Include overnightStreamMaxAgeInSeconds in tokenized-equity (#4792)

* Include overnightStreamMaxAgeInSeconds in tokenized-equity

* Update test

* Fix test

Author: mxiao-cll

.changeset/dirty-singers-add.md

@@ -0,0 +1,5 @@
+---
+'@chainlink/tokenized-equity-adapter': minor
+---
+
+Include overnightStreamMaxAgeInSeconds

packages/composites/tokenized-equity/src/endpoint/common.ts

@@ -8,6 +8,7 @@ export const inputExample = {
   regularStreamId: '0x0',
   extendedStreamId: '0x0',
   overnightStreamId: '0x0',
+  overnightStreamMaxAgeInSeconds: 100,
   sessionMarket: 'nyse',
   sessionMarketType: '24/5',
   sessionBoundaries: ['04:00', '16:00', '20:00'],
@@ -39,6 +40,12 @@ export const inputDefinition = new InputParameters(
       type: 'string',
       description: 'Data Streams overnight hour feed ID for the underlying asset',
     },
+    overnightStreamMaxAgeInSeconds: {
+      required: false,
+      type: 'number',
+      description:
+        'Ignore report if the streams report is older than current time by more than this value in seconds. If not provided, all reports will be processed regardless of age.',
+    },
     sessionMarket: {
       required: true,
       type: 'string',
@@ -107,9 +114,9 @@ export type output = {
   decimals: number
   rawPrice: string
   stream: {
-    regular: DataEngineResponse['Response']['Data']
-    extended: DataEngineResponse['Response']['Data']
-    overnight: DataEngineResponse['Response']['Data']
+    regular?: DataEngineResponse['Response']['Data']
+    extended?: DataEngineResponse['Response']['Data']
+    overnight?: DataEngineResponse['Response']['Data']
   }
   smoother: {
     price: string

packages/composites/tokenized-equity/src/lib/streams.ts

@@ -8,15 +8,21 @@ import { AdapterError } from '@chainlink/external-adapter-framework/validation/e
 type DataEngineResponse = BaseEndpointTypes['Response']['Data']
 
 export const getPrice = async (
+  url: string,
+  requester: Requester,
   regularStreamId: string,
   extendedStreamId: string,
   overnightStreamId: string,
-  url: string,
-  requester: Requester,
+  overnightStreamMaxAgeInSeconds?: number,
 ) => {
-  const [regular, extended, overnight] = await Promise.all(
+  const [regular, extended, overnight] = await Promise.allSettled(
     [regularStreamId, extendedStreamId, overnightStreamId].map((streamId) =>
-      getDeutscheBoersePrice(streamId, url, requester),
+      getDeutscheBoersePrice(
+        streamId,
+        url,
+        requester,
+        streamId === overnightStreamId ? { maxAgeInSeconds: overnightStreamMaxAgeInSeconds } : {},
+      ),
     ),
   )
 
@@ -27,34 +33,49 @@ export const getPrice = async (
     spread: BigInt(stream.ask) - BigInt(stream.bid),
     decimals: stream.decimals,
     data: {
-      regular,
-      extended,
-      overnight,
+      regular: regular.status === 'fulfilled' ? regular.value : undefined,
+      extended: extended.status === 'fulfilled' ? extended.value : undefined,
+      overnight: overnight.status === 'fulfilled' ? overnight.value : undefined,
     },
   }
 }
 
 const getStream = (
-  regular: DataEngineResponse,
-  extended: DataEngineResponse,
-  overnight: DataEngineResponse,
+  regular: PromiseSettledResult<DataEngineResponse>,
+  extended: PromiseSettledResult<DataEngineResponse>,
+  overnight: PromiseSettledResult<DataEngineResponse>,
 ) => {
-  if (regular.marketStatus === TwentyfourFiveMarketStatus.REGULAR) {
-    return regular
+  if (
+    regular.status === 'fulfilled' &&
+    regular.value.marketStatus === TwentyfourFiveMarketStatus.REGULAR
+  ) {
+    return regular.value
+  } else if (
+    extended.status === 'fulfilled' &&
+    (extended.value.marketStatus === TwentyfourFiveMarketStatus.POST_MARKET ||
+      extended.value.marketStatus === TwentyfourFiveMarketStatus.PRE_MARKET)
+  ) {
+    return extended.value
   } else if (
-    extended.marketStatus === TwentyfourFiveMarketStatus.POST_MARKET ||
-    extended.marketStatus === TwentyfourFiveMarketStatus.PRE_MARKET
+    overnight.status === 'fulfilled' &&
+    overnight.value.marketStatus === TwentyfourFiveMarketStatus.OVERNIGHT
   ) {
-    return extended
-  } else if (overnight.marketStatus === TwentyfourFiveMarketStatus.OVERNIGHT) {
-    return overnight
+    return overnight.value
   } else {
     throw new AdapterError({
       statusCode: 503,
       message: `Market is not open: regular ${
-        TwentyfourFiveMarketStatus[regular.marketStatus]
-      }, extended ${TwentyfourFiveMarketStatus[extended.marketStatus]}, overnight ${
-        TwentyfourFiveMarketStatus[overnight.marketStatus]
+        regular.status === 'fulfilled'
+          ? ` ${TwentyfourFiveMarketStatus[regular.value.marketStatus]}`
+          : ` ${regular.reason}`
+      }, extended ${
+        extended.status === 'fulfilled'
+          ? ` ${TwentyfourFiveMarketStatus[extended.value.marketStatus]}`
+          : ` ${extended.reason}`
+      }, overnight ${
+        overnight.status === 'fulfilled'
+          ? ` ${TwentyfourFiveMarketStatus[overnight.value.marketStatus]}`
+          : ` ${overnight.reason}`
       }`,
     })
   }

packages/composites/tokenized-equity/src/transport/ondoPrice.ts

@@ -16,6 +16,7 @@ export const calculatePrice = async (param: {
   regularStreamId: string
   extendedStreamId: string
   overnightStreamId: string
+  overnightStreamMaxAgeInSeconds?: number
   url: string
   tradingHoursUrl: string
   requester: Requester

packages/composites/tokenized-equity/src/transport/ondoTransport.ts

@@ -120,6 +120,7 @@ const dedupeParams = (params: RequestParams[]) => {
       p.regularStreamId,
       p.extendedStreamId,
       p.overnightStreamId,
+      p.overnightStreamMaxAgeInSeconds,
       p.sessionMarket,
       p.sessionMarketType,
       p.sessionBoundaries.join('|'),

packages/composites/tokenized-equity/src/transport/priceTransport.ts

@@ -117,6 +117,7 @@ const dedupeParams = (params: RequestParams[]) => {
       p.regularStreamId,
       p.extendedStreamId,
       p.overnightStreamId,
+      p.overnightStreamMaxAgeInSeconds,
       p.sessionMarket,
       p.sessionMarketType,
       p.sessionBoundaries.join('|'),

packages/composites/tokenized-equity/src/transport/smoothedPrice.ts

@@ -9,6 +9,7 @@ export const smoothedStreamPrice = async (param: {
   regularStreamId: string
   extendedStreamId: string
   overnightStreamId: string
+  overnightStreamMaxAgeInSeconds?: number
   url: string
   tradingHoursUrl: string
   requester: Requester
@@ -21,11 +22,12 @@ export const smoothedStreamPrice = async (param: {
 }) => {
   const [price, secondsFromTransition] = await Promise.all([
     getPrice(
+      param.url,
+      param.requester,
       param.regularStreamId,
       param.extendedStreamId,
       param.overnightStreamId,
-      param.url,
-      param.requester,
+      param.overnightStreamMaxAgeInSeconds,
     ),
     calculateSecondsFromTransition(
       param.tradingHoursUrl,