Feature/DF-18812 add vwap endpoint to blocksize capital ea (#3025)

* DF-18812 blocksize capital vwap endpoint * add changeset * update readme * review fix for fixedvwap types * Include error messages in logs --------- Co-authored-by: Alec Gard <[email protected]>
smartcontractkit · Oct 17, 2023 · 9a97711 · 9a97711
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diff --git a/.changeset/young-tomatoes-float.md b/.changeset/young-tomatoes-float.md
@@ -0,0 +1,5 @@
+---
+'@chainlink/blocksize-capital-adapter': minor
+---
+
+Add vwap endpoint to blocksize-capital EA
diff --git a/packages/sources/blocksize-capital/README.md b/packages/sources/blocksize-capital/README.md
@@ -21,9 +21,9 @@ There are no rate limits for this adapter.
 
 ## Input Parameters
 
-| Required? |   Name   |     Description     |  Type  |                                                                               Options                                                                                | Default |
-| :-------: | :------: | :-----------------: | :----: | :------------------------------------------------------------------------------------------------------------------------------------------------------------------: | :-----: |
-|           | endpoint | The endpoint to use | string | [crypto-lwba](#crypto-lwba-endpoint), [crypto](#price-endpoint), [crypto_lwba](#crypto-lwba-endpoint), [cryptolwba](#crypto-lwba-endpoint), [price](#price-endpoint) | `price` |
+| Required? |   Name   |     Description     |  Type  |                                                                                                           Options                                                                                                           | Default |
+| :-------: | :------: | :-----------------: | :----: | :-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------: | :-----: |
+|           | endpoint | The endpoint to use | string | [crypto-lwba](#crypto-lwba-endpoint), [crypto-vwap](#vwap-endpoint), [crypto](#price-endpoint), [crypto_lwba](#crypto-lwba-endpoint), [cryptolwba](#crypto-lwba-endpoint), [price](#price-endpoint), [vwap](#vwap-endpoint) | `price` |
 
 ## Price Endpoint
 
@@ -79,4 +79,31 @@ Request:
 
 ---
 
+## Vwap Endpoint
+
+Supported names for this endpoint are: `crypto-vwap`, `vwap`.
+
+### Input Params
+
+| Required? | Name  |    Aliases     |                  Description                   |  Type  | Options | Default | Depends On | Not Valid With |
+| :-------: | :---: | :------------: | :--------------------------------------------: | :----: | :-----: | :-----: | :--------: | :------------: |
+|    ✅     | base  | `coin`, `from` | The symbol of symbols of the currency to query | string |         |         |            |                |
+|    ✅     | quote | `market`, `to` |    The symbol of the currency to convert to    | string |         |         |            |                |
+
+### Example
+
+Request:
+
+```json
+{
+  "data": {
+    "endpoint": "vwap",
+    "base": "ETH",
+    "quote": "USD"
+  }
+}
+```
+
+---
+
 MIT License
diff --git a/packages/sources/blocksize-capital/src/endpoint/index.ts b/packages/sources/blocksize-capital/src/endpoint/index.ts
@@ -1,2 +1,3 @@
 export { endpoint as price } from './price'
 export { endpoint as cryptolwba } from './crypto-lwba'
+export { endpoint as vwap } from './vwap'
diff --git a/packages/sources/blocksize-capital/src/endpoint/vwap.ts b/packages/sources/blocksize-capital/src/endpoint/vwap.ts
@@ -0,0 +1,28 @@
+import {
+  PriceEndpoint,
+  priceEndpointInputParametersDefinition,
+} from '@chainlink/external-adapter-framework/adapter'
+import { InputParameters } from '@chainlink/external-adapter-framework/validation'
+import { config } from '../config'
+import { transport } from '../transport/vwap'
+import { SingleNumberResultResponse } from '@chainlink/external-adapter-framework/util'
+
+const inputParameters = new InputParameters(priceEndpointInputParametersDefinition, [
+  {
+    base: 'AMPL',
+    quote: 'USD',
+  },
+])
+
+export type BaseEndpointTypes = {
+  Parameters: typeof inputParameters.definition
+  Settings: typeof config.settings
+  Response: SingleNumberResultResponse
+}
+
+export const endpoint = new PriceEndpoint({
+  name: 'vwap',
+  aliases: ['crypto-vwap'],
+  transport,
+  inputParameters,
+})
diff --git a/packages/sources/blocksize-capital/src/index.ts b/packages/sources/blocksize-capital/src/index.ts
@@ -1,11 +1,11 @@
 import { expose, ServerInstance } from '@chainlink/external-adapter-framework'
 import { PriceAdapter } from '@chainlink/external-adapter-framework/adapter'
 import { config } from './config'
-import { cryptolwba, price } from './endpoint'
+import { cryptolwba, price, vwap } from './endpoint'
 
 export const adapter = new PriceAdapter({
   name: 'BLOCKSIZE_CAPITAL',
-  endpoints: [price, cryptolwba],
+  endpoints: [price, cryptolwba, vwap],
   defaultEndpoint: price.name,
   config,
 })

diff --git a/packages/sources/blocksize-capital/src/transport/crypto-lwba.ts b/packages/sources/blocksize-capital/src/transport/crypto-lwba.ts
@@ -1,11 +1,16 @@
 import { BaseEndpointTypes } from '../endpoint/crypto-lwba'
 import { WebsocketReverseMappingTransport } from '@chainlink/external-adapter-framework/transports/websocket'
 import { makeLogger, ProviderResult } from '@chainlink/external-adapter-framework/util'
-import { BaseMessage, blocksizeDefaultWebsocketOpenHandler } from './utils'
+import {
+  BaseMessage,
+  blocksizeDefaultUnsubscribeMessageBuilder,
+  blocksizeDefaultWebsocketOpenHandler,
+  buildBlocksizeWebsocketTickersMessage,
+} from './utils'
 
 const logger = makeLogger('BlocksizeCapitalLwbaWebsocketEndpoint')
 
-export interface Message extends BaseMessage {
+export interface BidAskMessage extends BaseMessage {
   method: 'bidask'
   params: {
     updates: {
@@ -22,7 +27,7 @@ export interface Message extends BaseMessage {
 
 export type WsTransportTypes = BaseEndpointTypes & {
   Provider: {
-    WsMessage: Message
+    WsMessage: BidAskMessage
   }
 }
 
@@ -75,20 +80,9 @@ export const transport: WebsocketReverseMappingTransport<WsTransportTypes, strin
       subscribeMessage: (params) => {
         const pair = `${params.base}${params.quote}`.toUpperCase()
         transport.setReverseMapping(pair, params)
-        return {
-          jsonrpc: '2.0',
-          method: 'bidask_subscribe',
-          params: { tickers: [pair] },
-        }
-      },
-
-      unsubscribeMessage: (params) => {
-        const pair = `${params.base}${params.quote}`.toUpperCase()
-        return {
-          jsonrpc: '2.0',
-          method: 'bidask_unsubscribe',
-          params: { tickers: [pair] },
-        }
+        return buildBlocksizeWebsocketTickersMessage('bidask_subscribe', pair)
       },
+      unsubscribeMessage: (params) =>
+        blocksizeDefaultUnsubscribeMessageBuilder(params.base, params.quote, 'bidask_unsubscribe'),
     },
   })
diff --git a/packages/sources/blocksize-capital/src/transport/price.ts b/packages/sources/blocksize-capital/src/transport/price.ts
@@ -1,26 +1,24 @@
 import { BaseEndpointTypes } from '../endpoint/price'
 import { WebsocketReverseMappingTransport } from '@chainlink/external-adapter-framework/transports/websocket'
-import { makeLogger, ProviderResult } from '@chainlink/external-adapter-framework/util'
-import { BaseMessage, blocksizeDefaultWebsocketOpenHandler } from './utils'
+import {
+  BaseMessage,
+  blocksizeDefaultUnsubscribeMessageBuilder,
+  blocksizeDefaultWebsocketOpenHandler,
+  buildBlocksizeWebsocketTickersMessage,
+  handlePriceUpdates,
+  VwapUpdate,
+} from './utils'
 
-const logger = makeLogger('BlocksizeCapitalWebsocketEndpoint')
-
-export interface Message extends BaseMessage {
+export interface VwapMessage extends BaseMessage {
   method: 'vwap'
   params: {
-    updates: {
-      ticker: string
-      price?: number
-      size?: number
-      volume?: number
-      ts: number
-    }[]
+    updates: VwapUpdate[]
   }
 }
 
 export type WsTransportTypes = BaseEndpointTypes & {
   Provider: {
-    WsMessage: Message
+    WsMessage: VwapMessage
   }
 }
 
@@ -33,58 +31,16 @@ export const transport: WebsocketReverseMappingTransport<WsTransportTypes, strin
       message: (message) => {
         if (message.method !== 'vwap') return []
         const updates = message.params.updates
-        const results: ProviderResult<WsTransportTypes>[] = []
-        for (const update of updates) {
-          const params = transport.getReverseMapping(update.ticker)
-          if (!params) {
-            continue
-          }
-          if (!update.price) {
-            const errorMessage = `The data provider didn't return any value for ${params.base}/${params.quote}`
-            logger.info(errorMessage)
-            results.push({
-              params,
-              response: {
-                statusCode: 502,
-                errorMessage,
-              },
-            })
-          } else {
-            results.push({
-              params,
-              response: {
-                result: update.price,
-                data: {
-                  result: update.price,
-                },
-                timestamps: {
-                  providerIndicatedTimeUnixMs: update.ts,
-                },
-              },
-            })
-          }
-        }
-        return results
+        return handlePriceUpdates(updates, transport)
       },
     },
     builders: {
       subscribeMessage: (params) => {
         const pair = `${params.base}${params.quote}`.toUpperCase()
         transport.setReverseMapping(pair, params)
-        return {
-          jsonrpc: '2.0',
-          method: 'vwap_subscribe',
-          params: { tickers: [pair] },
-        }
-      },
-
-      unsubscribeMessage: (params) => {
-        const pair = `${params.base}${params.quote}`.toUpperCase()
-        return {
-          jsonrpc: '2.0',
-          method: 'vwap_unsubscribe',
-          params: { tickers: [pair] },
-        }
+        return buildBlocksizeWebsocketTickersMessage('vwap_subscribe', pair)
       },
+      unsubscribeMessage: (params) =>
+        blocksizeDefaultUnsubscribeMessageBuilder(params.base, params.quote, 'vwap_unsubscribe'),
     },
   })
diff --git a/packages/sources/blocksize-capital/src/transport/utils.ts b/packages/sources/blocksize-capital/src/transport/utils.ts
@@ -1,11 +1,49 @@
-import { makeLogger } from '@chainlink/external-adapter-framework/util'
+import { WebsocketReverseMappingTransport } from '@chainlink/external-adapter-framework/transports'
+import { ProviderResult, makeLogger } from '@chainlink/external-adapter-framework/util'
+import { WsTransportTypes as PriceWsTransportTypes } from './price'
+import { WsTransportTypes as VwapWsTransportTypes } from './vwap'
 
 const logger = makeLogger('BlocksizeCapitalTransportUtils')
 
 export interface BaseMessage {
   jsonrpc: string
   id?: string | number | null
-  method: string
+  method?: string
+}
+
+export type VwapUpdate = {
+  ticker: string
+  price?: number
+  size?: number
+  volume?: number
+  ts: number
+}
+
+export type ProviderParams = {
+  tickers?: string[]
+  api_key?: string
+}
+
+const buildBlocksizeWebsocketMessage = (method: string, params: ProviderParams): unknown => {
+  return {
+    jsonrpc: '2.0',
+    method: method,
+    params: params,
+  }
+}
+
+export const buildBlocksizeWebsocketAuthMessage = (apiKey: string) =>
+  buildBlocksizeWebsocketMessage('authentication_logon', { api_key: apiKey })
+export const buildBlocksizeWebsocketTickersMessage = (method: string, pair: string) =>
+  buildBlocksizeWebsocketMessage(method, { tickers: [pair] })
+
+export const blocksizeDefaultUnsubscribeMessageBuilder = (
+  base: string,
+  quote: string,
+  method: string,
+): unknown => {
+  const pair = `${base}${quote}`.toUpperCase()
+  return buildBlocksizeWebsocketTickersMessage(method, pair)
 }
 
 // use as open handler for standard WS connections
@@ -20,14 +58,48 @@ export const blocksizeDefaultWebsocketOpenHandler = (
         logger.debug('Got logged in response, connection is ready')
         resolve()
       } else {
-        reject(new Error('Failed to make WS connection'))
+        reject(new Error(`Failed to make WS connection: ${JSON.stringify(parsed)}`))
       }
     })
-    const options = {
-      jsonrpc: '2.0',
-      method: 'authentication_logon',
-      params: { api_key: apiKey },
-    }
-    connection.send(JSON.stringify(options))
+    const message = buildBlocksizeWebsocketAuthMessage(apiKey)
+    connection.send(JSON.stringify(message))
   })
 }
+
+export const handlePriceUpdates = (
+  updates: VwapUpdate[],
+  transport: WebsocketReverseMappingTransport<any, any>,
+): ProviderResult<PriceWsTransportTypes | VwapWsTransportTypes>[] | undefined => {
+  const results = []
+  for (const update of updates) {
+    const params = transport.getReverseMapping(update.ticker)
+    if (!params) {
+      continue
+    }
+    if (!update.price) {
+      const errorMessage = `The data provider didn't return any value for ${params.base}/${params.quote}`
+      logger.info(errorMessage)
+      results.push({
+        params,
+        response: {
+          statusCode: 502,
+          errorMessage,
+        },
+      })
+    } else {
+      results.push({
+        params,
+        response: {
+          result: update.price,
+          data: {
+            result: update.price,
+          },
+          timestamps: {
+            providerIndicatedTimeUnixMs: update.ts,
+          },
+        },
+      })
+    }
+  }
+  return results
+}