 8s, 16s, 32s, 60s (max)
const baseWait = 1000; // 1 second
const exponent = this.consecutiveRateLimitErrors - 1;
const backoff = Math.min(
baseWait * Math.pow(2, exponent),
60000 // max 60 seconds
);
// After 3 consecutive 429s, reduce rate limit to 80% as safety measure
if (this.consecutiveRateLimitErrors >= 3) {
const newLimit = Math.floor(this.maxRequestsPerMinute * 0.8);
if (newLimit < this.maxRequestsPerMinute) {
console.warn(
`Adjusting rate limit from ${this.maxRequestsPerMinute} to ${newLimit} requests/min due to repeated 429 errors`
);
this.maxRequestsPerMinute = newLimit;
}
}
return backoff;
}
/**
* Reset consecutive error count on successful request
*/
public resetErrors(): void {
if (this.consecutiveRateLimitErrors > 0) {
this.consecutiveRateLimitErrors = 0;
}
}
}
/**
* Interface for coin list response
*/
interface ICoinListItem {
id: string;
symbol: string;
name: string;
}
/**
* CoinGecko Crypto Price Provider
*
* Documentation: https://docs.coingecko.com/v3.0.1/reference/endpoint-overview
*
* Features:
* - Current crypto prices (single and batch)
* - Historical price data with OHLCV
* - 13M+ tokens, 240+ networks, 1600+ exchanges
* - Accepts both ticker symbols (BTC, ETH) and CoinGecko IDs (bitcoin, ethereum)
* - 24/7 market data (crypto never closes)
*
* Rate Limits:
* - Free tier (no key): 5-15 requests/minute
* - Demo plan (free with registration): ~30 requests/minute, 10,000/month
* - Paid plans: Higher limits
*
* API Authentication:
* - Optional API key for Demo/paid plans
* - Header: x-cg-demo-api-key (Demo) or x-cg-pro-api-key (paid)
*/
export class CoinGeckoProvider implements IStockProvider {
public name = 'CoinGecko';
public priority = 90; // High priority for crypto, between Yahoo (100) and Marketstack (80)
public readonly requiresAuth = false; // API key is optional
public readonly rateLimit = {
requestsPerMinute: 30, // Demo plan default
requestsPerDay: 10000 // Demo plan monthly quota / 30
};
private logger = console;
private baseUrl = 'https://api.coingecko.com/api/v3';
private apiKey?: string;
private rateLimiter: RateLimiter;
// Coin mapping cache
private coinMapCache = new Map<string, string>(); // ticker/id -> coingecko id
private coinListLoadedAt: Date | null = null;
private readonly coinListCacheTTL = 24 * 60 * 60 * 1000; // 24 hours
// Priority map for common crypto tickers (to avoid conflicts)
private readonly priorityTickerMap = new Map<string, string>([
['btc', 'bitcoin'],
['eth', 'ethereum'],
['usdt', 'tether'],
['bnb', 'binancecoin'],
['sol', 'solana'],
['usdc', 'usd-coin'],
['xrp', 'ripple'],
['ada', 'cardano'],
['doge', 'dogecoin'],
['trx', 'tron'],
['dot', 'polkadot'],
['matic', 'matic-network'],
['ltc', 'litecoin'],
['shib', 'shiba-inu'],
['avax', 'avalanche-2'],
['link', 'chainlink'],
['atom', 'cosmos'],
['uni', 'uniswap'],
['etc', 'ethereum-classic'],
['xlm', 'stellar']
]);
constructor(apiKey?: string, private config?: IProviderConfig) {
this.apiKey = apiKey;
this.rateLimiter = new RateLimiter(this.rateLimit.requestsPerMinute);
}
/**
* Unified data fetching method supporting all request types
*/
public async fetchData(request: IStockDataRequest): Promise<IStockPrice | IStockPrice[]> {
switch (request.type) {
case 'current':
return this.fetchCurrentPrice(request);
case 'batch':
return this.fetchBatchCurrentPrices(request);
case 'historical':
return this.fetchHistoricalPrices(request);
case 'intraday':
return this.fetchIntradayPrices(request);
default:
throw new Error(`Unsupported request type: ${(request as any).type}`);
}
}
/**
* Fetch current price for a single crypto
*/
private async fetchCurrentPrice(request: IStockCurrentRequest): Promise<IStockPrice> {
return this.fetchWithRateLimitRetry(async () => {
// Resolve ticker to CoinGecko ID
const coinId = await this.resolveCoinId(request.ticker);
// Build URL
const params = new URLSearchParams({
ids: coinId,
vs_currencies: 'usd',
include_market_cap: 'true',
include_24hr_vol: 'true',
include_24hr_change: 'true',
include_last_updated_at: 'true'
});
const url = `${this.baseUrl}/simple/price?${params}`;
// Wait for rate limit slot
await this.rateLimiter.waitForSlot();
// Make request
const response = await plugins.smartrequest.SmartRequest.create()
.url(url)
.headers(this.buildHeaders())
.timeout(this.config?.timeout || 10000)
.get();
const responseData = await response.json() as any;
// Check for rate limit error
if (this.isRateLimitError(responseData)) {
const waitTime = this.rateLimiter.handleRateLimitError();
throw new RateLimitError(
`Rate limit exceeded for ${request.ticker}`,
waitTime
);
}
if (!responseData[coinId]) {
throw new Error(`No data found for ${request.ticker} (${coinId})`);
}
return this.mapToStockPrice(request.ticker, coinId, responseData[coinId], 'live');
}, `current price for ${request.ticker}`);
}
/**
* Fetch batch current prices for multiple cryptos
*/
private async fetchBatchCurrentPrices(request: IStockBatchCurrentRequest): Promise<IStockPrice[]> {
return this.fetchWithRateLimitRetry(async () => {
// Resolve all tickers to CoinGecko IDs
const coinIds = await Promise.all(
request.tickers.map(ticker => this.resolveCoinId(ticker))
);
// Build URL with comma-separated IDs
const params = new URLSearchParams({
ids: coinIds.join(','),
vs_currencies: 'usd',
include_market_cap: 'true',
include_24hr_vol: 'true',
include_24hr_change: 'true',
include_last_updated_at: 'true'
});
const url = `${this.baseUrl}/simple/price?${params}`;
// Wait for rate limit slot
await this.rateLimiter.waitForSlot();
// Make request
const response = await plugins.smartrequest.SmartRequest.create()
.url(url)
.headers(this.buildHeaders())
.timeout(this.config?.timeout || 15000)
.get();
const responseData = await response.json() as any;
// Check for rate limit error
if (this.isRateLimitError(responseData)) {
const waitTime = this.rateLimiter.handleRateLimitError();
throw new RateLimitError(
`Rate limit exceeded for batch request`,
waitTime
);
}
const prices: IStockPrice[] = [];
// Map responses back to original tickers
for (let i = 0; i < request.tickers.length; i++) {
const ticker = request.tickers[i];
const coinId = coinIds[i];
if (responseData[coinId]) {
try {
prices.push(this.mapToStockPrice(ticker, coinId, responseData[coinId], 'live'));
} catch (error) {
this.logger.warn(`Failed to parse data for ${ticker}:`, error);
}
} else {
this.logger.warn(`No data returned for ${ticker} (${coinId})`);
}
}
if (prices.length === 0) {
throw new Error('No valid price data received from batch request');
}
return prices;
}, `batch prices for ${request.tickers.length} tickers`);
}
/**
* Fetch historical prices with OHLCV data
*/
private async fetchHistoricalPrices(request: IStockHistoricalRequest): Promise<IStockPrice[]> {
return this.fetchWithRateLimitRetry(async () => {
const coinId = await this.resolveCoinId(request.ticker);
// Calculate days between dates
const days = Math.ceil((request.to.getTime() - request.from.getTime()) / (1000 * 60 * 60 * 24));
// Build URL
const params = new URLSearchParams({
vs_currency: 'usd',
days: days.toString(),
interval: 'daily' // Explicit daily granularity for historical data
});
const url = `${this.baseUrl}/coins/${coinId}/market_chart?${params}`;
// Wait for rate limit slot
await this.rateLimiter.waitForSlot();
// Make request
const response = await plugins.smartrequest.SmartRequest.create()
.url(url)
.headers(this.buildHeaders())
.timeout(this.config?.timeout || 20000)
.get();
const responseData = await response.json() as any;
// Check for rate limit error
if (this.isRateLimitError(responseData)) {
const waitTime = this.rateLimiter.handleRateLimitError();
throw new RateLimitError(
`Rate limit exceeded for historical ${request.ticker}`,
waitTime
);
}
if (!responseData.prices || !Array.isArray(responseData.prices)) {
this.logger.error(`Invalid API response for ${request.ticker}:`, JSON.stringify(responseData).substring(0, 500));
throw new Error(`Invalid response format for ${request.ticker}: ${JSON.stringify(responseData).substring(0, 200)}`);
}
const prices: IStockPrice[] = [];
const priceData = responseData.prices;
const marketCapData = responseData.market_caps || [];
const volumeData = responseData.total_volumes || [];
// 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);
// Filter by date range
if (date < request.from || date > request.to) continue;
const marketCap = marketCapData[i]?.[1];
const volume = volumeData[i]?.[1];
// Calculate previous close for change calculation
const previousClose = i > 0 ? priceData[i - 1][1] : price;
const change = price - previousClose;
const changePercent = previousClose !== 0 ? (change / previousClose) * 100 : 0;
prices.push({
ticker: request.ticker.toUpperCase(),
price: price,
currency: 'USD',
change: change,
changePercent: changePercent,
previousClose: previousClose,
timestamp: date,
provider: this.name,
marketState: 'REGULAR', // Crypto markets are always open
// OHLCV data (note: market_chart doesn't provide OHLC, only close prices)
volume: volume,
dataType: 'eod',
fetchedAt: new Date(),
companyName: coinId.charAt(0).toUpperCase() + coinId.slice(1)
});
}
return prices;
}, `historical prices for ${request.ticker}`);
}
/**
* Fetch intraday prices with hourly intervals
*/
private async fetchIntradayPrices(request: IStockIntradayRequest): Promise<IStockPrice[]> {
return this.fetchWithRateLimitRetry(async () => {
const coinId = await this.resolveCoinId(request.ticker);
// Map interval to days parameter (CoinGecko auto-granularity)
// For hourly data, request 1-7 days
let days = 1;
switch (request.interval) {
case '1min':
case '5min':
case '10min':
case '15min':
case '30min':
throw new Error('CoinGecko only supports hourly intervals in market_chart. Use interval: "1hour"');
case '1hour':
days = 1; // Last 24 hours with hourly granularity
break;
}
// Build URL (omit interval param for automatic granularity based on days)
const params = new URLSearchParams({
vs_currency: 'usd',
days: days.toString()
});
const url = `${this.baseUrl}/coins/${coinId}/market_chart?${params}`;
// Wait for rate limit slot
await this.rateLimiter.waitForSlot();
// Make request
const response = await plugins.smartrequest.SmartRequest.create()
.url(url)
.headers(this.buildHeaders())
.timeout(this.config?.timeout || 15000)
.get();
const responseData = await response.json() as any;
// Check for rate limit error
if (this.isRateLimitError(responseData)) {
const waitTime = this.rateLimiter.handleRateLimitError();
throw new RateLimitError(
`Rate limit exceeded for intraday ${request.ticker}`,
waitTime
);
}
if (!responseData.prices || !Array.isArray(responseData.prices)) {
this.logger.error(`Invalid API response for ${request.ticker}:`, JSON.stringify(responseData).substring(0, 500));
throw new Error(`Invalid response format for ${request.ticker}: ${JSON.stringify(responseData).substring(0, 200)}`);
}
const prices: IStockPrice[] = [];
const priceData = responseData.prices;
const marketCapData = responseData.market_caps || [];
const volumeData = responseData.total_volumes || [];
// 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++) {
const actualIndex = priceData.length - limit + i;
const [timestamp, price] = dataToProcess[i];
const date = new Date(timestamp);
const marketCap = marketCapData[actualIndex]?.[1];
const volume = volumeData[actualIndex]?.[1];
const previousClose = i > 0 ? dataToProcess[i - 1][1] : price;
const change = price - previousClose;
const changePercent = previousClose !== 0 ? (change / previousClose) * 100 : 0;
prices.push({
ticker: request.ticker.toUpperCase(),
price: price,
currency: 'USD',
change: change,
changePercent: changePercent,
previousClose: previousClose,
timestamp: date,
provider: this.name,
marketState: 'REGULAR',
volume: volume,
dataType: 'intraday',
fetchedAt: new Date(),
companyName: coinId.charAt(0).toUpperCase() + coinId.slice(1)
});
}
return prices;
}, `intraday prices for ${request.ticker}`);
}
/**
* Check if CoinGecko API is available
*/
public async isAvailable(): Promise<boolean> {
try {
const url = `${this.baseUrl}/simple/price?ids=bitcoin&vs_currencies=usd`;
await this.rateLimiter.waitForSlot();
const response = await plugins.smartrequest.SmartRequest.create()
.url(url)
.headers(this.buildHeaders())
.timeout(5000)
.get();
const responseData = await response.json() as any;
return responseData.bitcoin?.usd !== undefined;
} catch (error) {
this.logger.warn('CoinGecko provider is not available:', error);
return false;
}
}
/**
* Check if a market/network is supported
* CoinGecko supports 240+ networks
*/
public supportsMarket(market: string): boolean {
// CoinGecko has extensive crypto network coverage
const supportedNetworks = [
'CRYPTO', 'BTC', 'ETH', 'BSC', 'POLYGON', 'AVALANCHE',
'SOLANA', 'ARBITRUM', 'OPTIMISM', 'BASE'
];
return supportedNetworks.includes(market.toUpperCase());
}
/**
* Check if a ticker format is supported
* Supports both ticker symbols (BTC) and CoinGecko IDs (bitcoin)
*/
public supportsTicker(ticker: string): boolean {
// Accept alphanumeric with hyphens (for coin IDs like 'wrapped-bitcoin')
return /^[A-Za-z0-9\-]{1,50}$/.test(ticker);
}
/**
* Resolve ticker symbol or CoinGecko ID to canonical CoinGecko ID
* Supports both formats: "BTC" -> "bitcoin", "bitcoin" -> "bitcoin"
*/
private async resolveCoinId(tickerOrId: string): Promise<string> {
const normalized = tickerOrId.toLowerCase();
// Check priority map first (for common cryptos)
if (this.priorityTickerMap.has(normalized)) {
const coinId = this.priorityTickerMap.get(normalized)!;
this.coinMapCache.set(normalized, coinId);
return coinId;
}
// Check cache
if (this.coinMapCache.has(normalized)) {
return this.coinMapCache.get(normalized)!;
}
// Check if it's already a valid CoinGecko ID (contains hyphens or is all lowercase with original case)
if (normalized.includes('-') || normalized === tickerOrId) {
// Assume it's a CoinGecko ID, cache it
this.coinMapCache.set(normalized, normalized);
return normalized;
}
// Load coin list if needed
if (!this.coinListLoadedAt ||
Date.now() - this.coinListLoadedAt.getTime() > this.coinListCacheTTL) {
await this.loadCoinList();
}
// Try to find in cache after loading
if (this.coinMapCache.has(normalized)) {
return this.coinMapCache.get(normalized)!;
}
// Not found - return as-is and let API handle the error
this.logger.warn(`Could not resolve ticker ${tickerOrId} to CoinGecko ID, using as-is`);
return normalized;
}
/**
* Load complete coin list from CoinGecko API
*/
private async loadCoinList(): Promise<void> {
try {
const url = `${this.baseUrl}/coins/list`;
await this.rateLimiter.waitForSlot();
const response = await plugins.smartrequest.SmartRequest.create()
.url(url)
.headers(this.buildHeaders())
.timeout(10000)
.get();
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<string, string>();
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
if (!this.priorityTickerMap.has(symbol)) {
this.coinMapCache.set(symbol, id);
}
// 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 (cache: ${this.coinMapCache.size} entries)`);
} catch (error) {
this.logger.error('Failed to load coin list from CoinGecko:', error);
// Don't throw - we can still work with direct IDs
}
}
/**
* Map CoinGecko simple/price response to IStockPrice
*/
private mapToStockPrice(
ticker: string,
coinId: string,
data: any,
dataType: 'live' | 'eod' | 'intraday'
): IStockPrice {
const price = data.usd;
const change24h = data.usd_24h_change || 0;
// Calculate previous close from 24h change
const changePercent = change24h;
const change = (price * changePercent) / 100;
const previousClose = price - change;
// Parse last updated timestamp
const timestamp = data.last_updated_at
? new Date(data.last_updated_at * 1000)
: new Date();
return {
ticker: ticker.toUpperCase(),
price: price,
currency: 'USD',
change: change,
changePercent: changePercent,
previousClose: previousClose,
timestamp: timestamp,
provider: this.name,
marketState: 'REGULAR', // Crypto markets are 24/7
// Volume and market cap
volume: data.usd_24h_vol,
dataType: dataType,
fetchedAt: new Date(),
// Company identification (use coin name)
companyName: coinId.charAt(0).toUpperCase() + coinId.slice(1),
companyFullName: `${coinId.charAt(0).toUpperCase() + coinId.slice(1)} (${ticker.toUpperCase()})`
};
}
/**
* Build HTTP headers with optional API key
*/
private buildHeaders(): Record<string, string> {
const headers: Record<string, string> = {
'Accept': 'application/json'
};
if (this.apiKey) {
// Use Demo or Pro API key header
// CoinGecko accepts both x-cg-demo-api-key and x-cg-pro-api-key
headers['x-cg-demo-api-key'] = this.apiKey;
}
return headers;
}
/**
* Check if response indicates a rate limit error (429)
*/
private isRateLimitError(responseData: any): boolean {
return responseData?.status?.error_code === 429;
}
/**
* Wrapper for fetch operations with automatic rate limit retry and exponential backoff
*/
private async fetchWithRateLimitRetry<T>(
fetchFn: () => Promise<T>,
operationName: string,
maxRetries: number = 3
): Promise<T> {
let lastError: Error | undefined;
for (let attempt = 0; attempt < maxRetries; attempt++) {
try {
const result = await fetchFn();
this.rateLimiter.resetErrors();
return result;
} catch (error) {
lastError = error as Error;
if (error instanceof RateLimitError) {
const attemptInfo = `${attempt + 1}/${maxRetries}`;
this.logger.warn(
`Rate limit hit for ${operationName}, waiting ${error.waitTime}ms before retry ${attemptInfo}`
);
if (attempt < maxRetries - 1) {
await plugins.smartdelay.delayFor(error.waitTime);
continue;
} else {
this.logger.error(`Max retries (${maxRetries}) exceeded for ${operationName} due to rate limiting`);
throw error;
}
}
// Non-rate-limit errors: throw immediately
throw error;
}
}
throw lastError!;
}
}

View File

@@ -10,32 +10,39 @@ import type {
} from '../interfaces/stockprice.js'; } from '../interfaces/stockprice.js';
/** /**
* Marketstack API v2 Provider - Enhanced * Marketstack API v2 Provider - Professional Plan with Intelligent Intraday Support
* Documentation: https://docs.apilayer.com/marketstack/docs/marketstack-api-v2-v-2-0-0 * Documentation: https://docs.apilayer.com/marketstack/docs/marketstack-api-v2-v-2-0-0
* *
* Features: * Features:
* - Intelligent endpoint selection based on market hours
* - Real-time intraday pricing with multiple intervals (1min, 5min, 10min, 15min, 30min, 1hour)
* - End-of-Day (EOD) stock prices with historical data * - End-of-Day (EOD) stock prices with historical data
* - Intraday pricing with multiple intervals (1min, 5min, 15min, 30min, 1hour) * - Market state detection (PRE, REGULAR, POST, CLOSED)
* - Exchange filtering via MIC codes (XNAS, XNYS, XLON, etc.) * - Exchange filtering via MIC codes (XNAS, XNYS, XLON, etc.)
* - Supports 500,000+ tickers across 72+ exchanges worldwide * - Supports 500,000+ tickers across 72+ exchanges worldwide
* - OHLCV data (Open, High, Low, Close, Volume) * - OHLCV data (Open, High, Low, Close, Volume)
* - Pagination for large datasets * - Pagination for large datasets
* - Automatic fallback from intraday to EOD on errors
* - Requires API key authentication * - Requires API key authentication
* *
* Intelligent Endpoint Selection:
* - During market hours (PRE/REGULAR/POST): Uses intraday endpoints for fresh data
* - After market close (CLOSED): Uses EOD endpoints to save API credits
* - Automatic fallback to EOD if intraday fails (rate limits, plan restrictions, etc.)
*
* Rate Limits: * Rate Limits:
* - Free Plan: 100 requests/month (EOD only) * - Free Plan: 100 requests/month (EOD only)
* - Basic Plan: 10,000 requests/month * - Basic Plan: 10,000 requests/month (EOD only)
* - Professional Plan: 100,000 requests/month (intraday access) * - Professional Plan: 100,000 requests/month (intraday + EOD)
* *
* Phase 1 Enhancements: * Intraday Access:
* - Historical data retrieval with date ranges * - Intervals below 15min (1min, 5min, 10min) require Professional Plan or higher
* - Exchange filtering * - Real-time data from IEX Exchange for US tickers
* - OHLCV data support * - Symbol formatting: Periods replaced with hyphens for intraday (BRK.B → BRK-B)
* - Pagination handling
*/ */
export class MarketstackProvider implements IStockProvider { export class MarketstackProvider implements IStockProvider {
public name = 'Marketstack'; public name = 'Marketstack';
public priority = 80; // Lower than Yahoo (100) due to rate limits and EOD-only data public priority = 90; // Increased from 80 - now supports real-time intraday data during market hours
public readonly requiresAuth = true; public readonly requiresAuth = true;
public readonly rateLimit = { public readonly rateLimit = {
requestsPerMinute: undefined, // No per-minute limit specified requestsPerMinute: undefined, // No per-minute limit specified
@@ -73,10 +80,78 @@ export class MarketstackProvider implements IStockProvider {
} }
/** /**
* Fetch current/latest EOD price for a single ticker (new API) * Fetch current/latest price with intelligent endpoint selection
* Uses intraday during market hours (PRE, REGULAR, POST) for fresh data
* Uses EOD after market close (CLOSED) to save API credits
*/ */
private async fetchCurrentPrice(request: IStockCurrentRequest): Promise<IStockPrice> { private async fetchCurrentPrice(request: IStockCurrentRequest): Promise<IStockPrice> {
try { try {
// Determine current market state
const marketState = this.getUsMarketState();
const useIntraday = this.shouldUseIntradayEndpoint(marketState);
if (useIntraday) {
// Use intraday endpoint for fresh data during market hours
return await this.fetchCurrentPriceIntraday(request, marketState);
} else {
// Use EOD endpoint for after-close data
return await this.fetchCurrentPriceEod(request);
}
} catch (error) {
// If intraday fails, fallback to EOD with warning
if (error.message?.includes('intraday') || error.message?.includes('Marketstack API error')) {
this.logger.warn(`Intraday endpoint failed for ${request.ticker}, falling back to EOD:`, error.message);
try {
return await this.fetchCurrentPriceEod(request);
} catch (eodError) {
// Both failed, throw original error
throw error;
}
}
throw error;
}
}
/**
* Fetch current price using intraday endpoint (during market hours)
* Uses 1min interval for most recent data
*/
private async fetchCurrentPriceIntraday(
request: IStockCurrentRequest,
marketState: 'PRE' | 'REGULAR' | 'POST' | 'CLOSED'
): Promise<IStockPrice> {
const formattedSymbol = this.formatSymbolForIntraday(request.ticker);
let url = `${this.baseUrl}/tickers/${formattedSymbol}/intraday/latest?access_key=${this.apiKey}`;
url += `&interval=1min`; // Use 1min for most recent data
// Add exchange filter if specified
if (request.exchange) {
url += `&exchange=${request.exchange}`;
}
const response = await plugins.smartrequest.SmartRequest.create()
.url(url)
.timeout(this.config?.timeout || 10000)
.get();
const responseData = await response.json() as any;
// Check for API errors
if (responseData.error) {
throw new Error(`Marketstack API error: ${responseData.error.message || JSON.stringify(responseData.error)}`);
}
if (!responseData || !responseData.close) {
throw new Error(`No intraday data found for ticker ${request.ticker}`);
}
return this.mapToStockPrice(responseData, 'intraday', marketState);
}
/**
* Fetch current price using EOD endpoint (after market close)
*/
private async fetchCurrentPriceEod(request: IStockCurrentRequest): Promise<IStockPrice> {
let url = `${this.baseUrl}/tickers/${request.ticker}/eod/latest?access_key=${this.apiKey}`; let url = `${this.baseUrl}/tickers/${request.ticker}/eod/latest?access_key=${this.apiKey}`;
// Add exchange filter if specified // Add exchange filter if specified
@@ -102,10 +177,6 @@ export class MarketstackProvider implements IStockProvider {
} }
return this.mapToStockPrice(responseData, 'eod'); return this.mapToStockPrice(responseData, 'eod');
} catch (error) {
this.logger.error(`Failed to fetch current price for ${request.ticker}:`, error);
throw new Error(`Marketstack: Failed to fetch current price for ${request.ticker}: ${error.message}`);
}
} }
/** /**
@@ -116,7 +187,7 @@ export class MarketstackProvider implements IStockProvider {
const allPrices: IStockPrice[] = []; const allPrices: IStockPrice[] = [];
let offset = request.offset || 0; let offset = request.offset || 0;
const limit = request.limit || 1000; // Max per page const limit = request.limit || 1000; // Max per page
const maxRecords = 10000; // Safety limit const maxRecords = this.config?.maxRecords || 10000; // Safety limit (configurable)
while (true) { while (true) {
let url = `${this.baseUrl}/eod?access_key=${this.apiKey}`; let url = `${this.baseUrl}/eod?access_key=${this.apiKey}`;
@@ -179,17 +250,182 @@ export class MarketstackProvider implements IStockProvider {
} }
/** /**
* Fetch intraday prices with specified interval (Phase 2 placeholder) * Fetch intraday prices with specified interval
* Supports intervals: 1min, 5min, 10min, 15min, 30min, 1hour
* Note: Intervals below 15min require Professional Plan or higher
*/ */
private async fetchIntradayPrices(request: IStockIntradayRequest): Promise<IStockPrice[]> { private async fetchIntradayPrices(request: IStockIntradayRequest): Promise<IStockPrice[]> {
throw new Error('Intraday data support coming in Phase 2. For now, use EOD data with type: "current" or "historical"'); try {
const allPrices: IStockPrice[] = [];
let offset = 0;
const limit = 1000; // Max per page for intraday
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 ${effectiveLimit} records. ` +
`Consider adding a limit to the request for better performance.`
);
}
// Format symbol for intraday endpoint (replace . with -)
const formattedSymbol = this.formatSymbolForIntraday(request.ticker);
while (true) {
let url = `${this.baseUrl}/tickers/${formattedSymbol}/intraday?access_key=${this.apiKey}`;
url += `&interval=${request.interval}`;
url += `&limit=${limit}`;
url += `&offset=${offset}`;
// Add date filter if specified
if (request.date) {
url += `&date_from=${this.formatDate(request.date)}`;
url += `&date_to=${this.formatDate(request.date)}`;
}
// Add exchange filter if specified
if (request.exchange) {
url += `&exchange=${request.exchange}`;
}
const response = await plugins.smartrequest.SmartRequest.create()
.url(url)
.timeout(this.config?.timeout || 15000)
.get();
const responseData = await response.json() as any;
// Check for API errors
if (responseData.error) {
throw new Error(`Marketstack API error: ${responseData.error.message || JSON.stringify(responseData.error)}`);
}
if (!responseData?.data || !Array.isArray(responseData.data)) {
throw new Error('Invalid response format from Marketstack API');
}
// Map data to stock prices
for (const data of responseData.data) {
try {
allPrices.push(this.mapToStockPrice(data, 'intraday'));
} catch (error) {
this.logger.warn(`Failed to parse intraday data for ${data.symbol}:`, error);
}
}
// Check if we have more pages
const pagination = responseData.pagination;
const hasMore = pagination && offset + limit < pagination.total;
// Honor effective limit or safety maxRecords
if (!hasMore || allPrices.length >= effectiveLimit || allPrices.length >= maxRecords) {
break;
}
offset += limit;
}
// Apply effective limit
if (allPrices.length > effectiveLimit) {
return allPrices.slice(0, effectiveLimit);
}
return allPrices;
} catch (error) {
this.logger.error(`Failed to fetch intraday prices for ${request.ticker}:`, error);
throw new Error(`Marketstack: Failed to fetch intraday prices for ${request.ticker}: ${error.message}`);
}
} }
/** /**
* Fetch current prices for multiple tickers (new API) * Fetch current prices for multiple tickers with intelligent endpoint selection
* Uses intraday during market hours (PRE, REGULAR, POST) for fresh data
* Uses EOD after market close (CLOSED) to save API credits
*/ */
private async fetchBatchCurrentPrices(request: IStockBatchCurrentRequest): Promise<IStockPrice[]> { private async fetchBatchCurrentPrices(request: IStockBatchCurrentRequest): Promise<IStockPrice[]> {
try { try {
// Determine current market state
const marketState = this.getUsMarketState();
const useIntraday = this.shouldUseIntradayEndpoint(marketState);
if (useIntraday) {
return await this.fetchBatchCurrentPricesIntraday(request, marketState);
} else {
return await this.fetchBatchCurrentPricesEod(request);
}
} catch (error) {
// Fallback to EOD if intraday fails
if (error.message?.includes('intraday') || error.message?.includes('Marketstack API error')) {
this.logger.warn(`Intraday batch endpoint failed, falling back to EOD:`, error.message);
try {
return await this.fetchBatchCurrentPricesEod(request);
} catch (eodError) {
// Both failed, throw original error
throw error;
}
}
throw error;
}
}
/**
* Fetch batch current prices using intraday endpoint
*/
private async fetchBatchCurrentPricesIntraday(
request: IStockBatchCurrentRequest,
marketState: 'PRE' | 'REGULAR' | 'POST' | 'CLOSED'
): Promise<IStockPrice[]> {
// Format symbols for intraday (replace . with -)
const formattedSymbols = request.tickers.map(t => this.formatSymbolForIntraday(t)).join(',');
let url = `${this.baseUrl}/intraday/latest?access_key=${this.apiKey}`;
url += `&symbols=${formattedSymbols}`;
url += `&interval=1min`; // Use 1min for most recent data
if (request.exchange) {
url += `&exchange=${request.exchange}`;
}
const response = await plugins.smartrequest.SmartRequest.create()
.url(url)
.timeout(this.config?.timeout || 15000)
.get();
const responseData = await response.json() as any;
if (responseData.error) {
throw new Error(`Marketstack API error: ${responseData.error.message || JSON.stringify(responseData.error)}`);
}
if (!responseData?.data || !Array.isArray(responseData.data)) {
throw new Error('Invalid response format from Marketstack API');
}
const prices: IStockPrice[] = [];
for (const data of responseData.data) {
try {
prices.push(this.mapToStockPrice(data, 'intraday', marketState));
} catch (error) {
this.logger.warn(`Failed to parse intraday data for ${data.symbol}:`, error);
}
}
if (prices.length === 0) {
throw new Error('No valid price data received from batch intraday request');
}
return prices;
}
/**
* Fetch batch current prices using EOD endpoint
*/
private async fetchBatchCurrentPricesEod(request: IStockBatchCurrentRequest): Promise<IStockPrice[]> {
const symbols = request.tickers.join(','); const symbols = request.tickers.join(',');
let url = `${this.baseUrl}/eod/latest?access_key=${this.apiKey}&symbols=${symbols}`; let url = `${this.baseUrl}/eod/latest?access_key=${this.apiKey}&symbols=${symbols}`;
@@ -229,10 +465,6 @@ export class MarketstackProvider implements IStockProvider {
} }
return prices; return prices;
} catch (error) {
this.logger.error(`Failed to fetch batch current prices:`, error);
throw new Error(`Marketstack: Failed to fetch batch current prices: ${error.message}`);
}
} }
/** /**
@@ -283,8 +515,15 @@ export class MarketstackProvider implements IStockProvider {
/** /**
* Map Marketstack API response to IStockPrice interface * Map Marketstack API response to IStockPrice interface
* @param data - API response data
* @param dataType - Type of data (eod, intraday, live)
* @param explicitMarketState - Override market state (used for intraday data fetched during known market hours)
*/ */
private mapToStockPrice(data: any, dataType: 'eod' | 'intraday' | 'live' = 'eod'): IStockPrice { private mapToStockPrice(
data: any,
dataType: 'eod' | 'intraday' | 'live' = 'eod',
explicitMarketState?: 'PRE' | 'REGULAR' | 'POST' | 'CLOSED'
): IStockPrice {
if (!data.close) { if (!data.close) {
throw new Error('Missing required price data'); throw new Error('Missing required price data');
} }
@@ -301,6 +540,23 @@ export class MarketstackProvider implements IStockProvider {
const timestamp = data.date ? new Date(data.date) : new Date(); const timestamp = data.date ? new Date(data.date) : new Date();
const fetchedAt = new Date(); const fetchedAt = new Date();
// Determine market state intelligently
let marketState: 'PRE' | 'REGULAR' | 'POST' | 'CLOSED';
if (explicitMarketState) {
// Use provided market state (for intraday data fetched during known market hours)
marketState = explicitMarketState;
} else if (dataType === 'eod') {
// EOD data is always for closed markets
marketState = 'CLOSED';
} else if (dataType === 'intraday') {
// For intraday data without explicit state, determine from timestamp
marketState = this.getUsMarketState(timestamp.getTime());
} else {
// Default fallback
marketState = 'CLOSED';
}
const stockPrice: IStockPrice = { const stockPrice: IStockPrice = {
ticker: data.symbol.toUpperCase(), ticker: data.symbol.toUpperCase(),
price: currentPrice, price: currentPrice,
@@ -310,7 +566,7 @@ export class MarketstackProvider implements IStockProvider {
previousClose: previousClose, previousClose: previousClose,
timestamp: timestamp, timestamp: timestamp,
provider: this.name, provider: this.name,
marketState: 'CLOSED', // EOD data is always for closed markets marketState: marketState, // Now dynamic based on data type, timestamp, and explicit state
exchange: data.exchange, exchange: data.exchange,
exchangeName: data.exchange_code || data.name, exchangeName: data.exchange_code || data.name,
@@ -373,4 +629,76 @@ export class MarketstackProvider implements IStockProvider {
const day = String(date.getDate()).padStart(2, '0'); const day = String(date.getDate()).padStart(2, '0');
return `${year}-${month}-${day}`; return `${year}-${month}-${day}`;
} }
/**
* Get US market state based on Eastern Time
* Regular hours: 9:30 AM - 4:00 PM ET
* Pre-market: 4:00 AM - 9:30 AM ET
* After-hours: 4:00 PM - 8:00 PM ET
*
* @param timestampMs - Optional timestamp in milliseconds (defaults to current time)
* @returns Market state: PRE, REGULAR, POST, or CLOSED
*/
private getUsMarketState(timestampMs?: number): 'PRE' | 'REGULAR' | 'POST' | 'CLOSED' {
const now = timestampMs ? new Date(timestampMs) : new Date();
// Convert to ET (UTC-5 or UTC-4 depending on DST)
// For simplicity, we'll use a rough approximation
// TODO: Add proper timezone library for production use
const etOffset = -5; // Standard time, adjust for DST if needed
const etTime = new Date(now.getTime() + (etOffset * 60 * 60 * 1000));
// Get day of week (0 = Sunday, 6 = Saturday)
const dayOfWeek = etTime.getUTCDay();
// Check if weekend
if (dayOfWeek === 0 || dayOfWeek === 6) {
return 'CLOSED';
}
// Get hour and minute in ET
const hours = etTime.getUTCHours();
const minutes = etTime.getUTCMinutes();
const timeInMinutes = hours * 60 + minutes;
// Define market hours in minutes
const preMarketStart = 4 * 60; // 4:00 AM
const regularMarketStart = 9 * 60 + 30; // 9:30 AM
const regularMarketEnd = 16 * 60; // 4:00 PM
const afterHoursEnd = 20 * 60; // 8:00 PM
if (timeInMinutes >= preMarketStart && timeInMinutes < regularMarketStart) {
return 'PRE';
} else if (timeInMinutes >= regularMarketStart && timeInMinutes < regularMarketEnd) {
return 'REGULAR';
} else if (timeInMinutes >= regularMarketEnd && timeInMinutes < afterHoursEnd) {
return 'POST';
} else {
return 'CLOSED';
}
}
/**
* Determine if intraday endpoint should be used based on market state
* Uses intraday for PRE, REGULAR, and POST market states
* Uses EOD for CLOSED state to save API credits
*
* @param marketState - Current market state
* @returns true if intraday endpoint should be used
*/
private shouldUseIntradayEndpoint(marketState: 'PRE' | 'REGULAR' | 'POST' | 'CLOSED'): boolean {
return marketState !== 'CLOSED';
}
/**
* Format ticker symbol for intraday endpoints
* Marketstack intraday API requires periods to be replaced with hyphens
* Example: BRK.B → BRK-B
*
* @param symbol - Original ticker symbol
* @returns Formatted symbol for intraday endpoints
*/
private formatSymbolForIntraday(symbol: string): string {
return symbol.replace(/\./g, '-');
}
} }