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Feature/DF-18812 add vwap endpoint to blocksize capital ea (#3025)
* DF-18812 blocksize capital vwap endpoint * add changeset * update readme * review fix for fixedvwap types * Include error messages in logs --------- Co-authored-by: Alec Gard <[email protected]>
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‎.changeset/young-tomatoes-float.md

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---
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'@chainlink/blocksize-capital-adapter': minor
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---
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Add vwap endpoint to blocksize-capital EA

‎packages/sources/blocksize-capital/README.md

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@@ -21,9 +21,9 @@ There are no rate limits for this adapter.
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## Input Parameters
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| Required? | Name | Description | Type | Options | Default |
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| :-------: | :------: | :-----------------: | :----: | :------------------------------------------------------------------------------------------------------------------------------------------------------------------: | :-----: |
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| | endpoint | The endpoint to use | string | [crypto-lwba](#crypto-lwba-endpoint), [crypto](#price-endpoint), [crypto_lwba](#crypto-lwba-endpoint), [cryptolwba](#crypto-lwba-endpoint), [price](#price-endpoint) | `price` |
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| Required? | Name | Description | Type | Options | Default |
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| :-------: | :------: | :-----------------: | :----: | :-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------: | :-----: |
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| | endpoint | The endpoint to use | string | [crypto-lwba](#crypto-lwba-endpoint), [crypto-vwap](#vwap-endpoint), [crypto](#price-endpoint), [crypto_lwba](#crypto-lwba-endpoint), [cryptolwba](#crypto-lwba-endpoint), [price](#price-endpoint), [vwap](#vwap-endpoint) | `price` |
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## Price Endpoint
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@@ -79,4 +79,31 @@ Request:
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---
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## Vwap Endpoint
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Supported names for this endpoint are: `crypto-vwap`, `vwap`.
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### Input Params
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| Required? | Name | Aliases | Description | Type | Options | Default | Depends On | Not Valid With |
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| :-------: | :---: | :------------: | :--------------------------------------------: | :----: | :-----: | :-----: | :--------: | :------------: |
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| ✅ | base | `coin`, `from` | The symbol of symbols of the currency to query | string | | | | |
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| ✅ | quote | `market`, `to` | The symbol of the currency to convert to | string | | | | |
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### Example
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Request:
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```json
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{
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"data": {
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"endpoint": "vwap",
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"base": "ETH",
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"quote": "USD"
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}
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}
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```
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---
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82109
MIT License

‎packages/sources/blocksize-capital/src/endpoint/index.ts

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export { endpoint as price } from './price'
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export { endpoint as cryptolwba } from './crypto-lwba'
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export { endpoint as vwap } from './vwap'

‎packages/sources/blocksize-capital/src/endpoint/vwap.ts

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import {
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PriceEndpoint,
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priceEndpointInputParametersDefinition,
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} from '@chainlink/external-adapter-framework/adapter'
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import { InputParameters } from '@chainlink/external-adapter-framework/validation'
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import { config } from '../config'
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import { transport } from '../transport/vwap'
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import { SingleNumberResultResponse } from '@chainlink/external-adapter-framework/util'
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const inputParameters = new InputParameters(priceEndpointInputParametersDefinition, [
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{
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base: 'AMPL',
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quote: 'USD',
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},
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])
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export type BaseEndpointTypes = {
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Parameters: typeof inputParameters.definition
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Settings: typeof config.settings
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Response: SingleNumberResultResponse
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}
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export const endpoint = new PriceEndpoint({
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name: 'vwap',
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aliases: ['crypto-vwap'],
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transport,
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inputParameters,
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})

‎packages/sources/blocksize-capital/src/index.ts

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import { expose, ServerInstance } from '@chainlink/external-adapter-framework'
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import { PriceAdapter } from '@chainlink/external-adapter-framework/adapter'
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import { config } from './config'
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import { cryptolwba, price } from './endpoint'
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import { cryptolwba, price, vwap } from './endpoint'
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export const adapter = new PriceAdapter({
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name: 'BLOCKSIZE_CAPITAL',
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endpoints: [price, cryptolwba],
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endpoints: [price, cryptolwba, vwap],
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defaultEndpoint: price.name,
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config,
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})

‎packages/sources/blocksize-capital/src/transport/crypto-lwba.ts

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@@ -1,11 +1,16 @@
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import { BaseEndpointTypes } from '../endpoint/crypto-lwba'
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import { WebsocketReverseMappingTransport } from '@chainlink/external-adapter-framework/transports/websocket'
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import { makeLogger, ProviderResult } from '@chainlink/external-adapter-framework/util'
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import { BaseMessage, blocksizeDefaultWebsocketOpenHandler } from './utils'
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import {
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BaseMessage,
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blocksizeDefaultUnsubscribeMessageBuilder,
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blocksizeDefaultWebsocketOpenHandler,
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buildBlocksizeWebsocketTickersMessage,
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} from './utils'
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const logger = makeLogger('BlocksizeCapitalLwbaWebsocketEndpoint')
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export interface Message extends BaseMessage {
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export interface BidAskMessage extends BaseMessage {
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method: 'bidask'
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params: {
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updates: {
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export type WsTransportTypes = BaseEndpointTypes & {
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Provider: {
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WsMessage: Message
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WsMessage: BidAskMessage
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}
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}
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subscribeMessage: (params) => {
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const pair = `${params.base}${params.quote}`.toUpperCase()
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transport.setReverseMapping(pair, params)
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return {
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jsonrpc: '2.0',
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method: 'bidask_subscribe',
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params: { tickers: [pair] },
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}
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},
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unsubscribeMessage: (params) => {
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const pair = `${params.base}${params.quote}`.toUpperCase()
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return {
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jsonrpc: '2.0',
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method: 'bidask_unsubscribe',
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params: { tickers: [pair] },
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}
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return buildBlocksizeWebsocketTickersMessage('bidask_subscribe', pair)
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},
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unsubscribeMessage: (params) =>
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blocksizeDefaultUnsubscribeMessageBuilder(params.base, params.quote, 'bidask_unsubscribe'),
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},
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})

‎packages/sources/blocksize-capital/src/transport/price.ts

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@@ -1,26 +1,24 @@
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import { BaseEndpointTypes } from '../endpoint/price'
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import { WebsocketReverseMappingTransport } from '@chainlink/external-adapter-framework/transports/websocket'
3-
import { makeLogger, ProviderResult } from '@chainlink/external-adapter-framework/util'
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import { BaseMessage, blocksizeDefaultWebsocketOpenHandler } from './utils'
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import {
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BaseMessage,
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blocksizeDefaultUnsubscribeMessageBuilder,
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blocksizeDefaultWebsocketOpenHandler,
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buildBlocksizeWebsocketTickersMessage,
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handlePriceUpdates,
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VwapUpdate,
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} from './utils'
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const logger = makeLogger('BlocksizeCapitalWebsocketEndpoint')
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export interface Message extends BaseMessage {
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export interface VwapMessage extends BaseMessage {
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method: 'vwap'
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params: {
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updates: {
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ticker: string
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price?: number
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size?: number
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volume?: number
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ts: number
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}[]
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updates: VwapUpdate[]
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}
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}
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export type WsTransportTypes = BaseEndpointTypes & {
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Provider: {
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WsMessage: Message
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WsMessage: VwapMessage
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}
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}
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@@ -33,58 +31,16 @@ export const transport: WebsocketReverseMappingTransport<WsTransportTypes, strin
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message: (message) => {
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if (message.method !== 'vwap') return []
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const updates = message.params.updates
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const results: ProviderResult<WsTransportTypes>[] = []
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for (const update of updates) {
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const params = transport.getReverseMapping(update.ticker)
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if (!params) {
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continue
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}
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if (!update.price) {
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const errorMessage = `The data provider didn't return any value for ${params.base}/${params.quote}`
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logger.info(errorMessage)
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results.push({
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params,
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response: {
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statusCode: 502,
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errorMessage,
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},
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})
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} else {
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results.push({
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params,
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response: {
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result: update.price,
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data: {
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result: update.price,
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},
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timestamps: {
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providerIndicatedTimeUnixMs: update.ts,
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},
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},
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})
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}
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}
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return results
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return handlePriceUpdates(updates, transport)
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},
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},
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builders: {
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subscribeMessage: (params) => {
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const pair = `${params.base}${params.quote}`.toUpperCase()
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transport.setReverseMapping(pair, params)
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return {
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jsonrpc: '2.0',
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method: 'vwap_subscribe',
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params: { tickers: [pair] },
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}
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},
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unsubscribeMessage: (params) => {
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const pair = `${params.base}${params.quote}`.toUpperCase()
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return {
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jsonrpc: '2.0',
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method: 'vwap_unsubscribe',
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params: { tickers: [pair] },
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}
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return buildBlocksizeWebsocketTickersMessage('vwap_subscribe', pair)
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},
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unsubscribeMessage: (params) =>
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blocksizeDefaultUnsubscribeMessageBuilder(params.base, params.quote, 'vwap_unsubscribe'),
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},
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})

‎packages/sources/blocksize-capital/src/transport/utils.ts

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import { makeLogger } from '@chainlink/external-adapter-framework/util'
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import { WebsocketReverseMappingTransport } from '@chainlink/external-adapter-framework/transports'
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import { ProviderResult, makeLogger } from '@chainlink/external-adapter-framework/util'
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import { WsTransportTypes as PriceWsTransportTypes } from './price'
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import { WsTransportTypes as VwapWsTransportTypes } from './vwap'
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const logger = makeLogger('BlocksizeCapitalTransportUtils')
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export interface BaseMessage {
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jsonrpc: string
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id?: string | number | null
8-
method: string
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method?: string
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}
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export type VwapUpdate = {
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ticker: string
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price?: number
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size?: number
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volume?: number
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ts: number
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}
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export type ProviderParams = {
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tickers?: string[]
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api_key?: string
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}
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const buildBlocksizeWebsocketMessage = (method: string, params: ProviderParams): unknown => {
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return {
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jsonrpc: '2.0',
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method: method,
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params: params,
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}
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}
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export const buildBlocksizeWebsocketAuthMessage = (apiKey: string) =>
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buildBlocksizeWebsocketMessage('authentication_logon', { api_key: apiKey })
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export const buildBlocksizeWebsocketTickersMessage = (method: string, pair: string) =>
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buildBlocksizeWebsocketMessage(method, { tickers: [pair] })
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export const blocksizeDefaultUnsubscribeMessageBuilder = (
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base: string,
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quote: string,
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method: string,
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): unknown => {
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const pair = `${base}${quote}`.toUpperCase()
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return buildBlocksizeWebsocketTickersMessage(method, pair)
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}
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// use as open handler for standard WS connections
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logger.debug('Got logged in response, connection is ready')
2159
resolve()
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} else {
23-
reject(new Error('Failed to make WS connection'))
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reject(new Error(`Failed to make WS connection: ${JSON.stringify(parsed)}`))
2462
}
2563
})
26-
const options = {
27-
jsonrpc: '2.0',
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method: 'authentication_logon',
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params: { api_key: apiKey },
30-
}
31-
connection.send(JSON.stringify(options))
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const message = buildBlocksizeWebsocketAuthMessage(apiKey)
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connection.send(JSON.stringify(message))
3266
})
3367
}
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export const handlePriceUpdates = (
70+
updates: VwapUpdate[],
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transport: WebsocketReverseMappingTransport<any, any>,
72+
): ProviderResult<PriceWsTransportTypes | VwapWsTransportTypes>[] | undefined => {
73+
const results = []
74+
for (const update of updates) {
75+
const params = transport.getReverseMapping(update.ticker)
76+
if (!params) {
77+
continue
78+
}
79+
if (!update.price) {
80+
const errorMessage = `The data provider didn't return any value for ${params.base}/${params.quote}`
81+
logger.info(errorMessage)
82+
results.push({
83+
params,
84+
response: {
85+
statusCode: 502,
86+
errorMessage,
87+
},
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})
89+
} else {
90+
results.push({
91+
params,
92+
response: {
93+
result: update.price,
94+
data: {
95+
result: update.price,
96+
},
97+
timestamps: {
98+
providerIndicatedTimeUnixMs: update.ts,
99+
},
100+
},
101+
})
102+
}
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}
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return results
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}

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