Feat/STRUCT-2627 tiingo iex update (#3635)

* STRUCT-2627 update tiingo iex transport with new payload * add changeset
smartcontractkit · Jan 14, 2025 · da65fb1 · da65fb1
1 parent 0bede17
commit da65fb1
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Showing 5 changed files with 38 additions and 127 deletions.
diff --git a/.changeset/light-maps-scream.md b/.changeset/light-maps-scream.md
@@ -0,0 +1,5 @@
+---
+'@chainlink/tiingo-adapter': minor
+---
+
+Update IEX endpoint with new payload
diff --git a/packages/sources/tiingo/src/transport/iex-ws.ts b/packages/sources/tiingo/src/transport/iex-ws.ts
@@ -5,37 +5,7 @@ import { TiingoWebsocketTransport } from './utils'
 interface Message {
   service: string
   messageType: string
-  data: [
-    string,
-    string,
-    number,
-    string,
-    number,
-    number,
-    number,
-    number,
-    number,
-    number,
-    number,
-    number,
-    number,
-    number,
-    number,
-    number,
-  ]
-}
-
-const dateIndex = 1
-const tickerIndex = 3
-
-const priceIndexMap = {
-  lastTrade: 9,
-  quote: 6,
-}
-
-const updateTypeMap = {
-  lastTrade: 'T',
-  quote: 'Q',
+  data: [string, string, number]
 }
 
 type WsTransportTypes = BaseEndpointTypes & {
@@ -44,10 +14,14 @@ type WsTransportTypes = BaseEndpointTypes & {
   }
 }
 
+const dateIndex = 0
+const tickerIndex = 1
+const priceIndex = 2
+
 /*
 Tiingo EA currently does not receive asset prices during off-market hours. When a heartbeat message is received during these hours,
 we update the TTL of cache entries that EA is requested to provide a price during off-market hours.
- */
+*/
 const updateTTL = async (transport: WebSocketTransport<WsTransportTypes>, ttl: number) => {
   const params = await transport.subscriptionSet.getAll()
   transport.responseCache.writeTTL(transport.name, params, ttl)
@@ -69,32 +43,24 @@ export const wsTransport: TiingoWebsocketTransport<WsTransportTypes> =
           return []
         }
 
-        const updateType = message.data[0]
-        // Expects Last Trade (T) or Quote (Q) messages
-        if (
-          !message?.data?.length ||
-          message.messageType !== 'A' ||
-          (updateType !== updateTypeMap.lastTrade && updateType !== updateTypeMap.quote)
-        ) {
+        if (!message?.data?.length || message.messageType !== 'A') {
           return []
         }
 
-        let result: number
-        if (updateType === updateTypeMap.lastTrade) {
-          result = message.data[priceIndexMap.lastTrade] as number
-        } else {
-          result = message.data[priceIndexMap.quote] as number
-        }
+        const dateString = message.data[dateIndex]
+        const ticker = message.data[tickerIndex]
+        const result = message.data[priceIndex]
+
         return [
           {
-            params: { base: message.data[tickerIndex] },
+            params: { base: ticker },
             response: {
               data: {
                 result,
               },
               result,
               timestamps: {
-                providerIndicatedTimeUnixMs: new Date(message.data[dateIndex]).getTime(),
+                providerIndicatedTimeUnixMs: new Date(dateString).getTime(),
               },
             },
           },
@@ -107,14 +73,20 @@ export const wsTransport: TiingoWebsocketTransport<WsTransportTypes> =
         return {
           eventName: 'subscribe',
           authorization: wsTransport.apiKey,
-          eventData: { thresholdLevel: 5, tickers: [params.base] },
+          eventData: {
+            thresholdLevel: 6,
+            tickers: [params.base],
+          },
         }
       },
       unsubscribeMessage: (params) => {
         return {
           eventName: 'unsubscribe',
           authorization: wsTransport.apiKey,
-          eventData: { thresholdLevel: 5, tickers: [params.base] },
+          eventData: {
+            thresholdLevel: 6,
+            tickers: [params.base],
+          },
         }
       },
     },

diff --git a/packages/sources/tiingo/test/integration/__snapshots__/adapter-ws.test.ts.snap b/packages/sources/tiingo/test/integration/__snapshots__/adapter-ws.test.ts.snap
@@ -92,47 +92,32 @@ exports[`websocket forex endpoint should return success 1`] = `
 }
 `;
 
-exports[`websocket iex endpoint Q request should return success 1`] = `
+exports[`websocket iex endpoint iex A request should return success 1`] = `
 {
   "data": {
-    "result": 170.285,
+    "result": 232.66,
   },
-  "result": 170.285,
+  "result": 232.66,
   "statusCode": 200,
   "timestamps": {
     "providerDataReceivedUnixMs": 3038,
     "providerDataStreamEstablishedUnixMs": 3030,
-    "providerIndicatedTimeUnixMs": 1645032916595,
-  },
-}
-`;
-
-exports[`websocket iex endpoint T request should return success 1`] = `
-{
-  "data": {
-    "result": 106.21,
-  },
-  "result": 106.21,
-  "statusCode": 200,
-  "timestamps": {
-    "providerDataReceivedUnixMs": 3038,
-    "providerDataStreamEstablishedUnixMs": 3030,
-    "providerIndicatedTimeUnixMs": 1645032916595,
+    "providerIndicatedTimeUnixMs": 1736885388216,
   },
 }
 `;
 
 exports[`websocket iex endpoint should update the ttl after heartbeat is received 1`] = `
 {
   "data": {
-    "result": 170.285,
+    "result": 232.66,
   },
-  "result": 170.285,
+  "result": 232.66,
   "statusCode": 200,
   "timestamps": {
     "providerDataReceivedUnixMs": 3038,
     "providerDataStreamEstablishedUnixMs": 3030,
-    "providerIndicatedTimeUnixMs": 1645032916595,
+    "providerIndicatedTimeUnixMs": 1736885388216,
   },
 }
 `;
diff --git a/packages/sources/tiingo/test/integration/adapter-ws.test.ts b/packages/sources/tiingo/test/integration/adapter-ws.test.ts
@@ -14,7 +14,6 @@ import {
 import { WebSocketClassProvider } from '@chainlink/external-adapter-framework/transports'
 import FakeTimers from '@sinonjs/fake-timers'
 import * as lwbaTransport from '../../src/transport/crypto-lwba'
-import * as lwbaEndpoint from '../../src/endpoint/crypto-lwba'
 
 describe('websocket', () => {
   let mockWsServerCrypto: MockWebsocketServer | undefined
@@ -39,11 +38,6 @@ describe('websocket', () => {
     base: 'aapl',
     transport: 'ws',
   }
-  const priceDataAmzn = {
-    endpoint: 'iex',
-    base: 'amzn',
-    transport: 'ws',
-  }
   const priceDataForex = {
     endpoint: 'forex',
     base: 'eur',
@@ -75,9 +69,8 @@ describe('websocket', () => {
     await testAdapter.request(priceData)
     await testAdapter.request(spreadData)
     await testAdapter.request(priceDataAapl)
-    await testAdapter.request(priceDataAmzn)
     await testAdapter.request(priceDataForex)
-    await testAdapter.waitForCache(5)
+    await testAdapter.waitForCache(4)
   })
 
   afterAll(async () => {
@@ -137,14 +130,10 @@ describe('websocket', () => {
   })
 
   describe('iex endpoint', () => {
-    it('Q request should return success', async () => {
+    it('iex A request should return success', async () => {
       const response = await testAdapter.request(priceDataAapl)
       expect(response.json()).toMatchSnapshot()
     })
-    it('T request should return success', async () => {
-      const response = await testAdapter.request(priceDataAmzn)
-      expect(response.json()).toMatchSnapshot()
-    })
 
     it('should update the ttl after heartbeat is received', async () => {
       // The cache ttl is 150 seconds. Mocked heartbeat message is sent after 10s after connection which should

diff --git a/packages/sources/tiingo/test/integration/fixtures.ts b/packages/sources/tiingo/test/integration/fixtures.ts
@@ -413,49 +413,10 @@ export const mockCryptoLwbaWebSocketServer = (URL: string): MockWebsocketServer
 }
 
 export const mockIexWebSocketServer = (URL: string): MockWebsocketServer => {
-  const wsResponseQ = {
+  const wsResponseIexA = {
     messageType: 'A',
     service: 'iex',
-    data: [
-      'Q',
-      '2022-02-16T12:35:16.595244526-05:00',
-      1645032916595244500,
-      'aapl',
-      399,
-      170.28,
-      170.285,
-      170.29,
-      100,
-      null,
-      null,
-      0,
-      0,
-      null,
-      null,
-      null,
-    ],
-  }
-  const wsResponseT = {
-    messageType: 'A',
-    service: 'iex',
-    data: [
-      'T',
-      '2022-02-16T12:35:16.595244526-05:00',
-      1645032916595244500,
-      'amzn',
-      null,
-      null,
-      null,
-      null,
-      null,
-      106.21,
-      null,
-      null,
-      0,
-      0,
-      0,
-      0,
-    ],
+    data: ['2025-01-14T15:09:48.216010528-05:00', 'aapl', 232.66],
   }
   const wsResponseHeartbeat = {
     response: { code: 200, message: 'HeartBeat' },
@@ -466,8 +427,7 @@ export const mockIexWebSocketServer = (URL: string): MockWebsocketServer => {
     let counter = 0
     socket.on('message', () => {
       if (counter++ === 0) {
-        socket.send(JSON.stringify(wsResponseQ))
-        socket.send(JSON.stringify(wsResponseT))
+        socket.send(JSON.stringify(wsResponseIexA))
         setTimeout(() => {
           socket.send(JSON.stringify(wsResponseHeartbeat))
         }, 10000)