Refactor tokenized-equity (#4656)

Author: mxiao-cll

.changeset/short-cups-wait.md

@@ -0,0 +1,5 @@
+---
+'@chainlink/tokenized-equity-adapter': patch
+---
+
+Code refactor

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

@@ -1,8 +1,10 @@
 import { BaseEndpointTypes as DataEngineResponse } from '@chainlink/data-engine-adapter/src/endpoint/deutscheBoerseV11'
 import { InputParameters } from '@chainlink/external-adapter-framework/validation'
 import { AdapterInputError } from '@chainlink/external-adapter-framework/validation/error'
+import { TypeFromDefinition } from '@chainlink/external-adapter-framework/validation/input-params'
 
 export const inputExample = {
+  asset: '0x0',
   regularStreamId: '0x0',
   extendedStreamId: '0x0',
   overnightStreamId: '0x0',
@@ -16,6 +18,12 @@ export const inputExample = {
 
 export const inputDefinition = new InputParameters(
   {
+    asset: {
+      required: true,
+      type: 'string',
+      description:
+        'Unique identifier of the underlying asset. Used to maintain smoother internal state.',
+    },
     regularStreamId: {
       required: true,
       type: 'string',
@@ -70,6 +78,8 @@ export const inputDefinition = new InputParameters(
   [inputExample],
 )
 
+export type Smoother = TypeFromDefinition<typeof inputDefinition.definition>['smoother']
+
 export const validateSession = (sessionBoundaries: string[], sessionBoundariesTimeZone: string) => {
   sessionBoundaries.forEach((s) => {
     if (!s.match(/^(?:[01]\d|2[0-3]):[0-5]\d$/)) {

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

@@ -1,7 +1,6 @@
 import { AdapterEndpoint } from '@chainlink/external-adapter-framework/adapter'
 import { InputParameters } from '@chainlink/external-adapter-framework/validation'
 import { AdapterInputError } from '@chainlink/external-adapter-framework/validation/error'
-import { TypeFromDefinition } from '@chainlink/external-adapter-framework/validation/input-params'
 import { config } from '../config'
 import { ondoTransport } from '../transport/ondoTransport'
 import type { output } from './common'
@@ -14,17 +13,11 @@ export const inputParameters = new InputParameters(
       type: 'string',
       description: 'Ondo on-chain registry address',
     },
-    asset: {
-      required: true,
-      type: 'string',
-      description: 'Maps to the asset in ondo’s on-chain registry',
-    },
     ...inputDefinition.definition,
   },
   [
     {
       registry: '0x0',
-      asset: '0x0',
       ...inputExample,
     },
   ],
@@ -44,8 +37,6 @@ export type BaseEndpointTypes = {
   Settings: typeof config.settings
 }
 
-export type Smoother = TypeFromDefinition<BaseEndpointTypes['Parameters']>['smoother']
-
 export const endpoint = new AdapterEndpoint({
   name: 'ondo',
   aliases: [],

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

@@ -1,5 +1,5 @@
 // Algorithm by @kalanyuz and @eshaqiri
-import { Smoother } from '../../endpoint/ondo'
+import { Smoother } from '../../endpoint/common'
 import { EmaFilter } from './ema'
 import { KalmanFilter } from './kalman'
 import { deScale, scale } from './utils'

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

@@ -2,11 +2,10 @@ import { Requester } from '@chainlink/external-adapter-framework/util/requester'
 import { JsonRpcProvider } from 'ethers'
 
 import { AdapterError } from '@chainlink/external-adapter-framework/validation/error'
-import { Smoother } from '../endpoint/ondo'
+import { Smoother } from '../endpoint/common'
 import { getRegistryData } from '../lib/registry'
-import { calculateSecondsFromTransition } from '../lib/session/session'
-import { processUpdate } from '../lib/smoother/smoother'
-import { getPrice } from '../lib/streams'
+
+import { smoothedStreamPrice } from './smoothedPrice'
 
 const MULTIPLIER_DECIMALS = 18n
 
@@ -27,23 +26,9 @@ export const calculatePrice = async (param: {
   smoother: Smoother
   decimals: number
 }) => {
-  const [price, { multiplier, paused }, secondsFromTransition] = await Promise.all([
-    getPrice(
-      param.regularStreamId,
-      param.extendedStreamId,
-      param.overnightStreamId,
-      param.url,
-      param.requester,
-    ),
+  const [result, { multiplier, paused }] = await Promise.all([
+    smoothedStreamPrice(param),
     getRegistryData(param.asset, param.registry, param.provider),
-    calculateSecondsFromTransition(
-      param.tradingHoursUrl,
-      param.requester,
-      param.sessionBoundaries,
-      param.sessionBoundariesTimeZone,
-      param.sessionMarket,
-      param.sessionMarketType,
-    ),
   ])
 
   if (paused) {
@@ -53,61 +38,12 @@ export const calculatePrice = async (param: {
     })
   }
 
-  const common = {
-    rawPrice: price.price,
-    decimals: param.decimals,
+  return result.map((r) => ({
+    ...r,
     registry: {
       sValue: multiplier.toString(),
       paused,
     },
-    stream: price.data,
-  }
-
-  return ['ema', 'kalman'].map((smoother) => {
-    const smoothed = smooth(
-      smoother as Smoother,
-      param,
-      price,
-      secondsFromTransition.value,
-      multiplier,
-    )
-    return {
-      result: smoothed.result,
-      ...common,
-      smoother: smoothed.smoother,
-      sessionSource: secondsFromTransition.source,
-    }
-  })
-}
-
-const smooth = (
-  smoother: Smoother,
-  param: { asset: string; decimals: number },
-  price: { price: string; spread: bigint; decimals: number },
-  secondsFromTransition: number,
-  multiplier: bigint,
-) => {
-  const smoothed = processUpdate(
-    smoother,
-    param.asset,
-    BigInt(price.price),
-    price.spread,
-    secondsFromTransition,
-  )
-
-  const result =
-    (smoothed.price * multiplier * 10n ** BigInt(param.decimals)) /
-    10n ** BigInt(price.decimals) /
-    10n ** MULTIPLIER_DECIMALS
-
-  return {
-    result: result.toString(),
-    smoother: {
-      smoother,
-      price: smoothed.price.toString(),
-      x: smoothed.x.toString(),
-      p: smoothed.p.toString(),
-      secondsFromTransition,
-    },
-  }
+    result: ((BigInt(r.result) * multiplier) / 10n ** MULTIPLIER_DECIMALS).toString(),
+  }))
 }

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

@@ -5,7 +5,8 @@ import { AdapterResponse, makeLogger, sleep } from '@chainlink/external-adapter-
 import { Requester } from '@chainlink/external-adapter-framework/util/requester'
 import { AdapterError } from '@chainlink/external-adapter-framework/validation/error'
 import { JsonRpcProvider } from 'ethers'
-import { BaseEndpointTypes, inputParameters, Smoother } from '../endpoint/ondo'
+import { Smoother } from '../endpoint/common'
+import { BaseEndpointTypes, inputParameters } from '../endpoint/ondo'
 import { calculatePrice } from './ondoPrice'
 
 const logger = makeLogger('OndoTransport')

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

@@ -0,0 +1,83 @@
+import { Requester } from '@chainlink/external-adapter-framework/util/requester'
+import { Smoother } from '../endpoint/common'
+import { calculateSecondsFromTransition } from '../lib/session/session'
+import { processUpdate } from '../lib/smoother/smoother'
+import { getPrice } from '../lib/streams'
+
+export const smoothedStreamPrice = async (param: {
+  asset: string
+  regularStreamId: string
+  extendedStreamId: string
+  overnightStreamId: string
+  url: string
+  tradingHoursUrl: string
+  requester: Requester
+  sessionMarket: string
+  sessionMarketType: string
+  sessionBoundaries: string[]
+  sessionBoundariesTimeZone: string
+  smoother: Smoother
+  decimals: number
+}) => {
+  const [price, secondsFromTransition] = await Promise.all([
+    getPrice(
+      param.regularStreamId,
+      param.extendedStreamId,
+      param.overnightStreamId,
+      param.url,
+      param.requester,
+    ),
+    calculateSecondsFromTransition(
+      param.tradingHoursUrl,
+      param.requester,
+      param.sessionBoundaries,
+      param.sessionBoundariesTimeZone,
+      param.sessionMarket,
+      param.sessionMarketType,
+    ),
+  ])
+
+  const common = {
+    rawPrice: price.price,
+    decimals: param.decimals,
+    stream: price.data,
+  }
+
+  return ['ema', 'kalman'].map((smoother) => {
+    const smoothed = smooth(smoother as Smoother, param, price, secondsFromTransition.value)
+    return {
+      result: smoothed.result,
+      ...common,
+      smoother: smoothed.smoother,
+      sessionSource: secondsFromTransition.source,
+    }
+  })
+}
+
+const smooth = (
+  smoother: Smoother,
+  param: { asset: string; decimals: number },
+  price: { price: string; spread: bigint; decimals: number },
+  secondsFromTransition: number,
+) => {
+  const smoothed = processUpdate(
+    smoother,
+    param.asset,
+    BigInt(price.price),
+    price.spread,
+    secondsFromTransition,
+  )
+
+  const result = (smoothed.price * 10n ** BigInt(param.decimals)) / 10n ** BigInt(price.decimals)
+
+  return {
+    result: result,
+    smoother: {
+      smoother,
+      price: smoothed.price.toString(),
+      x: smoothed.x.toString(),
+      p: smoothed.p.toString(),
+      secondsFromTransition,
+    },
+  }
+}