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New NCFX market status endpoint (#3387)
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,5 @@ | ||
| --- | ||
| '@chainlink/ncfx-adapter': minor | ||
| --- | ||
|
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| New market-status endpoint |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,3 +1,4 @@ | ||
| export { cryptoEndpoint as crypto } from './crypto' | ||
| export { cryptoLwbaEndpoint as lwba } from './crypto-lwba' | ||
| export { forexEndpoint as forex } from './forex' | ||
| export { marketStatusEndpoint as marketStatus } from './market-status' |
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| Original file line number | Diff line number | Diff line change |
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| @@ -0,0 +1,31 @@ | ||
| import { | ||
| MarketStatusEndpoint, | ||
| MarketStatusResultResponse, | ||
| } from '@chainlink/external-adapter-framework/adapter' | ||
| import { InputParameters } from '@chainlink/external-adapter-framework/validation' | ||
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| import { config } from '../config' | ||
| import { markets, transport } from '../transport/market-status' | ||
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| const inputParameters = new InputParameters({ | ||
| market: { | ||
| aliases: [], | ||
| type: 'string', | ||
| description: 'The name of the market', | ||
| options: markets, | ||
| required: true, | ||
| }, | ||
| }) | ||
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| export type BaseEndpointTypes = { | ||
| Parameters: typeof inputParameters.definition | ||
| Response: MarketStatusResultResponse | ||
| Settings: typeof config.settings | ||
| } | ||
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| export const marketStatusEndpoint = new MarketStatusEndpoint({ | ||
| name: 'market-status', | ||
| aliases: ['forex-market-status', 'metals-market-status'], | ||
| transport, | ||
| inputParameters, | ||
| }) |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,70 @@ | ||
| import { MarketStatus } from '@chainlink/external-adapter-framework/adapter' | ||
| import { WebSocketTransport } from '@chainlink/external-adapter-framework/transports' | ||
| import { makeLogger, ProviderResult } from '@chainlink/external-adapter-framework/util' | ||
| import type { BaseEndpointTypes } from '../endpoint/market-status' | ||
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| export const markets = ['forex', 'metals'] as const | ||
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| export type Market = (typeof markets)[number] | ||
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| const marketToNcfxMarket: Record<Market, keyof WsMessage['marketStatus']> = { | ||
| forex: 'fx', | ||
| metals: 'metals', | ||
| } | ||
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| type WsMessage = { | ||
| marketStatus: { | ||
| fx: string | ||
| metals: string | ||
| } | ||
| timestamp: string | ||
| } | ||
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| type WsTransportTypes = BaseEndpointTypes & { | ||
| Provider: { | ||
| WsMessage: WsMessage | ||
| } | ||
| } | ||
|
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| const logger = makeLogger('NcfxMarketStatusEndpoint') | ||
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| export const transport = new WebSocketTransport<WsTransportTypes>({ | ||
| url: (context) => context.adapterSettings.MARKET_STATUS_WS_API_ENDPOINT, | ||
| options: (context) => { | ||
| return { headers: { 'x-api-key': context.adapterSettings.MARKET_STATUS_WS_API_KEY } } | ||
| }, | ||
| handlers: { | ||
| message(message: WsMessage): ProviderResult<WsTransportTypes>[] { | ||
| if (!('marketStatus' in message) || typeof message.marketStatus !== 'object') { | ||
| logger.warn('Invalid marketStatus field in response') | ||
| return [] | ||
| } | ||
| return markets.map((market) => { | ||
| const marketStatus = parseMarketStatus(message.marketStatus[marketToNcfxMarket[market]]) | ||
| return { | ||
| params: { market }, | ||
| response: { | ||
| result: marketStatus, | ||
| data: { | ||
| result: marketStatus, | ||
| }, | ||
| timestamps: { | ||
| providerIndicatedTimeUnixMs: new Date(message.timestamp).getTime(), | ||
| }, | ||
| }, | ||
| } | ||
| }) | ||
| }, | ||
| }, | ||
| }) | ||
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| export function parseMarketStatus(marketStatus: string): MarketStatus { | ||
| if (marketStatus === 'open') { | ||
| return MarketStatus.OPEN | ||
| } | ||
| if (marketStatus === 'closed') { | ||
| return MarketStatus.CLOSED | ||
| } | ||
| logger.warn(`Unexpected market status value: ${marketStatus}`) | ||
| return MarketStatus.UNKNOWN | ||
| } |
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