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