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Refactor tokenized-equity (#4655)
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3 files changed

Lines changed: 125 additions & 95 deletions

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‎.changeset/eighty-pans-glow.md‎

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---
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'@chainlink/tokenized-equity-adapter': patch
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---
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Code refactor

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

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import { BaseEndpointTypes as DataEngineResponse } from '@chainlink/data-engine-adapter/src/endpoint/deutscheBoerseV11'
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import { InputParameters } from '@chainlink/external-adapter-framework/validation'
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import { AdapterInputError } from '@chainlink/external-adapter-framework/validation/error'
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export const inputExample = {
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regularStreamId: '0x0',
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extendedStreamId: '0x0',
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overnightStreamId: '0x0',
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sessionMarket: 'nyse',
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sessionMarketType: '24/5',
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sessionBoundaries: ['04:00', '16:00', '20:00'],
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sessionBoundariesTimeZone: 'America/New_York',
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smoother: 'kalman' as const,
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decimals: 8,
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}
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export const inputDefinition = new InputParameters(
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{
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regularStreamId: {
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required: true,
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type: 'string',
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description: 'Data Streams regular hour feed ID for the underlying asset',
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},
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extendedStreamId: {
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required: true,
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type: 'string',
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description: 'Data Streams extended hour feed ID for the underlying asset',
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},
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overnightStreamId: {
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required: true,
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type: 'string',
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description: 'Data Streams overnight hour feed ID for the underlying asset',
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},
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sessionMarket: {
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required: true,
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type: 'string',
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description:
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'The name of the market for session times, for example nyse. This is passed to the tradinghours adapter as the `market` parameter.',
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},
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sessionMarketType: {
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required: true,
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type: 'string',
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description:
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'The type of the market for session times, for example 24/5. This is passed to the tradinghours adapter as the `type` parameter.',
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},
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sessionBoundaries: {
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required: true,
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type: 'string',
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array: true,
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description:
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'(backup) A list of time where market trasition from 1 session to the next in the format of HH:MM. This is only used when the adapter is unable to fetch session times from the tradinghours EA',
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},
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sessionBoundariesTimeZone: {
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required: true,
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type: 'string',
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description: 'ANA Time Zone Database format',
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},
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smoother: {
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type: 'string',
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description: 'Smoothing algorithm to apply to the price',
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options: ['kalman', 'ema'],
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default: 'kalman',
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},
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decimals: {
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type: 'number',
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description: 'Decimals of output result',
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default: 8,
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},
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},
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[inputExample],
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)
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export const validateSession = (sessionBoundaries: string[], sessionBoundariesTimeZone: string) => {
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sessionBoundaries.forEach((s) => {
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if (!s.match(/^(?:[01]\d|2[0-3]):[0-5]\d$/)) {
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throw new AdapterInputError({
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statusCode: 400,
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message: `${s} in [Param: sessionBoundaries] does not match format HH:MM`,
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})
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}
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})
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try {
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// eslint-disable-next-line new-cap
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Intl.DateTimeFormat(undefined, { timeZone: sessionBoundariesTimeZone })
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} catch (error) {
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throw new AdapterInputError({
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statusCode: 400,
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message: `[Param: sessionBoundariesTimeZone] is not valid timezone: ${error}`,
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})
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}
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return
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}
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export type output = {
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result: string
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decimals: number
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rawPrice: string
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stream: {
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regular: DataEngineResponse['Response']['Data']
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extended: DataEngineResponse['Response']['Data']
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overnight: DataEngineResponse['Response']['Data']
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}
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smoother: {
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price: string
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x: string
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p: string
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secondsFromTransition: number
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}
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sessionSource: 'TRADINGHOURS' | 'FALLBACK'
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}

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

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Original file line numberDiff line numberDiff line change
@@ -1,10 +1,11 @@
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import { BaseEndpointTypes as DataEngineResponse } from '@chainlink/data-engine-adapter/src/endpoint/deutscheBoerseV11'
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import { AdapterEndpoint } from '@chainlink/external-adapter-framework/adapter'
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import { InputParameters } from '@chainlink/external-adapter-framework/validation'
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import { AdapterInputError } from '@chainlink/external-adapter-framework/validation/error'
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import { TypeFromDefinition } from '@chainlink/external-adapter-framework/validation/input-params'
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import { config } from '../config'
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import { ondoTransport } from '../transport/ondoTransport'
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import type { output } from './common'
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import { inputDefinition, inputExample, validateSession } from './common'
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export const inputParameters = new InputParameters(
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{
@@ -18,70 +19,13 @@ export const inputParameters = new InputParameters(
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type: 'string',
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description: 'Maps to the asset in ondo’s on-chain registry',
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},
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regularStreamId: {
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required: true,
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type: 'string',
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description: 'Data Streams regular hour feed ID for the underlying asset',
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},
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extendedStreamId: {
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required: true,
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type: 'string',
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description: 'Data Streams extended hour feed ID for the underlying asset',
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},
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overnightStreamId: {
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required: true,
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type: 'string',
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description: 'Data Streams overnight hour feed ID for the underlying asset',
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},
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sessionMarket: {
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required: true,
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type: 'string',
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description:
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'The name of the market for session times, for example nyse. This is passed to the tradinghours adapter as the `market` parameter.',
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},
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sessionMarketType: {
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required: true,
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type: 'string',
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description:
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'The type of the market for session times, for example 24/5. This is passed to the tradinghours adapter as the `type` parameter.',
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},
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sessionBoundaries: {
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required: true,
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type: 'string',
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array: true,
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description:
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'(backup) A list of time where market trasition from 1 session to the next in the format of HH:MM. This is only used when the adapter is unable to fetch session times from the tradinghours EA',
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},
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sessionBoundariesTimeZone: {
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required: true,
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type: 'string',
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description: 'ANA Time Zone Database format',
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},
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smoother: {
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type: 'string',
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description: 'Smoothing algorithm to apply to the price',
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options: ['kalman', 'ema'],
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default: 'kalman',
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},
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decimals: {
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type: 'number',
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description: 'Decimals of output result',
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default: 8,
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},
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...inputDefinition.definition,
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},
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[
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{
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registry: '0x0',
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asset: '0x0',
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regularStreamId: '0x0',
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extendedStreamId: '0x0',
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overnightStreamId: '0x0',
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sessionMarket: 'nyse',
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sessionMarketType: '24/5',
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sessionBoundaries: ['04:00', '16:00', '20:00'],
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sessionBoundariesTimeZone: 'America/New_York',
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smoother: 'kalman',
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decimals: 8,
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...inputExample,
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},
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],
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)
@@ -90,26 +34,11 @@ export type BaseEndpointTypes = {
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Parameters: typeof inputParameters.definition
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Response: {
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Result: string
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Data: {
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result: string
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rawPrice: string
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decimals: number
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Data: output & {
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registry: {
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sValue: string
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paused: boolean
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}
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stream: {
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regular: DataEngineResponse['Response']['Data']
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extended: DataEngineResponse['Response']['Data']
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overnight: DataEngineResponse['Response']['Data']
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}
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smoother: {
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price: string
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x: string
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p: string
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secondsFromTransition: number
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}
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sessionSource: 'TRADINGHOURS' | 'FALLBACK'
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}
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}
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Settings: typeof config.settings
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})
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}
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const { sessionBoundaries, sessionBoundariesTimeZone } = req.requestContext.data
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sessionBoundaries.forEach((s) => {
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if (!s.match(/^(?:[01]\d|2[0-3]):[0-5]\d$/)) {
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throw new AdapterInputError({
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statusCode: 400,
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message: `${s} in [Param: sessionBoundaries] does not match format HH:MM`,
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})
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}
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})
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validateSession(
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req.requestContext.data.sessionBoundaries,
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req.requestContext.data.sessionBoundariesTimeZone,
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)
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try {
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// eslint-disable-next-line new-cap
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Intl.DateTimeFormat(undefined, { timeZone: sessionBoundariesTimeZone })
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} catch (error) {
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throw new AdapterInputError({
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statusCode: 400,
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message: `[Param: sessionBoundariesTimeZone] is not valid timezone: ${error}`,
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})
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}
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return
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},
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})

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