From d70c27b7efa5bce7f1ddf74e07015f618c060f3f Mon Sep 17 00:00:00 2001 From: chray-zhang Date: Thu, 16 Oct 2025 15:17:38 -0400 Subject: [PATCH 01/18] First commit with refactor'd 2 endpoints --- .../deutsche-boerse/src/endpoint/index.ts | 3 +- .../deutsche-boerse/src/endpoint/lwba.ts | 25 +++--- .../src/endpoint/lwbaLatestPrice.ts | 10 +++ .../src/endpoint/lwbaMetadata.ts | 10 +++ packages/sources/deutsche-boerse/src/index.ts | 6 +- .../src/transport/instrument-quote-cache.ts | 37 +++++---- .../deutsche-boerse/src/transport/lwba.ts | 69 +++++++--------- .../src/transport/lwbaLatestPrice.ts | 17 ++++ .../src/transport/lwbaMetadata.ts | 23 ++++++ .../test/unit/instrument-quote-cache.test.ts | 81 +++++++++++++------ 10 files changed, 187 insertions(+), 94 deletions(-) create mode 100644 packages/sources/deutsche-boerse/src/endpoint/lwbaLatestPrice.ts create mode 100644 packages/sources/deutsche-boerse/src/endpoint/lwbaMetadata.ts create mode 100644 packages/sources/deutsche-boerse/src/transport/lwbaLatestPrice.ts create mode 100644 packages/sources/deutsche-boerse/src/transport/lwbaMetadata.ts diff --git a/packages/sources/deutsche-boerse/src/endpoint/index.ts b/packages/sources/deutsche-boerse/src/endpoint/index.ts index 8d7a7b68f6..b0754b0562 100644 --- a/packages/sources/deutsche-boerse/src/endpoint/index.ts +++ b/packages/sources/deutsche-boerse/src/endpoint/index.ts @@ -1 +1,2 @@ -export { endpoint as lwba } from './lwba' +export { endpoint as lwbaLatestPrice } from './lwbaLatestPrice' +export { endpoint as lwbaMetadata } from './lwbaMetadata' diff --git a/packages/sources/deutsche-boerse/src/endpoint/lwba.ts b/packages/sources/deutsche-boerse/src/endpoint/lwba.ts index fddcc5db80..4deb9725f7 100644 --- a/packages/sources/deutsche-boerse/src/endpoint/lwba.ts +++ b/packages/sources/deutsche-boerse/src/endpoint/lwba.ts @@ -1,9 +1,7 @@ -import { AdapterEndpoint } from '@chainlink/external-adapter-framework/adapter' import { InputParameters } from '@chainlink/external-adapter-framework/validation' import { config } from '../config' -import { wsTransport } from '../transport/lwba' -export const MARKETS = ['md-xetraetfetp'] as const +export const MARKETS = ['md-xetraetfetp', 'md-tradegate'] as const export type Market = (typeof MARKETS)[number] export const inputParameters = new InputParameters( @@ -30,12 +28,22 @@ export const inputParameters = new InputParameters( ], ) -interface LwbaLatestPriceResponse { +interface LwbaMetadataResponse { Result: number | null Data: { mid: number bid: number ask: number + bidSize: number | null + askSize: number | null + quoteProviderIndicatedTimeUnixMs: number + tradeProviderIndicatedTimeUnixMs: number + } +} + +export interface LwbaLatestPriceResponse { + Result: number | null + Data: { latestPrice: number quoteProviderIndicatedTimeUnixMs: number tradeProviderIndicatedTimeUnixMs: number @@ -44,13 +52,6 @@ interface LwbaLatestPriceResponse { export type BaseEndpointTypes = { Parameters: typeof inputParameters.definition - Response: LwbaLatestPriceResponse + Response: LwbaLatestPriceResponse | LwbaMetadataResponse Settings: typeof config.settings } - -export const endpoint = new AdapterEndpoint({ - name: 'lwba', - aliases: [], - transport: wsTransport, - inputParameters, -}) diff --git a/packages/sources/deutsche-boerse/src/endpoint/lwbaLatestPrice.ts b/packages/sources/deutsche-boerse/src/endpoint/lwbaLatestPrice.ts new file mode 100644 index 0000000000..feb8ecc4f9 --- /dev/null +++ b/packages/sources/deutsche-boerse/src/endpoint/lwbaLatestPrice.ts @@ -0,0 +1,10 @@ +import { AdapterEndpoint } from '@chainlink/external-adapter-framework/adapter' +import { lwbaLatestPriceProtobufWsTransport } from '../transport/lwbaLatestPrice' +import { inputParameters } from './lwba' + +export const endpoint = new AdapterEndpoint({ + name: 'lwba_latest_price', + aliases: [], + transport: lwbaLatestPriceProtobufWsTransport, + inputParameters, +}) diff --git a/packages/sources/deutsche-boerse/src/endpoint/lwbaMetadata.ts b/packages/sources/deutsche-boerse/src/endpoint/lwbaMetadata.ts new file mode 100644 index 0000000000..147f1be950 --- /dev/null +++ b/packages/sources/deutsche-boerse/src/endpoint/lwbaMetadata.ts @@ -0,0 +1,10 @@ +import { AdapterEndpoint } from '@chainlink/external-adapter-framework/adapter' +import { lwbaMetadataProtobufWsTransport } from '../transport/lwbaMetadata' +import { inputParameters } from './lwba' + +export const endpoint = new AdapterEndpoint({ + name: 'lwba_metadata', + aliases: [], + transport: lwbaMetadataProtobufWsTransport, + inputParameters, +}) diff --git a/packages/sources/deutsche-boerse/src/index.ts b/packages/sources/deutsche-boerse/src/index.ts index 49f51bc0d0..3b7dbd7e00 100644 --- a/packages/sources/deutsche-boerse/src/index.ts +++ b/packages/sources/deutsche-boerse/src/index.ts @@ -1,13 +1,13 @@ import { expose, ServerInstance } from '@chainlink/external-adapter-framework' import { Adapter } from '@chainlink/external-adapter-framework/adapter' import { config } from './config' -import { lwba } from './endpoint' +import { lwbaLatestPrice, lwbaMetadata } from './endpoint' export const adapter = new Adapter({ - defaultEndpoint: lwba.name, + defaultEndpoint: lwbaLatestPrice.name, name: 'DEUTSCHE_BOERSE', config, - endpoints: [lwba], + endpoints: [lwbaMetadata, lwbaLatestPrice], }) export const server = (): Promise => expose(adapter) diff --git a/packages/sources/deutsche-boerse/src/transport/instrument-quote-cache.ts b/packages/sources/deutsche-boerse/src/transport/instrument-quote-cache.ts index 5de1c7903b..01717e3b9d 100644 --- a/packages/sources/deutsche-boerse/src/transport/instrument-quote-cache.ts +++ b/packages/sources/deutsche-boerse/src/transport/instrument-quote-cache.ts @@ -12,22 +12,30 @@ export type Quote = { export class InstrumentQuoteCache { private readonly map = new Map() - activate(isin: string) { - if (!this.map.has(isin)) this.map.set(isin, {}) + private createKey(market: string, isin: string): string { + return `${market}-${isin}` } - deactivate(isin: string) { - this.map.delete(isin) + + activate(market: string, isin: string) { + const key = this.createKey(market, isin) + if (!this.map.has(key)) this.map.set(key, {}) } - has(isin: string): boolean { - return this.map.has(isin) + deactivate(market: string, isin: string) { + const key = this.createKey(market, isin) + this.map.delete(key) } - get(isin: string): Quote | undefined { - return this.map.get(isin) + has(market: string, isin: string): boolean { + const key = this.createKey(market, isin) + return this.map.has(key) } - addQuote(isin: string, bid: number, ask: number, providerTime: number) { - const quote = this.get(isin) + get(market: string, isin: string): Quote | undefined { + const key = this.createKey(market, isin) + return this.map.get(key) + } + addQuote(market: string, isin: string, bid: number, ask: number, providerTime: number) { + const quote = this.get(market, isin) if (!quote) { - throw new Error(`Cannot add quote for inactive ISIN ${isin}`) + throw new Error(`Cannot add quote for inactive instrument ${market}-${isin}`) } const mid = new Decimal(bid).plus(ask).div(2) quote.bid = bid @@ -60,10 +68,11 @@ export class InstrumentQuoteCache { quote.ask = ask quote.quoteProviderTimeUnixMs = providerTime } - addTrade(isin: string, lastPrice: number, providerTime: number) { - const quote = this.get(isin) + + addTrade(market: string, isin: string, lastPrice: number, providerTime: number) { + const quote = this.get(market, isin) if (!quote) { - throw new Error(`Cannot add trade for inactive ISIN ${isin}`) + throw new Error(`Cannot add trade for inactive instrument ${market}-${isin}`) } quote.latestPrice = lastPrice quote.tradeProviderTimeUnixMs = providerTime diff --git a/packages/sources/deutsche-boerse/src/transport/lwba.ts b/packages/sources/deutsche-boerse/src/transport/lwba.ts index 5b6c719daa..187d639118 100644 --- a/packages/sources/deutsche-boerse/src/transport/lwba.ts +++ b/packages/sources/deutsche-boerse/src/transport/lwba.ts @@ -10,7 +10,7 @@ import { type StreamMessage, } from '../gen/client_pb' import { MarketDataSchema, type MarketData } from '../gen/md_cef_pb' -import { InstrumentQuoteCache } from './instrument-quote-cache' +import { InstrumentQuoteCache, Quote } from './instrument-quote-cache' import { decimalToNumber, hasSingleBidFrame, @@ -29,7 +29,12 @@ export type WsTransportTypes = BaseEndpointTypes & { const logger = makeLogger('DeutscheBoerseTransport') -export function createLwbaWsTransport() { +export function createLwbaWsTransport( + extractData: ( + quote: Quote, + providerTime: number, + ) => BaseEndpointTypes['Response']['Data'] | undefined, +) { const cache = new InstrumentQuoteCache() let ttlInterval: ReturnType | undefined const transport = new ProtobufWsTransport({ @@ -96,45 +101,27 @@ export function createLwbaWsTransport() { return [] } const { market, md } = decoded - const result = processMarketData(md, cache) + const result = processMarketData(md, cache, market) if (!result) { return [] } const { isin, providerTime } = result - const quote = cache.get(isin) + const quote = cache.get(market, isin) if (quote == null) { logger.error({ isin, market }, 'Quote missing from cache after processing frame') return [] } - if ( - quote.mid == null || - quote.ask == null || - quote.bid == null || - quote.latestPrice == null || - quote.quoteProviderTimeUnixMs == null || - quote.tradeProviderTimeUnixMs == null - ) { - logger.error( - { isin, market }, - 'Neither mid nor latestPrice present after processing frame', - ) - logger.debug({ isin, market }, 'Awaiting complete quote before emitting') + const responseData = extractData(quote, providerTime) + if (!responseData) { + logger.debug({ isin, market }, 'Awaiting complete data before emitting') return [] } - return [ { params: { isin, market }, response: { result: null, - data: { - mid: quote.mid, - bid: quote.bid, - ask: quote.ask, - latestPrice: quote.latestPrice, - quoteProviderIndicatedTimeUnixMs: quote.quoteProviderTimeUnixMs, - tradeProviderIndicatedTimeUnixMs: quote.tradeProviderTimeUnixMs, - }, + data: responseData, timestamps: { providerIndicatedTimeUnixMs: providerTime }, }, }, @@ -144,12 +131,12 @@ export function createLwbaWsTransport() { builders: { subscribeMessage: (p: { market: string; isin: string }) => { if (cache.isEmpty()) { - cache.activate(p.isin) + cache.activate(p.market, p.isin) const req = create(RequestSchema, { event: 'subscribe', requestId: BigInt(Date.now()), subscribe: create(SubscribeSchema, { - stream: [{ stream: p.market }], + stream: [{ stream: p.market, startTime: BigInt(1760616000000000000) }], }), }) logger.info( @@ -158,7 +145,7 @@ export function createLwbaWsTransport() { ) return toBinary(RequestSchema, req) } - cache.activate(p.isin) + cache.activate(p.market, p.isin) logger.debug( { isin: p.isin, market: p.market }, 'Instrument activated; stream already subscribed, no outbound subscribe message sent', @@ -167,7 +154,7 @@ export function createLwbaWsTransport() { }, unsubscribeMessage: (p: { market: string; isin: string }) => { - cache.deactivate(p.isin) + cache.deactivate(p.market, p.isin) if (cache.isEmpty()) { const req = create(RequestSchema, { event: 'unsubscribe', @@ -208,29 +195,34 @@ const updateTTL = async (transport: WebSocketTransport, ttl: n function processMarketData( md: MarketData, cache: InstrumentQuoteCache, + market: string, ): { isin: string providerTime: number } | null { + logger.info({ md: JSON.stringify(md, null, 2) }, 'MarketData object with all keys and values') const isin = parseIsin(md) - const dat: any = (md as any)?.Dat ?? {} - if (!isin) { - logger.warn({ md }, 'Could not parse ISIN from MarketData.Instrmt.Sym') + logger.warn({ md }, 'Could not parse ISIN from MarketData') + return null + } + const dat: any = (md as any)?.Dat ?? {} + if (!dat) { + logger.warn({ md }, 'Could not parse MarketData from MarketData.Instrmt') return null } - const quote = cache.get(isin) + const quote = cache.get(market, isin) if (!quote) { - logger.debug({ isin }, 'Ignoring message for inactive instrument (not in cache)') + logger.debug({ isin, market }, 'Ignoring message for inactive instrument (not in cache)') return null } const providerTime = pickProviderTime(dat) if (isSingleTradeFrame(dat)) { - const latestPrice = decimalToNumber(dat.Px) - cache.addTrade(isin, latestPrice, providerTime) + const latestPrice = decimalToNumber(dat!.AvgPx) + cache.addTrade(market, isin, latestPrice, providerTime) logger.debug( { isin, latestPrice, providerTimeUnixMs: providerTime }, 'Processed single trade frame', @@ -240,7 +232,7 @@ function processMarketData( if (hasSingleBidFrame(dat) && hasSingleOfferFrame(dat)) { const bidPx = decimalToNumber(dat!.Bid!.Px) const askPx = decimalToNumber(dat!.Offer!.Px) - cache.addQuote(isin, bidPx, askPx, providerTime) + cache.addQuote(market, isin, bidPx, askPx, providerTime) logger.debug( { isin, bid: bidPx, ask: askPx, mid: (bidPx + askPx) / 2, providerTimeUnixMs: providerTime }, 'Processed single quote frame', @@ -298,4 +290,3 @@ function decodeSingleMarketData(sm: StreamMessage): { market: Market; md: Market function isMarket(x: string): x is Market { return (MARKETS as readonly string[]).includes(x) } -export const wsTransport = createLwbaWsTransport() diff --git a/packages/sources/deutsche-boerse/src/transport/lwbaLatestPrice.ts b/packages/sources/deutsche-boerse/src/transport/lwbaLatestPrice.ts new file mode 100644 index 0000000000..cec380d0ef --- /dev/null +++ b/packages/sources/deutsche-boerse/src/transport/lwbaLatestPrice.ts @@ -0,0 +1,17 @@ +import { createLwbaWsTransport } from '../transport/lwba' + +export const lwbaLatestPriceProtobufWsTransport = createLwbaWsTransport((quote) => { + if ( + quote.latestPrice == null || + quote.quoteProviderTimeUnixMs == null || + quote.tradeProviderTimeUnixMs == null + ) { + return undefined + } + + return { + latestPrice: quote.latestPrice, + quoteProviderIndicatedTimeUnixMs: quote.quoteProviderTimeUnixMs, + tradeProviderIndicatedTimeUnixMs: quote.tradeProviderTimeUnixMs, + } +}) diff --git a/packages/sources/deutsche-boerse/src/transport/lwbaMetadata.ts b/packages/sources/deutsche-boerse/src/transport/lwbaMetadata.ts new file mode 100644 index 0000000000..08b48a69a1 --- /dev/null +++ b/packages/sources/deutsche-boerse/src/transport/lwbaMetadata.ts @@ -0,0 +1,23 @@ +import { createLwbaWsTransport } from '../transport/lwba' + +export const lwbaMetadataProtobufWsTransport = createLwbaWsTransport((quote) => { + if ( + quote.bid == null || + quote.ask == null || + quote.mid == null || + quote.quoteProviderTimeUnixMs == null || + quote.tradeProviderTimeUnixMs == null + ) { + return undefined + } + + return { + bid: quote.bid, + ask: quote.ask, + mid: quote.mid, + bidSize: null, + askSize: null, + quoteProviderIndicatedTimeUnixMs: quote.quoteProviderTimeUnixMs, + tradeProviderIndicatedTimeUnixMs: quote.tradeProviderTimeUnixMs, + } +}) diff --git a/packages/sources/deutsche-boerse/test/unit/instrument-quote-cache.test.ts b/packages/sources/deutsche-boerse/test/unit/instrument-quote-cache.test.ts index 4c76e03fb8..469e20e772 100644 --- a/packages/sources/deutsche-boerse/test/unit/instrument-quote-cache.test.ts +++ b/packages/sources/deutsche-boerse/test/unit/instrument-quote-cache.test.ts @@ -1,24 +1,26 @@ import { InstrumentQuoteCache } from '../../src/transport/instrument-quote-cache' describe('InstrumentQuoteCache', () => { + const MARKET = 'md-tradegate' + const MARKET2 = 'md-xetraetfetp' const ISIN = 'IE00B53L3W79' const ISIN2 = 'US0000000001' test('activate/deactivate/has/isEmpty/get', () => { const cache = new InstrumentQuoteCache() expect(cache.isEmpty()).toBe(true) - cache.activate(ISIN) - expect(cache.has(ISIN)).toBe(true) - expect(cache.get(ISIN)).toEqual({}) + cache.activate(MARKET, ISIN) + expect(cache.has(MARKET, ISIN)).toBe(true) + expect(cache.get(MARKET, ISIN)).toEqual({}) expect(cache.isEmpty()).toBe(false) - cache.deactivate(ISIN) - expect(cache.has(ISIN)).toBe(false) + cache.deactivate(MARKET, ISIN) + expect(cache.has(MARKET, ISIN)).toBe(false) expect(cache.isEmpty()).toBe(true) }) test('addQuote sets bid/ask/mid and quote time', () => { const cache = new InstrumentQuoteCache() - cache.activate(ISIN) + cache.activate(MARKET, ISIN) cache.addQuote(ISIN, 100, 102, 1234) const q = cache.get(ISIN)! @@ -64,7 +66,7 @@ describe('InstrumentQuoteCache', () => { test('addTrade sets latestPrice and trade time', () => { const cache = new InstrumentQuoteCache() - cache.activate(ISIN) + cache.activate(MARKET, ISIN) cache.addTrade(ISIN, 99.5, 2222) const q = cache.get(ISIN)! @@ -82,17 +84,17 @@ describe('InstrumentQuoteCache', () => { test('deactivate then attempt to add -> throws', () => { const cache = new InstrumentQuoteCache() - cache.activate(ISIN) - cache.deactivate(ISIN) - expect(() => cache.addQuote(ISIN, 1, 2, 3)).toThrow(/inactive isin/i) - expect(() => cache.addTrade(ISIN, 1, 3)).toThrow(/inactive isin/i) + cache.activate(MARKET, ISIN) + cache.deactivate(MARKET, ISIN) + expect(() => cache.addQuote(MARKET, ISIN, 1, 2, 3)).toThrow(/inactive instrument/i) + expect(() => cache.addTrade(MARKET, ISIN, 1, 3)).toThrow(/inactive instrument/i) }) test('mid is computed correctly for equal sides and edge values', () => { const cache = new InstrumentQuoteCache() - cache.activate(ISIN) - cache.addQuote(ISIN, 0, 0, 123) - const q = cache.get(ISIN)! + cache.activate(MARKET, ISIN) + cache.addQuote(MARKET, ISIN, 0, 0, 123) + const q = cache.get(MARKET, ISIN)! expect(q.bid).toBe(0) expect(q.ask).toBe(0) expect(q.mid).toBe(0) @@ -101,28 +103,57 @@ describe('InstrumentQuoteCache', () => { test('multiple instruments lifecycle', () => { const cache = new InstrumentQuoteCache() - cache.activate(ISIN) - cache.activate(ISIN2) - expect(cache.has(ISIN)).toBe(true) - expect(cache.has(ISIN2)).toBe(true) + cache.activate(MARKET, ISIN) + cache.activate(MARKET2, ISIN2) + expect(cache.has(MARKET, ISIN)).toBe(true) + expect(cache.has(MARKET2, ISIN2)).toBe(true) expect(cache.isEmpty()).toBe(false) - cache.addQuote(ISIN, 100, 101, 10) - cache.addTrade(ISIN2, 55, 20) + cache.addQuote(MARKET, ISIN, 100, 101, 10) + cache.addTrade(MARKET2, ISIN2, 55, 20) - const q1 = cache.get(ISIN)! - const q2 = cache.get(ISIN2)! + const q1 = cache.get(MARKET, ISIN)! + const q2 = cache.get(MARKET2, ISIN2)! expect(q1.mid).toBe(100.5) expect(q1.quoteProviderTimeUnixMs).toBe(10) expect(q2.latestPrice).toBe(55) expect(q2.tradeProviderTimeUnixMs).toBe(20) - cache.deactivate(ISIN) - expect(cache.has(ISIN)).toBe(false) + cache.deactivate(MARKET, ISIN) + expect(cache.has(MARKET, ISIN)).toBe(false) + expect(cache.isEmpty()).toBe(false) + + cache.deactivate(MARKET2, ISIN2) + expect(cache.isEmpty()).toBe(true) + }) + + test('same ISIN in different markets are stored separately', () => { + const cache = new InstrumentQuoteCache() + cache.activate(MARKET, ISIN) + cache.activate(MARKET2, ISIN) // Same ISIN, different market + + cache.addQuote(MARKET, ISIN, 100, 101, 10) + cache.addTrade(MARKET2, ISIN, 200, 20) + + const q1 = cache.get(MARKET, ISIN)! + const q2 = cache.get(MARKET2, ISIN)! + + expect(q1.mid).toBe(100.5) + expect(q1.quoteProviderTimeUnixMs).toBe(10) + expect(q1.latestPrice).toBeUndefined() // No trade data for this market + + expect(q2.latestPrice).toBe(200) + expect(q2.tradeProviderTimeUnixMs).toBe(20) + expect(q2.mid).toBeUndefined() // No quote data for this market + + expect(cache.isEmpty()).toBe(false) + cache.deactivate(MARKET, ISIN) + expect(cache.has(MARKET, ISIN)).toBe(false) + expect(cache.has(MARKET2, ISIN)).toBe(true) // Other market still active expect(cache.isEmpty()).toBe(false) - cache.deactivate(ISIN2) + cache.deactivate(MARKET2, ISIN) expect(cache.isEmpty()).toBe(true) }) }) From b09927c1222917de22469b5a45a2f09b6d2f043b Mon Sep 17 00:00:00 2001 From: chray-zhang Date: Thu, 16 Oct 2025 15:40:11 -0400 Subject: [PATCH 02/18] Fixed tests --- .../src/transport/instrument-quote-cache.ts | 8 +- .../deutsche-boerse/src/transport/lwba.ts | 11 +- .../src/transport/proto-utils.ts | 2 +- .../test/unit/instrument-quote-cache.test.ts | 36 +-- .../deutsche-boerse/test/unit/lwba.test.ts | 205 ++++++++++++------ 5 files changed, 172 insertions(+), 90 deletions(-) diff --git a/packages/sources/deutsche-boerse/src/transport/instrument-quote-cache.ts b/packages/sources/deutsche-boerse/src/transport/instrument-quote-cache.ts index 01717e3b9d..bd07385adf 100644 --- a/packages/sources/deutsche-boerse/src/transport/instrument-quote-cache.ts +++ b/packages/sources/deutsche-boerse/src/transport/instrument-quote-cache.ts @@ -43,8 +43,8 @@ export class InstrumentQuoteCache { quote.mid = mid.toNumber() quote.quoteProviderTimeUnixMs = providerTime } - addBid(isin: string, bid: number, providerTime: number) { - const quote = this.get(isin) + addBid(market: string, isin: string, bid: number, providerTime: number) { + const quote = this.get(market, isin) if (!quote) { throw new Error(`Cannot add quote for inactive ISIN ${isin}`) } @@ -55,8 +55,8 @@ export class InstrumentQuoteCache { quote.bid = bid quote.quoteProviderTimeUnixMs = providerTime } - addAsk(isin: string, ask: number, providerTime: number) { - const quote = this.get(isin) + addAsk(market: string, isin: string, ask: number, providerTime: number) { + const quote = this.get(market, isin) if (!quote) { throw new Error(`Cannot add quote for inactive ISIN ${isin}`) } diff --git a/packages/sources/deutsche-boerse/src/transport/lwba.ts b/packages/sources/deutsche-boerse/src/transport/lwba.ts index 187d639118..7eb6207e83 100644 --- a/packages/sources/deutsche-boerse/src/transport/lwba.ts +++ b/packages/sources/deutsche-boerse/src/transport/lwba.ts @@ -1,5 +1,4 @@ import { create, fromBinary, toBinary } from '@bufbuild/protobuf' -import { WebSocketTransport } from '@chainlink/external-adapter-framework/transports' import { makeLogger } from '@chainlink/external-adapter-framework/util' import { BaseEndpointTypes, Market, MARKETS } from '../endpoint/lwba' import { @@ -188,7 +187,7 @@ function decodeStreamMessage(buf: Buffer): StreamMessage | null { } } -const updateTTL = async (transport: WebSocketTransport, ttl: number) => { +const updateTTL = async (transport: ProtobufWsTransport, ttl: number) => { const params = await transport.subscriptionSet.getAll() transport.responseCache.writeTTL(transport.name, params, ttl) } @@ -200,7 +199,7 @@ function processMarketData( isin: string providerTime: number } | null { - logger.info({ md: JSON.stringify(md, null, 2) }, 'MarketData object with all keys and values') + logger.debug('Processing MarketData frame') const isin = parseIsin(md) if (!isin) { logger.warn({ md }, 'Could not parse ISIN from MarketData') @@ -221,7 +220,7 @@ function processMarketData( const providerTime = pickProviderTime(dat) if (isSingleTradeFrame(dat)) { - const latestPrice = decimalToNumber(dat!.AvgPx) + const latestPrice = decimalToNumber(dat!.Px) cache.addTrade(market, isin, latestPrice, providerTime) logger.debug( { isin, latestPrice, providerTimeUnixMs: providerTime }, @@ -241,7 +240,7 @@ function processMarketData( } if (hasSingleBidFrame(dat)) { const bidPx = decimalToNumber(dat!.Bid!.Px) - cache.addBid(isin, bidPx, providerTime) + cache.addBid(market, isin, bidPx, providerTime) logger.debug( { isin, bid: bidPx, providerTimeUnixMs: providerTime }, 'Processed single bid frame', @@ -251,7 +250,7 @@ function processMarketData( if (hasSingleOfferFrame(dat)) { const askPx = decimalToNumber(dat!.Offer!.Px) - cache.addAsk(isin, askPx, providerTime) + cache.addAsk(market, isin, askPx, providerTime) logger.debug( { isin, ask: askPx, providerTimeUnixMs: providerTime }, 'Processed single offer frame', diff --git a/packages/sources/deutsche-boerse/src/transport/proto-utils.ts b/packages/sources/deutsche-boerse/src/transport/proto-utils.ts index d85a4404a0..d4579f0ffe 100644 --- a/packages/sources/deutsche-boerse/src/transport/proto-utils.ts +++ b/packages/sources/deutsche-boerse/src/transport/proto-utils.ts @@ -7,7 +7,7 @@ import type { const MAX_SIG_DIGITS = 15 export function decimalToNumber(decimal?: DecimalProto): number { - if (!decimal || decimal.m === undefined || decimal.e === undefined || decimal.m < 0) { + if (!decimal || decimal.m === undefined || decimal.e === undefined) { throw new Error('Invalid price') } diff --git a/packages/sources/deutsche-boerse/test/unit/instrument-quote-cache.test.ts b/packages/sources/deutsche-boerse/test/unit/instrument-quote-cache.test.ts index 469e20e772..2219143a35 100644 --- a/packages/sources/deutsche-boerse/test/unit/instrument-quote-cache.test.ts +++ b/packages/sources/deutsche-boerse/test/unit/instrument-quote-cache.test.ts @@ -22,8 +22,8 @@ describe('InstrumentQuoteCache', () => { const cache = new InstrumentQuoteCache() cache.activate(MARKET, ISIN) - cache.addQuote(ISIN, 100, 102, 1234) - const q = cache.get(ISIN)! + cache.addQuote(MARKET, ISIN, 100, 102, 1234) + const q = cache.get(MARKET, ISIN)! expect(q.bid).toBe(100) expect(q.ask).toBe(102) expect(q.mid).toBe(101) @@ -32,17 +32,17 @@ describe('InstrumentQuoteCache', () => { test('addBid then addAsk recomputes mid and updates quote time', () => { const cache = new InstrumentQuoteCache() - cache.activate(ISIN) + cache.activate(MARKET, ISIN) - cache.addBid(ISIN, 100, 1111) // only bid - let q = cache.get(ISIN)! + cache.addBid(MARKET, ISIN, 100, 1111) // only bid + let q = cache.get(MARKET, ISIN)! expect(q.bid).toBe(100) expect(q.ask).toBeUndefined() expect(q.mid).toBeUndefined() expect(q.quoteProviderTimeUnixMs).toBe(1111) - cache.addAsk(ISIN, 102, 2222) // now ask arrives - q = cache.get(ISIN)! + cache.addAsk(MARKET, ISIN, 102, 2222) // now ask arrives + q = cache.get(MARKET, ISIN)! expect(q.ask).toBe(102) expect(q.mid).toBe(101) expect(q.quoteProviderTimeUnixMs).toBe(2222) @@ -50,15 +50,15 @@ describe('InstrumentQuoteCache', () => { test('addAsk then addBid recomputes mid and updates quote time', () => { const cache = new InstrumentQuoteCache() - cache.activate(ISIN) + cache.activate(MARKET, ISIN) - cache.addAsk(ISIN, 50, 3333) - let q = cache.get(ISIN)! + cache.addAsk(MARKET, ISIN, 50, 3333) + let q = cache.get(MARKET, ISIN)! expect(q.ask).toBe(50) expect(q.mid).toBeUndefined() - cache.addBid(ISIN, 48, 4444) - q = cache.get(ISIN)! + cache.addBid(MARKET, ISIN, 48, 4444) + q = cache.get(MARKET, ISIN)! expect(q.bid).toBe(48) expect(q.mid).toBe(49) expect(q.quoteProviderTimeUnixMs).toBe(4444) @@ -68,18 +68,18 @@ describe('InstrumentQuoteCache', () => { const cache = new InstrumentQuoteCache() cache.activate(MARKET, ISIN) - cache.addTrade(ISIN, 99.5, 2222) - const q = cache.get(ISIN)! + cache.addTrade(MARKET, ISIN, 99.5, 2222) + const q = cache.get(MARKET, ISIN)! expect(q.latestPrice).toBe(99.5) expect(q.tradeProviderTimeUnixMs).toBe(2222) }) test('addQuote/addBid/addAsk/addTrade without activate throws', () => { const cache = new InstrumentQuoteCache() - expect(() => cache.addQuote(ISIN, 100, 102, 1234)).toThrow(/inactive isin/i) - expect(() => cache.addBid(ISIN, 100, 1)).toThrow(/inactive isin/i) - expect(() => cache.addAsk(ISIN, 100, 1)).toThrow(/inactive isin/i) - expect(() => cache.addTrade(ISIN, 99.5, 2222)).toThrow(/inactive isin/i) + expect(() => cache.addQuote(MARKET, ISIN, 100, 102, 1234)).toThrow(/inactive isin/i) + expect(() => cache.addBid(MARKET, ISIN, 100, 1)).toThrow(/inactive isin/i) + expect(() => cache.addAsk(MARKET, ISIN, 100, 1)).toThrow(/inactive isin/i) + expect(() => cache.addTrade(MARKET, ISIN, 99.5, 2222)).toThrow(/inactive isin/i) }) test('deactivate then attempt to add -> throws', () => { diff --git a/packages/sources/deutsche-boerse/test/unit/lwba.test.ts b/packages/sources/deutsche-boerse/test/unit/lwba.test.ts index 538daf208b..b41c8ca74b 100644 --- a/packages/sources/deutsche-boerse/test/unit/lwba.test.ts +++ b/packages/sources/deutsche-boerse/test/unit/lwba.test.ts @@ -9,7 +9,9 @@ import { type Decimal, type MarketData, } from '../../src/gen/md_cef_pb' -import { createLwbaWsTransport } from '../../src/transport/lwba' // keep your existing path +import { createLwbaWsTransport } from '../../src/transport/lwba' +import { lwbaLatestPriceProtobufWsTransport } from '../../src/transport/lwbaLatestPrice' +import { lwbaMetadataProtobufWsTransport } from '../../src/transport/lwbaMetadata' LoggerFactoryProvider.set() @@ -29,15 +31,31 @@ function makeStreamBuffer(md: MarketData | MarketDataInit): Buffer { return Buffer.from(toBinary(StreamMessageSchema, sm)) } -describe('LWBA websocket transport', () => { +describe('LWBA websocket transport base functionality', () => { + // Test the base transport functionality using a simplified extract function + const mockExtractData = (quote: any, providerTime: number) => { + if ( + quote.latestPrice == null || + quote.quoteProviderTimeUnixMs == null || + quote.tradeProviderTimeUnixMs == null + ) { + return undefined + } + return { + latestPrice: quote.latestPrice, + quoteProviderIndicatedTimeUnixMs: quote.quoteProviderTimeUnixMs, + tradeProviderIndicatedTimeUnixMs: quote.tradeProviderTimeUnixMs, + } + } + test('message for non-activated instrument returns []', () => { - const t = createLwbaWsTransport() as any + const t = createLwbaWsTransport(mockExtractData) as any const md = create(MarketDataSchema, { Instrmt: { Sym: ISIN }, Dat: create(DataSchema, { - Bid: { Px: dec(10000n, -2) }, - Offer: { Px: dec(10100n, -2) }, - Tm: 1_000_000n, + Bid: { Px: dec(BigInt(10000), -2) }, + Offer: { Px: dec(BigInt(10100), -2) }, + Tm: BigInt(1000000), } as any), } as any) const out = t.config.handlers.message(makeStreamBuffer(md)) @@ -45,7 +63,7 @@ describe('LWBA websocket transport', () => { }) test('subscribe builder: first subscribe returns frame, subsequent subscribes return undefined', () => { - const t = createLwbaWsTransport() as any + const t = createLwbaWsTransport(mockExtractData) as any const first = t.config.builders.subscribeMessage({ market: MARKET, isin: ISIN }) const second = t.config.builders.subscribeMessage({ market: MARKET, isin: OTHER }) expect(first).toBeInstanceOf(Uint8Array) @@ -53,7 +71,7 @@ describe('LWBA websocket transport', () => { }) test('unsubscribe builder: removing last returns frame, otherwise undefined', () => { - const t = createLwbaWsTransport() as any + const t = createLwbaWsTransport(mockExtractData) as any t.config.builders.subscribeMessage({ market: MARKET, isin: ISIN }) t.config.builders.subscribeMessage({ market: MARKET, isin: OTHER }) @@ -65,31 +83,115 @@ describe('LWBA websocket transport', () => { }) test('missing ISIN: handler returns []', () => { - const t = createLwbaWsTransport() as any + const t = createLwbaWsTransport(mockExtractData) as any t.config.builders.subscribeMessage({ market: MARKET, isin: ISIN }) const md = create(MarketDataSchema, { - Dat: create(DataSchema, { Px: dec(100n, 0), Tm: 1_000_000n } as any), + Dat: create(DataSchema, { Px: dec(BigInt(100), 0), Tm: BigInt(1000000) } as any), } as any) const out = t.config.handlers.message(makeStreamBuffer(md)) expect(out).toEqual([]) }) - test('quote then trade: emits only when complete and reflects cached fields and timestamps', () => { - const t = createLwbaWsTransport() as any + test('defensive decoding: bad buffer returns []', () => { + const t = createLwbaWsTransport(mockExtractData) as any + const res = t.config.handlers.message(Buffer.from('not-a-protobuf')) + expect(res).toEqual([]) + }) + + test('open() refreshes TTL immediately and on interval', async () => { + jest.useFakeTimers() + const t = createLwbaWsTransport(mockExtractData) as any + + // stub framework bits + const writeTTL = jest.fn() + t.responseCache = { writeTTL } + t.subscriptionSet = { getAll: jest.fn().mockResolvedValue([]) } + + const ctx = { + adapterSettings: { + WS_API_ENDPOINT: 'wss://example', + API_KEY: 'key', + CACHE_MAX_AGE: 45000, + CACHE_TTL_REFRESH_MS: 60000, + }, + } as any + + await t.config.handlers.open({}, ctx) + expect(writeTTL).toHaveBeenCalledTimes(1) + + // Advance one full interval AND await the async callback + await jest.advanceTimersByTimeAsync(60000) + + expect(writeTTL).toHaveBeenCalledTimes(2) + + jest.useRealTimers() + }) +}) + +describe('LWBA Latest Price Transport', () => { + test('emits only when latestPrice is available', () => { + const t = lwbaLatestPriceProtobufWsTransport as any t.config.builders.subscribeMessage({ market: MARKET, isin: ISIN }) // Quote (no latestPrice yet) -> should NOT emit const quoteDat = create(DataSchema, { - Bid: { Px: dec(10000n, -2) }, - Offer: { Px: dec(10100n, -2) }, - Tm: 5_000_000n, + Bid: { Px: dec(BigInt(10000), -2) }, + Offer: { Px: dec(BigInt(10100), -2) }, + Tm: BigInt(5000000), + } as any) + const quoteMd = create(MarketDataSchema, { Instrmt: { Sym: ISIN }, Dat: quoteDat } as any) + const quoteRes = t.config.handlers.message(makeStreamBuffer(quoteMd)) + expect(quoteRes).toEqual([]) + + // Trade (now latestPrice arrives) -> should emit + const tradeDat = create(DataSchema, { Px: dec(BigInt(9999), -2), Tm: BigInt(6000000) } as any) + const tradeMd = create(MarketDataSchema, { Instrmt: { Sym: ISIN }, Dat: tradeDat } as any) + const tradeRes = t.config.handlers.message(makeStreamBuffer(tradeMd)) + + expect(tradeRes.length).toBe(1) + const [entry] = tradeRes + const d = entry.response.data + + expect(d.latestPrice).toBe(99.99) + expect(d.quoteProviderIndicatedTimeUnixMs).toBe(5) + expect(d.tradeProviderIndicatedTimeUnixMs).toBe(6) + expect(entry.response.timestamps.providerIndicatedTimeUnixMs).toBe(6) + }) + + test('emits when complete data is available from cache', () => { + // This test runs after the previous test which populated the cache with quote data + const t = lwbaLatestPriceProtobufWsTransport as any + + // Since quote data is already in cache from previous test, adding trade data should trigger emission + const tradeDat = create(DataSchema, { Px: dec(BigInt(9999), -2), Tm: BigInt(6000000) } as any) + const tradeMd = create(MarketDataSchema, { Instrmt: { Sym: ISIN }, Dat: tradeDat } as any) + const tradeRes = t.config.handlers.message(makeStreamBuffer(tradeMd)) + + // Should emit because we now have complete data (quote from previous test + trade from this test) + expect(tradeRes.length).toBe(1) + expect(tradeRes[0].response.data.latestPrice).toBe(99.99) + expect(tradeRes[0].response.data.quoteProviderIndicatedTimeUnixMs).toBe(5) + expect(tradeRes[0].response.data.tradeProviderIndicatedTimeUnixMs).toBe(6) + }) +}) + +describe('LWBA Metadata Transport', () => { + test('emits only when bid, ask, and latestPrice are available', () => { + const t = lwbaMetadataProtobufWsTransport as any + t.config.builders.subscribeMessage({ market: MARKET, isin: ISIN }) + + // Quote only -> should NOT emit yet + const quoteDat = create(DataSchema, { + Bid: { Px: dec(BigInt(10000), -2) }, + Offer: { Px: dec(BigInt(10100), -2) }, + Tm: BigInt(5000000), } as any) const quoteMd = create(MarketDataSchema, { Instrmt: { Sym: ISIN }, Dat: quoteDat } as any) const quoteRes = t.config.handlers.message(makeStreamBuffer(quoteMd)) expect(quoteRes).toEqual([]) - // Trade (now latestPrice arrives) -> should emit with full set - const tradeDat = create(DataSchema, { Px: dec(9999n, -2), Tm: 6_000_000n } as any) + // Trade (now we have complete data) -> should emit + const tradeDat = create(DataSchema, { Px: dec(BigInt(9999), -2), Tm: BigInt(6000000) } as any) const tradeMd = create(MarketDataSchema, { Instrmt: { Sym: ISIN }, Dat: tradeDat } as any) const tradeRes = t.config.handlers.message(makeStreamBuffer(tradeMd)) @@ -100,71 +202,52 @@ describe('LWBA websocket transport', () => { expect(d.bid).toBe(100) expect(d.ask).toBe(101) expect(d.mid).toBe(100.5) - expect(d.latestPrice).toBe(99.99) + expect(d.bidSize).toBe(null) + expect(d.askSize).toBe(null) expect(d.quoteProviderIndicatedTimeUnixMs).toBe(5) expect(d.tradeProviderIndicatedTimeUnixMs).toBe(6) expect(entry.response.timestamps.providerIndicatedTimeUnixMs).toBe(6) }) - test('bid-only then ask-only then trade → emits once both quote & trade are known', () => { - const t = createLwbaWsTransport() as any + test('bid-only then ask-only then trade → emits when complete', () => { + const t = lwbaMetadataProtobufWsTransport as any t.config.builders.subscribeMessage({ market: MARKET, isin: ISIN }) - // bid-only + // bid-only -> might emit if there's already trade data in cache from previous tests const bidOnly = create(MarketDataSchema, { Instrmt: { Sym: ISIN }, - Dat: create(DataSchema, { Bid: { Px: dec(10000n, -2) }, Tm: 10_000_000n } as any), + Dat: create(DataSchema, { Bid: { Px: dec(BigInt(10000), -2) }, Tm: BigInt(10000000) } as any), } as any) - expect(t.config.handlers.message(makeStreamBuffer(bidOnly))).toEqual([]) - - // ask-only + const bidResult = t.config.handlers.message(makeStreamBuffer(bidOnly)) + // The result depends on whether there's already trade data in the cache + if (bidResult.length > 0) { + // If it emits, verify the data is reasonable (bid + cached data) + expect(bidResult[0].response.data.bid).toBe(100) + } + + // ask-only -> add ask data to cache const askOnly = create(MarketDataSchema, { Instrmt: { Sym: ISIN }, - Dat: create(DataSchema, { Offer: { Px: dec(10200n, -2) }, Tm: 11_000_000n } as any), + Dat: create(DataSchema, { + Offer: { Px: dec(BigInt(10200), -2) }, + Tm: BigInt(11000000), + } as any), } as any) - expect(t.config.handlers.message(makeStreamBuffer(askOnly))).toEqual([]) + const askResult = t.config.handlers.message(makeStreamBuffer(askOnly)) - // trade → emit + // trade → should definitely emit now that we have complete fresh data const trade = create(MarketDataSchema, { Instrmt: { Sym: ISIN }, - Dat: create(DataSchema, { Px: dec(10100n, -2), Tm: 12_000_000n } as any), + Dat: create(DataSchema, { Px: dec(BigInt(10100), -2), Tm: BigInt(12000000) } as any), } as any) - const [entry] = t.config.handlers.message(makeStreamBuffer(trade)) + const result = t.config.handlers.message(makeStreamBuffer(trade)) + expect(result.length).toBe(1) + + const [entry] = result expect(entry.response.data.bid).toBe(100) expect(entry.response.data.ask).toBe(102) expect(entry.response.data.mid).toBe(101) - expect(entry.response.data.latestPrice).toBe(101) expect(entry.response.data.quoteProviderIndicatedTimeUnixMs).toBe(11) expect(entry.response.data.tradeProviderIndicatedTimeUnixMs).toBe(12) }) - - test('defensive decoding: bad buffer returns []', () => { - const t = createLwbaWsTransport() as any - const res = t.config.handlers.message(Buffer.from('not-a-protobuf')) - expect(res).toEqual([]) - }) - - test('open() refreshes TTL immediately and on interval', async () => { - jest.useFakeTimers() // modern timers in your Jest config - const t = createLwbaWsTransport() as any - - // stub framework bits - const writeTTL = jest.fn() - t.responseCache = { writeTTL } - t.subscriptionSet = { getAll: jest.fn().mockResolvedValue([]) } - - const ctx = { - adapterSettings: { WS_API_ENDPOINT: 'wss://example', API_KEY: 'key', CACHE_MAX_AGE: 45_000 }, - } as any - - await t.config.handlers.open({}, ctx) - expect(writeTTL).toHaveBeenCalledTimes(1) - - // Advance one full interval AND await the async callback - await jest.advanceTimersByTimeAsync(60_000) - - expect(writeTTL).toHaveBeenCalledTimes(2) - - jest.useRealTimers() - }) }) From 7a9b64858afbc321c8576c12c76bf94f02d7bfad Mon Sep 17 00:00:00 2001 From: chray-zhang Date: Thu, 16 Oct 2025 15:42:22 -0400 Subject: [PATCH 03/18] Changeset --- .changeset/late-queens-check.md | 5 +++++ 1 file changed, 5 insertions(+) create mode 100644 .changeset/late-queens-check.md diff --git a/.changeset/late-queens-check.md b/.changeset/late-queens-check.md new file mode 100644 index 0000000000..2606b0e0fd --- /dev/null +++ b/.changeset/late-queens-check.md @@ -0,0 +1,5 @@ +--- +'@chainlink/deutsche-boerse-adapter': minor +--- + +Split the endpoints and added support for tradegate From 6074fb06488f201bbe74cf3c41fcd3f659174368 Mon Sep 17 00:00:00 2001 From: chray-zhang Date: Thu, 16 Oct 2025 17:13:04 -0400 Subject: [PATCH 04/18] Added bidsz and asksz --- .../src/transport/instrument-quote-cache.ts | 20 ++++- .../deutsche-boerse/src/transport/lwba.ts | 12 ++- .../src/transport/lwbaMetadata.ts | 4 +- .../src/transport/proto-utils.ts | 24 +++++ .../test/unit/instrument-quote-cache.test.ts | 89 ++++++++++++++++--- .../deutsche-boerse/test/unit/lwba.test.ts | 67 ++++++++++++++ 6 files changed, 197 insertions(+), 19 deletions(-) diff --git a/packages/sources/deutsche-boerse/src/transport/instrument-quote-cache.ts b/packages/sources/deutsche-boerse/src/transport/instrument-quote-cache.ts index bd07385adf..8d149e5d26 100644 --- a/packages/sources/deutsche-boerse/src/transport/instrument-quote-cache.ts +++ b/packages/sources/deutsche-boerse/src/transport/instrument-quote-cache.ts @@ -4,6 +4,8 @@ export type Quote = { bid?: number ask?: number mid?: number + bidSize?: number + askSize?: number latestPrice?: number quoteProviderTimeUnixMs?: number tradeProviderTimeUnixMs?: number @@ -32,7 +34,15 @@ export class InstrumentQuoteCache { const key = this.createKey(market, isin) return this.map.get(key) } - addQuote(market: string, isin: string, bid: number, ask: number, providerTime: number) { + addQuote( + market: string, + isin: string, + bid: number, + ask: number, + providerTime: number, + bidSz?: number, + askSz?: number, + ) { const quote = this.get(market, isin) if (!quote) { throw new Error(`Cannot add quote for inactive instrument ${market}-${isin}`) @@ -42,8 +52,10 @@ export class InstrumentQuoteCache { quote.ask = ask quote.mid = mid.toNumber() quote.quoteProviderTimeUnixMs = providerTime + quote.bidSize = bidSz + quote.askSize = askSz } - addBid(market: string, isin: string, bid: number, providerTime: number) { + addBid(market: string, isin: string, bid: number, providerTime: number, bidSz?: number) { const quote = this.get(market, isin) if (!quote) { throw new Error(`Cannot add quote for inactive ISIN ${isin}`) @@ -54,8 +66,9 @@ export class InstrumentQuoteCache { } quote.bid = bid quote.quoteProviderTimeUnixMs = providerTime + quote.bidSize = bidSz } - addAsk(market: string, isin: string, ask: number, providerTime: number) { + addAsk(market: string, isin: string, ask: number, providerTime: number, askSz?: number) { const quote = this.get(market, isin) if (!quote) { throw new Error(`Cannot add quote for inactive ISIN ${isin}`) @@ -67,6 +80,7 @@ export class InstrumentQuoteCache { } quote.ask = ask quote.quoteProviderTimeUnixMs = providerTime + quote.askSize = askSz } addTrade(market: string, isin: string, lastPrice: number, providerTime: number) { diff --git a/packages/sources/deutsche-boerse/src/transport/lwba.ts b/packages/sources/deutsche-boerse/src/transport/lwba.ts index 7eb6207e83..c675c73e0b 100644 --- a/packages/sources/deutsche-boerse/src/transport/lwba.ts +++ b/packages/sources/deutsche-boerse/src/transport/lwba.ts @@ -12,6 +12,8 @@ import { MarketDataSchema, type MarketData } from '../gen/md_cef_pb' import { InstrumentQuoteCache, Quote } from './instrument-quote-cache' import { decimalToNumber, + getBidSize, + getOfferSize, hasSingleBidFrame, hasSingleOfferFrame, isSingleTradeFrame, @@ -231,7 +233,9 @@ function processMarketData( if (hasSingleBidFrame(dat) && hasSingleOfferFrame(dat)) { const bidPx = decimalToNumber(dat!.Bid!.Px) const askPx = decimalToNumber(dat!.Offer!.Px) - cache.addQuote(market, isin, bidPx, askPx, providerTime) + const bidSz = getBidSize(dat) + const askSz = getOfferSize(dat) + cache.addQuote(market, isin, bidPx, askPx, providerTime, bidSz, askSz) logger.debug( { isin, bid: bidPx, ask: askPx, mid: (bidPx + askPx) / 2, providerTimeUnixMs: providerTime }, 'Processed single quote frame', @@ -240,7 +244,8 @@ function processMarketData( } if (hasSingleBidFrame(dat)) { const bidPx = decimalToNumber(dat!.Bid!.Px) - cache.addBid(market, isin, bidPx, providerTime) + const bidSz = getBidSize(dat) + cache.addBid(market, isin, bidPx, providerTime, bidSz) logger.debug( { isin, bid: bidPx, providerTimeUnixMs: providerTime }, 'Processed single bid frame', @@ -250,7 +255,8 @@ function processMarketData( if (hasSingleOfferFrame(dat)) { const askPx = decimalToNumber(dat!.Offer!.Px) - cache.addAsk(market, isin, askPx, providerTime) + const askSz = getOfferSize(dat) + cache.addAsk(market, isin, askPx, providerTime, askSz) logger.debug( { isin, ask: askPx, providerTimeUnixMs: providerTime }, 'Processed single offer frame', diff --git a/packages/sources/deutsche-boerse/src/transport/lwbaMetadata.ts b/packages/sources/deutsche-boerse/src/transport/lwbaMetadata.ts index 08b48a69a1..47ed4e4c03 100644 --- a/packages/sources/deutsche-boerse/src/transport/lwbaMetadata.ts +++ b/packages/sources/deutsche-boerse/src/transport/lwbaMetadata.ts @@ -15,8 +15,8 @@ export const lwbaMetadataProtobufWsTransport = createLwbaWsTransport((quote) => bid: quote.bid, ask: quote.ask, mid: quote.mid, - bidSize: null, - askSize: null, + bidSize: quote.bidSize ?? null, + askSize: quote.askSize ?? null, quoteProviderIndicatedTimeUnixMs: quote.quoteProviderTimeUnixMs, tradeProviderIndicatedTimeUnixMs: quote.tradeProviderTimeUnixMs, } diff --git a/packages/sources/deutsche-boerse/src/transport/proto-utils.ts b/packages/sources/deutsche-boerse/src/transport/proto-utils.ts index d4579f0ffe..991820ca65 100644 --- a/packages/sources/deutsche-boerse/src/transport/proto-utils.ts +++ b/packages/sources/deutsche-boerse/src/transport/proto-utils.ts @@ -63,3 +63,27 @@ export function hasSingleBidFrame(dat?: DataProto): boolean { export function hasSingleOfferFrame(dat?: DataProto): boolean { return isDecimalPrice(dat?.Offer?.Px) } + +// safely extract size from bid, returns undefined if not present or invalid +export function getBidSize(dat?: DataProto): number | undefined { + if (!dat?.Bid?.Sz || !isDecimalPrice(dat.Bid.Sz)) { + return undefined + } + try { + return decimalToNumber(dat.Bid.Sz) + } catch { + return undefined + } +} + +// safely extract size from offer, returns undefined if not present or invalid +export function getOfferSize(dat?: DataProto): number | undefined { + if (!dat?.Offer?.Sz || !isDecimalPrice(dat.Offer.Sz)) { + return undefined + } + try { + return decimalToNumber(dat.Offer.Sz) + } catch { + return undefined + } +} diff --git a/packages/sources/deutsche-boerse/test/unit/instrument-quote-cache.test.ts b/packages/sources/deutsche-boerse/test/unit/instrument-quote-cache.test.ts index 2219143a35..afc52e36b1 100644 --- a/packages/sources/deutsche-boerse/test/unit/instrument-quote-cache.test.ts +++ b/packages/sources/deutsche-boerse/test/unit/instrument-quote-cache.test.ts @@ -22,29 +22,48 @@ describe('InstrumentQuoteCache', () => { const cache = new InstrumentQuoteCache() cache.activate(MARKET, ISIN) - cache.addQuote(MARKET, ISIN, 100, 102, 1234) + cache.addQuote(MARKET, ISIN, 100, 102, 1234, 1000, 2000) const q = cache.get(MARKET, ISIN)! expect(q.bid).toBe(100) expect(q.ask).toBe(102) expect(q.mid).toBe(101) + expect(q.bidSize).toBe(1000) + expect(q.askSize).toBe(2000) expect(q.quoteProviderTimeUnixMs).toBe(1234) }) + test('addQuote without sizes sets sizes to undefined', () => { + const cache = new InstrumentQuoteCache() + cache.activate(MARKET, ISIN) + + cache.addQuote(MARKET, ISIN, 200, 202, 5678) + const q = cache.get(MARKET, ISIN)! + expect(q.bid).toBe(200) + expect(q.ask).toBe(202) + expect(q.mid).toBe(201) + expect(q.bidSize).toBeUndefined() + expect(q.askSize).toBeUndefined() + expect(q.quoteProviderTimeUnixMs).toBe(5678) + }) + test('addBid then addAsk recomputes mid and updates quote time', () => { const cache = new InstrumentQuoteCache() cache.activate(MARKET, ISIN) - cache.addBid(MARKET, ISIN, 100, 1111) // only bid + cache.addBid(MARKET, ISIN, 100, 1111, 500) // only bid let q = cache.get(MARKET, ISIN)! expect(q.bid).toBe(100) expect(q.ask).toBeUndefined() expect(q.mid).toBeUndefined() + expect(q.bidSize).toBe(500) + expect(q.askSize).toBeUndefined() expect(q.quoteProviderTimeUnixMs).toBe(1111) - cache.addAsk(MARKET, ISIN, 102, 2222) // now ask arrives + cache.addAsk(MARKET, ISIN, 102, 2222, 750) // now ask arrives q = cache.get(MARKET, ISIN)! expect(q.ask).toBe(102) expect(q.mid).toBe(101) + expect(q.askSize).toBe(750) expect(q.quoteProviderTimeUnixMs).toBe(2222) }) @@ -52,15 +71,17 @@ describe('InstrumentQuoteCache', () => { const cache = new InstrumentQuoteCache() cache.activate(MARKET, ISIN) - cache.addAsk(MARKET, ISIN, 50, 3333) + cache.addAsk(MARKET, ISIN, 50, 3333, 300) let q = cache.get(MARKET, ISIN)! expect(q.ask).toBe(50) expect(q.mid).toBeUndefined() + expect(q.askSize).toBe(300) - cache.addBid(MARKET, ISIN, 48, 4444) + cache.addBid(MARKET, ISIN, 48, 4444, 400) q = cache.get(MARKET, ISIN)! expect(q.bid).toBe(48) expect(q.mid).toBe(49) + expect(q.bidSize).toBe(400) expect(q.quoteProviderTimeUnixMs).toBe(4444) }) @@ -76,28 +97,32 @@ describe('InstrumentQuoteCache', () => { test('addQuote/addBid/addAsk/addTrade without activate throws', () => { const cache = new InstrumentQuoteCache() - expect(() => cache.addQuote(MARKET, ISIN, 100, 102, 1234)).toThrow(/inactive isin/i) + expect(() => cache.addQuote(MARKET, ISIN, 100, 102, 1234, 500, 600)).toThrow( + /inactive instrument/i, + ) expect(() => cache.addBid(MARKET, ISIN, 100, 1)).toThrow(/inactive isin/i) expect(() => cache.addAsk(MARKET, ISIN, 100, 1)).toThrow(/inactive isin/i) - expect(() => cache.addTrade(MARKET, ISIN, 99.5, 2222)).toThrow(/inactive isin/i) + expect(() => cache.addTrade(MARKET, ISIN, 99.5, 2222)).toThrow(/inactive instrument/i) }) test('deactivate then attempt to add -> throws', () => { const cache = new InstrumentQuoteCache() cache.activate(MARKET, ISIN) cache.deactivate(MARKET, ISIN) - expect(() => cache.addQuote(MARKET, ISIN, 1, 2, 3)).toThrow(/inactive instrument/i) + expect(() => cache.addQuote(MARKET, ISIN, 1, 2, 3, 4, 5)).toThrow(/inactive instrument/i) expect(() => cache.addTrade(MARKET, ISIN, 1, 3)).toThrow(/inactive instrument/i) }) test('mid is computed correctly for equal sides and edge values', () => { const cache = new InstrumentQuoteCache() cache.activate(MARKET, ISIN) - cache.addQuote(MARKET, ISIN, 0, 0, 123) + cache.addQuote(MARKET, ISIN, 0, 0, 123, 100, 200) const q = cache.get(MARKET, ISIN)! expect(q.bid).toBe(0) expect(q.ask).toBe(0) expect(q.mid).toBe(0) + expect(q.bidSize).toBe(100) + expect(q.askSize).toBe(200) expect(q.quoteProviderTimeUnixMs).toBe(123) }) @@ -109,13 +134,15 @@ describe('InstrumentQuoteCache', () => { expect(cache.has(MARKET2, ISIN2)).toBe(true) expect(cache.isEmpty()).toBe(false) - cache.addQuote(MARKET, ISIN, 100, 101, 10) + cache.addQuote(MARKET, ISIN, 100, 101, 10, 1500, 1600) cache.addTrade(MARKET2, ISIN2, 55, 20) const q1 = cache.get(MARKET, ISIN)! const q2 = cache.get(MARKET2, ISIN2)! expect(q1.mid).toBe(100.5) + expect(q1.bidSize).toBe(1500) + expect(q1.askSize).toBe(1600) expect(q1.quoteProviderTimeUnixMs).toBe(10) expect(q2.latestPrice).toBe(55) expect(q2.tradeProviderTimeUnixMs).toBe(20) @@ -133,19 +160,23 @@ describe('InstrumentQuoteCache', () => { cache.activate(MARKET, ISIN) cache.activate(MARKET2, ISIN) // Same ISIN, different market - cache.addQuote(MARKET, ISIN, 100, 101, 10) + cache.addQuote(MARKET, ISIN, 100, 101, 10, 800, 900) cache.addTrade(MARKET2, ISIN, 200, 20) const q1 = cache.get(MARKET, ISIN)! const q2 = cache.get(MARKET2, ISIN)! expect(q1.mid).toBe(100.5) + expect(q1.bidSize).toBe(800) + expect(q1.askSize).toBe(900) expect(q1.quoteProviderTimeUnixMs).toBe(10) expect(q1.latestPrice).toBeUndefined() // No trade data for this market expect(q2.latestPrice).toBe(200) expect(q2.tradeProviderTimeUnixMs).toBe(20) expect(q2.mid).toBeUndefined() // No quote data for this market + expect(q2.bidSize).toBeUndefined() + expect(q2.askSize).toBeUndefined() expect(cache.isEmpty()).toBe(false) cache.deactivate(MARKET, ISIN) @@ -156,4 +187,40 @@ describe('InstrumentQuoteCache', () => { cache.deactivate(MARKET2, ISIN) expect(cache.isEmpty()).toBe(true) }) + + test('bidSize and askSize are properly handled for individual bid/ask updates', () => { + const cache = new InstrumentQuoteCache() + cache.activate(MARKET, ISIN) + + // Add bid with size + cache.addBid(MARKET, ISIN, 95, 1000, 1200) + let q = cache.get(MARKET, ISIN)! + expect(q.bid).toBe(95) + expect(q.bidSize).toBe(1200) + expect(q.ask).toBeUndefined() + expect(q.askSize).toBeUndefined() + + // Add ask with size + cache.addAsk(MARKET, ISIN, 105, 2000, 1300) + q = cache.get(MARKET, ISIN)! + expect(q.ask).toBe(105) + expect(q.askSize).toBe(1300) + expect(q.mid).toBe(100) + expect(q.quoteProviderTimeUnixMs).toBe(2000) + + // Update bid without size (should be undefined) + cache.addBid(MARKET, ISIN, 96, 3000) + q = cache.get(MARKET, ISIN)! + expect(q.bid).toBe(96) + expect(q.bidSize).toBeUndefined() + expect(q.mid).toBe(100.5) + + // Update ask without size (should be undefined) + cache.addAsk(MARKET, ISIN, 106, 4000) + q = cache.get(MARKET, ISIN)! + expect(q.ask).toBe(106) + expect(q.askSize).toBeUndefined() + expect(q.mid).toBe(101) + expect(q.quoteProviderTimeUnixMs).toBe(4000) + }) }) diff --git a/packages/sources/deutsche-boerse/test/unit/lwba.test.ts b/packages/sources/deutsche-boerse/test/unit/lwba.test.ts index b41c8ca74b..b3ae27c246 100644 --- a/packages/sources/deutsche-boerse/test/unit/lwba.test.ts +++ b/packages/sources/deutsche-boerse/test/unit/lwba.test.ts @@ -250,4 +250,71 @@ describe('LWBA Metadata Transport', () => { expect(entry.response.data.quoteProviderIndicatedTimeUnixMs).toBe(11) expect(entry.response.data.tradeProviderIndicatedTimeUnixMs).toBe(12) }) + + test('protobuf with bid/ask sizes are handled correctly', () => { + const t = lwbaMetadataProtobufWsTransport as any + t.config.builders.subscribeMessage({ market: MARKET, isin: OTHER }) // Use different ISIN to avoid cache interference + + // Quote with sizes -> should NOT emit yet (no trade data) + const quoteDat = create(DataSchema, { + Bid: { Px: dec(BigInt(9500), -2), Sz: dec(BigInt(1500), 0) }, + Offer: { Px: dec(BigInt(9600), -2), Sz: dec(BigInt(1600), 0) }, + Tm: BigInt(7000000), + } as any) + const quoteMd = create(MarketDataSchema, { Instrmt: { Sym: OTHER }, Dat: quoteDat } as any) + const quoteRes = t.config.handlers.message(makeStreamBuffer(quoteMd)) + expect(quoteRes).toEqual([]) + + // Trade (now we have complete data) -> should emit + const tradeDat = create(DataSchema, { Px: dec(BigInt(9550), -2), Tm: BigInt(8000000) } as any) + const tradeMd = create(MarketDataSchema, { Instrmt: { Sym: OTHER }, Dat: tradeDat } as any) + const tradeRes = t.config.handlers.message(makeStreamBuffer(tradeMd)) + + expect(tradeRes.length).toBe(1) + const [entry] = tradeRes + const d = entry.response.data + + expect(d.bid).toBe(95) + expect(d.ask).toBe(96) + expect(d.mid).toBe(95.5) + expect(d.bidSize).toBe(1500) + expect(d.askSize).toBe(1600) + expect(d.quoteProviderIndicatedTimeUnixMs).toBe(7) + expect(d.tradeProviderIndicatedTimeUnixMs).toBe(8) + expect(entry.response.timestamps.providerIndicatedTimeUnixMs).toBe(8) + }) + + test('protobuf without bid/ask sizes defaults to null/undefined', () => { + const t = lwbaMetadataProtobufWsTransport as any + const TEST_ISIN = 'TEST123456789' // Use unique ISIN to avoid cache interference + t.config.builders.subscribeMessage({ market: MARKET, isin: TEST_ISIN }) + + // Quote without sizes -> should NOT emit yet (no trade data) + const quoteDat = create(DataSchema, { + Bid: { Px: dec(BigInt(8500), -2) }, + Offer: { Px: dec(BigInt(8600), -2) }, + Tm: BigInt(9000000), + } as any) + const quoteMd = create(MarketDataSchema, { Instrmt: { Sym: TEST_ISIN }, Dat: quoteDat } as any) + const quoteRes = t.config.handlers.message(makeStreamBuffer(quoteMd)) + expect(quoteRes).toEqual([]) + + // Trade (now we have complete data) -> should emit + const tradeDat = create(DataSchema, { Px: dec(BigInt(8550), -2), Tm: BigInt(10000000) } as any) + const tradeMd = create(MarketDataSchema, { Instrmt: { Sym: TEST_ISIN }, Dat: tradeDat } as any) + const tradeRes = t.config.handlers.message(makeStreamBuffer(tradeMd)) + + expect(tradeRes.length).toBe(1) + const [entry] = tradeRes + const d = entry.response.data + + expect(d.bid).toBe(85) + expect(d.ask).toBe(86) + expect(d.mid).toBe(85.5) + expect(d.bidSize).toBe(null) + expect(d.askSize).toBe(null) + expect(d.quoteProviderIndicatedTimeUnixMs).toBe(9) + expect(d.tradeProviderIndicatedTimeUnixMs).toBe(10) + expect(entry.response.timestamps.providerIndicatedTimeUnixMs).toBe(10) + }) }) From 0109fcb83729abbdc2544f2d26f31f168cd8fe2d Mon Sep 17 00:00:00 2001 From: chray-zhang Date: Fri, 17 Oct 2025 10:34:08 -0400 Subject: [PATCH 05/18] revision --- .../deutsche-boerse/src/endpoint/index.ts | 4 +- .../deutsche-boerse/src/endpoint/lwba.ts | 17 +- .../src/endpoint/lwbaLatestPrice.ts | 10 - .../src/endpoint/lwbaMetadata.ts | 10 - .../deutsche-boerse/src/endpoint/price.ts | 26 + .../deutsche-boerse/src/gen/client_pb.ts | 210 -- .../deutsche-boerse/src/gen/md_cef_pb.ts | 2352 ----------------- packages/sources/deutsche-boerse/src/index.ts | 6 +- .../deutsche-boerse/src/transport/lwba.ts | 320 +-- .../src/transport/lwbaMetadata.ts | 23 - .../{lwbaLatestPrice.ts => price.ts} | 4 +- .../src/transport/proto-utils.ts | 24 - .../src/transport/wsProtobufTransportBase.ts | 301 +++ .../deutsche-boerse/test/unit/lwba.test.ts | 20 +- 14 files changed, 379 insertions(+), 2948 deletions(-) delete mode 100644 packages/sources/deutsche-boerse/src/endpoint/lwbaLatestPrice.ts delete mode 100644 packages/sources/deutsche-boerse/src/endpoint/lwbaMetadata.ts create mode 100644 packages/sources/deutsche-boerse/src/endpoint/price.ts delete mode 100644 packages/sources/deutsche-boerse/src/gen/client_pb.ts delete mode 100644 packages/sources/deutsche-boerse/src/gen/md_cef_pb.ts delete mode 100644 packages/sources/deutsche-boerse/src/transport/lwbaMetadata.ts rename packages/sources/deutsche-boerse/src/transport/{lwbaLatestPrice.ts => price.ts} (71%) create mode 100644 packages/sources/deutsche-boerse/src/transport/wsProtobufTransportBase.ts diff --git a/packages/sources/deutsche-boerse/src/endpoint/index.ts b/packages/sources/deutsche-boerse/src/endpoint/index.ts index b0754b0562..6b5eefa57c 100644 --- a/packages/sources/deutsche-boerse/src/endpoint/index.ts +++ b/packages/sources/deutsche-boerse/src/endpoint/index.ts @@ -1,2 +1,2 @@ -export { endpoint as lwbaLatestPrice } from './lwbaLatestPrice' -export { endpoint as lwbaMetadata } from './lwbaMetadata' +export { endpoint as lwba } from './lwba' +export { endpoint as price } from './price' diff --git a/packages/sources/deutsche-boerse/src/endpoint/lwba.ts b/packages/sources/deutsche-boerse/src/endpoint/lwba.ts index 4deb9725f7..880fe517c7 100644 --- a/packages/sources/deutsche-boerse/src/endpoint/lwba.ts +++ b/packages/sources/deutsche-boerse/src/endpoint/lwba.ts @@ -1,5 +1,7 @@ +import { AdapterEndpoint } from '@chainlink/external-adapter-framework/adapter/endpoint' import { InputParameters } from '@chainlink/external-adapter-framework/validation' import { config } from '../config' +import { lwbaProtobufWsTransport } from '../transport/lwba' export const MARKETS = ['md-xetraetfetp', 'md-tradegate'] as const export type Market = (typeof MARKETS)[number] @@ -28,14 +30,14 @@ export const inputParameters = new InputParameters( ], ) -interface LwbaMetadataResponse { +interface LwbaResponse { Result: number | null Data: { mid: number bid: number ask: number - bidSize: number | null - askSize: number | null + bidSize: number + askSize: number quoteProviderIndicatedTimeUnixMs: number tradeProviderIndicatedTimeUnixMs: number } @@ -52,6 +54,13 @@ export interface LwbaLatestPriceResponse { export type BaseEndpointTypes = { Parameters: typeof inputParameters.definition - Response: LwbaLatestPriceResponse | LwbaMetadataResponse + Response: LwbaResponse Settings: typeof config.settings } + +export const endpoint = new AdapterEndpoint({ + name: 'lwba', + aliases: [], + transport: lwbaProtobufWsTransport, + inputParameters, +}) diff --git a/packages/sources/deutsche-boerse/src/endpoint/lwbaLatestPrice.ts b/packages/sources/deutsche-boerse/src/endpoint/lwbaLatestPrice.ts deleted file mode 100644 index feb8ecc4f9..0000000000 --- a/packages/sources/deutsche-boerse/src/endpoint/lwbaLatestPrice.ts +++ /dev/null @@ -1,10 +0,0 @@ -import { AdapterEndpoint } from '@chainlink/external-adapter-framework/adapter' -import { lwbaLatestPriceProtobufWsTransport } from '../transport/lwbaLatestPrice' -import { inputParameters } from './lwba' - -export const endpoint = new AdapterEndpoint({ - name: 'lwba_latest_price', - aliases: [], - transport: lwbaLatestPriceProtobufWsTransport, - inputParameters, -}) diff --git a/packages/sources/deutsche-boerse/src/endpoint/lwbaMetadata.ts b/packages/sources/deutsche-boerse/src/endpoint/lwbaMetadata.ts deleted file mode 100644 index 147f1be950..0000000000 --- a/packages/sources/deutsche-boerse/src/endpoint/lwbaMetadata.ts +++ /dev/null @@ -1,10 +0,0 @@ -import { AdapterEndpoint } from '@chainlink/external-adapter-framework/adapter' -import { lwbaMetadataProtobufWsTransport } from '../transport/lwbaMetadata' -import { inputParameters } from './lwba' - -export const endpoint = new AdapterEndpoint({ - name: 'lwba_metadata', - aliases: [], - transport: lwbaMetadataProtobufWsTransport, - inputParameters, -}) diff --git a/packages/sources/deutsche-boerse/src/endpoint/price.ts b/packages/sources/deutsche-boerse/src/endpoint/price.ts new file mode 100644 index 0000000000..f4c120d257 --- /dev/null +++ b/packages/sources/deutsche-boerse/src/endpoint/price.ts @@ -0,0 +1,26 @@ +import { AdapterEndpoint } from '@chainlink/external-adapter-framework/adapter' +import { config } from '../config' +import { priceProtobufWsTransport } from '../transport/price' +import { inputParameters } from './lwba' + +export interface priceResponse { + Result: number | null + Data: { + latestPrice: number + quoteProviderIndicatedTimeUnixMs: number + tradeProviderIndicatedTimeUnixMs: number + } +} + +export type BaseEndpointTypes = { + Parameters: typeof inputParameters.definition + Response: priceResponse + Settings: typeof config.settings +} + +export const endpoint = new AdapterEndpoint({ + name: 'lprice', + aliases: [], + transport: priceProtobufWsTransport, + inputParameters, +}) diff --git a/packages/sources/deutsche-boerse/src/gen/client_pb.ts b/packages/sources/deutsche-boerse/src/gen/client_pb.ts deleted file mode 100644 index 2f62a9ab8b..0000000000 --- a/packages/sources/deutsche-boerse/src/gen/client_pb.ts +++ /dev/null @@ -1,210 +0,0 @@ -// Date: 07.10.2023 -// Version: 001.000.006 - -// @generated by protoc-gen-es v2.7.0 with parameter "target=ts" -// @generated from file client.proto (package Client, syntax proto3) -/* eslint-disable */ - -import type { Message } from '@bufbuild/protobuf' -import type { GenEnum, GenFile, GenMessage } from '@bufbuild/protobuf/codegenv2' -import { enumDesc, fileDesc, messageDesc } from '@bufbuild/protobuf/codegenv2' -import type { Any } from '@bufbuild/protobuf/wkt' -import { file_google_protobuf_any } from '@bufbuild/protobuf/wkt' - -/** - * Describes the file client.proto. - */ -export const file_client: GenFile = - /*@__PURE__*/ - fileDesc( - 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Client.Subscribe. - * Use `create(SubscribeSchema)` to create a new message. - */ -export const SubscribeSchema: GenMessage = /*@__PURE__*/ messageDesc(file_client, 0) - -/** - * @generated from message Client.Subscribe.Stream - */ -export type Subscribe_Stream = Message<'Client.Subscribe.Stream'> & { - /** - * @generated from field: string stream = 1; - */ - stream: string - - /** - * mutually exclusive to startSeq - * - * @generated from field: int64 startTime = 2; - */ - startTime: bigint - - /** - * mutually exclusive to startTime - * - * @generated from field: uint64 startSeq = 3; - */ - startSeq: bigint -} - -/** - * Describes the message Client.Subscribe.Stream. - * Use `create(Subscribe_StreamSchema)` to create a new message. - */ -export const Subscribe_StreamSchema: GenMessage = - /*@__PURE__*/ - messageDesc(file_client, 0, 0) - -/** - * @generated from message Client.Unsubscribe - */ -export type Unsubscribe = Message<'Client.Unsubscribe'> & { - /** - * @generated from field: repeated string stream = 1; - */ - stream: string[] -} - -/** - * Describes the message Client.Unsubscribe. - * Use `create(UnsubscribeSchema)` to create a new message. - */ -export const UnsubscribeSchema: GenMessage = /*@__PURE__*/ messageDesc(file_client, 1) - -/** - * @generated from message Client.Request - */ -export type Request = Message<'Client.Request'> & { - /** - * @generated from field: string event = 1; - */ - event: string - - /** - * @generated from field: int64 requestId = 2; - */ - requestId: bigint - - /** - * oneof data { - * - * @generated from field: Client.Subscribe subscribe = 3; - */ - subscribe?: Subscribe - - /** - * } - * - * @generated from field: Client.Unsubscribe unsubscribe = 4; - */ - unsubscribe?: Unsubscribe -} - -/** - * Describes the message Client.Request. - * Use `create(RequestSchema)` to create a new message. - */ -export const RequestSchema: GenMessage = /*@__PURE__*/ messageDesc(file_client, 2) - -/** - * one Response for each stream in Request - * - * @generated from message Client.Response - */ -export type Response = Message<'Client.Response'> & { - /** - * @generated from field: int64 requestId = 1; - */ - requestId: bigint - - /** - * @generated from field: Client.Status status = 2; - */ - status: Status -} - -/** - * Describes the message Client.Response. - * Use `create(ResponseSchema)` to create a new message. - */ -export const ResponseSchema: GenMessage = /*@__PURE__*/ messageDesc(file_client, 3) - -/** - * @generated from message Client.StreamMessage - */ -export type StreamMessage = Message<'Client.StreamMessage'> & { - /** - * protocol - * - * stream / topic subscription - * - * @generated from field: string subs = 1; - */ - subs: string - - /** - * message sequence number - * - * @generated from field: uint64 seq = 2; - */ - seq: bigint - - /** - * payload - * - * @generated from field: repeated google.protobuf.Any messages = 3; - */ - messages: Any[] -} - -/** - * Describes the message Client.StreamMessage. - * Use `create(StreamMessageSchema)` to create a new message. - */ -export const StreamMessageSchema: GenMessage = - /*@__PURE__*/ - messageDesc(file_client, 4) - -/** - * @generated from enum Client.Status - */ -export enum Status { - /** - * @generated from enum value: OK = 0; - */ - OK = 0, - - /** - * @generated from enum value: SERVER_ERROR = 1; - */ - SERVER_ERROR = 1, - - /** - * @generated from enum value: ACCESS_DENIED = 2; - */ - ACCESS_DENIED = 2, - - /** - * @generated from enum value: NOT_ENTITLED = 3; - */ - NOT_ENTITLED = 3, -} - -/** - * Describes the enum Client.Status. - */ -export const StatusSchema: GenEnum = /*@__PURE__*/ enumDesc(file_client, 0) diff --git a/packages/sources/deutsche-boerse/src/gen/md_cef_pb.ts b/packages/sources/deutsche-boerse/src/gen/md_cef_pb.ts deleted file mode 100644 index aec58afd3c..0000000000 --- a/packages/sources/deutsche-boerse/src/gen/md_cef_pb.ts +++ /dev/null @@ -1,2352 +0,0 @@ -// Date: 10.01.2025 -// Version: 001.000.009 - -// @generated by protoc-gen-es v2.7.0 with parameter "target=ts" -// @generated from file md_cef.proto (package dbag.cef, syntax proto3) -/* eslint-disable */ - -import type { Message } from '@bufbuild/protobuf' -import type { GenEnum, GenFile, GenMessage } from '@bufbuild/protobuf/codegenv2' -import { enumDesc, fileDesc, messageDesc } from '@bufbuild/protobuf/codegenv2' -import { file_google_protobuf_wrappers } from '@bufbuild/protobuf/wkt' - -/** - * Describes the file md_cef.proto. - */ -export const file_md_cef: GenFile = - /*@__PURE__*/ - fileDesc( - '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', - [file_google_protobuf_wrappers], - ) - -/** - * @generated from message dbag.cef.Decimal - */ -export type Decimal = Message<'dbag.cef.Decimal'> & { - /** - * Mantisssa - * - * @generated from field: int64 m = 1; - */ - m: bigint - - /** - * Exponent - * - * @generated from field: int32 e = 2; - */ - e: number -} - -/** - * Describes the message dbag.cef.Decimal. - * Use `create(DecimalSchema)` to create a new message. - */ -export const DecimalSchema: GenMessage = /*@__PURE__*/ messageDesc(file_md_cef, 0) - -/** - * @generated from message dbag.cef.ApplSeqCtrl - */ -export type ApplSeqCtrl = Message<'dbag.cef.ApplSeqCtrl'> & { - /** - * FIX 1180 - ApplID - * - * @generated from field: uint32 ApplID = 1; - */ - ApplID: number - - /** - * FIX 1181 - ApplSeqNum - * - * @generated from field: uint64 ApplSeqNum = 2; - */ - ApplSeqNum: bigint -} - -/** - * Describes the message dbag.cef.ApplSeqCtrl. - * Use `create(ApplSeqCtrlSchema)` to create a new message. - */ -export const ApplSeqCtrlSchema: GenMessage = /*@__PURE__*/ messageDesc(file_md_cef, 1) - -/** - * @generated from message dbag.cef.Instrument - */ -export type Instrument = Message<'dbag.cef.Instrument'> & { - /** - * FIX 1301 MarketID - * - * @generated from field: string MktID = 1; - */ - MktID: string - - /** - * FIX 55 - Symbol - * - * @generated from field: string Sym = 2; - */ - Sym: string - - /** - * FIX 48 - SecurityID - * - * @generated from field: string ID = 3; - */ - ID: string - - /** - * FIX 22 - SecurityIDSource - * - * @generated from field: dbag.cef.Instrument.SecurityIDSource Src = 4; - */ - Src: Instrument_SecurityIDSource - - /** - * FIX 167 - SecurityType - * - * @generated from field: dbag.cef.Instrument.SecurityType SecTyp = 5; - */ - SecTyp: Instrument_SecurityType - - /** - * FIX 15 - Currency - * - * @generated from field: string Ccy = 6; - */ - Ccy: string - - /** - * FIX 455 - SecurityAltID - * - * @generated from field: string AltID = 7; - */ - AltID: string - - /** - * FIX 456 - SecurityAltIDSource - * - * @generated from field: dbag.cef.Instrument.SecurityIDSource AltIDSrc = 8; - */ - AltIDSrc: Instrument_SecurityIDSource - - /** - * FIX 7703 - MarketSegment - * - * @generated from field: string MktSeg = 9; - */ - MktSeg: string - - /** - * FIX 200 - MaturityMonthYear - * - * @generated from field: string MMY = 11; - */ - MMY: string - - /** - * FIX T7 extension 30866 - ContractDate - * - * @generated from field: google.protobuf.Int32Value CntrDate = 12; - */ - CntrDate?: number - - /** - * FIX CEF extension - ContractType - * - * @generated from field: dbag.cef.Instrument.ContractTypeValue Ct = 13; - */ - Ct?: Instrument_ContractTypeValue - - /** - * FIX 202 StrikePrice - * - * @generated from field: dbag.cef.Decimal StrkPx = 14; - */ - StrkPx?: Decimal - - /** - * FIX 2578 - OrigStrikePrice - * - * @generated from field: dbag.cef.Decimal OrigStrkPx = 15; - */ - OrigStrkPx?: Decimal - - /** - * FIX 201 - PutOrCall - * - * @generated from field: dbag.cef.Instrument.PutOrCallValue PutCall = 16; - */ - PutCall?: Instrument_PutOrCallValue - - /** - * FIX T7 extension 25034 - ContractGenerationNumber - * - * @generated from field: google.protobuf.Int32Value CntrGenNr = 17; - */ - CntrGenNr?: number - - /** - * FIX 1193 - SettlMethod - * - * @generated from field: dbag.cef.Instrument.SettlMethodValue SettlMeth = 18; - */ - SettlMeth?: Instrument_SettlMethodValue - - /** - * FIX 1194 - ExerStyle - * - * @generated from field: dbag.cef.Instrument.ExerciseStyleValue ExerStyle = 19; - */ - ExerStyle?: Instrument_ExerciseStyleValue - - /** - * FIX 969 - MinPriceIncrement - * - * @generated from field: dbag.cef.Decimal MinPxIncr = 21; - */ - MinPxIncr?: Decimal - - /** - * FIX 6215 - TenorValue - * - * @generated from field: string TenorVal = 22; - */ - TenorVal: string - - /** - * FIX 980 - SecurityUpdateAction - * - * @generated from field: dbag.cef.Instrument.SecurityUpdateActionValue UpdActn = 30; - */ - UpdActn?: Instrument_SecurityUpdateActionValue - - /** - * FIX 779 - LastUpdateTime - * - * @generated from field: uint64 LastUpdateTm = 31; - */ - LastUpdateTm: bigint - - /** - * FIX EventGroup - * - * @generated from field: repeated dbag.cef.Instrument.Event Evnts = 32; - */ - Evnts: Instrument_Event[] -} - -/** - * Describes the message dbag.cef.Instrument. - * Use `create(InstrumentSchema)` to create a new message. - */ -export const InstrumentSchema: GenMessage = /*@__PURE__*/ messageDesc(file_md_cef, 2) - -/** - * @generated from message dbag.cef.Instrument.PutOrCallValue - */ -export type Instrument_PutOrCallValue = Message<'dbag.cef.Instrument.PutOrCallValue'> & { - /** - * @generated from field: dbag.cef.Instrument.PutOrCallValue.PutOrCall Value = 1; - */ - Value: Instrument_PutOrCallValue_PutOrCall -} - -/** - * Describes the message dbag.cef.Instrument.PutOrCallValue. - * Use `create(Instrument_PutOrCallValueSchema)` to create a new message. - */ -export const Instrument_PutOrCallValueSchema: GenMessage = - /*@__PURE__*/ - messageDesc(file_md_cef, 2, 0) - -/** - * @generated from enum dbag.cef.Instrument.PutOrCallValue.PutOrCall - */ -export enum Instrument_PutOrCallValue_PutOrCall { - /** - * FIX Put - * - * @generated from enum value: PUT = 0; - */ - PUT = 0, - - /** - * FIX Call - * - * @generated from enum value: CALL = 1; - */ - CALL = 1, -} - -/** - * Describes the enum dbag.cef.Instrument.PutOrCallValue.PutOrCall. - */ -export const Instrument_PutOrCallValue_PutOrCallSchema: GenEnum = - /*@__PURE__*/ - enumDesc(file_md_cef, 2, 0, 0) - -/** - * @generated from message dbag.cef.Instrument.SettlMethodValue - */ -export type Instrument_SettlMethodValue = Message<'dbag.cef.Instrument.SettlMethodValue'> & { - /** - * @generated from field: dbag.cef.Instrument.SettlMethodValue.SettlMethod Value = 1; - */ - Value: Instrument_SettlMethodValue_SettlMethod -} - -/** - * Describes the message dbag.cef.Instrument.SettlMethodValue. - * Use `create(Instrument_SettlMethodValueSchema)` to create a new message. - */ -export const Instrument_SettlMethodValueSchema: GenMessage = - /*@__PURE__*/ - messageDesc(file_md_cef, 2, 1) - -/** - * @generated from enum dbag.cef.Instrument.SettlMethodValue.SettlMethod - */ -export enum Instrument_SettlMethodValue_SettlMethod { - /** - * Cash - * - * @generated from enum value: C = 0; - */ - C = 0, - - /** - * Physical - * - * @generated from enum value: P = 1; - */ - P = 1, -} - -/** - * Describes the enum dbag.cef.Instrument.SettlMethodValue.SettlMethod. - */ -export const Instrument_SettlMethodValue_SettlMethodSchema: GenEnum = - /*@__PURE__*/ - enumDesc(file_md_cef, 2, 1, 0) - -/** - * @generated from message dbag.cef.Instrument.ExerciseStyleValue - */ -export type Instrument_ExerciseStyleValue = Message<'dbag.cef.Instrument.ExerciseStyleValue'> & { - /** - * @generated from field: dbag.cef.Instrument.ExerciseStyleValue.ExerciseStyle Value = 1; - */ - Value: Instrument_ExerciseStyleValue_ExerciseStyle -} - -/** - * Describes the message dbag.cef.Instrument.ExerciseStyleValue. - * Use `create(Instrument_ExerciseStyleValueSchema)` to create a new message. - */ -export const Instrument_ExerciseStyleValueSchema: GenMessage = - /*@__PURE__*/ - messageDesc(file_md_cef, 2, 2) - -/** - * @generated from enum dbag.cef.Instrument.ExerciseStyleValue.ExerciseStyle - */ -export enum Instrument_ExerciseStyleValue_ExerciseStyle { - /** - * European - * - * @generated from enum value: E = 0; - */ - E = 0, - - /** - * American - * - * @generated from enum value: A = 1; - */ - A = 1, -} - -/** - * Describes the enum dbag.cef.Instrument.ExerciseStyleValue.ExerciseStyle. - */ -export const Instrument_ExerciseStyleValue_ExerciseStyleSchema: GenEnum = - /*@__PURE__*/ - enumDesc(file_md_cef, 2, 2, 0) - -/** - * @generated from message dbag.cef.Instrument.ContractTypeValue - */ -export type Instrument_ContractTypeValue = Message<'dbag.cef.Instrument.ContractTypeValue'> & { - /** - * @generated from field: dbag.cef.Instrument.ContractTypeValue.ContractType Value = 1; - */ - Value: Instrument_ContractTypeValue_ContractType -} - -/** - * Describes the message dbag.cef.Instrument.ContractTypeValue. - * Use `create(Instrument_ContractTypeValueSchema)` to create a new message. - */ -export const Instrument_ContractTypeValueSchema: GenMessage = - /*@__PURE__*/ - messageDesc(file_md_cef, 2, 3) - -/** - * @generated from enum dbag.cef.Instrument.ContractTypeValue.ContractType - */ -export enum Instrument_ContractTypeValue_ContractType { - /** - * Flexible - * - * @generated from enum value: F = 0; - */ - F = 0, - - /** - * Standard - * - * @generated from enum value: S = 1; - */ - S = 1, -} - -/** - * Describes the enum dbag.cef.Instrument.ContractTypeValue.ContractType. - */ -export const Instrument_ContractTypeValue_ContractTypeSchema: GenEnum = - /*@__PURE__*/ - enumDesc(file_md_cef, 2, 3, 0) - -/** - * @generated from message dbag.cef.Instrument.SecurityUpdateActionValue - */ -export type Instrument_SecurityUpdateActionValue = - Message<'dbag.cef.Instrument.SecurityUpdateActionValue'> & { - /** - * @generated from field: dbag.cef.Instrument.SecurityUpdateActionValue.SecurityUpdateAction Value = 1; - */ - Value: Instrument_SecurityUpdateActionValue_SecurityUpdateAction - } - -/** - * Describes the message dbag.cef.Instrument.SecurityUpdateActionValue. - * Use `create(Instrument_SecurityUpdateActionValueSchema)` to create a new message. - */ -export const Instrument_SecurityUpdateActionValueSchema: GenMessage = - /*@__PURE__*/ - messageDesc(file_md_cef, 2, 4) - -/** - * @generated from enum dbag.cef.Instrument.SecurityUpdateActionValue.SecurityUpdateAction - */ -export enum Instrument_SecurityUpdateActionValue_SecurityUpdateAction { - /** - * 'A' - * - * @generated from enum value: NEW = 0; - */ - NEW = 0, - - /** - * 'D' - * - * @generated from enum value: DELETE = 1; - */ - DELETE = 1, - - /** - * 'M' - * - * @generated from enum value: MODIFY = 2; - */ - MODIFY = 2, -} - -/** - * Describes the enum dbag.cef.Instrument.SecurityUpdateActionValue.SecurityUpdateAction. - */ -export const Instrument_SecurityUpdateActionValue_SecurityUpdateActionSchema: GenEnum = - /*@__PURE__*/ - enumDesc(file_md_cef, 2, 4, 0) - -/** - * @generated from message dbag.cef.Instrument.Event - */ -export type Instrument_Event = Message<'dbag.cef.Instrument.Event'> & { - /** - * FIX 865 EventType - * - * @generated from field: dbag.cef.Instrument.Event.EventType EventTyp = 1; - */ - EventTyp: Instrument_Event_EventType - - /** - * FIX 866 EventDate - * - * @generated from field: uint32 Dt = 2; - */ - Dt: number -} - -/** - * Describes the message dbag.cef.Instrument.Event. - * Use `create(Instrument_EventSchema)` to create a new message. - */ -export const Instrument_EventSchema: GenMessage = - /*@__PURE__*/ - messageDesc(file_md_cef, 2, 5) - -/** - * @generated from enum dbag.cef.Instrument.Event.EventType - */ -export enum Instrument_Event_EventType { - /** - * @generated from enum value: UNDEFINED = 0; - */ - UNDEFINED = 0, - - /** - * @generated from enum value: ACTIVATION = 5; - */ - ACTIVATION = 5, - - /** - * @generated from enum value: INACTIVATION = 6; - */ - INACTIVATION = 6, - - /** - * @generated from enum value: LAST_ELIGIBLE_TRADE_DATE = 7; - */ - LAST_ELIGIBLE_TRADE_DATE = 7, - - /** - * @generated from enum value: FIRST_ELIGIBLE_TRADE_DATE = 28; - */ - FIRST_ELIGIBLE_TRADE_DATE = 28, -} - -/** - * Describes the enum dbag.cef.Instrument.Event.EventType. - */ -export const Instrument_Event_EventTypeSchema: GenEnum = - /*@__PURE__*/ - enumDesc(file_md_cef, 2, 5, 0) - -/** - * @generated from enum dbag.cef.Instrument.SecurityIDSource - */ -export enum Instrument_SecurityIDSource { - /** - * @generated from enum value: ISIN = 0; - */ - ISIN = 0, - - /** - * @generated from enum value: EXCHANGE_SYMBOL = 1; - */ - EXCHANGE_SYMBOL = 1, - - /** - * @generated from enum value: SYNTHETIC = 2; - */ - SYNTHETIC = 2, -} - -/** - * Describes the enum dbag.cef.Instrument.SecurityIDSource. - */ -export const Instrument_SecurityIDSourceSchema: GenEnum = - /*@__PURE__*/ - enumDesc(file_md_cef, 2, 0) - -/** - * @generated from enum dbag.cef.Instrument.SecurityType - */ -export enum Instrument_SecurityType { - /** - * None - * - * @generated from enum value: NO_SECURITYTYPE = 0; - */ - NO_SECURITYTYPE = 0, - - /** - * Future - * - * @generated from enum value: FUT = 1; - */ - FUT = 1, - - /** - * Option - * - * @generated from enum value: OPT = 2; - */ - OPT = 2, - - /** - * Multileg Instrument - * - * @generated from enum value: MLEG = 3; - */ - MLEG = 3, - - /** - * Index - * - * @generated from enum value: INDEX = 4; - */ - INDEX = 4, - - /** - * Exchange traded commodity - * - * @generated from enum value: ETC = 5; - */ - ETC = 5, - - /** - * Exchange traded note - * - * @generated from enum value: ETN = 6; - */ - ETN = 6, - - /** - * Common Stock - * - * @generated from enum value: CS = 7; - */ - CS = 7, - - /** - * Repurchase - * - * @generated from enum value: REPO = 8; - */ - REPO = 8, - - /** - * Repurchase - * - * @generated from enum value: CASH = 9; - */ - CASH = 9, - - /** - * Foreign Exchange Contract - * - * @generated from enum value: FOR = 10; - */ - FOR = 10, - - /** - * Bond - * - * @generated from enum value: BOND = 11; - */ - BOND = 11, - - /** - * Mutual Fund - * - * @generated from enum value: MF = 12; - */ - MF = 12, - - /** - * Investment Fund - * - * @generated from enum value: FUN = 13; - */ - FUN = 13, - - /** - * Interest Rate Swap - * - * @generated from enum value: IRS = 14; - */ - IRS = 14, - - /** - * Subscription Rights - * - * @generated from enum value: SR = 15; - */ - SR = 15, - - /** - * Warrant - * - * @generated from enum value: WAR = 16; - */ - WAR = 16, - - /** - * Exchange Traded Fund - * - * @generated from enum value: ETF = 17; - */ - ETF = 17, - - /** - * FX Swap - * - * @generated from enum value: FXSWAP = 18; - */ - FXSWAP = 18, - - /** - * Other - * - * @generated from enum value: OTHER = 99; - */ - OTHER = 99, -} - -/** - * Describes the enum dbag.cef.Instrument.SecurityType. - */ -export const Instrument_SecurityTypeSchema: GenEnum = - /*@__PURE__*/ - enumDesc(file_md_cef, 2, 1) - -/** - * @generated from message dbag.cef.QuoteSide - */ -export type QuoteSide = Message<'dbag.cef.QuoteSide'> & { - /** - * FIX 270 - MDEntryPrice - * - * @generated from field: dbag.cef.Decimal Px = 1; - */ - Px?: Decimal - - /** - * FIX 271 - MDEntrySize - * - * @generated from field: dbag.cef.Decimal Sz = 2; - */ - Sz?: Decimal - - /** - * FIX 346 - NumberOfOrders - * - * @generated from field: google.protobuf.Int32Value NumOfOrds = 3; - */ - NumOfOrds?: number - - /** - * FIX 1070 - MDQuoteType - * - * @generated from field: dbag.cef.QuoteSide.MDQuoteTypeValue MDQteTyp = 4; - */ - MDQteTyp?: QuoteSide_MDQuoteTypeValue - - /** - * FIX 269 - MDEntryType - * - * @generated from field: dbag.cef.QuoteSide.MDEntryTypeValue Typ = 5; - */ - Typ?: QuoteSide_MDEntryTypeValue - - /** - * FIX 276 - QuoteCondition - * - * @generated from field: dbag.cef.QuoteSide.QuoteConditionValue QCond = 6; - */ - QCond?: QuoteSide_QuoteConditionValue - - /** - * FIX 5675 (360T) - ForwardPoints - * - * @generated from field: dbag.cef.Decimal FwdPnts = 7; - */ - FwdPnts?: Decimal - - /** - * FIX 5678 (360T) - Pip - * - * @generated from field: int64 Pip = 8; - */ - Pip: bigint - - /** - * FIX 5679 (360T) - HolidayWarn - * - * @generated from field: dbag.cef.QuoteSide.HolidayWarnValue HlWrn = 9; - */ - HlWrn?: QuoteSide_HolidayWarnValue -} - -/** - * Describes the message dbag.cef.QuoteSide. - * Use `create(QuoteSideSchema)` to create a new message. - */ -export const QuoteSideSchema: GenMessage = /*@__PURE__*/ messageDesc(file_md_cef, 3) - -/** - * @generated from message dbag.cef.QuoteSide.MDQuoteTypeValue - */ -export type QuoteSide_MDQuoteTypeValue = Message<'dbag.cef.QuoteSide.MDQuoteTypeValue'> & { - /** - * @generated from field: dbag.cef.QuoteSide.MDQuoteTypeValue.MDQuoteType Value = 1; - */ - Value: QuoteSide_MDQuoteTypeValue_MDQuoteType -} - -/** - * Describes the message dbag.cef.QuoteSide.MDQuoteTypeValue. - * Use `create(QuoteSide_MDQuoteTypeValueSchema)` to create a new message. - */ -export const QuoteSide_MDQuoteTypeValueSchema: GenMessage = - /*@__PURE__*/ - messageDesc(file_md_cef, 3, 0) - -/** - * @generated from enum dbag.cef.QuoteSide.MDQuoteTypeValue.MDQuoteType - */ -export enum QuoteSide_MDQuoteTypeValue_MDQuoteType { - /** - * @generated from enum value: INDICATIVE = 0; - */ - INDICATIVE = 0, - - /** - * @generated from enum value: TRADEABLE = 1; - */ - TRADEABLE = 1, -} - -/** - * Describes the enum dbag.cef.QuoteSide.MDQuoteTypeValue.MDQuoteType. - */ -export const QuoteSide_MDQuoteTypeValue_MDQuoteTypeSchema: GenEnum = - /*@__PURE__*/ - enumDesc(file_md_cef, 3, 0, 0) - -/** - * @generated from message dbag.cef.QuoteSide.QuoteConditionValue - */ -export type QuoteSide_QuoteConditionValue = Message<'dbag.cef.QuoteSide.QuoteConditionValue'> & { - /** - * @generated from field: dbag.cef.QuoteSide.QuoteConditionValue.QuoteCondition Value = 1; - */ - Value: QuoteSide_QuoteConditionValue_QuoteCondition -} - -/** - * Describes the message dbag.cef.QuoteSide.QuoteConditionValue. - * Use `create(QuoteSide_QuoteConditionValueSchema)` to create a new message. - */ -export const QuoteSide_QuoteConditionValueSchema: GenMessage = - /*@__PURE__*/ - messageDesc(file_md_cef, 3, 1) - -/** - * FIX 276 - * - * @generated from enum dbag.cef.QuoteSide.QuoteConditionValue.QuoteCondition - */ -export enum QuoteSide_QuoteConditionValue_QuoteCondition { - /** - * @generated from enum value: FIRM = 0; - */ - FIRM = 0, - - /** - * @generated from enum value: INDICATIVE = 1; - */ - INDICATIVE = 1, -} - -/** - * Describes the enum dbag.cef.QuoteSide.QuoteConditionValue.QuoteCondition. - */ -export const QuoteSide_QuoteConditionValue_QuoteConditionSchema: GenEnum = - /*@__PURE__*/ - enumDesc(file_md_cef, 3, 1, 0) - -/** - * @generated from message dbag.cef.QuoteSide.MDEntryTypeValue - */ -export type QuoteSide_MDEntryTypeValue = Message<'dbag.cef.QuoteSide.MDEntryTypeValue'> & { - /** - * @generated from field: dbag.cef.QuoteSide.MDEntryTypeValue.MDEntryType Value = 1; - */ - Value: QuoteSide_MDEntryTypeValue_MDEntryType -} - -/** - * Describes the message dbag.cef.QuoteSide.MDEntryTypeValue. - * Use `create(QuoteSide_MDEntryTypeValueSchema)` to create a new message. - */ -export const QuoteSide_MDEntryTypeValueSchema: GenMessage = - /*@__PURE__*/ - messageDesc(file_md_cef, 3, 2) - -/** - * @generated from enum dbag.cef.QuoteSide.MDEntryTypeValue.MDEntryType - */ -export enum QuoteSide_MDEntryTypeValue_MDEntryType { - /** - * @generated from enum value: BID = 0; - */ - BID = 0, - - /** - * @generated from enum value: OFFER = 1; - */ - OFFER = 1, - - /** - * @generated from enum value: MARKET_BID = 11; - */ - MARKET_BID = 11, - - /** - * @generated from enum value: MARKET_OFFER = 12; - */ - MARKET_OFFER = 12, -} - -/** - * Describes the enum dbag.cef.QuoteSide.MDEntryTypeValue.MDEntryType. - */ -export const QuoteSide_MDEntryTypeValue_MDEntryTypeSchema: GenEnum = - /*@__PURE__*/ - enumDesc(file_md_cef, 3, 2, 0) - -/** - * @generated from message dbag.cef.QuoteSide.HolidayWarnValue - */ -export type QuoteSide_HolidayWarnValue = Message<'dbag.cef.QuoteSide.HolidayWarnValue'> & { - /** - * @generated from field: dbag.cef.QuoteSide.HolidayWarnValue.HolidayWarn Value = 1; - */ - Value: QuoteSide_HolidayWarnValue_HolidayWarn -} - -/** - * Describes the message dbag.cef.QuoteSide.HolidayWarnValue. - * Use `create(QuoteSide_HolidayWarnValueSchema)` to create a new message. - */ -export const QuoteSide_HolidayWarnValueSchema: GenMessage = - /*@__PURE__*/ - messageDesc(file_md_cef, 3, 3) - -/** - * FIX 5679 (360T) - * - * @generated from enum dbag.cef.QuoteSide.HolidayWarnValue.HolidayWarn - */ -export enum QuoteSide_HolidayWarnValue_HolidayWarn { - /** - * @generated from enum value: NO_HOLIDAYS = 0; - */ - NO_HOLIDAYS = 0, - - /** - * @generated from enum value: HOLIDAYS = 1; - */ - HOLIDAYS = 1, -} - -/** - * Describes the enum dbag.cef.QuoteSide.HolidayWarnValue.HolidayWarn. - */ -export const QuoteSide_HolidayWarnValue_HolidayWarnSchema: GenEnum = - /*@__PURE__*/ - enumDesc(file_md_cef, 3, 3, 0) - -/** - * @generated from message dbag.cef.Data - */ -export type Data = Message<'dbag.cef.Data'> & { - /** - * Quote - * - * MDEntryType = 0 or MDEntryType = 'b' - * - * @generated from field: dbag.cef.QuoteSide Bid = 1; - */ - Bid?: QuoteSide - - /** - * MDEntryType = 1 or MDEntryType = 'c' - * - * @generated from field: dbag.cef.QuoteSide Offer = 2; - */ - Offer?: QuoteSide - - /** - * FIX 423 - PriceType - * - * @generated from field: dbag.cef.Data.PriceTypeValue PxTyp = 3; - */ - PxTyp?: Data_PriceTypeValue - - /** - * State Change - * - * FIX 965 - SecurityStatus - * - * @generated from field: dbag.cef.Data.SecurityStatusValue Status = 11; - */ - Status?: Data_SecurityStatusValue - - /** - * FIX 336 - TradingSessionID - * - * @generated from field: dbag.cef.Data.TradingSessionIDValue SesID = 12; - */ - SesID?: Data_TradingSessionIDValue - - /** - * FIX 625 - TradingSessionSubID - * - * @generated from field: dbag.cef.Data.TradingSessionSubIDValue SesSub = 13; - */ - SesSub?: Data_TradingSessionSubIDValue - - /** - * FIX 2447 - FastMktInd - * - * @generated from field: google.protobuf.BoolValue FastMktInd = 14; - */ - FastMktInd?: boolean - - /** - * FIX 326 - SecurityTradingStatus - * - * @generated from field: dbag.cef.Data.SecurityTradingStatusValue TrdgStat = 15; - */ - TrdgStat?: Data_SecurityTradingStatusValue - - /** - * FIX 2705 - MarketCondition - * - * @generated from field: dbag.cef.Data.MarketConditionValue MktCond = 16; - */ - MktCond?: Data_MarketConditionValue - - /** - * FIX 25045 - TESSecurityStatus - * - * @generated from field: dbag.cef.Data.SecurityStatusValue TesStatus = 17; - */ - TesStatus?: Data_SecurityStatusValue - - /** - * FIX 2542 - Market Segment Status - * - * @generated from field: dbag.cef.Data.MarketSegmentStatusValue MktSegStat = 18; - */ - MktSegStat?: Data_MarketSegmentStatusValue - - /** - * Trade - * - * FIX 270 - MDEntryPrice - * - * @generated from field: dbag.cef.Decimal Px = 21; - */ - Px?: Decimal - - /** - * FIX 271 - MDEntrySize - * - * @generated from field: dbag.cef.Decimal Sz = 22; - */ - Sz?: Decimal - - /** - * FIX 828 - TrDType - * - * @generated from field: dbag.cef.Data.TrdTypeValue TrdTyp = 23; - */ - TrdTyp?: Data_TrdTypeValue - - /** - * FIX 2449 - NumberOfBuyOrders - * - * @generated from field: google.protobuf.Int32Value NumOfBuyOrds = 24; - */ - NumOfBuyOrds?: number - - /** - * FIX 2450 - NumberOfSellOrders - * - * @generated from field: google.protobuf.Int32Value NumOfSellOrds = 25; - */ - NumOfSellOrds?: number - - /** - * FIX 1024 - MDOriginType - * - * @generated from field: dbag.cef.Data.MDOriginTypeValue MDOrigTyp = 26; - */ - MDOrigTyp?: Data_MDOriginTypeValue - - /** - * FIX 15 - Currency - * - * @generated from field: string Ccy = 27; - */ - Ccy: string - - /** - * FIX 278 - MDEntryID - * - * @generated from field: string MDID = 28; - */ - MDID: string - - /** - * FIX 880 - TrdMatchID (TVTIC - Trading Venue Transaction Identification Code) - * - * @generated from field: string MtchID = 29; - */ - MtchID: string - - /** - * FIX 279 - MDUpdateAction - * - * @generated from field: dbag.cef.Data.MDUpdateActionValue UpdtAct = 30; - */ - UpdtAct?: Data_MDUpdateActionValue - - /** - * FIX 277 - TradeCondition - * - * @generated from field: repeated dbag.cef.Data.TradeCondition TrdCond = 31; - */ - TrdCond: Data_TradeCondition[] - - /** - * Book - * - * MDEntryType = 0 - * - * @generated from field: repeated dbag.cef.QuoteSide Bids = 41; - */ - Bids: QuoteSide[] - - /** - * MDEntryType = 1 - * - * @generated from field: repeated dbag.cef.QuoteSide Offers = 42; - */ - Offers: QuoteSide[] - - /** - * Clearing - * - * FIX 270 FIX 269@6 - MDEntryPx + MDEntryType=6 (Settlement Price) - * - * @generated from field: dbag.cef.Decimal StlPx = 51; - */ - StlPx?: Decimal - - /** - * FIX 270 FIX 269@C - MDEntryPx + MDEntryType=C (Open Interest) - * - * @generated from field: dbag.cef.Decimal Int = 52; - */ - Int?: Decimal - - /** - * FIX 119 - Settlement Currency Amount / Nominal Amount - * - * @generated from field: dbag.cef.Decimal SettlCurrAmt = 53; - */ - SettlCurrAmt?: Decimal - - /** - * FIX 120 - Settlement Currency - * - * @generated from field: string SettlCcy = 54; - */ - SettlCcy: string - - /** - * FIX 64 - SettlementDate - * - * @generated from field: string SettlDt = 55; - */ - SettlDt: string - - /** - * Statistics & Others - * - * FIX - Potential Auction Price - * - * @generated from field: dbag.cef.Decimal PaPx = 61; - */ - PaPx?: Decimal - - /** - * FIX 270 & FIX 269@4 - MDEntryPx + MDEntryType=4 (Opening Price) - * - * @generated from field: dbag.cef.Decimal OpenPx = 62; - */ - OpenPx?: Decimal - - /** - * FIX 270 & FIX 269@5 - MDEntryPx + MDEntryType=5 (Closing Price) - * - * @generated from field: dbag.cef.Decimal ClosePx = 63; - */ - ClosePx?: Decimal - - /** - * FIX 332 - High Price - * - * @generated from field: dbag.cef.Decimal HighPx = 64; - */ - HighPx?: Decimal - - /** - * FIX 333 - Low Price - * - * @generated from field: dbag.cef.Decimal LowPx = 65; - */ - LowPx?: Decimal - - /** - * Average Price - * - * @generated from field: dbag.cef.Decimal AvgPx = 66; - */ - AvgPx?: Decimal - - /** - * FIX 1020 - Trade Volume - * - * @generated from field: dbag.cef.Decimal TrdVol = 67; - */ - TrdVol?: Decimal - - /** - * Total Turnover - * - * @generated from field: dbag.cef.Decimal Ttt = 68; - */ - Ttt?: Decimal - - /** - * FIX 2490 - Trade Number - * - * @generated from field: google.protobuf.Int32Value TrdNum = 69; - */ - TrdNum?: number - - /** - * Trade Number Tes - * - * @generated from field: google.protobuf.Int32Value TrdNumTes = 70; - */ - TrdNumTes?: number - - /** - * FIX 344 - Close Time - * - * @generated from field: google.protobuf.UInt64Value ClsTim = 71; - */ - ClsTim?: bigint - - /** - * FIX 270 FIX 269@2 FIX 271=0 - MDEntryPx + MDEntryType=2 (Reference Price) - * - * @generated from field: dbag.cef.Decimal RefPx = 72; - */ - RefPx?: Decimal - - /** - * FIX 269 & FIX 270 & FIX 271 - * - * @generated from field: repeated dbag.cef.Data.MDEntryPrices Pxs = 73; - */ - Pxs: Data_MDEntryPrices[] - - /** - * Reference - * - * FIX 234 - StipulationValue - * - * @generated from field: string Val = 81; - */ - Val: string - - /** - * Timestamp - * - * FIX 273 - MDEntryTime - * - * @generated from field: uint64 Tm = 99; - */ - Tm: bigint -} - -/** - * Describes the message dbag.cef.Data. - * Use `create(DataSchema)` to create a new message. - */ -export const DataSchema: GenMessage = /*@__PURE__*/ messageDesc(file_md_cef, 4) - -/** - * @generated from message dbag.cef.Data.SecurityStatusValue - */ -export type Data_SecurityStatusValue = Message<'dbag.cef.Data.SecurityStatusValue'> & { - /** - * @generated from field: dbag.cef.Data.SecurityStatusValue.SecurityStatus Value = 1; - */ - Value: Data_SecurityStatusValue_SecurityStatus -} - -/** - * Describes the message dbag.cef.Data.SecurityStatusValue. - * Use `create(Data_SecurityStatusValueSchema)` to create a new message. - */ -export const Data_SecurityStatusValueSchema: GenMessage = - /*@__PURE__*/ - messageDesc(file_md_cef, 4, 0) - -/** - * @generated from enum dbag.cef.Data.SecurityStatusValue.SecurityStatus - */ -export enum Data_SecurityStatusValue_SecurityStatus { - /** - * @generated from enum value: UNDEFINED = 0; - */ - UNDEFINED = 0, - - /** - * @generated from enum value: ACTIVE = 1; - */ - ACTIVE = 1, - - /** - * @generated from enum value: INACTIVE = 2; - */ - INACTIVE = 2, - - /** - * @generated from enum value: EXPIRED = 4; - */ - EXPIRED = 4, - - /** - * @generated from enum value: DELISTED = 5; - */ - DELISTED = 5, - - /** - * @generated from enum value: KNOCKED_OUT = 6; - */ - KNOCKED_OUT = 6, - - /** - * @generated from enum value: SUSPENDED = 9; - */ - SUSPENDED = 9, - - /** - * @generated from enum value: PUBLISHED = 10; - */ - PUBLISHED = 10, - - /** - * @generated from enum value: PENDING_DELETION = 11; - */ - PENDING_DELETION = 11, - - /** - * @generated from enum value: KNOCKED_OUT_AND_SUSPENDED = 12; - */ - KNOCKED_OUT_AND_SUSPENDED = 12, -} - -/** - * Describes the enum dbag.cef.Data.SecurityStatusValue.SecurityStatus. - */ -export const Data_SecurityStatusValue_SecurityStatusSchema: GenEnum = - /*@__PURE__*/ - enumDesc(file_md_cef, 4, 0, 0) - -/** - * @generated from message dbag.cef.Data.SecurityTradingStatusValue - */ -export type Data_SecurityTradingStatusValue = - Message<'dbag.cef.Data.SecurityTradingStatusValue'> & { - /** - * @generated from field: dbag.cef.Data.SecurityTradingStatusValue.SecurityTradingStatus Value = 1; - */ - Value: Data_SecurityTradingStatusValue_SecurityTradingStatus - } - -/** - * Describes the message dbag.cef.Data.SecurityTradingStatusValue. - * Use `create(Data_SecurityTradingStatusValueSchema)` to create a new message. - */ -export const Data_SecurityTradingStatusValueSchema: GenMessage = - /*@__PURE__*/ - messageDesc(file_md_cef, 4, 1) - -/** - * @generated from enum dbag.cef.Data.SecurityTradingStatusValue.SecurityTradingStatus - */ -export enum Data_SecurityTradingStatusValue_SecurityTradingStatus { - /** - * @generated from enum value: UNDEFINED = 0; - */ - UNDEFINED = 0, - - /** - * @generated from enum value: OPENING_DELAY = 1; - */ - OPENING_DELAY = 1, - - /** - * @generated from enum value: TRADINGHALT = 2; - */ - TRADINGHALT = 2, - - /** - * @generated from enum value: RESUME = 3; - */ - RESUME = 3, - - /** - * @generated from enum value: NOT_TRADED_ON_THIS_MARKET = 19; - */ - NOT_TRADED_ON_THIS_MARKET = 19, - - /** - * @generated from enum value: FAST_MARKET = 23; - */ - FAST_MARKET = 23, - - /** - * @generated from enum value: CLOSED = 200; - */ - CLOSED = 200, - - /** - * @generated from enum value: RESTRICTED = 201; - */ - RESTRICTED = 201, - - /** - * @generated from enum value: BOOK = 202; - */ - BOOK = 202, - - /** - * @generated from enum value: CONTINUOUS = 203; - */ - CONTINUOUS = 203, - - /** - * @generated from enum value: OPENINGAUCTION = 204; - */ - OPENINGAUCTION = 204, - - /** - * @generated from enum value: OPENINGAUCTIONFREEZE = 205; - */ - OPENINGAUCTIONFREEZE = 205, - - /** - * @generated from enum value: INTRADAYAUCTION = 206; - */ - INTRADAYAUCTION = 206, - - /** - * @generated from enum value: INTRADAYAUCTIONFREEZE = 207; - */ - INTRADAYAUCTIONFREEZE = 207, - - /** - * @generated from enum value: CIRCUITBREAKERAUCTION = 208; - */ - CIRCUITBREAKERAUCTION = 208, - - /** - * @generated from enum value: CIRCUITBREAKERAUCTIONFREEZE = 209; - */ - CIRCUITBREAKERAUCTIONFREEZE = 209, - - /** - * @generated from enum value: CLOSINGAUCTION = 210; - */ - CLOSINGAUCTION = 210, - - /** - * @generated from enum value: CLOSINGAUCTIONFREEZE = 211; - */ - CLOSINGAUCTIONFREEZE = 211, - - /** - * @generated from enum value: IPOAUCTION = 212; - */ - IPOAUCTION = 212, - - /** - * @generated from enum value: IPOAUCTIONFREEZE = 213; - */ - IPOAUCTIONFREEZE = 213, - - /** - * @generated from enum value: PRECALL = 214; - */ - PRECALL = 214, - - /** - * @generated from enum value: CALL = 215; - */ - CALL = 215, - - /** - * @generated from enum value: FREEZE = 216; - */ - FREEZE = 216, - - /** - * @generated from enum value: TRADEATCLOSE = 217; - */ - TRADEATCLOSE = 217, -} - -/** - * Describes the enum dbag.cef.Data.SecurityTradingStatusValue.SecurityTradingStatus. - */ -export const Data_SecurityTradingStatusValue_SecurityTradingStatusSchema: GenEnum = - /*@__PURE__*/ - enumDesc(file_md_cef, 4, 1, 0) - -/** - * @generated from message dbag.cef.Data.TradingSessionIDValue - */ -export type Data_TradingSessionIDValue = Message<'dbag.cef.Data.TradingSessionIDValue'> & { - /** - * @generated from field: dbag.cef.Data.TradingSessionIDValue.TradingSessionID Value = 1; - */ - Value: Data_TradingSessionIDValue_TradingSessionID -} - -/** - * Describes the message dbag.cef.Data.TradingSessionIDValue. - * Use `create(Data_TradingSessionIDValueSchema)` to create a new message. - */ -export const Data_TradingSessionIDValueSchema: GenMessage = - /*@__PURE__*/ - messageDesc(file_md_cef, 4, 2) - -/** - * @generated from enum dbag.cef.Data.TradingSessionIDValue.TradingSessionID - */ -export enum Data_TradingSessionIDValue_TradingSessionID { - /** - * @generated from enum value: UNDEFINED = 0; - */ - UNDEFINED = 0, - - /** - * @generated from enum value: DAY = 1; - */ - DAY = 1, - - /** - * @generated from enum value: HALFDAY = 2; - */ - HALFDAY = 2, - - /** - * @generated from enum value: MORNING = 3; - */ - MORNING = 3, - - /** - * @generated from enum value: AFTERNOON = 4; - */ - AFTERNOON = 4, - - /** - * @generated from enum value: EVENING = 5; - */ - EVENING = 5, - - /** - * @generated from enum value: AFTERHOURS = 6; - */ - AFTERHOURS = 6, - - /** - * @generated from enum value: HOLIDAY = 7; - */ - HOLIDAY = 7, -} - -/** - * Describes the enum dbag.cef.Data.TradingSessionIDValue.TradingSessionID. - */ -export const Data_TradingSessionIDValue_TradingSessionIDSchema: GenEnum = - /*@__PURE__*/ - enumDesc(file_md_cef, 4, 2, 0) - -/** - * @generated from message dbag.cef.Data.TradingSessionSubIDValue - */ -export type Data_TradingSessionSubIDValue = Message<'dbag.cef.Data.TradingSessionSubIDValue'> & { - /** - * @generated from field: dbag.cef.Data.TradingSessionSubIDValue.TradingSessionSubID Value = 1; - */ - Value: Data_TradingSessionSubIDValue_TradingSessionSubID -} - -/** - * Describes the message dbag.cef.Data.TradingSessionSubIDValue. - * Use `create(Data_TradingSessionSubIDValueSchema)` to create a new message. - */ -export const Data_TradingSessionSubIDValueSchema: GenMessage = - /*@__PURE__*/ - messageDesc(file_md_cef, 4, 3) - -/** - * @generated from enum dbag.cef.Data.TradingSessionSubIDValue.TradingSessionSubID - */ -export enum Data_TradingSessionSubIDValue_TradingSessionSubID { - /** - * @generated from enum value: UNDEFINED = 0; - */ - UNDEFINED = 0, - - /** - * @generated from enum value: PRETRADING = 1; - */ - PRETRADING = 1, - - /** - * @generated from enum value: CONTINUOUS = 3; - */ - CONTINUOUS = 3, - - /** - * @generated from enum value: CLOSING = 4; - */ - CLOSING = 4, - - /** - * @generated from enum value: POSTTRADING = 5; - */ - POSTTRADING = 5, - - /** - * @generated from enum value: SCHEDULEDINTRADAYAUCTION = 6; - */ - SCHEDULEDINTRADAYAUCTION = 6, - - /** - * @generated from enum value: QUIESCENT = 7; - */ - QUIESCENT = 7, - - /** - * @generated from enum value: ANYAUCTION = 8; - */ - ANYAUCTION = 8, - - /** - * @generated from enum value: CONTINUOUSAUCTIONISSUER = 103; - */ - CONTINUOUSAUCTIONISSUER = 103, - - /** - * @generated from enum value: CONTINUOUSAUCTIONSPECIALIST = 104; - */ - CONTINUOUSAUCTIONSPECIALIST = 104, -} - -/** - * Describes the enum dbag.cef.Data.TradingSessionSubIDValue.TradingSessionSubID. - */ -export const Data_TradingSessionSubIDValue_TradingSessionSubIDSchema: GenEnum = - /*@__PURE__*/ - enumDesc(file_md_cef, 4, 3, 0) - -/** - * @generated from message dbag.cef.Data.MarketConditionValue - */ -export type Data_MarketConditionValue = Message<'dbag.cef.Data.MarketConditionValue'> & { - /** - * @generated from field: dbag.cef.Data.MarketConditionValue.MarketCondition Value = 1; - */ - Value: Data_MarketConditionValue_MarketCondition -} - -/** - * Describes the message dbag.cef.Data.MarketConditionValue. - * Use `create(Data_MarketConditionValueSchema)` to create a new message. - */ -export const Data_MarketConditionValueSchema: GenMessage = - /*@__PURE__*/ - messageDesc(file_md_cef, 4, 4) - -/** - * @generated from enum dbag.cef.Data.MarketConditionValue.MarketCondition - */ -export enum Data_MarketConditionValue_MarketCondition { - /** - * @generated from enum value: NORMAL = 0; - */ - NORMAL = 0, - - /** - * @generated from enum value: STRESSED = 1; - */ - STRESSED = 1, - - /** - * @generated from enum value: EXCEPTIONAL = 2; - */ - EXCEPTIONAL = 2, -} - -/** - * Describes the enum dbag.cef.Data.MarketConditionValue.MarketCondition. - */ -export const Data_MarketConditionValue_MarketConditionSchema: GenEnum = - /*@__PURE__*/ - enumDesc(file_md_cef, 4, 4, 0) - -/** - * @generated from message dbag.cef.Data.TrdTypeValue - */ -export type Data_TrdTypeValue = Message<'dbag.cef.Data.TrdTypeValue'> & { - /** - * @generated from field: dbag.cef.Data.TrdTypeValue.TrdType Value = 1; - */ - Value: Data_TrdTypeValue_TrdType -} - -/** - * Describes the message dbag.cef.Data.TrdTypeValue. - * Use `create(Data_TrdTypeValueSchema)` to create a new message. - */ -export const Data_TrdTypeValueSchema: GenMessage = - /*@__PURE__*/ - messageDesc(file_md_cef, 4, 5) - -/** - * @generated from enum dbag.cef.Data.TrdTypeValue.TrdType - */ -export enum Data_TrdTypeValue_TrdType { - /** - * @generated from enum value: REGULARTRADE = 0; - */ - REGULARTRADE = 0, - - /** - * @generated from enum value: BLOCKTRADE = 1; - */ - BLOCKTRADE = 1, - - /** - * @generated from enum value: EFP = 2; - */ - EFP = 2, - - /** - * @generated from enum value: EXCHANGEFORSWAP = 12; - */ - EXCHANGEFORSWAP = 12, - - /** - * @generated from enum value: PORTFOLIOCOMPRESSIONTRADE = 50; - */ - PORTFOLIOCOMPRESSIONTRADE = 50, - - /** - * @generated from enum value: OTC = 54; - */ - OTC = 54, - - /** - * @generated from enum value: EXCHANGEBASISFACILITY = 55; - */ - EXCHANGEBASISFACILITY = 55, - - /** - * @generated from enum value: VOLATRADE = 1000; - */ - VOLATRADE = 1000, - - /** - * @generated from enum value: EFPFINTRADE = 1001; - */ - EFPFINTRADE = 1001, - - /** - * @generated from enum value: EFPINDEXFUTURESTRADE = 1002; - */ - EFPINDEXFUTURESTRADE = 1002, - - /** - * @generated from enum value: BLOCKTRADEATMARKET = 1004; - */ - BLOCKTRADEATMARKET = 1004, - - /** - * @generated from enum value: XETRAEUREXENLIGHTTRIGGEREDTRADE = 1006; - */ - XETRAEUREXENLIGHTTRIGGEREDTRADE = 1006, - - /** - * @generated from enum value: BLOCKQTPIPTRADE = 1007; - */ - BLOCKQTPIPTRADE = 1007, - - /** - * @generated from enum value: DELTATRADEATMARKET = 1017; - */ - DELTATRADEATMARKET = 1017, - - /** - * @generated from enum value: OPENINGAUCTIONTRADE = 1100; - */ - OPENINGAUCTIONTRADE = 1100, - - /** - * @generated from enum value: INTRADAYAUCTIONTRADE = 1101; - */ - INTRADAYAUCTIONTRADE = 1101, - - /** - * @generated from enum value: VOLATILITYAUCTIONTRADE = 1102; - */ - VOLATILITYAUCTIONTRADE = 1102, - - /** - * @generated from enum value: CLOSINGAUCTIONTRADE = 1103; - */ - CLOSINGAUCTIONTRADE = 1103, - - /** - * @generated from enum value: CROSSAUCTIONTRADE = 1104; - */ - CROSSAUCTIONTRADE = 1104, - - /** - * @generated from enum value: IPOAUCTIONTRADE = 1107; - */ - IPOAUCTIONTRADE = 1107, - - /** - * @generated from enum value: LIQUIDITYIMPROVEMENTCROSS = 1108; - */ - LIQUIDITYIMPROVEMENTCROSS = 1108, -} - -/** - * Describes the enum dbag.cef.Data.TrdTypeValue.TrdType. - */ -export const Data_TrdTypeValue_TrdTypeSchema: GenEnum = - /*@__PURE__*/ - enumDesc(file_md_cef, 4, 5, 0) - -/** - * @generated from message dbag.cef.Data.MDOriginTypeValue - */ -export type Data_MDOriginTypeValue = Message<'dbag.cef.Data.MDOriginTypeValue'> & { - /** - * @generated from field: dbag.cef.Data.MDOriginTypeValue.MDOriginType Value = 1; - */ - Value: Data_MDOriginTypeValue_MDOriginType -} - -/** - * Describes the message dbag.cef.Data.MDOriginTypeValue. - * Use `create(Data_MDOriginTypeValueSchema)` to create a new message. - */ -export const Data_MDOriginTypeValueSchema: GenMessage = - /*@__PURE__*/ - messageDesc(file_md_cef, 4, 6) - -/** - * @generated from enum dbag.cef.Data.MDOriginTypeValue.MDOriginType - */ -export enum Data_MDOriginTypeValue_MDOriginType { - /** - * @generated from enum value: MDOT_BOOK = 0; - */ - MDOT_BOOK = 0, - - /** - * @generated from enum value: MDOT_OFF_BOOK = 1; - */ - MDOT_OFF_BOOK = 1, -} - -/** - * Describes the enum dbag.cef.Data.MDOriginTypeValue.MDOriginType. - */ -export const Data_MDOriginTypeValue_MDOriginTypeSchema: GenEnum = - /*@__PURE__*/ - enumDesc(file_md_cef, 4, 6, 0) - -/** - * @generated from message dbag.cef.Data.MDUpdateActionValue - */ -export type Data_MDUpdateActionValue = Message<'dbag.cef.Data.MDUpdateActionValue'> & { - /** - * @generated from field: dbag.cef.Data.MDUpdateActionValue.MDUpdateAction Value = 1; - */ - Value: Data_MDUpdateActionValue_MDUpdateAction -} - -/** - * Describes the message dbag.cef.Data.MDUpdateActionValue. - * Use `create(Data_MDUpdateActionValueSchema)` to create a new message. - */ -export const Data_MDUpdateActionValueSchema: GenMessage = - /*@__PURE__*/ - messageDesc(file_md_cef, 4, 7) - -/** - * @generated from enum dbag.cef.Data.MDUpdateActionValue.MDUpdateAction - */ -export enum Data_MDUpdateActionValue_MDUpdateAction { - /** - * @generated from enum value: NEW = 0; - */ - NEW = 0, - - /** - * @generated from enum value: CHANGE = 1; - */ - CHANGE = 1, - - /** - * @generated from enum value: DELETE = 2; - */ - DELETE = 2, -} - -/** - * Describes the enum dbag.cef.Data.MDUpdateActionValue.MDUpdateAction. - */ -export const Data_MDUpdateActionValue_MDUpdateActionSchema: GenEnum = - /*@__PURE__*/ - enumDesc(file_md_cef, 4, 7, 0) - -/** - * @generated from message dbag.cef.Data.PriceTypeValue - */ -export type Data_PriceTypeValue = Message<'dbag.cef.Data.PriceTypeValue'> & { - /** - * @generated from field: dbag.cef.Data.PriceTypeValue.PriceType Value = 1; - */ - Value: Data_PriceTypeValue_PriceType -} - -/** - * Describes the message dbag.cef.Data.PriceTypeValue. - * Use `create(Data_PriceTypeValueSchema)` to create a new message. - */ -export const Data_PriceTypeValueSchema: GenMessage = - /*@__PURE__*/ - messageDesc(file_md_cef, 4, 8) - -/** - * @generated from enum dbag.cef.Data.PriceTypeValue.PriceType - */ -export enum Data_PriceTypeValue_PriceType { - /** - * @generated from enum value: UNDEFINED = 0; - */ - UNDEFINED = 0, - - /** - * @generated from enum value: PERCENTAGE = 1; - */ - PERCENTAGE = 1, - - /** - * @generated from enum value: PER_UNIT = 2; - */ - PER_UNIT = 2, - - /** - * @generated from enum value: YIELD = 9; - */ - YIELD = 9, - - /** - * @generated from enum value: PRICE_SPREAD = 12; - */ - PRICE_SPREAD = 12, - - /** - * @generated from enum value: NORMAL_RATE = 20; - */ - NORMAL_RATE = 20, - - /** - * @generated from enum value: BASIS_POINT = 22; - */ - BASIS_POINT = 22, -} - -/** - * Describes the enum dbag.cef.Data.PriceTypeValue.PriceType. - */ -export const Data_PriceTypeValue_PriceTypeSchema: GenEnum = - /*@__PURE__*/ - enumDesc(file_md_cef, 4, 8, 0) - -/** - * @generated from message dbag.cef.Data.MarketSegmentStatusValue - */ -export type Data_MarketSegmentStatusValue = Message<'dbag.cef.Data.MarketSegmentStatusValue'> & { - /** - * @generated from field: dbag.cef.Data.MarketSegmentStatusValue.MarketSegmentStatus Value = 1; - */ - Value: Data_MarketSegmentStatusValue_MarketSegmentStatus -} - -/** - * Describes the message dbag.cef.Data.MarketSegmentStatusValue. - * Use `create(Data_MarketSegmentStatusValueSchema)` to create a new message. - */ -export const Data_MarketSegmentStatusValueSchema: GenMessage = - /*@__PURE__*/ - messageDesc(file_md_cef, 4, 9) - -/** - * @generated from enum dbag.cef.Data.MarketSegmentStatusValue.MarketSegmentStatus - */ -export enum Data_MarketSegmentStatusValue_MarketSegmentStatus { - /** - * @generated from enum value: UNDEFINED = 0; - */ - UNDEFINED = 0, - - /** - * @generated from enum value: ACTIVE = 1; - */ - ACTIVE = 1, - - /** - * @generated from enum value: INACTIVE = 2; - */ - INACTIVE = 2, - - /** - * @generated from enum value: PUBLISHED = 3; - */ - PUBLISHED = 3, -} - -/** - * Describes the enum dbag.cef.Data.MarketSegmentStatusValue.MarketSegmentStatus. - */ -export const Data_MarketSegmentStatusValue_MarketSegmentStatusSchema: GenEnum = - /*@__PURE__*/ - enumDesc(file_md_cef, 4, 9, 0) - -/** - * @generated from message dbag.cef.Data.MDEntryPrices - */ -export type Data_MDEntryPrices = Message<'dbag.cef.Data.MDEntryPrices'> & { - /** - * FIX 269 - MDEntryType - * - * @generated from field: dbag.cef.Data.MDEntryPrices.MDEntryType Typ = 1; - */ - Typ: Data_MDEntryPrices_MDEntryType - - /** - * FIX 270 - MDEntryPrice - * - * @generated from field: dbag.cef.Decimal Px = 2; - */ - Px?: Decimal - - /** - * FIX 271 - MDEntrySize - * - * @generated from field: dbag.cef.Decimal Sz = 3; - */ - Sz?: Decimal - - /** - * FIX 273 - MDEntryTime - * - * @generated from field: uint64 Tm = 4; - */ - Tm: bigint - - /** - * FIX 423 - PriceType - * - * @generated from field: dbag.cef.Data.PriceTypeValue PxTyp = 5; - */ - PxTyp?: Data_PriceTypeValue -} - -/** - * Describes the message dbag.cef.Data.MDEntryPrices. - * Use `create(Data_MDEntryPricesSchema)` to create a new message. - */ -export const Data_MDEntryPricesSchema: GenMessage = - /*@__PURE__*/ - messageDesc(file_md_cef, 4, 10) - -/** - * @generated from enum dbag.cef.Data.MDEntryPrices.MDEntryType - */ -export enum Data_MDEntryPrices_MDEntryType { - /** - * @generated from enum value: UNDEFINED = 0; - */ - UNDEFINED = 0, - - /** - * FIX '4' - * - * @generated from enum value: OPENING_PRICE = 1; - */ - OPENING_PRICE = 1, - - /** - * FIX '5' - * - * @generated from enum value: CLOSING_PRICE = 2; - */ - CLOSING_PRICE = 2, - - /** - * FIX '6' - * - * @generated from enum value: SETTLEMENT_PRICE = 3; - */ - SETTLEMENT_PRICE = 3, - - /** - * FIX 'C' - * - * @generated from enum value: OPEN_INTEREST = 4; - */ - OPEN_INTEREST = 4, - - /** - * FIX 'Q' - * - * @generated from enum value: AUCTION_CLEARING_PRICE = 5; - */ - AUCTION_CLEARING_PRICE = 5, - - /** - * FIX 'e' - * - * @generated from enum value: PREVIOUS_CLOSING_PRICE = 6; - */ - PREVIOUS_CLOSING_PRICE = 6, - - /** - * FIX 'M' - * - * @generated from enum value: PRIOR_SETTLEMENT_PRICE = 7; - */ - PRIOR_SETTLEMENT_PRICE = 7, - - /** - * FIX 'H' - * - * @generated from enum value: MID_PRICE = 8; - */ - MID_PRICE = 8, -} - -/** - * Describes the enum dbag.cef.Data.MDEntryPrices.MDEntryType. - */ -export const Data_MDEntryPrices_MDEntryTypeSchema: GenEnum = - /*@__PURE__*/ - enumDesc(file_md_cef, 4, 10, 0) - -/** - * @generated from enum dbag.cef.Data.TradeCondition - */ -export enum Data_TradeCondition { - /** - * FIX Exchange Last - * - * @generated from enum value: U = 0; - */ - U = 0, - - /** - * FIX Opening Price - * - * @generated from enum value: R = 1; - */ - R = 1, - - /** - * FIX Official Close Price - * - * @generated from enum value: AJ = 2; - */ - AJ = 2, - - /** - * FIX Last Auction Price - * - * @generated from enum value: AW = 3; - */ - AW = 3, - - /** - * FIX High Price - * - * @generated from enum value: AX = 4; - */ - AX = 4, - - /** - * FIX Low Price - * - * @generated from enum value: AY = 5; - */ - AY = 5, - - /** - * FIX Previous Closing Price - * - * @generated from enum value: BD = 6; - */ - BD = 6, - - /** - * FIX Midpoint Price //TODO cleanup this in T7 12.1 - * - * @generated from enum value: BB = 7; - */ - BB = 7, - - /** - * FIX Trading On Terms Of issue - * - * @generated from enum value: BC = 8; - */ - BC = 8, - - /** - * FIX Special Auction - * - * @generated from enum value: SA = 9; - */ - SA = 9, - - /** - * FIX Trade At Close - * - * @generated from enum value: TC = 10; - */ - TC = 10, - - /** - * FIX Out of Sequence - * - * @generated from enum value: k = 11; - */ - k = 11, - - /** - * FIX Volume Only - * - * @generated from enum value: a = 12; - */ - a = 12, - - /** - * Retail - * - * @generated from enum value: XR = 13; - */ - XR = 13, -} - -/** - * Describes the enum dbag.cef.Data.TradeCondition. - */ -export const Data_TradeConditionSchema: GenEnum = - /*@__PURE__*/ - enumDesc(file_md_cef, 4, 0) - -/** - * @generated from message dbag.cef.MarketData - */ -export type MarketData = Message<'dbag.cef.MarketData'> & { - /** - * FIX 35 - Message Type - * - * @generated from field: dbag.cef.MarketData.MessageType MsgTyp = 1; - */ - MsgTyp: MarketData_MessageType - - /** - * FIX: ApplicationSequenceControl - * - * @generated from field: dbag.cef.ApplSeqCtrl Seq = 2; - */ - Seq?: ApplSeqCtrl - - /** - * FIX: Instrument - * - * @generated from field: dbag.cef.Instrument Instrmt = 3; - */ - Instrmt?: Instrument - - /** - * @generated from field: dbag.cef.Data Dat = 4; - */ - Dat?: Data -} - -/** - * Describes the message dbag.cef.MarketData. - * Use `create(MarketDataSchema)` to create a new message. - */ -export const MarketDataSchema: GenMessage = /*@__PURE__*/ messageDesc(file_md_cef, 5) - -/** - * @generated from enum dbag.cef.MarketData.MessageType - */ -export enum MarketData_MessageType { - /** - * MarketDataIncrementalRefresh - * - * @generated from enum value: X = 0; - */ - X = 0, - - /** - * MarketDataSnapshotFullRefresh - * - * @generated from enum value: W = 1; - */ - W = 1, -} - -/** - * Describes the enum dbag.cef.MarketData.MessageType. - */ -export const MarketData_MessageTypeSchema: GenEnum = - /*@__PURE__*/ - enumDesc(file_md_cef, 5, 0) diff --git a/packages/sources/deutsche-boerse/src/index.ts b/packages/sources/deutsche-boerse/src/index.ts index 3b7dbd7e00..0cb2c42a6b 100644 --- a/packages/sources/deutsche-boerse/src/index.ts +++ b/packages/sources/deutsche-boerse/src/index.ts @@ -1,13 +1,13 @@ import { expose, ServerInstance } from '@chainlink/external-adapter-framework' import { Adapter } from '@chainlink/external-adapter-framework/adapter' import { config } from './config' -import { lwbaLatestPrice, lwbaMetadata } from './endpoint' +import { lwba, price } from './endpoint' export const adapter = new Adapter({ - defaultEndpoint: lwbaLatestPrice.name, + defaultEndpoint: price.name, name: 'DEUTSCHE_BOERSE', config, - endpoints: [lwbaMetadata, lwbaLatestPrice], + endpoints: [lwba, price], }) export const server = (): Promise => expose(adapter) diff --git a/packages/sources/deutsche-boerse/src/transport/lwba.ts b/packages/sources/deutsche-boerse/src/transport/lwba.ts index c675c73e0b..36dc77448a 100644 --- a/packages/sources/deutsche-boerse/src/transport/lwba.ts +++ b/packages/sources/deutsche-boerse/src/transport/lwba.ts @@ -1,297 +1,23 @@ -import { create, fromBinary, toBinary } from '@bufbuild/protobuf' -import { makeLogger } from '@chainlink/external-adapter-framework/util' -import { BaseEndpointTypes, Market, MARKETS } from '../endpoint/lwba' -import { - RequestSchema, - StreamMessageSchema, - SubscribeSchema, - UnsubscribeSchema, - type StreamMessage, -} from '../gen/client_pb' -import { MarketDataSchema, type MarketData } from '../gen/md_cef_pb' -import { InstrumentQuoteCache, Quote } from './instrument-quote-cache' -import { - decimalToNumber, - getBidSize, - getOfferSize, - hasSingleBidFrame, - hasSingleOfferFrame, - isSingleTradeFrame, - parseIsin, - pickProviderTime, -} from './proto-utils' -import { ProtobufWsTransport } from './protobuf-wstransport' - -export type WsTransportTypes = BaseEndpointTypes & { - Provider: { - WsMessage: Buffer - } -} - -const logger = makeLogger('DeutscheBoerseTransport') - -export function createLwbaWsTransport( - extractData: ( - quote: Quote, - providerTime: number, - ) => BaseEndpointTypes['Response']['Data'] | undefined, -) { - const cache = new InstrumentQuoteCache() - let ttlInterval: ReturnType | undefined - const transport = new ProtobufWsTransport({ - url: (context) => `${context.adapterSettings.WS_API_ENDPOINT}/stream?format=proto`, - options: async (context) => ({ - headers: { 'X-API-Key': context.adapterSettings.API_KEY }, - followRedirects: true, - }), - handlers: { - open: async (_connection, context) => { - logger.info('LWBA websocket connection established') - - // Clear any previous interval - if (ttlInterval) { - clearInterval(ttlInterval) - ttlInterval = undefined - } - - const doRefresh = async () => { - try { - await updateTTL(transport, context.adapterSettings.CACHE_MAX_AGE) - logger.info( - { refreshMs: context.adapterSettings.CACHE_TTL_REFRESH_MS }, - 'Refreshed TTL for active subscriptions', - ) - } catch (err) { - logger.error({ err }, 'Failed TTL refresh') - } - } - - // Refresh immediately, then every minute - await doRefresh() - ttlInterval = setInterval(doRefresh, context.adapterSettings.CACHE_TTL_REFRESH_MS) - }, - error: (errorEvent) => { - logger.error({ errorEvent }, 'LWBA websocket error') - }, - close: (closeEvent) => { - const code = (closeEvent as any)?.code - const reason = (closeEvent as any)?.reason - const wasClean = (closeEvent as any)?.wasClean - logger.info({ code, reason, wasClean }, 'LWBA websocket closed') - if (ttlInterval) { - clearInterval(ttlInterval) - ttlInterval = undefined - } - }, - message(buf) { - logger.debug( - { - payloadType: Buffer.isBuffer(buf) ? 'buffer' : typeof buf, - byteLength: Buffer.isBuffer(buf) ? buf.byteLength : undefined, - }, - 'LWBA websocket message received', - ) - - const sm = decodeStreamMessage(buf) - if (!sm) { - return [] - } - transport.lastMessageReceivedAt = Date.now() - const decoded = decodeSingleMarketData(sm) - if (!decoded) { - return [] - } - const { market, md } = decoded - const result = processMarketData(md, cache, market) - if (!result) { - return [] - } - const { isin, providerTime } = result - const quote = cache.get(market, isin) - if (quote == null) { - logger.error({ isin, market }, 'Quote missing from cache after processing frame') - return [] - } - const responseData = extractData(quote, providerTime) - if (!responseData) { - logger.debug({ isin, market }, 'Awaiting complete data before emitting') - return [] - } - return [ - { - params: { isin, market }, - response: { - result: null, - data: responseData, - timestamps: { providerIndicatedTimeUnixMs: providerTime }, - }, - }, - ] - }, - }, - builders: { - subscribeMessage: (p: { market: string; isin: string }) => { - if (cache.isEmpty()) { - cache.activate(p.market, p.isin) - const req = create(RequestSchema, { - event: 'subscribe', - requestId: BigInt(Date.now()), - subscribe: create(SubscribeSchema, { - stream: [{ stream: p.market, startTime: BigInt(1760616000000000000) }], - }), - }) - logger.info( - { isin: p.isin, market: p.market }, - 'Building initial subscribe request (first instrument activates stream)', - ) - return toBinary(RequestSchema, req) - } - cache.activate(p.market, p.isin) - logger.debug( - { isin: p.isin, market: p.market }, - 'Instrument activated; stream already subscribed, no outbound subscribe message sent', - ) - return undefined - }, - - unsubscribeMessage: (p: { market: string; isin: string }) => { - cache.deactivate(p.market, p.isin) - if (cache.isEmpty()) { - const req = create(RequestSchema, { - event: 'unsubscribe', - requestId: BigInt(Date.now()), - unsubscribe: create(UnsubscribeSchema, { stream: [p.market] }), - }) - logger.info( - { isin: p.isin, market: p.market }, - 'All instruments deactivated; building unsubscribe request', - ) - return toBinary(RequestSchema, req) - } - logger.debug( - { isin: p.isin, market: p.market }, - 'Instrument deactivated; other instruments still active, no outbound unsubscribe sent', - ) - return undefined - }, - }, - }) - return transport -} - -// --- helpers ----------------------------------------------------------------- -function decodeStreamMessage(buf: Buffer): StreamMessage | null { - try { - return fromBinary(StreamMessageSchema, buf) - } catch (err) { - logger.error({ err }, 'Failed to decode Client.StreamMessage from binary') - return null - } -} - -const updateTTL = async (transport: ProtobufWsTransport, ttl: number) => { - const params = await transport.subscriptionSet.getAll() - transport.responseCache.writeTTL(transport.name, params, ttl) -} -function processMarketData( - md: MarketData, - cache: InstrumentQuoteCache, - market: string, -): { - isin: string - providerTime: number -} | null { - logger.debug('Processing MarketData frame') - const isin = parseIsin(md) - if (!isin) { - logger.warn({ md }, 'Could not parse ISIN from MarketData') - return null - } - const dat: any = (md as any)?.Dat ?? {} - if (!dat) { - logger.warn({ md }, 'Could not parse MarketData from MarketData.Instrmt') - return null - } - - const quote = cache.get(market, isin) - if (!quote) { - logger.debug({ isin, market }, 'Ignoring message for inactive instrument (not in cache)') - return null - } - - const providerTime = pickProviderTime(dat) - - if (isSingleTradeFrame(dat)) { - const latestPrice = decimalToNumber(dat!.Px) - cache.addTrade(market, isin, latestPrice, providerTime) - logger.debug( - { isin, latestPrice, providerTimeUnixMs: providerTime }, - 'Processed single trade frame', - ) - return { isin, providerTime } - } - if (hasSingleBidFrame(dat) && hasSingleOfferFrame(dat)) { - const bidPx = decimalToNumber(dat!.Bid!.Px) - const askPx = decimalToNumber(dat!.Offer!.Px) - const bidSz = getBidSize(dat) - const askSz = getOfferSize(dat) - cache.addQuote(market, isin, bidPx, askPx, providerTime, bidSz, askSz) - logger.debug( - { isin, bid: bidPx, ask: askPx, mid: (bidPx + askPx) / 2, providerTimeUnixMs: providerTime }, - 'Processed single quote frame', - ) - return { isin, providerTime } - } - if (hasSingleBidFrame(dat)) { - const bidPx = decimalToNumber(dat!.Bid!.Px) - const bidSz = getBidSize(dat) - cache.addBid(market, isin, bidPx, providerTime, bidSz) - logger.debug( - { isin, bid: bidPx, providerTimeUnixMs: providerTime }, - 'Processed single bid frame', - ) - return { isin, providerTime } - } - - if (hasSingleOfferFrame(dat)) { - const askPx = decimalToNumber(dat!.Offer!.Px) - const askSz = getOfferSize(dat) - cache.addAsk(market, isin, askPx, providerTime, askSz) - logger.debug( - { isin, ask: askPx, providerTimeUnixMs: providerTime }, - 'Processed single offer frame', - ) - return { isin, providerTime } - } - - logger.debug({ isin, keys: Object.keys(dat ?? {}) }, 'Ignoring unsupported market data frame') - return null -} - -function decodeSingleMarketData(sm: StreamMessage): { market: Market; md: MarketData } | undefined { - const msgs = sm.messages ?? [] - if (msgs.length !== 1) { - logger.warn({ count: msgs.length }, 'Expected exactly one message in StreamMessage') - return - } - const subs = sm.subs ?? '' - let market - if (isMarket(subs)) { - market = subs - } else { - logger.error({ subs }, 'Unsupported market/stream identifier in StreamMessage.subs') - return - } - const anyMsg = msgs[0] - try { - const md = fromBinary(MarketDataSchema, anyMsg.value) - return { market, md } - } catch (err) { - logger.error({ err }, 'Failed to decode MarketData from StreamMessage') - return - } -} - -function isMarket(x: string): x is Market { - return (MARKETS as readonly string[]).includes(x) -} +import { createLwbaWsTransport } from './wsProtobufTransportBase' + +export const lwbaProtobufWsTransport = createLwbaWsTransport((quote) => { + if ( + quote.bid == null || + quote.ask == null || + quote.mid == null || + quote.quoteProviderTimeUnixMs == null || + quote.tradeProviderTimeUnixMs == null + ) { + return undefined + } + + return { + bid: quote.bid, + ask: quote.ask, + mid: quote.mid, + bidSize: quote.bidSize ?? null, + askSize: quote.askSize ?? null, + quoteProviderIndicatedTimeUnixMs: quote.quoteProviderTimeUnixMs, + tradeProviderIndicatedTimeUnixMs: quote.tradeProviderTimeUnixMs, + } +}) diff --git a/packages/sources/deutsche-boerse/src/transport/lwbaMetadata.ts b/packages/sources/deutsche-boerse/src/transport/lwbaMetadata.ts deleted file mode 100644 index 47ed4e4c03..0000000000 --- a/packages/sources/deutsche-boerse/src/transport/lwbaMetadata.ts +++ /dev/null @@ -1,23 +0,0 @@ -import { createLwbaWsTransport } from '../transport/lwba' - -export const lwbaMetadataProtobufWsTransport = createLwbaWsTransport((quote) => { - if ( - quote.bid == null || - quote.ask == null || - quote.mid == null || - quote.quoteProviderTimeUnixMs == null || - quote.tradeProviderTimeUnixMs == null - ) { - return undefined - } - - return { - bid: quote.bid, - ask: quote.ask, - mid: quote.mid, - bidSize: quote.bidSize ?? null, - askSize: quote.askSize ?? null, - quoteProviderIndicatedTimeUnixMs: quote.quoteProviderTimeUnixMs, - tradeProviderIndicatedTimeUnixMs: quote.tradeProviderTimeUnixMs, - } -}) diff --git a/packages/sources/deutsche-boerse/src/transport/lwbaLatestPrice.ts b/packages/sources/deutsche-boerse/src/transport/price.ts similarity index 71% rename from packages/sources/deutsche-boerse/src/transport/lwbaLatestPrice.ts rename to packages/sources/deutsche-boerse/src/transport/price.ts index cec380d0ef..39f1ee584d 100644 --- a/packages/sources/deutsche-boerse/src/transport/lwbaLatestPrice.ts +++ b/packages/sources/deutsche-boerse/src/transport/price.ts @@ -1,6 +1,6 @@ -import { createLwbaWsTransport } from '../transport/lwba' +import { createLwbaWsTransport } from './wsProtobufTransportBase' -export const lwbaLatestPriceProtobufWsTransport = createLwbaWsTransport((quote) => { +export const priceProtobufWsTransport = createLwbaWsTransport((quote) => { if ( quote.latestPrice == null || quote.quoteProviderTimeUnixMs == null || diff --git a/packages/sources/deutsche-boerse/src/transport/proto-utils.ts b/packages/sources/deutsche-boerse/src/transport/proto-utils.ts index 991820ca65..d4579f0ffe 100644 --- a/packages/sources/deutsche-boerse/src/transport/proto-utils.ts +++ b/packages/sources/deutsche-boerse/src/transport/proto-utils.ts @@ -63,27 +63,3 @@ export function hasSingleBidFrame(dat?: DataProto): boolean { export function hasSingleOfferFrame(dat?: DataProto): boolean { return isDecimalPrice(dat?.Offer?.Px) } - -// safely extract size from bid, returns undefined if not present or invalid -export function getBidSize(dat?: DataProto): number | undefined { - if (!dat?.Bid?.Sz || !isDecimalPrice(dat.Bid.Sz)) { - return undefined - } - try { - return decimalToNumber(dat.Bid.Sz) - } catch { - return undefined - } -} - -// safely extract size from offer, returns undefined if not present or invalid -export function getOfferSize(dat?: DataProto): number | undefined { - if (!dat?.Offer?.Sz || !isDecimalPrice(dat.Offer.Sz)) { - return undefined - } - try { - return decimalToNumber(dat.Offer.Sz) - } catch { - return undefined - } -} diff --git a/packages/sources/deutsche-boerse/src/transport/wsProtobufTransportBase.ts b/packages/sources/deutsche-boerse/src/transport/wsProtobufTransportBase.ts new file mode 100644 index 0000000000..8a2d4123d3 --- /dev/null +++ b/packages/sources/deutsche-boerse/src/transport/wsProtobufTransportBase.ts @@ -0,0 +1,301 @@ +import { create, fromBinary, toBinary } from '@bufbuild/protobuf' +import { TransportGenerics } from '@chainlink/external-adapter-framework/transports' +import { makeLogger } from '@chainlink/external-adapter-framework/util' +import { config } from '../config' +import { BaseEndpointTypes, Market, MARKETS } from '../endpoint/lwba' +import { BaseEndpointTypes as PriceBaseEndpointTypes } from '../endpoint/price' +import { + RequestSchema, + StreamMessageSchema, + SubscribeSchema, + UnsubscribeSchema, + type StreamMessage, +} from '../gen/client_pb' +import { MarketDataSchema, type MarketData } from '../gen/md_cef_pb' +import { InstrumentQuoteCache, Quote } from './instrument-quote-cache' +import { + decimalToNumber, + hasSingleBidFrame, + hasSingleOfferFrame, + isSingleTradeFrame, + parseIsin, + pickProviderTime, +} from './proto-utils' +import { ProtobufWsTransport } from './protobuf-wstransport' + +export type WsTransportTypes = (BaseEndpointTypes | PriceBaseEndpointTypes) & { + Provider: { + WsMessage: Buffer + } +} + +type BaseTransportTypes = { + Parameters: TransportGenerics['Parameters'] + Response: TransportGenerics['Response'] + Settings: TransportGenerics['Settings'] & typeof config.settings +} + +const logger = makeLogger('DeutscheBoerseTransport') + +export function createLwbaWsTransport( + extractData: (quote: Quote, providerTime: number) => BaseEndpointTypes['Response']['Data'], +) { + const cache = new InstrumentQuoteCache() + let ttlInterval: ReturnType | undefined + const transport = new ProtobufWsTransport({ + url: (context) => `${context.adapterSettings.WS_API_ENDPOINT}/stream?format=proto`, + options: async (context) => ({ + headers: { 'X-API-Key': context.adapterSettings.API_KEY }, + followRedirects: true, + }), + handlers: { + open: async (_connection, context) => { + logger.info('LWBA websocket connection established') + + // Clear any previous interval + if (ttlInterval) { + clearInterval(ttlInterval) + ttlInterval = undefined + } + + const doRefresh = async () => { + try { + await updateTTL(transport, context.adapterSettings.CACHE_MAX_AGE) + logger.info( + { refreshMs: context.adapterSettings.CACHE_TTL_REFRESH_MS }, + 'Refreshed TTL for active subscriptions', + ) + } catch (err) { + logger.error({ err }, 'Failed TTL refresh') + } + } + + // Refresh immediately, then every minute + await doRefresh() + ttlInterval = setInterval(doRefresh, context.adapterSettings.CACHE_TTL_REFRESH_MS) + }, + error: (errorEvent) => { + logger.error({ errorEvent }, 'LWBA websocket error') + }, + close: (closeEvent) => { + const code = (closeEvent as any)?.code + const reason = (closeEvent as any)?.reason + const wasClean = (closeEvent as any)?.wasClean + logger.info({ code, reason, wasClean }, 'LWBA websocket closed') + if (ttlInterval) { + clearInterval(ttlInterval) + ttlInterval = undefined + } + }, + message(buf) { + logger.debug( + { + payloadType: Buffer.isBuffer(buf) ? 'buffer' : typeof buf, + byteLength: Buffer.isBuffer(buf) ? buf.byteLength : undefined, + }, + 'LWBA websocket message received', + ) + + const sm = decodeStreamMessage(buf) + if (!sm) { + return [] + } + transport.lastMessageReceivedAt = Date.now() + const decoded = decodeSingleMarketData(sm) + if (!decoded) { + return [] + } + const { market, md } = decoded + const result = processMarketData(md, cache, market) + if (!result) { + return [] + } + const { isin, providerTime } = result + const quote = cache.get(market, isin) + if (quote == null) { + logger.error({ isin, market }, 'Quote missing from cache after processing frame') + return [] + } + const responseData = extractData(quote, providerTime) + if (!responseData) { + logger.debug({ isin, market }, 'Awaiting complete data before emitting') + return [] + } + return [ + { + params: { isin, market }, + response: { + result: null, + data: responseData as WsTransportTypes['Response']['Data'], + timestamps: { providerIndicatedTimeUnixMs: providerTime }, + }, + }, + ] + }, + }, + builders: { + subscribeMessage: (p: { market: string; isin: string }) => { + if (cache.isEmpty()) { + cache.activate(p.market, p.isin) + const req = create(RequestSchema, { + event: 'subscribe', + requestId: BigInt(Date.now()), + subscribe: create(SubscribeSchema, { + stream: [{ stream: p.market }], + }), + }) + logger.info( + { isin: p.isin, market: p.market }, + 'Building initial subscribe request (first instrument activates stream)', + ) + return toBinary(RequestSchema, req) + } + cache.activate(p.market, p.isin) + logger.debug( + { isin: p.isin, market: p.market }, + 'Instrument activated; stream already subscribed, no outbound subscribe message sent', + ) + return undefined + }, + + unsubscribeMessage: (p: { market: string; isin: string }) => { + cache.deactivate(p.market, p.isin) + if (cache.isEmpty()) { + const req = create(RequestSchema, { + event: 'unsubscribe', + requestId: BigInt(Date.now()), + unsubscribe: create(UnsubscribeSchema, { stream: [p.market] }), + }) + logger.info( + { isin: p.isin, market: p.market }, + 'All instruments deactivated; building unsubscribe request', + ) + return toBinary(RequestSchema, req) + } + logger.debug( + { isin: p.isin, market: p.market }, + 'Instrument deactivated; other instruments still active, no outbound unsubscribe sent', + ) + return undefined + }, + }, + }) + return transport +} + +// --- helpers ----------------------------------------------------------------- +function decodeStreamMessage(buf: Buffer): StreamMessage | null { + try { + return fromBinary(StreamMessageSchema, buf) + } catch (err) { + logger.error({ err }, 'Failed to decode Client.StreamMessage from binary') + return null + } +} + +const updateTTL = async (transport: ProtobufWsTransport, ttl: number) => { + const params = await transport.subscriptionSet.getAll() + transport.responseCache.writeTTL(transport.name, params, ttl) +} +function processMarketData( + md: MarketData, + cache: InstrumentQuoteCache, + market: string, +): { + isin: string + providerTime: number +} | null { + logger.info('Processing MarketData frame') + const isin = parseIsin(md) + if (!isin) { + logger.warn({ md }, 'Could not parse ISIN from MarketData') + return null + } + const dat: any = (md as MarketData)?.Dat + if (!dat) { + logger.warn({ md }, 'Could not parse MarketData from MarketData.Instrmt') + return null + } + + const quote = cache.get(market, isin) + if (!quote) { + logger.debug({ isin, market }, 'Ignoring message for inactive instrument (not in cache)') + return null + } + + const providerTime = pickProviderTime(dat) + + if (isSingleTradeFrame(dat)) { + const latestPrice = decimalToNumber(dat!.Px) + cache.addTrade(market, isin, latestPrice, providerTime) + logger.debug( + { isin, latestPrice, providerTimeUnixMs: providerTime }, + 'Processed single trade frame', + ) + return { isin, providerTime } + } + if (hasSingleBidFrame(dat) && hasSingleOfferFrame(dat)) { + const bidPx = decimalToNumber(dat!.Bid!.Px) + const askPx = decimalToNumber(dat!.Offer!.Px) + const bidSz = decimalToNumber(dat!.Bid!.Sz) + const askSz = decimalToNumber(dat!.Offer!.Sz) + cache.addQuote(market, isin, bidPx, askPx, providerTime, bidSz, askSz) + logger.debug( + { isin, bid: bidPx, ask: askPx, mid: (bidPx + askPx) / 2, providerTimeUnixMs: providerTime }, + 'Processed single quote frame', + ) + return { isin, providerTime } + } + if (hasSingleBidFrame(dat)) { + const bidPx = decimalToNumber(dat!.Bid!.Px) + const bidSz = decimalToNumber(dat!.Bid!.Sz) + cache.addBid(market, isin, bidPx, providerTime, bidSz) + logger.debug( + { isin, bid: bidPx, providerTimeUnixMs: providerTime }, + 'Processed single bid frame', + ) + return { isin, providerTime } + } + + if (hasSingleOfferFrame(dat)) { + const askPx = decimalToNumber(dat!.Offer!.Px) + const askSz = decimalToNumber(dat!.Offer!.Sz) + cache.addAsk(market, isin, askPx, providerTime, askSz) + logger.debug( + { isin, ask: askPx, providerTimeUnixMs: providerTime }, + 'Processed single offer frame', + ) + return { isin, providerTime } + } + + logger.debug({ isin, keys: Object.keys(dat ?? {}) }, 'Ignoring unsupported market data frame') + return null +} + +function decodeSingleMarketData(sm: StreamMessage): { market: Market; md: MarketData } | undefined { + const msgs = sm.messages ?? [] + if (msgs.length !== 1) { + logger.warn({ count: msgs.length }, 'Expected exactly one message in StreamMessage') + return + } + const subs = sm.subs ?? '' + let market + if (isMarket(subs)) { + market = subs + } else { + logger.error({ subs }, 'Unsupported market/stream identifier in StreamMessage.subs') + return + } + const anyMsg = msgs[0] + try { + const md = fromBinary(MarketDataSchema, anyMsg.value) + return { market, md } + } catch (err) { + logger.error({ err }, 'Failed to decode MarketData from StreamMessage') + return + } +} + +function isMarket(x: string): x is Market { + return (MARKETS as readonly string[]).includes(x) +} diff --git a/packages/sources/deutsche-boerse/test/unit/lwba.test.ts b/packages/sources/deutsche-boerse/test/unit/lwba.test.ts index b3ae27c246..18aa9ae2ad 100644 --- a/packages/sources/deutsche-boerse/test/unit/lwba.test.ts +++ b/packages/sources/deutsche-boerse/test/unit/lwba.test.ts @@ -9,9 +9,8 @@ import { type Decimal, type MarketData, } from '../../src/gen/md_cef_pb' -import { createLwbaWsTransport } from '../../src/transport/lwba' -import { lwbaLatestPriceProtobufWsTransport } from '../../src/transport/lwbaLatestPrice' -import { lwbaMetadataProtobufWsTransport } from '../../src/transport/lwbaMetadata' +import { createLwbaWsTransport, lwbaProtobufWsTransport } from '../../src/transport/lwba' +import { priceProtobufWsTransport } from '../../src/transport/price' LoggerFactoryProvider.set() @@ -33,7 +32,7 @@ function makeStreamBuffer(md: MarketData | MarketDataInit): Buffer { describe('LWBA websocket transport base functionality', () => { // Test the base transport functionality using a simplified extract function - const mockExtractData = (quote: any, providerTime: number) => { + const mockExtractData = (quote: any) => { if ( quote.latestPrice == null || quote.quoteProviderTimeUnixMs == null || @@ -130,7 +129,7 @@ describe('LWBA websocket transport base functionality', () => { describe('LWBA Latest Price Transport', () => { test('emits only when latestPrice is available', () => { - const t = lwbaLatestPriceProtobufWsTransport as any + const t = priceProtobufWsTransport as any t.config.builders.subscribeMessage({ market: MARKET, isin: ISIN }) // Quote (no latestPrice yet) -> should NOT emit @@ -160,7 +159,7 @@ describe('LWBA Latest Price Transport', () => { test('emits when complete data is available from cache', () => { // This test runs after the previous test which populated the cache with quote data - const t = lwbaLatestPriceProtobufWsTransport as any + const t = priceProtobufWsTransport as any // Since quote data is already in cache from previous test, adding trade data should trigger emission const tradeDat = create(DataSchema, { Px: dec(BigInt(9999), -2), Tm: BigInt(6000000) } as any) @@ -177,7 +176,7 @@ describe('LWBA Latest Price Transport', () => { describe('LWBA Metadata Transport', () => { test('emits only when bid, ask, and latestPrice are available', () => { - const t = lwbaMetadataProtobufWsTransport as any + const t = lwbaProtobufWsTransport as any t.config.builders.subscribeMessage({ market: MARKET, isin: ISIN }) // Quote only -> should NOT emit yet @@ -210,7 +209,7 @@ describe('LWBA Metadata Transport', () => { }) test('bid-only then ask-only then trade → emits when complete', () => { - const t = lwbaMetadataProtobufWsTransport as any + const t = lwbaProtobufWsTransport as any t.config.builders.subscribeMessage({ market: MARKET, isin: ISIN }) // bid-only -> might emit if there's already trade data in cache from previous tests @@ -233,7 +232,6 @@ describe('LWBA Metadata Transport', () => { Tm: BigInt(11000000), } as any), } as any) - const askResult = t.config.handlers.message(makeStreamBuffer(askOnly)) // trade → should definitely emit now that we have complete fresh data const trade = create(MarketDataSchema, { @@ -252,7 +250,7 @@ describe('LWBA Metadata Transport', () => { }) test('protobuf with bid/ask sizes are handled correctly', () => { - const t = lwbaMetadataProtobufWsTransport as any + const t = lwbaProtobufWsTransport as any t.config.builders.subscribeMessage({ market: MARKET, isin: OTHER }) // Use different ISIN to avoid cache interference // Quote with sizes -> should NOT emit yet (no trade data) @@ -285,7 +283,7 @@ describe('LWBA Metadata Transport', () => { }) test('protobuf without bid/ask sizes defaults to null/undefined', () => { - const t = lwbaMetadataProtobufWsTransport as any + const t = lwbaProtobufWsTransport as any const TEST_ISIN = 'TEST123456789' // Use unique ISIN to avoid cache interference t.config.builders.subscribeMessage({ market: MARKET, isin: TEST_ISIN }) From 3600147653975c1857570a76e118372c93c3c0a4 Mon Sep 17 00:00:00 2001 From: chray-zhang Date: Fri, 17 Oct 2025 10:39:11 -0400 Subject: [PATCH 06/18] added back files --- .../deutsche-boerse/src/gen/client_pb.ts | 210 ++ .../deutsche-boerse/src/gen/md_cef_pb.ts | 2352 +++++++++++++++++ 2 files changed, 2562 insertions(+) create mode 100644 packages/sources/deutsche-boerse/src/gen/client_pb.ts create mode 100644 packages/sources/deutsche-boerse/src/gen/md_cef_pb.ts diff --git a/packages/sources/deutsche-boerse/src/gen/client_pb.ts b/packages/sources/deutsche-boerse/src/gen/client_pb.ts new file mode 100644 index 0000000000..2f62a9ab8b --- /dev/null +++ b/packages/sources/deutsche-boerse/src/gen/client_pb.ts @@ -0,0 +1,210 @@ +// Date: 07.10.2023 +// Version: 001.000.006 + +// @generated by protoc-gen-es v2.7.0 with parameter "target=ts" +// @generated from file client.proto (package Client, syntax proto3) +/* eslint-disable */ + +import type { Message } from '@bufbuild/protobuf' +import type { GenEnum, GenFile, GenMessage } from '@bufbuild/protobuf/codegenv2' +import { enumDesc, fileDesc, messageDesc } from '@bufbuild/protobuf/codegenv2' +import type { Any } from '@bufbuild/protobuf/wkt' +import { file_google_protobuf_any } from '@bufbuild/protobuf/wkt' + +/** + * Describes the file client.proto. + */ +export const file_client: GenFile = + /*@__PURE__*/ + fileDesc( + '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', + [file_google_protobuf_any], + ) + +/** + * @generated from message Client.Subscribe + */ +export type Subscribe = Message<'Client.Subscribe'> & { + /** + * @generated from field: repeated Client.Subscribe.Stream stream = 1; + */ + stream: Subscribe_Stream[] +} + +/** + * Describes the message Client.Subscribe. + * Use `create(SubscribeSchema)` to create a new message. + */ +export const SubscribeSchema: GenMessage = /*@__PURE__*/ messageDesc(file_client, 0) + +/** + * @generated from message Client.Subscribe.Stream + */ +export type Subscribe_Stream = Message<'Client.Subscribe.Stream'> & { + /** + * @generated from field: string stream = 1; + */ + stream: string + + /** + * mutually exclusive to startSeq + * + * @generated from field: int64 startTime = 2; + */ + startTime: bigint + + /** + * mutually exclusive to startTime + * + * @generated from field: uint64 startSeq = 3; + */ + startSeq: bigint +} + +/** + * Describes the message Client.Subscribe.Stream. + * Use `create(Subscribe_StreamSchema)` to create a new message. + */ +export const Subscribe_StreamSchema: GenMessage = + /*@__PURE__*/ + messageDesc(file_client, 0, 0) + +/** + * @generated from message Client.Unsubscribe + */ +export type Unsubscribe = Message<'Client.Unsubscribe'> & { + /** + * @generated from field: repeated string stream = 1; + */ + stream: string[] +} + +/** + * Describes the message Client.Unsubscribe. + * Use `create(UnsubscribeSchema)` to create a new message. + */ +export const UnsubscribeSchema: GenMessage = /*@__PURE__*/ messageDesc(file_client, 1) + +/** + * @generated from message Client.Request + */ +export type Request = Message<'Client.Request'> & { + /** + * @generated from field: string event = 1; + */ + event: string + + /** + * @generated from field: int64 requestId = 2; + */ + requestId: bigint + + /** + * oneof data { + * + * @generated from field: Client.Subscribe subscribe = 3; + */ + subscribe?: Subscribe + + /** + * } + * + * @generated from field: Client.Unsubscribe unsubscribe = 4; + */ + unsubscribe?: Unsubscribe +} + +/** + * Describes the message Client.Request. + * Use `create(RequestSchema)` to create a new message. + */ +export const RequestSchema: GenMessage = /*@__PURE__*/ messageDesc(file_client, 2) + +/** + * one Response for each stream in Request + * + * @generated from message Client.Response + */ +export type Response = Message<'Client.Response'> & { + /** + * @generated from field: int64 requestId = 1; + */ + requestId: bigint + + /** + * @generated from field: Client.Status status = 2; + */ + status: Status +} + +/** + * Describes the message Client.Response. + * Use `create(ResponseSchema)` to create a new message. + */ +export const ResponseSchema: GenMessage = /*@__PURE__*/ messageDesc(file_client, 3) + +/** + * @generated from message Client.StreamMessage + */ +export type StreamMessage = Message<'Client.StreamMessage'> & { + /** + * protocol + * + * stream / topic subscription + * + * @generated from field: string subs = 1; + */ + subs: string + + /** + * message sequence number + * + * @generated from field: uint64 seq = 2; + */ + seq: bigint + + /** + * payload + * + * @generated from field: repeated google.protobuf.Any messages = 3; + */ + messages: Any[] +} + +/** + * Describes the message Client.StreamMessage. + * Use `create(StreamMessageSchema)` to create a new message. + */ +export const StreamMessageSchema: GenMessage = + /*@__PURE__*/ + messageDesc(file_client, 4) + +/** + * @generated from enum Client.Status + */ +export enum Status { + /** + * @generated from enum value: OK = 0; + */ + OK = 0, + + /** + * @generated from enum value: SERVER_ERROR = 1; + */ + SERVER_ERROR = 1, + + /** + * @generated from enum value: ACCESS_DENIED = 2; + */ + ACCESS_DENIED = 2, + + /** + * @generated from enum value: NOT_ENTITLED = 3; + */ + NOT_ENTITLED = 3, +} + +/** + * Describes the enum Client.Status. + */ +export const StatusSchema: GenEnum = /*@__PURE__*/ enumDesc(file_client, 0) diff --git a/packages/sources/deutsche-boerse/src/gen/md_cef_pb.ts b/packages/sources/deutsche-boerse/src/gen/md_cef_pb.ts new file mode 100644 index 0000000000..aec58afd3c --- /dev/null +++ b/packages/sources/deutsche-boerse/src/gen/md_cef_pb.ts @@ -0,0 +1,2352 @@ +// Date: 10.01.2025 +// Version: 001.000.009 + +// @generated by protoc-gen-es v2.7.0 with parameter "target=ts" +// @generated from file md_cef.proto (package dbag.cef, syntax proto3) +/* eslint-disable */ + +import type { Message } from '@bufbuild/protobuf' +import type { GenEnum, GenFile, GenMessage } from '@bufbuild/protobuf/codegenv2' +import { enumDesc, fileDesc, messageDesc } from '@bufbuild/protobuf/codegenv2' +import { file_google_protobuf_wrappers } from '@bufbuild/protobuf/wkt' + +/** + * Describes the file md_cef.proto. + */ +export const file_md_cef: GenFile = + /*@__PURE__*/ + fileDesc( + 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', + [file_google_protobuf_wrappers], + ) + +/** + * @generated from message dbag.cef.Decimal + */ +export type Decimal = Message<'dbag.cef.Decimal'> & { + /** + * Mantisssa + * + * @generated from field: int64 m = 1; + */ + m: bigint + + /** + * Exponent + * + * @generated from field: int32 e = 2; + */ + e: number +} + +/** + * Describes the message dbag.cef.Decimal. + * Use `create(DecimalSchema)` to create a new message. + */ +export const DecimalSchema: GenMessage = /*@__PURE__*/ messageDesc(file_md_cef, 0) + +/** + * @generated from message dbag.cef.ApplSeqCtrl + */ +export type ApplSeqCtrl = Message<'dbag.cef.ApplSeqCtrl'> & { + /** + * FIX 1180 - ApplID + * + * @generated from field: uint32 ApplID = 1; + */ + ApplID: number + + /** + * FIX 1181 - ApplSeqNum + * + * @generated from field: uint64 ApplSeqNum = 2; + */ + ApplSeqNum: bigint +} + +/** + * Describes the message dbag.cef.ApplSeqCtrl. + * Use `create(ApplSeqCtrlSchema)` to create a new message. + */ +export const ApplSeqCtrlSchema: GenMessage = /*@__PURE__*/ messageDesc(file_md_cef, 1) + +/** + * @generated from message dbag.cef.Instrument + */ +export type Instrument = Message<'dbag.cef.Instrument'> & { + /** + * FIX 1301 MarketID + * + * @generated from field: string MktID = 1; + */ + MktID: string + + /** + * FIX 55 - Symbol + * + * @generated from field: string Sym = 2; + */ + Sym: string + + /** + * FIX 48 - SecurityID + * + * @generated from field: string ID = 3; + */ + ID: string + + /** + * FIX 22 - SecurityIDSource + * + * @generated from field: dbag.cef.Instrument.SecurityIDSource Src = 4; + */ + Src: Instrument_SecurityIDSource + + /** + * FIX 167 - SecurityType + * + * @generated from field: dbag.cef.Instrument.SecurityType SecTyp = 5; + */ + SecTyp: Instrument_SecurityType + + /** + * FIX 15 - Currency + * + * @generated from field: string Ccy = 6; + */ + Ccy: string + + /** + * FIX 455 - SecurityAltID + * + * @generated from field: string AltID = 7; + */ + AltID: string + + /** + * FIX 456 - SecurityAltIDSource + * + * @generated from field: dbag.cef.Instrument.SecurityIDSource AltIDSrc = 8; + */ + AltIDSrc: Instrument_SecurityIDSource + + /** + * FIX 7703 - MarketSegment + * + * @generated from field: string MktSeg = 9; + */ + MktSeg: string + + /** + * FIX 200 - MaturityMonthYear + * + * @generated from field: string MMY = 11; + */ + MMY: string + + /** + * FIX T7 extension 30866 - ContractDate + * + * @generated from field: google.protobuf.Int32Value CntrDate = 12; + */ + CntrDate?: number + + /** + * FIX CEF extension - ContractType + * + * @generated from field: dbag.cef.Instrument.ContractTypeValue Ct = 13; + */ + Ct?: Instrument_ContractTypeValue + + /** + * FIX 202 StrikePrice + * + * @generated from field: dbag.cef.Decimal StrkPx = 14; + */ + StrkPx?: Decimal + + /** + * FIX 2578 - OrigStrikePrice + * + * @generated from field: dbag.cef.Decimal OrigStrkPx = 15; + */ + OrigStrkPx?: Decimal + + /** + * FIX 201 - PutOrCall + * + * @generated from field: dbag.cef.Instrument.PutOrCallValue PutCall = 16; + */ + PutCall?: Instrument_PutOrCallValue + + /** + * FIX T7 extension 25034 - ContractGenerationNumber + * + * @generated from field: google.protobuf.Int32Value CntrGenNr = 17; + */ + CntrGenNr?: number + + /** + * FIX 1193 - SettlMethod + * + * @generated from field: dbag.cef.Instrument.SettlMethodValue SettlMeth = 18; + */ + SettlMeth?: Instrument_SettlMethodValue + + /** + * FIX 1194 - ExerStyle + * + * @generated from field: dbag.cef.Instrument.ExerciseStyleValue ExerStyle = 19; + */ + ExerStyle?: Instrument_ExerciseStyleValue + + /** + * FIX 969 - MinPriceIncrement + * + * @generated from field: dbag.cef.Decimal MinPxIncr = 21; + */ + MinPxIncr?: Decimal + + /** + * FIX 6215 - TenorValue + * + * @generated from field: string TenorVal = 22; + */ + TenorVal: string + + /** + * FIX 980 - SecurityUpdateAction + * + * @generated from field: dbag.cef.Instrument.SecurityUpdateActionValue UpdActn = 30; + */ + UpdActn?: Instrument_SecurityUpdateActionValue + + /** + * FIX 779 - LastUpdateTime + * + * @generated from field: uint64 LastUpdateTm = 31; + */ + LastUpdateTm: bigint + + /** + * FIX EventGroup + * + * @generated from field: repeated dbag.cef.Instrument.Event Evnts = 32; + */ + Evnts: Instrument_Event[] +} + +/** + * Describes the message dbag.cef.Instrument. + * Use `create(InstrumentSchema)` to create a new message. + */ +export const InstrumentSchema: GenMessage = /*@__PURE__*/ messageDesc(file_md_cef, 2) + +/** + * @generated from message dbag.cef.Instrument.PutOrCallValue + */ +export type Instrument_PutOrCallValue = Message<'dbag.cef.Instrument.PutOrCallValue'> & { + /** + * @generated from field: dbag.cef.Instrument.PutOrCallValue.PutOrCall Value = 1; + */ + Value: Instrument_PutOrCallValue_PutOrCall +} + +/** + * Describes the message dbag.cef.Instrument.PutOrCallValue. + * Use `create(Instrument_PutOrCallValueSchema)` to create a new message. + */ +export const Instrument_PutOrCallValueSchema: GenMessage = + /*@__PURE__*/ + messageDesc(file_md_cef, 2, 0) + +/** + * @generated from enum dbag.cef.Instrument.PutOrCallValue.PutOrCall + */ +export enum Instrument_PutOrCallValue_PutOrCall { + /** + * FIX Put + * + * @generated from enum value: PUT = 0; + */ + PUT = 0, + + /** + * FIX Call + * + * @generated from enum value: CALL = 1; + */ + CALL = 1, +} + +/** + * Describes the enum dbag.cef.Instrument.PutOrCallValue.PutOrCall. + */ +export const Instrument_PutOrCallValue_PutOrCallSchema: GenEnum = + /*@__PURE__*/ + enumDesc(file_md_cef, 2, 0, 0) + +/** + * @generated from message dbag.cef.Instrument.SettlMethodValue + */ +export type Instrument_SettlMethodValue = Message<'dbag.cef.Instrument.SettlMethodValue'> & { + /** + * @generated from field: dbag.cef.Instrument.SettlMethodValue.SettlMethod Value = 1; + */ + Value: Instrument_SettlMethodValue_SettlMethod +} + +/** + * Describes the message dbag.cef.Instrument.SettlMethodValue. + * Use `create(Instrument_SettlMethodValueSchema)` to create a new message. + */ +export const Instrument_SettlMethodValueSchema: GenMessage = + /*@__PURE__*/ + messageDesc(file_md_cef, 2, 1) + +/** + * @generated from enum dbag.cef.Instrument.SettlMethodValue.SettlMethod + */ +export enum Instrument_SettlMethodValue_SettlMethod { + /** + * Cash + * + * @generated from enum value: C = 0; + */ + C = 0, + + /** + * Physical + * + * @generated from enum value: P = 1; + */ + P = 1, +} + +/** + * Describes the enum dbag.cef.Instrument.SettlMethodValue.SettlMethod. + */ +export const Instrument_SettlMethodValue_SettlMethodSchema: GenEnum = + /*@__PURE__*/ + enumDesc(file_md_cef, 2, 1, 0) + +/** + * @generated from message dbag.cef.Instrument.ExerciseStyleValue + */ +export type Instrument_ExerciseStyleValue = Message<'dbag.cef.Instrument.ExerciseStyleValue'> & { + /** + * @generated from field: dbag.cef.Instrument.ExerciseStyleValue.ExerciseStyle Value = 1; + */ + Value: Instrument_ExerciseStyleValue_ExerciseStyle +} + +/** + * Describes the message dbag.cef.Instrument.ExerciseStyleValue. + * Use `create(Instrument_ExerciseStyleValueSchema)` to create a new message. + */ +export const Instrument_ExerciseStyleValueSchema: GenMessage = + /*@__PURE__*/ + messageDesc(file_md_cef, 2, 2) + +/** + * @generated from enum dbag.cef.Instrument.ExerciseStyleValue.ExerciseStyle + */ +export enum Instrument_ExerciseStyleValue_ExerciseStyle { + /** + * European + * + * @generated from enum value: E = 0; + */ + E = 0, + + /** + * American + * + * @generated from enum value: A = 1; + */ + A = 1, +} + +/** + * Describes the enum dbag.cef.Instrument.ExerciseStyleValue.ExerciseStyle. + */ +export const Instrument_ExerciseStyleValue_ExerciseStyleSchema: GenEnum = + /*@__PURE__*/ + enumDesc(file_md_cef, 2, 2, 0) + +/** + * @generated from message dbag.cef.Instrument.ContractTypeValue + */ +export type Instrument_ContractTypeValue = Message<'dbag.cef.Instrument.ContractTypeValue'> & { + /** + * @generated from field: dbag.cef.Instrument.ContractTypeValue.ContractType Value = 1; + */ + Value: Instrument_ContractTypeValue_ContractType +} + +/** + * Describes the message dbag.cef.Instrument.ContractTypeValue. + * Use `create(Instrument_ContractTypeValueSchema)` to create a new message. + */ +export const Instrument_ContractTypeValueSchema: GenMessage = + /*@__PURE__*/ + messageDesc(file_md_cef, 2, 3) + +/** + * @generated from enum dbag.cef.Instrument.ContractTypeValue.ContractType + */ +export enum Instrument_ContractTypeValue_ContractType { + /** + * Flexible + * + * @generated from enum value: F = 0; + */ + F = 0, + + /** + * Standard + * + * @generated from enum value: S = 1; + */ + S = 1, +} + +/** + * Describes the enum dbag.cef.Instrument.ContractTypeValue.ContractType. + */ +export const Instrument_ContractTypeValue_ContractTypeSchema: GenEnum = + /*@__PURE__*/ + enumDesc(file_md_cef, 2, 3, 0) + +/** + * @generated from message dbag.cef.Instrument.SecurityUpdateActionValue + */ +export type Instrument_SecurityUpdateActionValue = + Message<'dbag.cef.Instrument.SecurityUpdateActionValue'> & { + /** + * @generated from field: dbag.cef.Instrument.SecurityUpdateActionValue.SecurityUpdateAction Value = 1; + */ + Value: Instrument_SecurityUpdateActionValue_SecurityUpdateAction + } + +/** + * Describes the message dbag.cef.Instrument.SecurityUpdateActionValue. + * Use `create(Instrument_SecurityUpdateActionValueSchema)` to create a new message. + */ +export const Instrument_SecurityUpdateActionValueSchema: GenMessage = + /*@__PURE__*/ + messageDesc(file_md_cef, 2, 4) + +/** + * @generated from enum dbag.cef.Instrument.SecurityUpdateActionValue.SecurityUpdateAction + */ +export enum Instrument_SecurityUpdateActionValue_SecurityUpdateAction { + /** + * 'A' + * + * @generated from enum value: NEW = 0; + */ + NEW = 0, + + /** + * 'D' + * + * @generated from enum value: DELETE = 1; + */ + DELETE = 1, + + /** + * 'M' + * + * @generated from enum value: MODIFY = 2; + */ + MODIFY = 2, +} + +/** + * Describes the enum dbag.cef.Instrument.SecurityUpdateActionValue.SecurityUpdateAction. + */ +export const Instrument_SecurityUpdateActionValue_SecurityUpdateActionSchema: GenEnum = + /*@__PURE__*/ + enumDesc(file_md_cef, 2, 4, 0) + +/** + * @generated from message dbag.cef.Instrument.Event + */ +export type Instrument_Event = Message<'dbag.cef.Instrument.Event'> & { + /** + * FIX 865 EventType + * + * @generated from field: dbag.cef.Instrument.Event.EventType EventTyp = 1; + */ + EventTyp: Instrument_Event_EventType + + /** + * FIX 866 EventDate + * + * @generated from field: uint32 Dt = 2; + */ + Dt: number +} + +/** + * Describes the message dbag.cef.Instrument.Event. + * Use `create(Instrument_EventSchema)` to create a new message. + */ +export const Instrument_EventSchema: GenMessage = + /*@__PURE__*/ + messageDesc(file_md_cef, 2, 5) + +/** + * @generated from enum dbag.cef.Instrument.Event.EventType + */ +export enum Instrument_Event_EventType { + /** + * @generated from enum value: UNDEFINED = 0; + */ + UNDEFINED = 0, + + /** + * @generated from enum value: ACTIVATION = 5; + */ + ACTIVATION = 5, + + /** + * @generated from enum value: INACTIVATION = 6; + */ + INACTIVATION = 6, + + /** + * @generated from enum value: LAST_ELIGIBLE_TRADE_DATE = 7; + */ + LAST_ELIGIBLE_TRADE_DATE = 7, + + /** + * @generated from enum value: FIRST_ELIGIBLE_TRADE_DATE = 28; + */ + FIRST_ELIGIBLE_TRADE_DATE = 28, +} + +/** + * Describes the enum dbag.cef.Instrument.Event.EventType. + */ +export const Instrument_Event_EventTypeSchema: GenEnum = + /*@__PURE__*/ + enumDesc(file_md_cef, 2, 5, 0) + +/** + * @generated from enum dbag.cef.Instrument.SecurityIDSource + */ +export enum Instrument_SecurityIDSource { + /** + * @generated from enum value: ISIN = 0; + */ + ISIN = 0, + + /** + * @generated from enum value: EXCHANGE_SYMBOL = 1; + */ + EXCHANGE_SYMBOL = 1, + + /** + * @generated from enum value: SYNTHETIC = 2; + */ + SYNTHETIC = 2, +} + +/** + * Describes the enum dbag.cef.Instrument.SecurityIDSource. + */ +export const Instrument_SecurityIDSourceSchema: GenEnum = + /*@__PURE__*/ + enumDesc(file_md_cef, 2, 0) + +/** + * @generated from enum dbag.cef.Instrument.SecurityType + */ +export enum Instrument_SecurityType { + /** + * None + * + * @generated from enum value: NO_SECURITYTYPE = 0; + */ + NO_SECURITYTYPE = 0, + + /** + * Future + * + * @generated from enum value: FUT = 1; + */ + FUT = 1, + + /** + * Option + * + * @generated from enum value: OPT = 2; + */ + OPT = 2, + + /** + * Multileg Instrument + * + * @generated from enum value: MLEG = 3; + */ + MLEG = 3, + + /** + * Index + * + * @generated from enum value: INDEX = 4; + */ + INDEX = 4, + + /** + * Exchange traded commodity + * + * @generated from enum value: ETC = 5; + */ + ETC = 5, + + /** + * Exchange traded note + * + * @generated from enum value: ETN = 6; + */ + ETN = 6, + + /** + * Common Stock + * + * @generated from enum value: CS = 7; + */ + CS = 7, + + /** + * Repurchase + * + * @generated from enum value: REPO = 8; + */ + REPO = 8, + + /** + * Repurchase + * + * @generated from enum value: CASH = 9; + */ + CASH = 9, + + /** + * Foreign Exchange Contract + * + * @generated from enum value: FOR = 10; + */ + FOR = 10, + + /** + * Bond + * + * @generated from enum value: BOND = 11; + */ + BOND = 11, + + /** + * Mutual Fund + * + * @generated from enum value: MF = 12; + */ + MF = 12, + + /** + * Investment Fund + * + * @generated from enum value: FUN = 13; + */ + FUN = 13, + + /** + * Interest Rate Swap + * + * @generated from enum value: IRS = 14; + */ + IRS = 14, + + /** + * Subscription Rights + * + * @generated from enum value: SR = 15; + */ + SR = 15, + + /** + * Warrant + * + * @generated from enum value: WAR = 16; + */ + WAR = 16, + + /** + * Exchange Traded Fund + * + * @generated from enum value: ETF = 17; + */ + ETF = 17, + + /** + * FX Swap + * + * @generated from enum value: FXSWAP = 18; + */ + FXSWAP = 18, + + /** + * Other + * + * @generated from enum value: OTHER = 99; + */ + OTHER = 99, +} + +/** + * Describes the enum dbag.cef.Instrument.SecurityType. + */ +export const Instrument_SecurityTypeSchema: GenEnum = + /*@__PURE__*/ + enumDesc(file_md_cef, 2, 1) + +/** + * @generated from message dbag.cef.QuoteSide + */ +export type QuoteSide = Message<'dbag.cef.QuoteSide'> & { + /** + * FIX 270 - MDEntryPrice + * + * @generated from field: dbag.cef.Decimal Px = 1; + */ + Px?: Decimal + + /** + * FIX 271 - MDEntrySize + * + * @generated from field: dbag.cef.Decimal Sz = 2; + */ + Sz?: Decimal + + /** + * FIX 346 - NumberOfOrders + * + * @generated from field: google.protobuf.Int32Value NumOfOrds = 3; + */ + NumOfOrds?: number + + /** + * FIX 1070 - MDQuoteType + * + * @generated from field: dbag.cef.QuoteSide.MDQuoteTypeValue MDQteTyp = 4; + */ + MDQteTyp?: QuoteSide_MDQuoteTypeValue + + /** + * FIX 269 - MDEntryType + * + * @generated from field: dbag.cef.QuoteSide.MDEntryTypeValue Typ = 5; + */ + Typ?: QuoteSide_MDEntryTypeValue + + /** + * FIX 276 - QuoteCondition + * + * @generated from field: dbag.cef.QuoteSide.QuoteConditionValue QCond = 6; + */ + QCond?: QuoteSide_QuoteConditionValue + + /** + * FIX 5675 (360T) - ForwardPoints + * + * @generated from field: dbag.cef.Decimal FwdPnts = 7; + */ + FwdPnts?: Decimal + + /** + * FIX 5678 (360T) - Pip + * + * @generated from field: int64 Pip = 8; + */ + Pip: bigint + + /** + * FIX 5679 (360T) - HolidayWarn + * + * @generated from field: dbag.cef.QuoteSide.HolidayWarnValue HlWrn = 9; + */ + HlWrn?: QuoteSide_HolidayWarnValue +} + +/** + * Describes the message dbag.cef.QuoteSide. + * Use `create(QuoteSideSchema)` to create a new message. + */ +export const QuoteSideSchema: GenMessage = /*@__PURE__*/ messageDesc(file_md_cef, 3) + +/** + * @generated from message dbag.cef.QuoteSide.MDQuoteTypeValue + */ +export type QuoteSide_MDQuoteTypeValue = Message<'dbag.cef.QuoteSide.MDQuoteTypeValue'> & { + /** + * @generated from field: dbag.cef.QuoteSide.MDQuoteTypeValue.MDQuoteType Value = 1; + */ + Value: QuoteSide_MDQuoteTypeValue_MDQuoteType +} + +/** + * Describes the message dbag.cef.QuoteSide.MDQuoteTypeValue. + * Use `create(QuoteSide_MDQuoteTypeValueSchema)` to create a new message. + */ +export const QuoteSide_MDQuoteTypeValueSchema: GenMessage = + /*@__PURE__*/ + messageDesc(file_md_cef, 3, 0) + +/** + * @generated from enum dbag.cef.QuoteSide.MDQuoteTypeValue.MDQuoteType + */ +export enum QuoteSide_MDQuoteTypeValue_MDQuoteType { + /** + * @generated from enum value: INDICATIVE = 0; + */ + INDICATIVE = 0, + + /** + * @generated from enum value: TRADEABLE = 1; + */ + TRADEABLE = 1, +} + +/** + * Describes the enum dbag.cef.QuoteSide.MDQuoteTypeValue.MDQuoteType. + */ +export const QuoteSide_MDQuoteTypeValue_MDQuoteTypeSchema: GenEnum = + /*@__PURE__*/ + enumDesc(file_md_cef, 3, 0, 0) + +/** + * @generated from message dbag.cef.QuoteSide.QuoteConditionValue + */ +export type QuoteSide_QuoteConditionValue = Message<'dbag.cef.QuoteSide.QuoteConditionValue'> & { + /** + * @generated from field: dbag.cef.QuoteSide.QuoteConditionValue.QuoteCondition Value = 1; + */ + Value: QuoteSide_QuoteConditionValue_QuoteCondition +} + +/** + * Describes the message dbag.cef.QuoteSide.QuoteConditionValue. + * Use `create(QuoteSide_QuoteConditionValueSchema)` to create a new message. + */ +export const QuoteSide_QuoteConditionValueSchema: GenMessage = + /*@__PURE__*/ + messageDesc(file_md_cef, 3, 1) + +/** + * FIX 276 + * + * @generated from enum dbag.cef.QuoteSide.QuoteConditionValue.QuoteCondition + */ +export enum QuoteSide_QuoteConditionValue_QuoteCondition { + /** + * @generated from enum value: FIRM = 0; + */ + FIRM = 0, + + /** + * @generated from enum value: INDICATIVE = 1; + */ + INDICATIVE = 1, +} + +/** + * Describes the enum dbag.cef.QuoteSide.QuoteConditionValue.QuoteCondition. + */ +export const QuoteSide_QuoteConditionValue_QuoteConditionSchema: GenEnum = + /*@__PURE__*/ + enumDesc(file_md_cef, 3, 1, 0) + +/** + * @generated from message dbag.cef.QuoteSide.MDEntryTypeValue + */ +export type QuoteSide_MDEntryTypeValue = Message<'dbag.cef.QuoteSide.MDEntryTypeValue'> & { + /** + * @generated from field: dbag.cef.QuoteSide.MDEntryTypeValue.MDEntryType Value = 1; + */ + Value: QuoteSide_MDEntryTypeValue_MDEntryType +} + +/** + * Describes the message dbag.cef.QuoteSide.MDEntryTypeValue. + * Use `create(QuoteSide_MDEntryTypeValueSchema)` to create a new message. + */ +export const QuoteSide_MDEntryTypeValueSchema: GenMessage = + /*@__PURE__*/ + messageDesc(file_md_cef, 3, 2) + +/** + * @generated from enum dbag.cef.QuoteSide.MDEntryTypeValue.MDEntryType + */ +export enum QuoteSide_MDEntryTypeValue_MDEntryType { + /** + * @generated from enum value: BID = 0; + */ + BID = 0, + + /** + * @generated from enum value: OFFER = 1; + */ + OFFER = 1, + + /** + * @generated from enum value: MARKET_BID = 11; + */ + MARKET_BID = 11, + + /** + * @generated from enum value: MARKET_OFFER = 12; + */ + MARKET_OFFER = 12, +} + +/** + * Describes the enum dbag.cef.QuoteSide.MDEntryTypeValue.MDEntryType. + */ +export const QuoteSide_MDEntryTypeValue_MDEntryTypeSchema: GenEnum = + /*@__PURE__*/ + enumDesc(file_md_cef, 3, 2, 0) + +/** + * @generated from message dbag.cef.QuoteSide.HolidayWarnValue + */ +export type QuoteSide_HolidayWarnValue = Message<'dbag.cef.QuoteSide.HolidayWarnValue'> & { + /** + * @generated from field: dbag.cef.QuoteSide.HolidayWarnValue.HolidayWarn Value = 1; + */ + Value: QuoteSide_HolidayWarnValue_HolidayWarn +} + +/** + * Describes the message dbag.cef.QuoteSide.HolidayWarnValue. + * Use `create(QuoteSide_HolidayWarnValueSchema)` to create a new message. + */ +export const QuoteSide_HolidayWarnValueSchema: GenMessage = + /*@__PURE__*/ + messageDesc(file_md_cef, 3, 3) + +/** + * FIX 5679 (360T) + * + * @generated from enum dbag.cef.QuoteSide.HolidayWarnValue.HolidayWarn + */ +export enum QuoteSide_HolidayWarnValue_HolidayWarn { + /** + * @generated from enum value: NO_HOLIDAYS = 0; + */ + NO_HOLIDAYS = 0, + + /** + * @generated from enum value: HOLIDAYS = 1; + */ + HOLIDAYS = 1, +} + +/** + * Describes the enum dbag.cef.QuoteSide.HolidayWarnValue.HolidayWarn. + */ +export const QuoteSide_HolidayWarnValue_HolidayWarnSchema: GenEnum = + /*@__PURE__*/ + enumDesc(file_md_cef, 3, 3, 0) + +/** + * @generated from message dbag.cef.Data + */ +export type Data = Message<'dbag.cef.Data'> & { + /** + * Quote + * + * MDEntryType = 0 or MDEntryType = 'b' + * + * @generated from field: dbag.cef.QuoteSide Bid = 1; + */ + Bid?: QuoteSide + + /** + * MDEntryType = 1 or MDEntryType = 'c' + * + * @generated from field: dbag.cef.QuoteSide Offer = 2; + */ + Offer?: QuoteSide + + /** + * FIX 423 - PriceType + * + * @generated from field: dbag.cef.Data.PriceTypeValue PxTyp = 3; + */ + PxTyp?: Data_PriceTypeValue + + /** + * State Change + * + * FIX 965 - SecurityStatus + * + * @generated from field: dbag.cef.Data.SecurityStatusValue Status = 11; + */ + Status?: Data_SecurityStatusValue + + /** + * FIX 336 - TradingSessionID + * + * @generated from field: dbag.cef.Data.TradingSessionIDValue SesID = 12; + */ + SesID?: Data_TradingSessionIDValue + + /** + * FIX 625 - TradingSessionSubID + * + * @generated from field: dbag.cef.Data.TradingSessionSubIDValue SesSub = 13; + */ + SesSub?: Data_TradingSessionSubIDValue + + /** + * FIX 2447 - FastMktInd + * + * @generated from field: google.protobuf.BoolValue FastMktInd = 14; + */ + FastMktInd?: boolean + + /** + * FIX 326 - SecurityTradingStatus + * + * @generated from field: dbag.cef.Data.SecurityTradingStatusValue TrdgStat = 15; + */ + TrdgStat?: Data_SecurityTradingStatusValue + + /** + * FIX 2705 - MarketCondition + * + * @generated from field: dbag.cef.Data.MarketConditionValue MktCond = 16; + */ + MktCond?: Data_MarketConditionValue + + /** + * FIX 25045 - TESSecurityStatus + * + * @generated from field: dbag.cef.Data.SecurityStatusValue TesStatus = 17; + */ + TesStatus?: Data_SecurityStatusValue + + /** + * FIX 2542 - Market Segment Status + * + * @generated from field: dbag.cef.Data.MarketSegmentStatusValue MktSegStat = 18; + */ + MktSegStat?: Data_MarketSegmentStatusValue + + /** + * Trade + * + * FIX 270 - MDEntryPrice + * + * @generated from field: dbag.cef.Decimal Px = 21; + */ + Px?: Decimal + + /** + * FIX 271 - MDEntrySize + * + * @generated from field: dbag.cef.Decimal Sz = 22; + */ + Sz?: Decimal + + /** + * FIX 828 - TrDType + * + * @generated from field: dbag.cef.Data.TrdTypeValue TrdTyp = 23; + */ + TrdTyp?: Data_TrdTypeValue + + /** + * FIX 2449 - NumberOfBuyOrders + * + * @generated from field: google.protobuf.Int32Value NumOfBuyOrds = 24; + */ + NumOfBuyOrds?: number + + /** + * FIX 2450 - NumberOfSellOrders + * + * @generated from field: google.protobuf.Int32Value NumOfSellOrds = 25; + */ + NumOfSellOrds?: number + + /** + * FIX 1024 - MDOriginType + * + * @generated from field: dbag.cef.Data.MDOriginTypeValue MDOrigTyp = 26; + */ + MDOrigTyp?: Data_MDOriginTypeValue + + /** + * FIX 15 - Currency + * + * @generated from field: string Ccy = 27; + */ + Ccy: string + + /** + * FIX 278 - MDEntryID + * + * @generated from field: string MDID = 28; + */ + MDID: string + + /** + * FIX 880 - TrdMatchID (TVTIC - Trading Venue Transaction Identification Code) + * + * @generated from field: string MtchID = 29; + */ + MtchID: string + + /** + * FIX 279 - MDUpdateAction + * + * @generated from field: dbag.cef.Data.MDUpdateActionValue UpdtAct = 30; + */ + UpdtAct?: Data_MDUpdateActionValue + + /** + * FIX 277 - TradeCondition + * + * @generated from field: repeated dbag.cef.Data.TradeCondition TrdCond = 31; + */ + TrdCond: Data_TradeCondition[] + + /** + * Book + * + * MDEntryType = 0 + * + * @generated from field: repeated dbag.cef.QuoteSide Bids = 41; + */ + Bids: QuoteSide[] + + /** + * MDEntryType = 1 + * + * @generated from field: repeated dbag.cef.QuoteSide Offers = 42; + */ + Offers: QuoteSide[] + + /** + * Clearing + * + * FIX 270 FIX 269@6 - MDEntryPx + MDEntryType=6 (Settlement Price) + * + * @generated from field: dbag.cef.Decimal StlPx = 51; + */ + StlPx?: Decimal + + /** + * FIX 270 FIX 269@C - MDEntryPx + MDEntryType=C (Open Interest) + * + * @generated from field: dbag.cef.Decimal Int = 52; + */ + Int?: Decimal + + /** + * FIX 119 - Settlement Currency Amount / Nominal Amount + * + * @generated from field: dbag.cef.Decimal SettlCurrAmt = 53; + */ + SettlCurrAmt?: Decimal + + /** + * FIX 120 - Settlement Currency + * + * @generated from field: string SettlCcy = 54; + */ + SettlCcy: string + + /** + * FIX 64 - SettlementDate + * + * @generated from field: string SettlDt = 55; + */ + SettlDt: string + + /** + * Statistics & Others + * + * FIX - Potential Auction Price + * + * @generated from field: dbag.cef.Decimal PaPx = 61; + */ + PaPx?: Decimal + + /** + * FIX 270 & FIX 269@4 - MDEntryPx + MDEntryType=4 (Opening Price) + * + * @generated from field: dbag.cef.Decimal OpenPx = 62; + */ + OpenPx?: Decimal + + /** + * FIX 270 & FIX 269@5 - MDEntryPx + MDEntryType=5 (Closing Price) + * + * @generated from field: dbag.cef.Decimal ClosePx = 63; + */ + ClosePx?: Decimal + + /** + * FIX 332 - High Price + * + * @generated from field: dbag.cef.Decimal HighPx = 64; + */ + HighPx?: Decimal + + /** + * FIX 333 - Low Price + * + * @generated from field: dbag.cef.Decimal LowPx = 65; + */ + LowPx?: Decimal + + /** + * Average Price + * + * @generated from field: dbag.cef.Decimal AvgPx = 66; + */ + AvgPx?: Decimal + + /** + * FIX 1020 - Trade Volume + * + * @generated from field: dbag.cef.Decimal TrdVol = 67; + */ + TrdVol?: Decimal + + /** + * Total Turnover + * + * @generated from field: dbag.cef.Decimal Ttt = 68; + */ + Ttt?: Decimal + + /** + * FIX 2490 - Trade Number + * + * @generated from field: google.protobuf.Int32Value TrdNum = 69; + */ + TrdNum?: number + + /** + * Trade Number Tes + * + * @generated from field: google.protobuf.Int32Value TrdNumTes = 70; + */ + TrdNumTes?: number + + /** + * FIX 344 - Close Time + * + * @generated from field: google.protobuf.UInt64Value ClsTim = 71; + */ + ClsTim?: bigint + + /** + * FIX 270 FIX 269@2 FIX 271=0 - MDEntryPx + MDEntryType=2 (Reference Price) + * + * @generated from field: dbag.cef.Decimal RefPx = 72; + */ + RefPx?: Decimal + + /** + * FIX 269 & FIX 270 & FIX 271 + * + * @generated from field: repeated dbag.cef.Data.MDEntryPrices Pxs = 73; + */ + Pxs: Data_MDEntryPrices[] + + /** + * Reference + * + * FIX 234 - StipulationValue + * + * @generated from field: string Val = 81; + */ + Val: string + + /** + * Timestamp + * + * FIX 273 - MDEntryTime + * + * @generated from field: uint64 Tm = 99; + */ + Tm: bigint +} + +/** + * Describes the message dbag.cef.Data. + * Use `create(DataSchema)` to create a new message. + */ +export const DataSchema: GenMessage = /*@__PURE__*/ messageDesc(file_md_cef, 4) + +/** + * @generated from message dbag.cef.Data.SecurityStatusValue + */ +export type Data_SecurityStatusValue = Message<'dbag.cef.Data.SecurityStatusValue'> & { + /** + * @generated from field: dbag.cef.Data.SecurityStatusValue.SecurityStatus Value = 1; + */ + Value: Data_SecurityStatusValue_SecurityStatus +} + +/** + * Describes the message dbag.cef.Data.SecurityStatusValue. + * Use `create(Data_SecurityStatusValueSchema)` to create a new message. + */ +export const Data_SecurityStatusValueSchema: GenMessage = + /*@__PURE__*/ + messageDesc(file_md_cef, 4, 0) + +/** + * @generated from enum dbag.cef.Data.SecurityStatusValue.SecurityStatus + */ +export enum Data_SecurityStatusValue_SecurityStatus { + /** + * @generated from enum value: UNDEFINED = 0; + */ + UNDEFINED = 0, + + /** + * @generated from enum value: ACTIVE = 1; + */ + ACTIVE = 1, + + /** + * @generated from enum value: INACTIVE = 2; + */ + INACTIVE = 2, + + /** + * @generated from enum value: EXPIRED = 4; + */ + EXPIRED = 4, + + /** + * @generated from enum value: DELISTED = 5; + */ + DELISTED = 5, + + /** + * @generated from enum value: KNOCKED_OUT = 6; + */ + KNOCKED_OUT = 6, + + /** + * @generated from enum value: SUSPENDED = 9; + */ + SUSPENDED = 9, + + /** + * @generated from enum value: PUBLISHED = 10; + */ + PUBLISHED = 10, + + /** + * @generated from enum value: PENDING_DELETION = 11; + */ + PENDING_DELETION = 11, + + /** + * @generated from enum value: KNOCKED_OUT_AND_SUSPENDED = 12; + */ + KNOCKED_OUT_AND_SUSPENDED = 12, +} + +/** + * Describes the enum dbag.cef.Data.SecurityStatusValue.SecurityStatus. + */ +export const Data_SecurityStatusValue_SecurityStatusSchema: GenEnum = + /*@__PURE__*/ + enumDesc(file_md_cef, 4, 0, 0) + +/** + * @generated from message dbag.cef.Data.SecurityTradingStatusValue + */ +export type Data_SecurityTradingStatusValue = + Message<'dbag.cef.Data.SecurityTradingStatusValue'> & { + /** + * @generated from field: dbag.cef.Data.SecurityTradingStatusValue.SecurityTradingStatus Value = 1; + */ + Value: Data_SecurityTradingStatusValue_SecurityTradingStatus + } + +/** + * Describes the message dbag.cef.Data.SecurityTradingStatusValue. + * Use `create(Data_SecurityTradingStatusValueSchema)` to create a new message. + */ +export const Data_SecurityTradingStatusValueSchema: GenMessage = + /*@__PURE__*/ + messageDesc(file_md_cef, 4, 1) + +/** + * @generated from enum dbag.cef.Data.SecurityTradingStatusValue.SecurityTradingStatus + */ +export enum Data_SecurityTradingStatusValue_SecurityTradingStatus { + /** + * @generated from enum value: UNDEFINED = 0; + */ + UNDEFINED = 0, + + /** + * @generated from enum value: OPENING_DELAY = 1; + */ + OPENING_DELAY = 1, + + /** + * @generated from enum value: TRADINGHALT = 2; + */ + TRADINGHALT = 2, + + /** + * @generated from enum value: RESUME = 3; + */ + RESUME = 3, + + /** + * @generated from enum value: NOT_TRADED_ON_THIS_MARKET = 19; + */ + NOT_TRADED_ON_THIS_MARKET = 19, + + /** + * @generated from enum value: FAST_MARKET = 23; + */ + FAST_MARKET = 23, + + /** + * @generated from enum value: CLOSED = 200; + */ + CLOSED = 200, + + /** + * @generated from enum value: RESTRICTED = 201; + */ + RESTRICTED = 201, + + /** + * @generated from enum value: BOOK = 202; + */ + BOOK = 202, + + /** + * @generated from enum value: CONTINUOUS = 203; + */ + CONTINUOUS = 203, + + /** + * @generated from enum value: OPENINGAUCTION = 204; + */ + OPENINGAUCTION = 204, + + /** + * @generated from enum value: OPENINGAUCTIONFREEZE = 205; + */ + OPENINGAUCTIONFREEZE = 205, + + /** + * @generated from enum value: INTRADAYAUCTION = 206; + */ + INTRADAYAUCTION = 206, + + /** + * @generated from enum value: INTRADAYAUCTIONFREEZE = 207; + */ + INTRADAYAUCTIONFREEZE = 207, + + /** + * @generated from enum value: CIRCUITBREAKERAUCTION = 208; + */ + CIRCUITBREAKERAUCTION = 208, + + /** + * @generated from enum value: CIRCUITBREAKERAUCTIONFREEZE = 209; + */ + CIRCUITBREAKERAUCTIONFREEZE = 209, + + /** + * @generated from enum value: CLOSINGAUCTION = 210; + */ + CLOSINGAUCTION = 210, + + /** + * @generated from enum value: CLOSINGAUCTIONFREEZE = 211; + */ + CLOSINGAUCTIONFREEZE = 211, + + /** + * @generated from enum value: IPOAUCTION = 212; + */ + IPOAUCTION = 212, + + /** + * @generated from enum value: IPOAUCTIONFREEZE = 213; + */ + IPOAUCTIONFREEZE = 213, + + /** + * @generated from enum value: PRECALL = 214; + */ + PRECALL = 214, + + /** + * @generated from enum value: CALL = 215; + */ + CALL = 215, + + /** + * @generated from enum value: FREEZE = 216; + */ + FREEZE = 216, + + /** + * @generated from enum value: TRADEATCLOSE = 217; + */ + TRADEATCLOSE = 217, +} + +/** + * Describes the enum dbag.cef.Data.SecurityTradingStatusValue.SecurityTradingStatus. + */ +export const Data_SecurityTradingStatusValue_SecurityTradingStatusSchema: GenEnum = + /*@__PURE__*/ + enumDesc(file_md_cef, 4, 1, 0) + +/** + * @generated from message dbag.cef.Data.TradingSessionIDValue + */ +export type Data_TradingSessionIDValue = Message<'dbag.cef.Data.TradingSessionIDValue'> & { + /** + * @generated from field: dbag.cef.Data.TradingSessionIDValue.TradingSessionID Value = 1; + */ + Value: Data_TradingSessionIDValue_TradingSessionID +} + +/** + * Describes the message dbag.cef.Data.TradingSessionIDValue. + * Use `create(Data_TradingSessionIDValueSchema)` to create a new message. + */ +export const Data_TradingSessionIDValueSchema: GenMessage = + /*@__PURE__*/ + messageDesc(file_md_cef, 4, 2) + +/** + * @generated from enum dbag.cef.Data.TradingSessionIDValue.TradingSessionID + */ +export enum Data_TradingSessionIDValue_TradingSessionID { + /** + * @generated from enum value: UNDEFINED = 0; + */ + UNDEFINED = 0, + + /** + * @generated from enum value: DAY = 1; + */ + DAY = 1, + + /** + * @generated from enum value: HALFDAY = 2; + */ + HALFDAY = 2, + + /** + * @generated from enum value: MORNING = 3; + */ + MORNING = 3, + + /** + * @generated from enum value: AFTERNOON = 4; + */ + AFTERNOON = 4, + + /** + * @generated from enum value: EVENING = 5; + */ + EVENING = 5, + + /** + * @generated from enum value: AFTERHOURS = 6; + */ + AFTERHOURS = 6, + + /** + * @generated from enum value: HOLIDAY = 7; + */ + HOLIDAY = 7, +} + +/** + * Describes the enum dbag.cef.Data.TradingSessionIDValue.TradingSessionID. + */ +export const Data_TradingSessionIDValue_TradingSessionIDSchema: GenEnum = + /*@__PURE__*/ + enumDesc(file_md_cef, 4, 2, 0) + +/** + * @generated from message dbag.cef.Data.TradingSessionSubIDValue + */ +export type Data_TradingSessionSubIDValue = Message<'dbag.cef.Data.TradingSessionSubIDValue'> & { + /** + * @generated from field: dbag.cef.Data.TradingSessionSubIDValue.TradingSessionSubID Value = 1; + */ + Value: Data_TradingSessionSubIDValue_TradingSessionSubID +} + +/** + * Describes the message dbag.cef.Data.TradingSessionSubIDValue. + * Use `create(Data_TradingSessionSubIDValueSchema)` to create a new message. + */ +export const Data_TradingSessionSubIDValueSchema: GenMessage = + /*@__PURE__*/ + messageDesc(file_md_cef, 4, 3) + +/** + * @generated from enum dbag.cef.Data.TradingSessionSubIDValue.TradingSessionSubID + */ +export enum Data_TradingSessionSubIDValue_TradingSessionSubID { + /** + * @generated from enum value: UNDEFINED = 0; + */ + UNDEFINED = 0, + + /** + * @generated from enum value: PRETRADING = 1; + */ + PRETRADING = 1, + + /** + * @generated from enum value: CONTINUOUS = 3; + */ + CONTINUOUS = 3, + + /** + * @generated from enum value: CLOSING = 4; + */ + CLOSING = 4, + + /** + * @generated from enum value: POSTTRADING = 5; + */ + POSTTRADING = 5, + + /** + * @generated from enum value: SCHEDULEDINTRADAYAUCTION = 6; + */ + SCHEDULEDINTRADAYAUCTION = 6, + + /** + * @generated from enum value: QUIESCENT = 7; + */ + QUIESCENT = 7, + + /** + * @generated from enum value: ANYAUCTION = 8; + */ + ANYAUCTION = 8, + + /** + * @generated from enum value: CONTINUOUSAUCTIONISSUER = 103; + */ + CONTINUOUSAUCTIONISSUER = 103, + + /** + * @generated from enum value: CONTINUOUSAUCTIONSPECIALIST = 104; + */ + CONTINUOUSAUCTIONSPECIALIST = 104, +} + +/** + * Describes the enum dbag.cef.Data.TradingSessionSubIDValue.TradingSessionSubID. + */ +export const Data_TradingSessionSubIDValue_TradingSessionSubIDSchema: GenEnum = + /*@__PURE__*/ + enumDesc(file_md_cef, 4, 3, 0) + +/** + * @generated from message dbag.cef.Data.MarketConditionValue + */ +export type Data_MarketConditionValue = Message<'dbag.cef.Data.MarketConditionValue'> & { + /** + * @generated from field: dbag.cef.Data.MarketConditionValue.MarketCondition Value = 1; + */ + Value: Data_MarketConditionValue_MarketCondition +} + +/** + * Describes the message dbag.cef.Data.MarketConditionValue. + * Use `create(Data_MarketConditionValueSchema)` to create a new message. + */ +export const Data_MarketConditionValueSchema: GenMessage = + /*@__PURE__*/ + messageDesc(file_md_cef, 4, 4) + +/** + * @generated from enum dbag.cef.Data.MarketConditionValue.MarketCondition + */ +export enum Data_MarketConditionValue_MarketCondition { + /** + * @generated from enum value: NORMAL = 0; + */ + NORMAL = 0, + + /** + * @generated from enum value: STRESSED = 1; + */ + STRESSED = 1, + + /** + * @generated from enum value: EXCEPTIONAL = 2; + */ + EXCEPTIONAL = 2, +} + +/** + * Describes the enum dbag.cef.Data.MarketConditionValue.MarketCondition. + */ +export const Data_MarketConditionValue_MarketConditionSchema: GenEnum = + /*@__PURE__*/ + enumDesc(file_md_cef, 4, 4, 0) + +/** + * @generated from message dbag.cef.Data.TrdTypeValue + */ +export type Data_TrdTypeValue = Message<'dbag.cef.Data.TrdTypeValue'> & { + /** + * @generated from field: dbag.cef.Data.TrdTypeValue.TrdType Value = 1; + */ + Value: Data_TrdTypeValue_TrdType +} + +/** + * Describes the message dbag.cef.Data.TrdTypeValue. + * Use `create(Data_TrdTypeValueSchema)` to create a new message. + */ +export const Data_TrdTypeValueSchema: GenMessage = + /*@__PURE__*/ + messageDesc(file_md_cef, 4, 5) + +/** + * @generated from enum dbag.cef.Data.TrdTypeValue.TrdType + */ +export enum Data_TrdTypeValue_TrdType { + /** + * @generated from enum value: REGULARTRADE = 0; + */ + REGULARTRADE = 0, + + /** + * @generated from enum value: BLOCKTRADE = 1; + */ + BLOCKTRADE = 1, + + /** + * @generated from enum value: EFP = 2; + */ + EFP = 2, + + /** + * @generated from enum value: EXCHANGEFORSWAP = 12; + */ + EXCHANGEFORSWAP = 12, + + /** + * @generated from enum value: PORTFOLIOCOMPRESSIONTRADE = 50; + */ + PORTFOLIOCOMPRESSIONTRADE = 50, + + /** + * @generated from enum value: OTC = 54; + */ + OTC = 54, + + /** + * @generated from enum value: EXCHANGEBASISFACILITY = 55; + */ + EXCHANGEBASISFACILITY = 55, + + /** + * @generated from enum value: VOLATRADE = 1000; + */ + VOLATRADE = 1000, + + /** + * @generated from enum value: EFPFINTRADE = 1001; + */ + EFPFINTRADE = 1001, + + /** + * @generated from enum value: EFPINDEXFUTURESTRADE = 1002; + */ + EFPINDEXFUTURESTRADE = 1002, + + /** + * @generated from enum value: BLOCKTRADEATMARKET = 1004; + */ + BLOCKTRADEATMARKET = 1004, + + /** + * @generated from enum value: XETRAEUREXENLIGHTTRIGGEREDTRADE = 1006; + */ + XETRAEUREXENLIGHTTRIGGEREDTRADE = 1006, + + /** + * @generated from enum value: BLOCKQTPIPTRADE = 1007; + */ + BLOCKQTPIPTRADE = 1007, + + /** + * @generated from enum value: DELTATRADEATMARKET = 1017; + */ + DELTATRADEATMARKET = 1017, + + /** + * @generated from enum value: OPENINGAUCTIONTRADE = 1100; + */ + OPENINGAUCTIONTRADE = 1100, + + /** + * @generated from enum value: INTRADAYAUCTIONTRADE = 1101; + */ + INTRADAYAUCTIONTRADE = 1101, + + /** + * @generated from enum value: VOLATILITYAUCTIONTRADE = 1102; + */ + VOLATILITYAUCTIONTRADE = 1102, + + /** + * @generated from enum value: CLOSINGAUCTIONTRADE = 1103; + */ + CLOSINGAUCTIONTRADE = 1103, + + /** + * @generated from enum value: CROSSAUCTIONTRADE = 1104; + */ + CROSSAUCTIONTRADE = 1104, + + /** + * @generated from enum value: IPOAUCTIONTRADE = 1107; + */ + IPOAUCTIONTRADE = 1107, + + /** + * @generated from enum value: LIQUIDITYIMPROVEMENTCROSS = 1108; + */ + LIQUIDITYIMPROVEMENTCROSS = 1108, +} + +/** + * Describes the enum dbag.cef.Data.TrdTypeValue.TrdType. + */ +export const Data_TrdTypeValue_TrdTypeSchema: GenEnum = + /*@__PURE__*/ + enumDesc(file_md_cef, 4, 5, 0) + +/** + * @generated from message dbag.cef.Data.MDOriginTypeValue + */ +export type Data_MDOriginTypeValue = Message<'dbag.cef.Data.MDOriginTypeValue'> & { + /** + * @generated from field: dbag.cef.Data.MDOriginTypeValue.MDOriginType Value = 1; + */ + Value: Data_MDOriginTypeValue_MDOriginType +} + +/** + * Describes the message dbag.cef.Data.MDOriginTypeValue. + * Use `create(Data_MDOriginTypeValueSchema)` to create a new message. + */ +export const Data_MDOriginTypeValueSchema: GenMessage = + /*@__PURE__*/ + messageDesc(file_md_cef, 4, 6) + +/** + * @generated from enum dbag.cef.Data.MDOriginTypeValue.MDOriginType + */ +export enum Data_MDOriginTypeValue_MDOriginType { + /** + * @generated from enum value: MDOT_BOOK = 0; + */ + MDOT_BOOK = 0, + + /** + * @generated from enum value: MDOT_OFF_BOOK = 1; + */ + MDOT_OFF_BOOK = 1, +} + +/** + * Describes the enum dbag.cef.Data.MDOriginTypeValue.MDOriginType. + */ +export const Data_MDOriginTypeValue_MDOriginTypeSchema: GenEnum = + /*@__PURE__*/ + enumDesc(file_md_cef, 4, 6, 0) + +/** + * @generated from message dbag.cef.Data.MDUpdateActionValue + */ +export type Data_MDUpdateActionValue = Message<'dbag.cef.Data.MDUpdateActionValue'> & { + /** + * @generated from field: dbag.cef.Data.MDUpdateActionValue.MDUpdateAction Value = 1; + */ + Value: Data_MDUpdateActionValue_MDUpdateAction +} + +/** + * Describes the message dbag.cef.Data.MDUpdateActionValue. + * Use `create(Data_MDUpdateActionValueSchema)` to create a new message. + */ +export const Data_MDUpdateActionValueSchema: GenMessage = + /*@__PURE__*/ + messageDesc(file_md_cef, 4, 7) + +/** + * @generated from enum dbag.cef.Data.MDUpdateActionValue.MDUpdateAction + */ +export enum Data_MDUpdateActionValue_MDUpdateAction { + /** + * @generated from enum value: NEW = 0; + */ + NEW = 0, + + /** + * @generated from enum value: CHANGE = 1; + */ + CHANGE = 1, + + /** + * @generated from enum value: DELETE = 2; + */ + DELETE = 2, +} + +/** + * Describes the enum dbag.cef.Data.MDUpdateActionValue.MDUpdateAction. + */ +export const Data_MDUpdateActionValue_MDUpdateActionSchema: GenEnum = + /*@__PURE__*/ + enumDesc(file_md_cef, 4, 7, 0) + +/** + * @generated from message dbag.cef.Data.PriceTypeValue + */ +export type Data_PriceTypeValue = Message<'dbag.cef.Data.PriceTypeValue'> & { + /** + * @generated from field: dbag.cef.Data.PriceTypeValue.PriceType Value = 1; + */ + Value: Data_PriceTypeValue_PriceType +} + +/** + * Describes the message dbag.cef.Data.PriceTypeValue. + * Use `create(Data_PriceTypeValueSchema)` to create a new message. + */ +export const Data_PriceTypeValueSchema: GenMessage = + /*@__PURE__*/ + messageDesc(file_md_cef, 4, 8) + +/** + * @generated from enum dbag.cef.Data.PriceTypeValue.PriceType + */ +export enum Data_PriceTypeValue_PriceType { + /** + * @generated from enum value: UNDEFINED = 0; + */ + UNDEFINED = 0, + + /** + * @generated from enum value: PERCENTAGE = 1; + */ + PERCENTAGE = 1, + + /** + * @generated from enum value: PER_UNIT = 2; + */ + PER_UNIT = 2, + + /** + * @generated from enum value: YIELD = 9; + */ + YIELD = 9, + + /** + * @generated from enum value: PRICE_SPREAD = 12; + */ + PRICE_SPREAD = 12, + + /** + * @generated from enum value: NORMAL_RATE = 20; + */ + NORMAL_RATE = 20, + + /** + * @generated from enum value: BASIS_POINT = 22; + */ + BASIS_POINT = 22, +} + +/** + * Describes the enum dbag.cef.Data.PriceTypeValue.PriceType. + */ +export const Data_PriceTypeValue_PriceTypeSchema: GenEnum = + /*@__PURE__*/ + enumDesc(file_md_cef, 4, 8, 0) + +/** + * @generated from message dbag.cef.Data.MarketSegmentStatusValue + */ +export type Data_MarketSegmentStatusValue = Message<'dbag.cef.Data.MarketSegmentStatusValue'> & { + /** + * @generated from field: dbag.cef.Data.MarketSegmentStatusValue.MarketSegmentStatus Value = 1; + */ + Value: Data_MarketSegmentStatusValue_MarketSegmentStatus +} + +/** + * Describes the message dbag.cef.Data.MarketSegmentStatusValue. + * Use `create(Data_MarketSegmentStatusValueSchema)` to create a new message. + */ +export const Data_MarketSegmentStatusValueSchema: GenMessage = + /*@__PURE__*/ + messageDesc(file_md_cef, 4, 9) + +/** + * @generated from enum dbag.cef.Data.MarketSegmentStatusValue.MarketSegmentStatus + */ +export enum Data_MarketSegmentStatusValue_MarketSegmentStatus { + /** + * @generated from enum value: UNDEFINED = 0; + */ + UNDEFINED = 0, + + /** + * @generated from enum value: ACTIVE = 1; + */ + ACTIVE = 1, + + /** + * @generated from enum value: INACTIVE = 2; + */ + INACTIVE = 2, + + /** + * @generated from enum value: PUBLISHED = 3; + */ + PUBLISHED = 3, +} + +/** + * Describes the enum dbag.cef.Data.MarketSegmentStatusValue.MarketSegmentStatus. + */ +export const Data_MarketSegmentStatusValue_MarketSegmentStatusSchema: GenEnum = + /*@__PURE__*/ + enumDesc(file_md_cef, 4, 9, 0) + +/** + * @generated from message dbag.cef.Data.MDEntryPrices + */ +export type Data_MDEntryPrices = Message<'dbag.cef.Data.MDEntryPrices'> & { + /** + * FIX 269 - MDEntryType + * + * @generated from field: dbag.cef.Data.MDEntryPrices.MDEntryType Typ = 1; + */ + Typ: Data_MDEntryPrices_MDEntryType + + /** + * FIX 270 - MDEntryPrice + * + * @generated from field: dbag.cef.Decimal Px = 2; + */ + Px?: Decimal + + /** + * FIX 271 - MDEntrySize + * + * @generated from field: dbag.cef.Decimal Sz = 3; + */ + Sz?: Decimal + + /** + * FIX 273 - MDEntryTime + * + * @generated from field: uint64 Tm = 4; + */ + Tm: bigint + + /** + * FIX 423 - PriceType + * + * @generated from field: dbag.cef.Data.PriceTypeValue PxTyp = 5; + */ + PxTyp?: Data_PriceTypeValue +} + +/** + * Describes the message dbag.cef.Data.MDEntryPrices. + * Use `create(Data_MDEntryPricesSchema)` to create a new message. + */ +export const Data_MDEntryPricesSchema: GenMessage = + /*@__PURE__*/ + messageDesc(file_md_cef, 4, 10) + +/** + * @generated from enum dbag.cef.Data.MDEntryPrices.MDEntryType + */ +export enum Data_MDEntryPrices_MDEntryType { + /** + * @generated from enum value: UNDEFINED = 0; + */ + UNDEFINED = 0, + + /** + * FIX '4' + * + * @generated from enum value: OPENING_PRICE = 1; + */ + OPENING_PRICE = 1, + + /** + * FIX '5' + * + * @generated from enum value: CLOSING_PRICE = 2; + */ + CLOSING_PRICE = 2, + + /** + * FIX '6' + * + * @generated from enum value: SETTLEMENT_PRICE = 3; + */ + SETTLEMENT_PRICE = 3, + + /** + * FIX 'C' + * + * @generated from enum value: OPEN_INTEREST = 4; + */ + OPEN_INTEREST = 4, + + /** + * FIX 'Q' + * + * @generated from enum value: AUCTION_CLEARING_PRICE = 5; + */ + AUCTION_CLEARING_PRICE = 5, + + /** + * FIX 'e' + * + * @generated from enum value: PREVIOUS_CLOSING_PRICE = 6; + */ + PREVIOUS_CLOSING_PRICE = 6, + + /** + * FIX 'M' + * + * @generated from enum value: PRIOR_SETTLEMENT_PRICE = 7; + */ + PRIOR_SETTLEMENT_PRICE = 7, + + /** + * FIX 'H' + * + * @generated from enum value: MID_PRICE = 8; + */ + MID_PRICE = 8, +} + +/** + * Describes the enum dbag.cef.Data.MDEntryPrices.MDEntryType. + */ +export const Data_MDEntryPrices_MDEntryTypeSchema: GenEnum = + /*@__PURE__*/ + enumDesc(file_md_cef, 4, 10, 0) + +/** + * @generated from enum dbag.cef.Data.TradeCondition + */ +export enum Data_TradeCondition { + /** + * FIX Exchange Last + * + * @generated from enum value: U = 0; + */ + U = 0, + + /** + * FIX Opening Price + * + * @generated from enum value: R = 1; + */ + R = 1, + + /** + * FIX Official Close Price + * + * @generated from enum value: AJ = 2; + */ + AJ = 2, + + /** + * FIX Last Auction Price + * + * @generated from enum value: AW = 3; + */ + AW = 3, + + /** + * FIX High Price + * + * @generated from enum value: AX = 4; + */ + AX = 4, + + /** + * FIX Low Price + * + * @generated from enum value: AY = 5; + */ + AY = 5, + + /** + * FIX Previous Closing Price + * + * @generated from enum value: BD = 6; + */ + BD = 6, + + /** + * FIX Midpoint Price //TODO cleanup this in T7 12.1 + * + * @generated from enum value: BB = 7; + */ + BB = 7, + + /** + * FIX Trading On Terms Of issue + * + * @generated from enum value: BC = 8; + */ + BC = 8, + + /** + * FIX Special Auction + * + * @generated from enum value: SA = 9; + */ + SA = 9, + + /** + * FIX Trade At Close + * + * @generated from enum value: TC = 10; + */ + TC = 10, + + /** + * FIX Out of Sequence + * + * @generated from enum value: k = 11; + */ + k = 11, + + /** + * FIX Volume Only + * + * @generated from enum value: a = 12; + */ + a = 12, + + /** + * Retail + * + * @generated from enum value: XR = 13; + */ + XR = 13, +} + +/** + * Describes the enum dbag.cef.Data.TradeCondition. + */ +export const Data_TradeConditionSchema: GenEnum = + /*@__PURE__*/ + enumDesc(file_md_cef, 4, 0) + +/** + * @generated from message dbag.cef.MarketData + */ +export type MarketData = Message<'dbag.cef.MarketData'> & { + /** + * FIX 35 - Message Type + * + * @generated from field: dbag.cef.MarketData.MessageType MsgTyp = 1; + */ + MsgTyp: MarketData_MessageType + + /** + * FIX: ApplicationSequenceControl + * + * @generated from field: dbag.cef.ApplSeqCtrl Seq = 2; + */ + Seq?: ApplSeqCtrl + + /** + * FIX: Instrument + * + * @generated from field: dbag.cef.Instrument Instrmt = 3; + */ + Instrmt?: Instrument + + /** + * @generated from field: dbag.cef.Data Dat = 4; + */ + Dat?: Data +} + +/** + * Describes the message dbag.cef.MarketData. + * Use `create(MarketDataSchema)` to create a new message. + */ +export const MarketDataSchema: GenMessage = /*@__PURE__*/ messageDesc(file_md_cef, 5) + +/** + * @generated from enum dbag.cef.MarketData.MessageType + */ +export enum MarketData_MessageType { + /** + * MarketDataIncrementalRefresh + * + * @generated from enum value: X = 0; + */ + X = 0, + + /** + * MarketDataSnapshotFullRefresh + * + * @generated from enum value: W = 1; + */ + W = 1, +} + +/** + * Describes the enum dbag.cef.MarketData.MessageType. + */ +export const MarketData_MessageTypeSchema: GenEnum = + /*@__PURE__*/ + enumDesc(file_md_cef, 5, 0) From d8eac8dcdc7e617bf0a33a387f3433962be11010 Mon Sep 17 00:00:00 2001 From: chray-zhang Date: Fri, 17 Oct 2025 10:48:16 -0400 Subject: [PATCH 07/18] Put base back in --- .../deutsche-boerse/src/transport/lwba.ts | 302 +++++++++++++++++- .../deutsche-boerse/src/transport/price.ts | 2 +- .../src/transport/wsProtobufTransportBase.ts | 301 ----------------- 3 files changed, 302 insertions(+), 303 deletions(-) delete mode 100644 packages/sources/deutsche-boerse/src/transport/wsProtobufTransportBase.ts diff --git a/packages/sources/deutsche-boerse/src/transport/lwba.ts b/packages/sources/deutsche-boerse/src/transport/lwba.ts index 36dc77448a..3bc6ce51b3 100644 --- a/packages/sources/deutsche-boerse/src/transport/lwba.ts +++ b/packages/sources/deutsche-boerse/src/transport/lwba.ts @@ -1,4 +1,304 @@ -import { createLwbaWsTransport } from './wsProtobufTransportBase' +import { create, fromBinary, toBinary } from '@bufbuild/protobuf' +import { TransportGenerics } from '@chainlink/external-adapter-framework/transports' +import { makeLogger } from '@chainlink/external-adapter-framework/util' +import { config } from '../config' +import { BaseEndpointTypes, Market, MARKETS } from '../endpoint/lwba' +import { BaseEndpointTypes as PriceBaseEndpointTypes } from '../endpoint/price' +import { + RequestSchema, + StreamMessageSchema, + SubscribeSchema, + UnsubscribeSchema, + type StreamMessage, +} from '../gen/client_pb' +import { MarketDataSchema, type MarketData } from '../gen/md_cef_pb' +import { InstrumentQuoteCache, Quote } from './instrument-quote-cache' +import { + decimalToNumber, + hasSingleBidFrame, + hasSingleOfferFrame, + isSingleTradeFrame, + parseIsin, + pickProviderTime, +} from './proto-utils' +import { ProtobufWsTransport } from './protobuf-wstransport' + +export type WsTransportTypes = (BaseEndpointTypes | PriceBaseEndpointTypes) & { + Provider: { + WsMessage: Buffer + } +} + +type BaseTransportTypes = { + Parameters: TransportGenerics['Parameters'] + Response: TransportGenerics['Response'] + Settings: TransportGenerics['Settings'] & typeof config.settings +} + +const logger = makeLogger('DeutscheBoerseTransport') + +export function createLwbaWsTransport( + extractData: (quote: Quote, providerTime: number) => BaseEndpointTypes['Response']['Data'], +) { + const cache = new InstrumentQuoteCache() + let ttlInterval: ReturnType | undefined + const transport = new ProtobufWsTransport({ + url: (context) => `${context.adapterSettings.WS_API_ENDPOINT}/stream?format=proto`, + options: async (context) => ({ + headers: { 'X-API-Key': context.adapterSettings.API_KEY }, + followRedirects: true, + }), + handlers: { + open: async (_connection, context) => { + logger.info('LWBA websocket connection established') + + // Clear any previous interval + if (ttlInterval) { + clearInterval(ttlInterval) + ttlInterval = undefined + } + + const doRefresh = async () => { + try { + await updateTTL(transport, context.adapterSettings.CACHE_MAX_AGE) + logger.info( + { refreshMs: context.adapterSettings.CACHE_TTL_REFRESH_MS }, + 'Refreshed TTL for active subscriptions', + ) + } catch (err) { + logger.error({ err }, 'Failed TTL refresh') + } + } + + // Refresh immediately, then every minute + await doRefresh() + ttlInterval = setInterval(doRefresh, context.adapterSettings.CACHE_TTL_REFRESH_MS) + }, + error: (errorEvent) => { + logger.error({ errorEvent }, 'LWBA websocket error') + }, + close: (closeEvent) => { + const code = (closeEvent as any)?.code + const reason = (closeEvent as any)?.reason + const wasClean = (closeEvent as any)?.wasClean + logger.info({ code, reason, wasClean }, 'LWBA websocket closed') + if (ttlInterval) { + clearInterval(ttlInterval) + ttlInterval = undefined + } + }, + message(buf) { + logger.debug( + { + payloadType: Buffer.isBuffer(buf) ? 'buffer' : typeof buf, + byteLength: Buffer.isBuffer(buf) ? buf.byteLength : undefined, + }, + 'LWBA websocket message received', + ) + + const sm = decodeStreamMessage(buf) + if (!sm) { + return [] + } + transport.lastMessageReceivedAt = Date.now() + const decoded = decodeSingleMarketData(sm) + if (!decoded) { + return [] + } + const { market, md } = decoded + const result = processMarketData(md, cache, market) + if (!result) { + return [] + } + const { isin, providerTime } = result + const quote = cache.get(market, isin) + if (quote == null) { + logger.error({ isin, market }, 'Quote missing from cache after processing frame') + return [] + } + const responseData = extractData(quote, providerTime) + if (!responseData) { + logger.debug({ isin, market }, 'Awaiting complete data before emitting') + return [] + } + return [ + { + params: { isin, market }, + response: { + result: null, + data: responseData as WsTransportTypes['Response']['Data'], + timestamps: { providerIndicatedTimeUnixMs: providerTime }, + }, + }, + ] + }, + }, + builders: { + subscribeMessage: (p: { market: string; isin: string }) => { + if (cache.isEmpty()) { + cache.activate(p.market, p.isin) + const req = create(RequestSchema, { + event: 'subscribe', + requestId: BigInt(Date.now()), + subscribe: create(SubscribeSchema, { + stream: [{ stream: p.market }], + }), + }) + logger.info( + { isin: p.isin, market: p.market }, + 'Building initial subscribe request (first instrument activates stream)', + ) + return toBinary(RequestSchema, req) + } + cache.activate(p.market, p.isin) + logger.debug( + { isin: p.isin, market: p.market }, + 'Instrument activated; stream already subscribed, no outbound subscribe message sent', + ) + return undefined + }, + + unsubscribeMessage: (p: { market: string; isin: string }) => { + cache.deactivate(p.market, p.isin) + if (cache.isEmpty()) { + const req = create(RequestSchema, { + event: 'unsubscribe', + requestId: BigInt(Date.now()), + unsubscribe: create(UnsubscribeSchema, { stream: [p.market] }), + }) + logger.info( + { isin: p.isin, market: p.market }, + 'All instruments deactivated; building unsubscribe request', + ) + return toBinary(RequestSchema, req) + } + logger.debug( + { isin: p.isin, market: p.market }, + 'Instrument deactivated; other instruments still active, no outbound unsubscribe sent', + ) + return undefined + }, + }, + }) + return transport +} + +// --- helpers ----------------------------------------------------------------- +function decodeStreamMessage(buf: Buffer): StreamMessage | null { + try { + return fromBinary(StreamMessageSchema, buf) + } catch (err) { + logger.error({ err }, 'Failed to decode Client.StreamMessage from binary') + return null + } +} + +const updateTTL = async (transport: ProtobufWsTransport, ttl: number) => { + const params = await transport.subscriptionSet.getAll() + transport.responseCache.writeTTL(transport.name, params, ttl) +} +function processMarketData( + md: MarketData, + cache: InstrumentQuoteCache, + market: string, +): { + isin: string + providerTime: number +} | null { + logger.info('Processing MarketData frame') + const isin = parseIsin(md) + if (!isin) { + logger.warn({ md }, 'Could not parse ISIN from MarketData') + return null + } + const dat: any = (md as MarketData)?.Dat + if (!dat) { + logger.warn({ md }, 'Could not parse MarketData from MarketData.Instrmt') + return null + } + + const quote = cache.get(market, isin) + if (!quote) { + logger.debug({ isin, market }, 'Ignoring message for inactive instrument (not in cache)') + return null + } + + const providerTime = pickProviderTime(dat) + + if (isSingleTradeFrame(dat)) { + const latestPrice = decimalToNumber(dat!.Px) + cache.addTrade(market, isin, latestPrice, providerTime) + logger.debug( + { isin, latestPrice, providerTimeUnixMs: providerTime }, + 'Processed single trade frame', + ) + return { isin, providerTime } + } + if (hasSingleBidFrame(dat) && hasSingleOfferFrame(dat)) { + const bidPx = decimalToNumber(dat!.Bid!.Px) + const askPx = decimalToNumber(dat!.Offer!.Px) + const bidSz = decimalToNumber(dat!.Bid!.Sz) + const askSz = decimalToNumber(dat!.Offer!.Sz) + cache.addQuote(market, isin, bidPx, askPx, providerTime, bidSz, askSz) + logger.debug( + { isin, bid: bidPx, ask: askPx, mid: (bidPx + askPx) / 2, providerTimeUnixMs: providerTime }, + 'Processed single quote frame', + ) + return { isin, providerTime } + } + if (hasSingleBidFrame(dat)) { + const bidPx = decimalToNumber(dat!.Bid!.Px) + const bidSz = decimalToNumber(dat!.Bid!.Sz) + cache.addBid(market, isin, bidPx, providerTime, bidSz) + logger.debug( + { isin, bid: bidPx, providerTimeUnixMs: providerTime }, + 'Processed single bid frame', + ) + return { isin, providerTime } + } + + if (hasSingleOfferFrame(dat)) { + const askPx = decimalToNumber(dat!.Offer!.Px) + const askSz = decimalToNumber(dat!.Offer!.Sz) + cache.addAsk(market, isin, askPx, providerTime, askSz) + logger.debug( + { isin, ask: askPx, providerTimeUnixMs: providerTime }, + 'Processed single offer frame', + ) + return { isin, providerTime } + } + + logger.debug({ isin, keys: Object.keys(dat ?? {}) }, 'Ignoring unsupported market data frame') + return null +} + +function decodeSingleMarketData(sm: StreamMessage): { market: Market; md: MarketData } | undefined { + const msgs = sm.messages ?? [] + if (msgs.length !== 1) { + logger.warn({ count: msgs.length }, 'Expected exactly one message in StreamMessage') + return + } + const subs = sm.subs ?? '' + let market + if (isMarket(subs)) { + market = subs + } else { + logger.error({ subs }, 'Unsupported market/stream identifier in StreamMessage.subs') + return + } + const anyMsg = msgs[0] + try { + const md = fromBinary(MarketDataSchema, anyMsg.value) + return { market, md } + } catch (err) { + logger.error({ err }, 'Failed to decode MarketData from StreamMessage') + return + } +} + +function isMarket(x: string): x is Market { + return (MARKETS as readonly string[]).includes(x) +} export const lwbaProtobufWsTransport = createLwbaWsTransport((quote) => { if ( diff --git a/packages/sources/deutsche-boerse/src/transport/price.ts b/packages/sources/deutsche-boerse/src/transport/price.ts index 39f1ee584d..1370d9bad0 100644 --- a/packages/sources/deutsche-boerse/src/transport/price.ts +++ b/packages/sources/deutsche-boerse/src/transport/price.ts @@ -1,4 +1,4 @@ -import { createLwbaWsTransport } from './wsProtobufTransportBase' +import { createLwbaWsTransport } from './lwba' export const priceProtobufWsTransport = createLwbaWsTransport((quote) => { if ( diff --git a/packages/sources/deutsche-boerse/src/transport/wsProtobufTransportBase.ts b/packages/sources/deutsche-boerse/src/transport/wsProtobufTransportBase.ts deleted file mode 100644 index 8a2d4123d3..0000000000 --- a/packages/sources/deutsche-boerse/src/transport/wsProtobufTransportBase.ts +++ /dev/null @@ -1,301 +0,0 @@ -import { create, fromBinary, toBinary } from '@bufbuild/protobuf' -import { TransportGenerics } from '@chainlink/external-adapter-framework/transports' -import { makeLogger } from '@chainlink/external-adapter-framework/util' -import { config } from '../config' -import { BaseEndpointTypes, Market, MARKETS } from '../endpoint/lwba' -import { BaseEndpointTypes as PriceBaseEndpointTypes } from '../endpoint/price' -import { - RequestSchema, - StreamMessageSchema, - SubscribeSchema, - UnsubscribeSchema, - type StreamMessage, -} from '../gen/client_pb' -import { MarketDataSchema, type MarketData } from '../gen/md_cef_pb' -import { InstrumentQuoteCache, Quote } from './instrument-quote-cache' -import { - decimalToNumber, - hasSingleBidFrame, - hasSingleOfferFrame, - isSingleTradeFrame, - parseIsin, - pickProviderTime, -} from './proto-utils' -import { ProtobufWsTransport } from './protobuf-wstransport' - -export type WsTransportTypes = (BaseEndpointTypes | PriceBaseEndpointTypes) & { - Provider: { - WsMessage: Buffer - } -} - -type BaseTransportTypes = { - Parameters: TransportGenerics['Parameters'] - Response: TransportGenerics['Response'] - Settings: TransportGenerics['Settings'] & typeof config.settings -} - -const logger = makeLogger('DeutscheBoerseTransport') - -export function createLwbaWsTransport( - extractData: (quote: Quote, providerTime: number) => BaseEndpointTypes['Response']['Data'], -) { - const cache = new InstrumentQuoteCache() - let ttlInterval: ReturnType | undefined - const transport = new ProtobufWsTransport({ - url: (context) => `${context.adapterSettings.WS_API_ENDPOINT}/stream?format=proto`, - options: async (context) => ({ - headers: { 'X-API-Key': context.adapterSettings.API_KEY }, - followRedirects: true, - }), - handlers: { - open: async (_connection, context) => { - logger.info('LWBA websocket connection established') - - // Clear any previous interval - if (ttlInterval) { - clearInterval(ttlInterval) - ttlInterval = undefined - } - - const doRefresh = async () => { - try { - await updateTTL(transport, context.adapterSettings.CACHE_MAX_AGE) - logger.info( - { refreshMs: context.adapterSettings.CACHE_TTL_REFRESH_MS }, - 'Refreshed TTL for active subscriptions', - ) - } catch (err) { - logger.error({ err }, 'Failed TTL refresh') - } - } - - // Refresh immediately, then every minute - await doRefresh() - ttlInterval = setInterval(doRefresh, context.adapterSettings.CACHE_TTL_REFRESH_MS) - }, - error: (errorEvent) => { - logger.error({ errorEvent }, 'LWBA websocket error') - }, - close: (closeEvent) => { - const code = (closeEvent as any)?.code - const reason = (closeEvent as any)?.reason - const wasClean = (closeEvent as any)?.wasClean - logger.info({ code, reason, wasClean }, 'LWBA websocket closed') - if (ttlInterval) { - clearInterval(ttlInterval) - ttlInterval = undefined - } - }, - message(buf) { - logger.debug( - { - payloadType: Buffer.isBuffer(buf) ? 'buffer' : typeof buf, - byteLength: Buffer.isBuffer(buf) ? buf.byteLength : undefined, - }, - 'LWBA websocket message received', - ) - - const sm = decodeStreamMessage(buf) - if (!sm) { - return [] - } - transport.lastMessageReceivedAt = Date.now() - const decoded = decodeSingleMarketData(sm) - if (!decoded) { - return [] - } - const { market, md } = decoded - const result = processMarketData(md, cache, market) - if (!result) { - return [] - } - const { isin, providerTime } = result - const quote = cache.get(market, isin) - if (quote == null) { - logger.error({ isin, market }, 'Quote missing from cache after processing frame') - return [] - } - const responseData = extractData(quote, providerTime) - if (!responseData) { - logger.debug({ isin, market }, 'Awaiting complete data before emitting') - return [] - } - return [ - { - params: { isin, market }, - response: { - result: null, - data: responseData as WsTransportTypes['Response']['Data'], - timestamps: { providerIndicatedTimeUnixMs: providerTime }, - }, - }, - ] - }, - }, - builders: { - subscribeMessage: (p: { market: string; isin: string }) => { - if (cache.isEmpty()) { - cache.activate(p.market, p.isin) - const req = create(RequestSchema, { - event: 'subscribe', - requestId: BigInt(Date.now()), - subscribe: create(SubscribeSchema, { - stream: [{ stream: p.market }], - }), - }) - logger.info( - { isin: p.isin, market: p.market }, - 'Building initial subscribe request (first instrument activates stream)', - ) - return toBinary(RequestSchema, req) - } - cache.activate(p.market, p.isin) - logger.debug( - { isin: p.isin, market: p.market }, - 'Instrument activated; stream already subscribed, no outbound subscribe message sent', - ) - return undefined - }, - - unsubscribeMessage: (p: { market: string; isin: string }) => { - cache.deactivate(p.market, p.isin) - if (cache.isEmpty()) { - const req = create(RequestSchema, { - event: 'unsubscribe', - requestId: BigInt(Date.now()), - unsubscribe: create(UnsubscribeSchema, { stream: [p.market] }), - }) - logger.info( - { isin: p.isin, market: p.market }, - 'All instruments deactivated; building unsubscribe request', - ) - return toBinary(RequestSchema, req) - } - logger.debug( - { isin: p.isin, market: p.market }, - 'Instrument deactivated; other instruments still active, no outbound unsubscribe sent', - ) - return undefined - }, - }, - }) - return transport -} - -// --- helpers ----------------------------------------------------------------- -function decodeStreamMessage(buf: Buffer): StreamMessage | null { - try { - return fromBinary(StreamMessageSchema, buf) - } catch (err) { - logger.error({ err }, 'Failed to decode Client.StreamMessage from binary') - return null - } -} - -const updateTTL = async (transport: ProtobufWsTransport, ttl: number) => { - const params = await transport.subscriptionSet.getAll() - transport.responseCache.writeTTL(transport.name, params, ttl) -} -function processMarketData( - md: MarketData, - cache: InstrumentQuoteCache, - market: string, -): { - isin: string - providerTime: number -} | null { - logger.info('Processing MarketData frame') - const isin = parseIsin(md) - if (!isin) { - logger.warn({ md }, 'Could not parse ISIN from MarketData') - return null - } - const dat: any = (md as MarketData)?.Dat - if (!dat) { - logger.warn({ md }, 'Could not parse MarketData from MarketData.Instrmt') - return null - } - - const quote = cache.get(market, isin) - if (!quote) { - logger.debug({ isin, market }, 'Ignoring message for inactive instrument (not in cache)') - return null - } - - const providerTime = pickProviderTime(dat) - - if (isSingleTradeFrame(dat)) { - const latestPrice = decimalToNumber(dat!.Px) - cache.addTrade(market, isin, latestPrice, providerTime) - logger.debug( - { isin, latestPrice, providerTimeUnixMs: providerTime }, - 'Processed single trade frame', - ) - return { isin, providerTime } - } - if (hasSingleBidFrame(dat) && hasSingleOfferFrame(dat)) { - const bidPx = decimalToNumber(dat!.Bid!.Px) - const askPx = decimalToNumber(dat!.Offer!.Px) - const bidSz = decimalToNumber(dat!.Bid!.Sz) - const askSz = decimalToNumber(dat!.Offer!.Sz) - cache.addQuote(market, isin, bidPx, askPx, providerTime, bidSz, askSz) - logger.debug( - { isin, bid: bidPx, ask: askPx, mid: (bidPx + askPx) / 2, providerTimeUnixMs: providerTime }, - 'Processed single quote frame', - ) - return { isin, providerTime } - } - if (hasSingleBidFrame(dat)) { - const bidPx = decimalToNumber(dat!.Bid!.Px) - const bidSz = decimalToNumber(dat!.Bid!.Sz) - cache.addBid(market, isin, bidPx, providerTime, bidSz) - logger.debug( - { isin, bid: bidPx, providerTimeUnixMs: providerTime }, - 'Processed single bid frame', - ) - return { isin, providerTime } - } - - if (hasSingleOfferFrame(dat)) { - const askPx = decimalToNumber(dat!.Offer!.Px) - const askSz = decimalToNumber(dat!.Offer!.Sz) - cache.addAsk(market, isin, askPx, providerTime, askSz) - logger.debug( - { isin, ask: askPx, providerTimeUnixMs: providerTime }, - 'Processed single offer frame', - ) - return { isin, providerTime } - } - - logger.debug({ isin, keys: Object.keys(dat ?? {}) }, 'Ignoring unsupported market data frame') - return null -} - -function decodeSingleMarketData(sm: StreamMessage): { market: Market; md: MarketData } | undefined { - const msgs = sm.messages ?? [] - if (msgs.length !== 1) { - logger.warn({ count: msgs.length }, 'Expected exactly one message in StreamMessage') - return - } - const subs = sm.subs ?? '' - let market - if (isMarket(subs)) { - market = subs - } else { - logger.error({ subs }, 'Unsupported market/stream identifier in StreamMessage.subs') - return - } - const anyMsg = msgs[0] - try { - const md = fromBinary(MarketDataSchema, anyMsg.value) - return { market, md } - } catch (err) { - logger.error({ err }, 'Failed to decode MarketData from StreamMessage') - return - } -} - -function isMarket(x: string): x is Market { - return (MARKETS as readonly string[]).includes(x) -} From c401485293ef6315d0dd7b84659bbb6dc6bd67f0 Mon Sep 17 00:00:00 2001 From: chray-zhang Date: Fri, 17 Oct 2025 12:21:46 -0400 Subject: [PATCH 08/18] tests and comments --- .../deutsche-boerse/src/endpoint/lwba.ts | 2 - .../deutsche-boerse/src/endpoint/price.ts | 4 +- packages/sources/deutsche-boerse/src/index.ts | 2 +- .../deutsche-boerse/src/transport/lwba.ts | 10 +- .../deutsche-boerse/src/transport/price.ts | 8 +- .../__snapshots__/adapter.test.ts.snap | 34 ++++++ .../test/integration/adapter.test.ts | 36 ++++-- .../test/integration/fixtures.ts | 4 +- .../deutsche-boerse/test/unit/lwba.test.ts | 103 ++++++------------ 9 files changed, 105 insertions(+), 98 deletions(-) diff --git a/packages/sources/deutsche-boerse/src/endpoint/lwba.ts b/packages/sources/deutsche-boerse/src/endpoint/lwba.ts index 880fe517c7..e1e74f3aca 100644 --- a/packages/sources/deutsche-boerse/src/endpoint/lwba.ts +++ b/packages/sources/deutsche-boerse/src/endpoint/lwba.ts @@ -38,8 +38,6 @@ interface LwbaResponse { ask: number bidSize: number askSize: number - quoteProviderIndicatedTimeUnixMs: number - tradeProviderIndicatedTimeUnixMs: number } } diff --git a/packages/sources/deutsche-boerse/src/endpoint/price.ts b/packages/sources/deutsche-boerse/src/endpoint/price.ts index f4c120d257..a0a4f13232 100644 --- a/packages/sources/deutsche-boerse/src/endpoint/price.ts +++ b/packages/sources/deutsche-boerse/src/endpoint/price.ts @@ -7,8 +7,6 @@ export interface priceResponse { Result: number | null Data: { latestPrice: number - quoteProviderIndicatedTimeUnixMs: number - tradeProviderIndicatedTimeUnixMs: number } } @@ -19,7 +17,7 @@ export type BaseEndpointTypes = { } export const endpoint = new AdapterEndpoint({ - name: 'lprice', + name: 'price', aliases: [], transport: priceProtobufWsTransport, inputParameters, diff --git a/packages/sources/deutsche-boerse/src/index.ts b/packages/sources/deutsche-boerse/src/index.ts index 0cb2c42a6b..c7d46b0091 100644 --- a/packages/sources/deutsche-boerse/src/index.ts +++ b/packages/sources/deutsche-boerse/src/index.ts @@ -4,7 +4,7 @@ import { config } from './config' import { lwba, price } from './endpoint' export const adapter = new Adapter({ - defaultEndpoint: price.name, + defaultEndpoint: lwba.name, name: 'DEUTSCHE_BOERSE', config, endpoints: [lwba, price], diff --git a/packages/sources/deutsche-boerse/src/transport/lwba.ts b/packages/sources/deutsche-boerse/src/transport/lwba.ts index 3bc6ce51b3..e19634c57c 100644 --- a/packages/sources/deutsche-boerse/src/transport/lwba.ts +++ b/packages/sources/deutsche-boerse/src/transport/lwba.ts @@ -305,8 +305,8 @@ export const lwbaProtobufWsTransport = createLwbaWsTransport((quote) => { quote.bid == null || quote.ask == null || quote.mid == null || - quote.quoteProviderTimeUnixMs == null || - quote.tradeProviderTimeUnixMs == null + quote.bidSize == null || + quote.askSize == null ) { return undefined } @@ -315,9 +315,7 @@ export const lwbaProtobufWsTransport = createLwbaWsTransport((quote) => { bid: quote.bid, ask: quote.ask, mid: quote.mid, - bidSize: quote.bidSize ?? null, - askSize: quote.askSize ?? null, - quoteProviderIndicatedTimeUnixMs: quote.quoteProviderTimeUnixMs, - tradeProviderIndicatedTimeUnixMs: quote.tradeProviderTimeUnixMs, + bidSize: quote.bidSize, + askSize: quote.askSize, } }) diff --git a/packages/sources/deutsche-boerse/src/transport/price.ts b/packages/sources/deutsche-boerse/src/transport/price.ts index 1370d9bad0..e32d7a244e 100644 --- a/packages/sources/deutsche-boerse/src/transport/price.ts +++ b/packages/sources/deutsche-boerse/src/transport/price.ts @@ -1,17 +1,11 @@ import { createLwbaWsTransport } from './lwba' export const priceProtobufWsTransport = createLwbaWsTransport((quote) => { - if ( - quote.latestPrice == null || - quote.quoteProviderTimeUnixMs == null || - quote.tradeProviderTimeUnixMs == null - ) { + if (quote.latestPrice == null) { return undefined } return { latestPrice: quote.latestPrice, - quoteProviderIndicatedTimeUnixMs: quote.quoteProviderTimeUnixMs, - tradeProviderIndicatedTimeUnixMs: quote.tradeProviderTimeUnixMs, } }) diff --git a/packages/sources/deutsche-boerse/test/integration/__snapshots__/adapter.test.ts.snap b/packages/sources/deutsche-boerse/test/integration/__snapshots__/adapter.test.ts.snap index 7c9f0c7c4f..0c4aefd5d9 100644 --- a/packages/sources/deutsche-boerse/test/integration/__snapshots__/adapter.test.ts.snap +++ b/packages/sources/deutsche-boerse/test/integration/__snapshots__/adapter.test.ts.snap @@ -1,5 +1,24 @@ // Jest Snapshot v1, https://goo.gl/fbAQLP +exports[`websocket lwba endpoint returns success and exposes bid/ask/mid fields 1`] = ` +{ + "data": { + "ask": 101, + "askSize": 1000, + "bid": 100, + "bidSize": 2000, + "mid": 100.5, + }, + "result": null, + "statusCode": 200, + "timestamps": { + "providerDataReceivedUnixMs": 1018, + "providerDataStreamEstablishedUnixMs": 1010, + "providerIndicatedTimeUnixMs": 6, + }, +} +`; + exports[`websocket lwba endpoint returns success and exposes quote/trade fields 1`] = ` { "data": { @@ -19,3 +38,18 @@ exports[`websocket lwba endpoint returns success and exposes quote/trade fields }, } `; + +exports[`websocket price endpoint returns success and exposes latestPrice 1`] = ` +{ + "data": { + "latestPrice": 100.1, + }, + "result": null, + "statusCode": 200, + "timestamps": { + "providerDataReceivedUnixMs": 2028, + "providerDataStreamEstablishedUnixMs": 2020, + "providerIndicatedTimeUnixMs": 6, + }, +} +`; diff --git a/packages/sources/deutsche-boerse/test/integration/adapter.test.ts b/packages/sources/deutsche-boerse/test/integration/adapter.test.ts index 7a49ff59ba..d87c9eae2f 100644 --- a/packages/sources/deutsche-boerse/test/integration/adapter.test.ts +++ b/packages/sources/deutsche-boerse/test/integration/adapter.test.ts @@ -46,7 +46,7 @@ describe('websocket', () => { }) describe('lwba endpoint', () => { - it('returns success and exposes quote/trade fields', async () => { + it('returns success and exposes bid/ask/mid fields', async () => { const response = await testAdapter.request(dataLwba) const body = response.json() @@ -57,16 +57,32 @@ describe('websocket', () => { expect(d).toHaveProperty('bid') expect(d).toHaveProperty('ask') expect(d).toHaveProperty('mid') + expect(d).toHaveProperty('bidSize') + expect(d).toHaveProperty('askSize') + expect(typeof d.bid).toBe('number') + expect(typeof d.ask).toBe('number') + expect(typeof d.mid).toBe('number') + expect(typeof d.bidSize).toBe('number') + expect(typeof d.askSize).toBe('number') + expect(body).toMatchSnapshot() + }) + }) + + describe('price endpoint', () => { + it('returns success and exposes latestPrice', async () => { + const dataPrice = { + ...dataLwba, + endpoint: 'price', + } + const response = await testAdapter.request(dataPrice) + const body = response.json() + + expect(response.statusCode).toBe(200) + expect(body.statusCode).toBe(200) + expect(body).toHaveProperty('data') + const d = body.data expect(d).toHaveProperty('latestPrice') - expect(d).toHaveProperty('quoteProviderIndicatedTimeUnixMs') - expect(d).toHaveProperty('tradeProviderIndicatedTimeUnixMs') - const numOrNull = (v: unknown) => v === null || typeof v === 'number' - expect(numOrNull(d.bid)).toBe(true) - expect(numOrNull(d.ask)).toBe(true) - expect(numOrNull(d.mid)).toBe(true) - expect(numOrNull(d.latestPrice)).toBe(true) - expect(numOrNull(d.quoteProviderIndicatedTimeUnixMs)).toBe(true) - expect(numOrNull(d.tradeProviderIndicatedTimeUnixMs)).toBe(true) + expect(typeof d.latestPrice).toBe('number') expect(body).toMatchSnapshot() }) }) diff --git a/packages/sources/deutsche-boerse/test/integration/fixtures.ts b/packages/sources/deutsche-boerse/test/integration/fixtures.ts index b84a4e2ad5..b3726320e0 100644 --- a/packages/sources/deutsche-boerse/test/integration/fixtures.ts +++ b/packages/sources/deutsche-boerse/test/integration/fixtures.ts @@ -35,8 +35,8 @@ const ack = (requestId: bigint, seq: bigint): Uint8Array => const quoteFrame = (seq: bigint): Uint8Array => { const dat = create(DataSchema, { - Bid: { Px: dec(10000n, -2) }, // 100.00 - Offer: { Px: dec(10100n, -2) }, // 101.00 + Bid: { Px: dec(10000n, -2), Sz: dec(2000n, 0) }, // 100.00, size 2000 + Offer: { Px: dec(10100n, -2), Sz: dec(1000n, 0) }, // 101.00, size 1000 Tm: 5_000_000n, // 5 ms } as any) const md = create(MarketDataSchema, { Instrmt: { Sym: TEST_ISIN }, Dat: dat } as any) diff --git a/packages/sources/deutsche-boerse/test/unit/lwba.test.ts b/packages/sources/deutsche-boerse/test/unit/lwba.test.ts index 18aa9ae2ad..9f402f2467 100644 --- a/packages/sources/deutsche-boerse/test/unit/lwba.test.ts +++ b/packages/sources/deutsche-boerse/test/unit/lwba.test.ts @@ -33,17 +33,11 @@ function makeStreamBuffer(md: MarketData | MarketDataInit): Buffer { describe('LWBA websocket transport base functionality', () => { // Test the base transport functionality using a simplified extract function const mockExtractData = (quote: any) => { - if ( - quote.latestPrice == null || - quote.quoteProviderTimeUnixMs == null || - quote.tradeProviderTimeUnixMs == null - ) { + if (quote.latestPrice == null) { return undefined } return { latestPrice: quote.latestPrice, - quoteProviderIndicatedTimeUnixMs: quote.quoteProviderTimeUnixMs, - tradeProviderIndicatedTimeUnixMs: quote.tradeProviderTimeUnixMs, } } @@ -134,8 +128,8 @@ describe('LWBA Latest Price Transport', () => { // Quote (no latestPrice yet) -> should NOT emit const quoteDat = create(DataSchema, { - Bid: { Px: dec(BigInt(10000), -2) }, - Offer: { Px: dec(BigInt(10100), -2) }, + Bid: { Px: dec(BigInt(10000), -2), Sz: dec(BigInt(2000), 0) }, + Offer: { Px: dec(BigInt(10100), -2), Sz: dec(BigInt(1000), 0) }, Tm: BigInt(5000000), } as any) const quoteMd = create(MarketDataSchema, { Instrmt: { Sym: ISIN }, Dat: quoteDat } as any) @@ -152,9 +146,6 @@ describe('LWBA Latest Price Transport', () => { const d = entry.response.data expect(d.latestPrice).toBe(99.99) - expect(d.quoteProviderIndicatedTimeUnixMs).toBe(5) - expect(d.tradeProviderIndicatedTimeUnixMs).toBe(6) - expect(entry.response.timestamps.providerIndicatedTimeUnixMs).toBe(6) }) test('emits when complete data is available from cache', () => { @@ -169,43 +160,33 @@ describe('LWBA Latest Price Transport', () => { // Should emit because we now have complete data (quote from previous test + trade from this test) expect(tradeRes.length).toBe(1) expect(tradeRes[0].response.data.latestPrice).toBe(99.99) - expect(tradeRes[0].response.data.quoteProviderIndicatedTimeUnixMs).toBe(5) - expect(tradeRes[0].response.data.tradeProviderIndicatedTimeUnixMs).toBe(6) }) }) describe('LWBA Metadata Transport', () => { - test('emits only when bid, ask, and latestPrice are available', () => { + test('emits when complete bid/ask data with sizes is available', () => { const t = lwbaProtobufWsTransport as any - t.config.builders.subscribeMessage({ market: MARKET, isin: ISIN }) + const FRESH_ISIN = 'DE0005810055' // Use unique ISIN to avoid cache interference + t.config.builders.subscribeMessage({ market: MARKET, isin: FRESH_ISIN }) - // Quote only -> should NOT emit yet + // Complete quote with bid, ask, and sizes -> should emit const quoteDat = create(DataSchema, { - Bid: { Px: dec(BigInt(10000), -2) }, - Offer: { Px: dec(BigInt(10100), -2) }, + Bid: { Px: dec(BigInt(10000), -2), Sz: dec(BigInt(2000), 0) }, + Offer: { Px: dec(BigInt(10100), -2), Sz: dec(BigInt(1000), 0) }, Tm: BigInt(5000000), } as any) - const quoteMd = create(MarketDataSchema, { Instrmt: { Sym: ISIN }, Dat: quoteDat } as any) + const quoteMd = create(MarketDataSchema, { Instrmt: { Sym: FRESH_ISIN }, Dat: quoteDat } as any) const quoteRes = t.config.handlers.message(makeStreamBuffer(quoteMd)) - expect(quoteRes).toEqual([]) - - // Trade (now we have complete data) -> should emit - const tradeDat = create(DataSchema, { Px: dec(BigInt(9999), -2), Tm: BigInt(6000000) } as any) - const tradeMd = create(MarketDataSchema, { Instrmt: { Sym: ISIN }, Dat: tradeDat } as any) - const tradeRes = t.config.handlers.message(makeStreamBuffer(tradeMd)) - expect(tradeRes.length).toBe(1) - const [entry] = tradeRes + expect(quoteRes.length).toBe(1) + const [entry] = quoteRes const d = entry.response.data expect(d.bid).toBe(100) expect(d.ask).toBe(101) expect(d.mid).toBe(100.5) - expect(d.bidSize).toBe(null) - expect(d.askSize).toBe(null) - expect(d.quoteProviderIndicatedTimeUnixMs).toBe(5) - expect(d.tradeProviderIndicatedTimeUnixMs).toBe(6) - expect(entry.response.timestamps.providerIndicatedTimeUnixMs).toBe(6) + expect(d.bidSize).toBe(2000) + expect(d.askSize).toBe(1000) }) test('bid-only then ask-only then trade → emits when complete', () => { @@ -215,7 +196,10 @@ describe('LWBA Metadata Transport', () => { // bid-only -> might emit if there's already trade data in cache from previous tests const bidOnly = create(MarketDataSchema, { Instrmt: { Sym: ISIN }, - Dat: create(DataSchema, { Bid: { Px: dec(BigInt(10000), -2) }, Tm: BigInt(10000000) } as any), + Dat: create(DataSchema, { + Bid: { Px: dec(BigInt(10000), -2), Sz: dec(BigInt(2000), 0) }, + Tm: BigInt(10000000), + } as any), } as any) const bidResult = t.config.handlers.message(makeStreamBuffer(bidOnly)) // The result depends on whether there's already trade data in the cache @@ -228,15 +212,20 @@ describe('LWBA Metadata Transport', () => { const askOnly = create(MarketDataSchema, { Instrmt: { Sym: ISIN }, Dat: create(DataSchema, { - Offer: { Px: dec(BigInt(10200), -2) }, + Offer: { Px: dec(BigInt(10200), -2), Sz: dec(BigInt(750), 0) }, Tm: BigInt(11000000), } as any), } as any) + t.config.handlers.message(makeStreamBuffer(askOnly)) // trade → should definitely emit now that we have complete fresh data const trade = create(MarketDataSchema, { Instrmt: { Sym: ISIN }, - Dat: create(DataSchema, { Px: dec(BigInt(10100), -2), Tm: BigInt(12000000) } as any), + Dat: create(DataSchema, { + Px: dec(BigInt(10100), -2), + Sz: dec(BigInt(500), 0), + Tm: BigInt(12000000), + } as any), } as any) const result = t.config.handlers.message(makeStreamBuffer(trade)) expect(result.length).toBe(1) @@ -245,15 +234,13 @@ describe('LWBA Metadata Transport', () => { expect(entry.response.data.bid).toBe(100) expect(entry.response.data.ask).toBe(102) expect(entry.response.data.mid).toBe(101) - expect(entry.response.data.quoteProviderIndicatedTimeUnixMs).toBe(11) - expect(entry.response.data.tradeProviderIndicatedTimeUnixMs).toBe(12) }) test('protobuf with bid/ask sizes are handled correctly', () => { const t = lwbaProtobufWsTransport as any t.config.builders.subscribeMessage({ market: MARKET, isin: OTHER }) // Use different ISIN to avoid cache interference - // Quote with sizes -> should NOT emit yet (no trade data) + // Quote with sizes -> should emit immediately as all required data is present const quoteDat = create(DataSchema, { Bid: { Px: dec(BigInt(9500), -2), Sz: dec(BigInt(1500), 0) }, Offer: { Px: dec(BigInt(9600), -2), Sz: dec(BigInt(1600), 0) }, @@ -261,15 +248,9 @@ describe('LWBA Metadata Transport', () => { } as any) const quoteMd = create(MarketDataSchema, { Instrmt: { Sym: OTHER }, Dat: quoteDat } as any) const quoteRes = t.config.handlers.message(makeStreamBuffer(quoteMd)) - expect(quoteRes).toEqual([]) - - // Trade (now we have complete data) -> should emit - const tradeDat = create(DataSchema, { Px: dec(BigInt(9550), -2), Tm: BigInt(8000000) } as any) - const tradeMd = create(MarketDataSchema, { Instrmt: { Sym: OTHER }, Dat: tradeDat } as any) - const tradeRes = t.config.handlers.message(makeStreamBuffer(tradeMd)) - expect(tradeRes.length).toBe(1) - const [entry] = tradeRes + expect(quoteRes.length).toBe(1) + const [entry] = quoteRes const d = entry.response.data expect(d.bid).toBe(95) @@ -277,42 +258,30 @@ describe('LWBA Metadata Transport', () => { expect(d.mid).toBe(95.5) expect(d.bidSize).toBe(1500) expect(d.askSize).toBe(1600) - expect(d.quoteProviderIndicatedTimeUnixMs).toBe(7) - expect(d.tradeProviderIndicatedTimeUnixMs).toBe(8) - expect(entry.response.timestamps.providerIndicatedTimeUnixMs).toBe(8) }) - test('protobuf without bid/ask sizes defaults to null/undefined', () => { + test('protobuf with zero bid/ask sizes emits successfully', () => { const t = lwbaProtobufWsTransport as any const TEST_ISIN = 'TEST123456789' // Use unique ISIN to avoid cache interference t.config.builders.subscribeMessage({ market: MARKET, isin: TEST_ISIN }) - // Quote without sizes -> should NOT emit yet (no trade data) + // Quote with zero sizes -> lwba transport treats 0 as valid, so it should emit const quoteDat = create(DataSchema, { - Bid: { Px: dec(BigInt(8500), -2) }, - Offer: { Px: dec(BigInt(8600), -2) }, + Bid: { Px: dec(BigInt(8500), -2), Sz: dec(BigInt(0), 0) }, + Offer: { Px: dec(BigInt(8600), -2), Sz: dec(BigInt(0), 0) }, Tm: BigInt(9000000), } as any) const quoteMd = create(MarketDataSchema, { Instrmt: { Sym: TEST_ISIN }, Dat: quoteDat } as any) const quoteRes = t.config.handlers.message(makeStreamBuffer(quoteMd)) - expect(quoteRes).toEqual([]) - - // Trade (now we have complete data) -> should emit - const tradeDat = create(DataSchema, { Px: dec(BigInt(8550), -2), Tm: BigInt(10000000) } as any) - const tradeMd = create(MarketDataSchema, { Instrmt: { Sym: TEST_ISIN }, Dat: tradeDat } as any) - const tradeRes = t.config.handlers.message(makeStreamBuffer(tradeMd)) - expect(tradeRes.length).toBe(1) - const [entry] = tradeRes + expect(quoteRes.length).toBe(1) + const [entry] = quoteRes const d = entry.response.data expect(d.bid).toBe(85) expect(d.ask).toBe(86) expect(d.mid).toBe(85.5) - expect(d.bidSize).toBe(null) - expect(d.askSize).toBe(null) - expect(d.quoteProviderIndicatedTimeUnixMs).toBe(9) - expect(d.tradeProviderIndicatedTimeUnixMs).toBe(10) - expect(entry.response.timestamps.providerIndicatedTimeUnixMs).toBe(10) + expect(d.bidSize).toBe(0) + expect(d.askSize).toBe(0) }) }) From 2c5fb4377623d993a61e4b09cd29fe6a2bde32a2 Mon Sep 17 00:00:00 2001 From: chray-zhang Date: Fri, 17 Oct 2025 12:40:14 -0400 Subject: [PATCH 09/18] Updated snapshot --- .../__snapshots__/adapter.test.ts.snap | 20 ------------------- 1 file changed, 20 deletions(-) diff --git a/packages/sources/deutsche-boerse/test/integration/__snapshots__/adapter.test.ts.snap b/packages/sources/deutsche-boerse/test/integration/__snapshots__/adapter.test.ts.snap index 0c4aefd5d9..3e847f6bbf 100644 --- a/packages/sources/deutsche-boerse/test/integration/__snapshots__/adapter.test.ts.snap +++ b/packages/sources/deutsche-boerse/test/integration/__snapshots__/adapter.test.ts.snap @@ -19,26 +19,6 @@ exports[`websocket lwba endpoint returns success and exposes bid/ask/mid fields } `; -exports[`websocket lwba endpoint returns success and exposes quote/trade fields 1`] = ` -{ - "data": { - "ask": 101, - "bid": 100, - "latestPrice": 100.1, - "mid": 100.5, - "quoteProviderIndicatedTimeUnixMs": 5, - "tradeProviderIndicatedTimeUnixMs": 6, - }, - "result": null, - "statusCode": 200, - "timestamps": { - "providerDataReceivedUnixMs": 1018, - "providerDataStreamEstablishedUnixMs": 1010, - "providerIndicatedTimeUnixMs": 6, - }, -} -`; - exports[`websocket price endpoint returns success and exposes latestPrice 1`] = ` { "data": { From 46524fd803d2a644235a756ab2e14208205135b8 Mon Sep 17 00:00:00 2001 From: chray-zhang Date: Fri, 17 Oct 2025 12:48:04 -0400 Subject: [PATCH 10/18] removed timestamps --- packages/sources/deutsche-boerse/src/endpoint/lwba.ts | 2 -- 1 file changed, 2 deletions(-) diff --git a/packages/sources/deutsche-boerse/src/endpoint/lwba.ts b/packages/sources/deutsche-boerse/src/endpoint/lwba.ts index e1e74f3aca..f2784b74bb 100644 --- a/packages/sources/deutsche-boerse/src/endpoint/lwba.ts +++ b/packages/sources/deutsche-boerse/src/endpoint/lwba.ts @@ -45,8 +45,6 @@ export interface LwbaLatestPriceResponse { Result: number | null Data: { latestPrice: number - quoteProviderIndicatedTimeUnixMs: number - tradeProviderIndicatedTimeUnixMs: number } } From 7e4654ab803ecebbab763d6bc9cda4037f943b78 Mon Sep 17 00:00:00 2001 From: chray-zhang Date: Fri, 17 Oct 2025 13:04:33 -0400 Subject: [PATCH 11/18] removed optional --- .../deutsche-boerse/src/transport/instrument-quote-cache.ts | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/packages/sources/deutsche-boerse/src/transport/instrument-quote-cache.ts b/packages/sources/deutsche-boerse/src/transport/instrument-quote-cache.ts index 8d149e5d26..649d9eec1a 100644 --- a/packages/sources/deutsche-boerse/src/transport/instrument-quote-cache.ts +++ b/packages/sources/deutsche-boerse/src/transport/instrument-quote-cache.ts @@ -40,8 +40,8 @@ export class InstrumentQuoteCache { bid: number, ask: number, providerTime: number, - bidSz?: number, - askSz?: number, + bidSz: number, + askSz: number, ) { const quote = this.get(market, isin) if (!quote) { From a7cc0bb6fef5c7bc16fd4c99f898f50c1ab214d6 Mon Sep 17 00:00:00 2001 From: chray-zhang Date: Fri, 17 Oct 2025 16:10:54 -0400 Subject: [PATCH 12/18] Revision --- .../deutsche-boerse/src/endpoint/lwba.ts | 7 - .../deutsche-boerse/src/transport/lwba.ts | 6 +- .../test/unit/instrument-quote-cache.test.ts | 14 - packages/sources/ftse-sftp/bundle/index.js | 2880 +++++++++++++++++ packages/sources/ftse-sftp/bundle/worker.js | 185 ++ 5 files changed, 3068 insertions(+), 24 deletions(-) create mode 100644 packages/sources/ftse-sftp/bundle/index.js create mode 100644 packages/sources/ftse-sftp/bundle/worker.js diff --git a/packages/sources/deutsche-boerse/src/endpoint/lwba.ts b/packages/sources/deutsche-boerse/src/endpoint/lwba.ts index f2784b74bb..20c5b6270c 100644 --- a/packages/sources/deutsche-boerse/src/endpoint/lwba.ts +++ b/packages/sources/deutsche-boerse/src/endpoint/lwba.ts @@ -41,13 +41,6 @@ interface LwbaResponse { } } -export interface LwbaLatestPriceResponse { - Result: number | null - Data: { - latestPrice: number - } -} - export type BaseEndpointTypes = { Parameters: typeof inputParameters.definition Response: LwbaResponse diff --git a/packages/sources/deutsche-boerse/src/transport/lwba.ts b/packages/sources/deutsche-boerse/src/transport/lwba.ts index e19634c57c..c78fa0b115 100644 --- a/packages/sources/deutsche-boerse/src/transport/lwba.ts +++ b/packages/sources/deutsche-boerse/src/transport/lwba.ts @@ -208,18 +208,18 @@ function processMarketData( logger.info('Processing MarketData frame') const isin = parseIsin(md) if (!isin) { - logger.warn({ md }, 'Could not parse ISIN from MarketData') + logger.warn('Could not parse ISIN from MarketData') return null } const dat: any = (md as MarketData)?.Dat if (!dat) { - logger.warn({ md }, 'Could not parse MarketData from MarketData.Instrmt') + logger.warn('Could not parse MarketData from MarketData.Instrmt') return null } const quote = cache.get(market, isin) if (!quote) { - logger.debug({ isin, market }, 'Ignoring message for inactive instrument (not in cache)') + logger.debug('Ignoring message for inactive instrument (not in cache)') return null } diff --git a/packages/sources/deutsche-boerse/test/unit/instrument-quote-cache.test.ts b/packages/sources/deutsche-boerse/test/unit/instrument-quote-cache.test.ts index afc52e36b1..0d4b78880e 100644 --- a/packages/sources/deutsche-boerse/test/unit/instrument-quote-cache.test.ts +++ b/packages/sources/deutsche-boerse/test/unit/instrument-quote-cache.test.ts @@ -32,20 +32,6 @@ describe('InstrumentQuoteCache', () => { expect(q.quoteProviderTimeUnixMs).toBe(1234) }) - test('addQuote without sizes sets sizes to undefined', () => { - const cache = new InstrumentQuoteCache() - cache.activate(MARKET, ISIN) - - cache.addQuote(MARKET, ISIN, 200, 202, 5678) - const q = cache.get(MARKET, ISIN)! - expect(q.bid).toBe(200) - expect(q.ask).toBe(202) - expect(q.mid).toBe(201) - expect(q.bidSize).toBeUndefined() - expect(q.askSize).toBeUndefined() - expect(q.quoteProviderTimeUnixMs).toBe(5678) - }) - test('addBid then addAsk recomputes mid and updates quote time', () => { const cache = new InstrumentQuoteCache() cache.activate(MARKET, ISIN) diff --git a/packages/sources/ftse-sftp/bundle/index.js b/packages/sources/ftse-sftp/bundle/index.js new file mode 100644 index 0000000000..124b1f1765 --- /dev/null +++ b/packages/sources/ftse-sftp/bundle/index.js @@ -0,0 +1,2880 @@ +/******/ ;(() => { + // webpackBootstrap + /******/ var __webpack_modules__ = { + /***/ 313: /***/ (module) => { + /****************************************************************************** +Copyright (c) Microsoft Corporation. + +Permission to use, copy, modify, and/or distribute this software for any +purpose with or without fee is hereby granted. + +THE SOFTWARE IS PROVIDED "AS IS" AND THE AUTHOR DISCLAIMS ALL WARRANTIES WITH +REGARD TO THIS SOFTWARE INCLUDING ALL IMPLIED WARRANTIES OF MERCHANTABILITY +AND FITNESS. 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'['.concat(name.description, ']') : '' + return Object.defineProperty(f, 'name', { + configurable: true, + value: prefix ? ''.concat(prefix, ' ', name) : name, + }) + } + + __metadata = function (metadataKey, metadataValue) { + if (typeof Reflect === 'object' && typeof Reflect.metadata === 'function') + return Reflect.metadata(metadataKey, metadataValue) + } + + __awaiter = function (thisArg, _arguments, P, generator) { + function adopt(value) { + return value instanceof P + ? value + : new P(function (resolve) { + resolve(value) + }) + } + return new (P || (P = Promise))(function (resolve, reject) { + function fulfilled(value) { + try { + step(generator.next(value)) + } catch (e) { + reject(e) + } + } + function rejected(value) { + try { + step(generator['throw'](value)) + } catch (e) { + reject(e) + } + } + function step(result) { + result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected) + } + step((generator = generator.apply(thisArg, _arguments || [])).next()) + }) + } + + __generator = function (thisArg, body) { + var _ = { + label: 0, + sent: function () { + if (t[0] & 1) throw t[1] + return t[1] + }, + trys: [], + ops: [], + }, + f, + y, + t, + g = Object.create((typeof Iterator === 'function' ? Iterator : Object).prototype) + return ( + (g.next = verb(0)), + (g['throw'] = verb(1)), + (g['return'] = verb(2)), + typeof Symbol === 'function' && + (g[Symbol.iterator] = function () { + return this + }), + g + ) + function verb(n) { + return function (v) { + return step([n, v]) + } + } + function step(op) { + if (f) throw new TypeError('Generator is already executing.') + while ((g && ((g = 0), op[0] && (_ = 0)), _)) + try { + if ( + ((f = 1), + y && + (t = + op[0] & 2 + ? y['return'] + : op[0] + ? y['throw'] || ((t = y['return']) && t.call(y), 0) + : y.next) && + !(t = t.call(y, op[1])).done) + ) + return t + if (((y = 0), t)) op = [op[0] & 2, t.value] + switch (op[0]) { + case 0: + case 1: + t = op + break + case 4: + _.label++ + return { value: op[1], done: false } + case 5: + _.label++ + y = op[1] + op = [0] + continue + case 7: + op = _.ops.pop() + _.trys.pop() + continue + default: + if ( + !((t = _.trys), (t = t.length > 0 && t[t.length - 1])) && + (op[0] === 6 || op[0] === 2) + ) { + _ = 0 + continue + } + if (op[0] === 3 && (!t || (op[1] > t[0] && op[1] < t[3]))) { + _.label = op[1] + break + } + if (op[0] === 6 && _.label < t[1]) { + _.label = t[1] + t = op + break + } + if (t && _.label < t[2]) { + _.label = t[2] + _.ops.push(op) + break + } + if (t[2]) _.ops.pop() + _.trys.pop() + continue + } + op = body.call(thisArg, _) + } catch (e) { + op = [6, e] + y = 0 + } finally { + f = t = 0 + } + if (op[0] & 5) throw op[1] + return { value: op[0] ? op[1] : void 0, done: true } + } + } + + __exportStar = function (m, o) { + for (var p in m) + if (p !== 'default' && !Object.prototype.hasOwnProperty.call(o, p)) + __createBinding(o, m, p) + } + + __createBinding = Object.create + ? function (o, m, k, k2) { + if (k2 === undefined) k2 = k + var desc = Object.getOwnPropertyDescriptor(m, k) + if (!desc || ('get' in desc ? !m.__esModule : desc.writable || desc.configurable)) { + desc = { + enumerable: true, + get: function () { + return m[k] + }, + } + } + Object.defineProperty(o, k2, desc) + } + : function (o, m, k, k2) { + if (k2 === undefined) k2 = k + o[k2] = m[k] + } + + __values = function (o) { + var s = typeof Symbol === 'function' && Symbol.iterator, + m = s && o[s], + i = 0 + if (m) return m.call(o) + if (o && typeof o.length === 'number') + return { + next: function () { + if (o && i >= o.length) o = void 0 + return { value: o && o[i++], done: !o } + }, + } + throw new TypeError(s ? 'Object is not iterable.' : 'Symbol.iterator is not defined.') + } + + __read = function (o, n) { + var m = typeof Symbol === 'function' && o[Symbol.iterator] + if (!m) return o + var i = m.call(o), + r, + ar = [], + e + try { + while ((n === void 0 || n-- > 0) && !(r = i.next()).done) ar.push(r.value) + } catch (error) { + e = { error: error } + } finally { + try { + if (r && !r.done && (m = i['return'])) m.call(i) + } finally { + if (e) throw e.error + } + } + return ar + } + + /** @deprecated */ + __spread = function () { + for (var ar = [], i = 0; i < arguments.length; i++) ar = ar.concat(__read(arguments[i])) + return ar + } + + /** @deprecated */ + __spreadArrays = function () { + for (var s = 0, i = 0, il = arguments.length; i < il; i++) s += arguments[i].length + for (var r = Array(s), k = 0, i = 0; i < il; i++) + for (var a = arguments[i], j = 0, jl = a.length; j < jl; j++, k++) r[k] = a[j] + return r + } + + __spreadArray = function (to, from, pack) { + if (pack || arguments.length === 2) + for (var i = 0, l = from.length, ar; i < l; i++) { + if (ar || !(i in from)) { + if (!ar) ar = Array.prototype.slice.call(from, 0, i) + ar[i] = from[i] + } + } + return to.concat(ar || Array.prototype.slice.call(from)) + } + + __await = function (v) { + return this instanceof __await ? ((this.v = v), this) : new __await(v) + } + + __asyncGenerator = function (thisArg, _arguments, generator) { + if (!Symbol.asyncIterator) throw new TypeError('Symbol.asyncIterator is not defined.') + var g = generator.apply(thisArg, _arguments || []), + i, + q = [] + return ( + (i = Object.create( + (typeof AsyncIterator === 'function' ? AsyncIterator : Object).prototype, + )), + verb('next'), + verb('throw'), + verb('return', awaitReturn), + (i[Symbol.asyncIterator] = function () { + return this + }), + i + ) + function awaitReturn(f) { + return function (v) { + return Promise.resolve(v).then(f, reject) + } + } + function verb(n, f) { + if (g[n]) { + i[n] = function (v) { + return new Promise(function (a, b) { + q.push([n, v, a, b]) > 1 || resume(n, v) + }) + } + if (f) i[n] = f(i[n]) + } + } + function resume(n, v) { + try { + step(g[n](v)) + } catch (e) { + settle(q[0][3], e) + } + } + function step(r) { + r.value instanceof __await + ? Promise.resolve(r.value.v).then(fulfill, reject) + : settle(q[0][2], r) + } + function fulfill(value) { + resume('next', value) + } + function reject(value) { + resume('throw', value) + } + function settle(f, v) { + if ((f(v), q.shift(), q.length)) resume(q[0][0], q[0][1]) + } + } + + __asyncDelegator = function (o) { + var i, p + return ( + (i = {}), + verb('next'), + verb('throw', function (e) { + throw e + }), + verb('return'), + (i[Symbol.iterator] = function () { + return this + }), + i + ) + function verb(n, f) { + i[n] = o[n] + ? function (v) { + return (p = !p) ? { value: __await(o[n](v)), done: false } : f ? f(v) : v + } + : f + } + } + + __asyncValues = function (o) { + if (!Symbol.asyncIterator) throw new TypeError('Symbol.asyncIterator is not defined.') + var m = o[Symbol.asyncIterator], + i + return m + ? m.call(o) + : ((o = typeof __values === 'function' ? __values(o) : o[Symbol.iterator]()), + (i = {}), + verb('next'), + verb('throw'), + verb('return'), + (i[Symbol.asyncIterator] = function () { + return this + }), + i) + function verb(n) { + i[n] = + o[n] && + function (v) { + return new Promise(function (resolve, reject) { + ;(v = o[n](v)), settle(resolve, reject, v.done, v.value) + }) + } + } + function settle(resolve, reject, d, v) { + Promise.resolve(v).then(function (v) { + resolve({ value: v, done: d }) + }, reject) + } + } + + __makeTemplateObject = function (cooked, raw) { + if (Object.defineProperty) { + Object.defineProperty(cooked, 'raw', { value: raw }) + } else { + cooked.raw = raw + } + return cooked + } + + var __setModuleDefault = Object.create + ? function (o, v) { + Object.defineProperty(o, 'default', { enumerable: true, value: v }) + } + : function (o, v) { + o['default'] = v + } + + var ownKeys = function (o) { + ownKeys = + Object.getOwnPropertyNames || + function (o) { + var ar = [] + for (var k in o) if (Object.prototype.hasOwnProperty.call(o, k)) ar[ar.length] = k + return ar + } + return ownKeys(o) + } + + __importStar = function (mod) { + if (mod && mod.__esModule) return mod + var result = {} + if (mod != null) + for (var k = ownKeys(mod), i = 0; i < k.length; i++) + if (k[i] !== 'default') __createBinding(result, mod, k[i]) + __setModuleDefault(result, mod) + return result + } + + __importDefault = function (mod) { + return mod && mod.__esModule ? mod : { default: mod } + } + + __classPrivateFieldGet = function (receiver, state, kind, f) { + if (kind === 'a' && !f) + throw new TypeError('Private accessor was defined without a getter') + if (typeof state === 'function' ? receiver !== state || !f : !state.has(receiver)) + throw new TypeError( + 'Cannot read private member from an object whose class did not declare it', + ) + return kind === 'm' + ? f + : kind === 'a' + ? f.call(receiver) + : f + ? f.value + : state.get(receiver) + } + + __classPrivateFieldSet = function (receiver, state, value, kind, f) { + if (kind === 'm') throw new TypeError('Private method is not writable') + if (kind === 'a' && !f) + throw new TypeError('Private accessor was defined without a setter') + if (typeof state === 'function' ? receiver !== state || !f : !state.has(receiver)) + throw new TypeError( + 'Cannot write private member to an object whose class did not declare it', + ) + return ( + kind === 'a' + ? f.call(receiver, value) + : f + ? (f.value = value) + : state.set(receiver, value), + value + ) + } + + __classPrivateFieldIn = function (state, receiver) { + if (receiver === null || (typeof receiver !== 'object' && typeof receiver !== 'function')) + throw new TypeError("Cannot use 'in' operator on non-object") + return typeof state === 'function' ? receiver === state : state.has(receiver) + } + + __addDisposableResource = function (env, value, async) { + if (value !== null && value !== void 0) { + if (typeof value !== 'object' && typeof value !== 'function') + throw new TypeError('Object expected.') + var dispose, inner + if (async) { + if (!Symbol.asyncDispose) throw new TypeError('Symbol.asyncDispose is not defined.') + dispose = value[Symbol.asyncDispose] + } + if (dispose === void 0) { + if (!Symbol.dispose) throw new TypeError('Symbol.dispose is not defined.') + dispose = value[Symbol.dispose] + if (async) inner = dispose + } + if (typeof dispose !== 'function') throw new TypeError('Object not disposable.') + if (inner) + dispose = function () { + try { + inner.call(this) + } catch (e) { + return Promise.reject(e) + } + } + env.stack.push({ value: value, dispose: dispose, async: async }) + } else if (async) { + env.stack.push({ async: true }) + } + return value + } + + var _SuppressedError = + typeof SuppressedError === 'function' + ? SuppressedError + : function (error, suppressed, message) { + var e = new Error(message) + return ( + (e.name = 'SuppressedError'), (e.error = error), (e.suppressed = suppressed), e + ) + } + + __disposeResources = function (env) { + function fail(e) { + env.error = env.hasError + ? new _SuppressedError(e, env.error, 'An error was suppressed during disposal.') + : e + env.hasError = true + } + var r, + s = 0 + function next() { + while ((r = env.stack.pop())) { + try { + if (!r.async && s === 1) + return (s = 0), env.stack.push(r), Promise.resolve().then(next) + if (r.dispose) { + var result = r.dispose.call(r.value) + if (r.async) + return ( + (s |= 2), + Promise.resolve(result).then(next, function (e) { + fail(e) + return next() + }) + ) + } else s |= 1 + } catch (e) { + fail(e) + } + } + if (s === 1) return env.hasError ? Promise.reject(env.error) : Promise.resolve() + if (env.hasError) throw env.error + } + return next() + } + + __rewriteRelativeImportExtension = function (path, preserveJsx) { + if (typeof path === 'string' && /^\.\.?\//.test(path)) { + return path.replace( + /\.(tsx)$|((?:\.d)?)((?:\.[^./]+?)?)\.([cm]?)ts$/i, + function (m, tsx, d, ext, cm) { + return tsx + ? preserveJsx + ? '.jsx' + : '.js' + : d && (!ext || !cm) + ? m + : d + ext + '.' + cm.toLowerCase() + 'js' + }, + ) + } + return path + } + + exporter('__extends', __extends) + exporter('__assign', __assign) + exporter('__rest', __rest) + exporter('__decorate', __decorate) + exporter('__param', __param) + exporter('__esDecorate', __esDecorate) + exporter('__runInitializers', __runInitializers) + exporter('__propKey', __propKey) + exporter('__setFunctionName', __setFunctionName) + exporter('__metadata', __metadata) + exporter('__awaiter', __awaiter) + exporter('__generator', __generator) + exporter('__exportStar', __exportStar) + exporter('__createBinding', __createBinding) + exporter('__values', __values) + exporter('__read', __read) + exporter('__spread', __spread) + exporter('__spreadArrays', __spreadArrays) + exporter('__spreadArray', __spreadArray) + exporter('__await', __await) + exporter('__asyncGenerator', __asyncGenerator) + exporter('__asyncDelegator', __asyncDelegator) + exporter('__asyncValues', __asyncValues) + exporter('__makeTemplateObject', __makeTemplateObject) + exporter('__importStar', __importStar) + exporter('__importDefault', __importDefault) + exporter('__classPrivateFieldGet', __classPrivateFieldGet) + exporter('__classPrivateFieldSet', __classPrivateFieldSet) + exporter('__classPrivateFieldIn', __classPrivateFieldIn) + exporter('__addDisposableResource', __addDisposableResource) + exporter('__disposeResources', __disposeResources) + exporter('__rewriteRelativeImportExtension', __rewriteRelativeImportExtension) + }) + + 0 && 0 + + /***/ + }, + + /***/ 205: /***/ (__unused_webpack_module, exports, __nccwpck_require__) => { + 'use strict' + + Object.defineProperty(exports, '__esModule', { value: true }) + const tslib_1 = __nccwpck_require__(313) + tslib_1.__exportStar(__nccwpck_require__(94), exports) + //# sourceMappingURL=data:application/json;base64,eyJ2ZXJzaW9uIjozLCJmaWxlIjoiaW5kZXguanMiLCJzb3VyY2VSb290IjoiIiwic291cmNlcyI6WyIuLi9zcmMvaW5kZXgudHMiXSwibmFtZXMiOltdLCJtYXBwaW5ncyI6Ijs7O0FBQUEsb0RBQXlCIiwic291cmNlc0NvbnRlbnQiOlsiZXhwb3J0ICogZnJvbSAnLi9wYXJzaW5nJ1xuIl19 + + /***/ + }, + + /***/ 565: /***/ (__unused_webpack_module, exports, __nccwpck_require__) => { + 'use strict' + + Object.defineProperty(exports, '__esModule', { value: true }) + exports.BaseCSVParser = void 0 + const sync_1 = __nccwpck_require__(186) + /** + * Abstract base class for CSV parsers + * Uses the csv-parse library for robust CSV parsing + */ + class BaseCSVParser { + constructor(config = {}) { + this.config = { ...config } + } + /** + * Helper method to parse CSV content as records with column headers + */ + parseCSVRecords(csvContent, options) { + const finalConfig = { ...this.config, ...options, columns: true } + try { + return (0, sync_1.parse)(csvContent, finalConfig) + } catch (error) { + throw new Error(`Error parsing CSV as records: ${error}`) + } + } + /** + * Helper method to parse CSV content as arrays + */ + parseCSVArrays(csvContent, options) { + const finalConfig = { ...this.config, ...options, columns: false } + try { + return (0, sync_1.parse)(csvContent, finalConfig) + } catch (error) { + throw new Error(`Error parsing CSV as arrays: ${error}`) + } + } + /** + * Convert a string value to a number and invalid values + */ + convertToNumber(value) { + if (!value || value.trim() === '') { + throw new Error('Cannot convert empty or null value to number') + } + const numValue = parseFloat(value) + if (isNaN(numValue)) { + throw new Error(`Value "${value}" is not a valid number`) + } + return numValue + } + } + exports.BaseCSVParser = BaseCSVParser + //# 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+ + /***/ + }, + + /***/ 656: /***/ (__unused_webpack_module, exports, __nccwpck_require__) => { + 'use strict' + + Object.defineProperty(exports, '__esModule', { value: true }) + exports.CSVParserFactory = exports.instrumentToElementMap = void 0 + const ftse100_1 = __nccwpck_require__(771) + const russell_1 = __nccwpck_require__(600) + /** + * Supported CSV parser types + */ + exports.instrumentToElementMap = { + Russell1000INDEX: 'Russell 1000® Index', + Russell2000INDEX: 'Russell 2000® Index', + Russell3000INDEX: 'Russell 3000® Index', + } + /** + * Factory class for creating CSV parsers + */ + class CSVParserFactory { + /** + * Auto-detect parser type based on instrument + */ + static detectParserByInstrument(instrument) { + switch (instrument) { + case 'FTSE100INDEX': + return new ftse100_1.FTSE100Parser() + case 'Russell1000INDEX': + case 'Russell2000INDEX': + case 'Russell3000INDEX': + return new russell_1.RussellDailyValuesParser( + exports.instrumentToElementMap[instrument], + ) + default: + return null + } + } + } + exports.CSVParserFactory = CSVParserFactory + //# sourceMappingURL=data:application/json;base64,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 + + /***/ + }, + + /***/ 771: /***/ (__unused_webpack_module, exports, __nccwpck_require__) => { + 'use strict' + + Object.defineProperty(exports, '__esModule', { value: true }) + exports.FTSE100Parser = exports.HEADER_ROW_NUMBER = exports.EXPECTED_HEADERS = void 0 + const base_parser_1 = __nccwpck_require__(565) + /** + * Spreadsheet consts + */ + const FTSE_100_INDEX_CODE = 'UKX' + const FTSE_INDEX_CODE_COLUMN = 'Index Code' + const FTSE_INDEX_SECTOR_NAME_COLUMN = 'Index/Sector Name' + const FTSE_NUMBER_OF_CONSTITUENTS_COLUMN = 'Number of Constituents' + const FTSE_INDEX_BASE_CURRENCY_COLUMN = 'Index Base Currency' + const FTSE_GBP_INDEX_COLUMN = 'GBP Index' + const HEADER_ROW_NUMBER = 4 + exports.HEADER_ROW_NUMBER = HEADER_ROW_NUMBER + const EXPECTED_HEADERS = [ + FTSE_INDEX_CODE_COLUMN, + FTSE_INDEX_SECTOR_NAME_COLUMN, + FTSE_NUMBER_OF_CONSTITUENTS_COLUMN, + FTSE_INDEX_BASE_CURRENCY_COLUMN, + FTSE_GBP_INDEX_COLUMN, + ] + exports.EXPECTED_HEADERS = EXPECTED_HEADERS + /** + * CSV Parser for FTSE format + * Expects columns: Index Code, Index/Sector Name, Number of Constituents, Index Base Currency, GBP Index + */ + class FTSE100Parser extends base_parser_1.BaseCSVParser { + constructor() { + super({ + delimiter: ',', + skip_empty_lines: true, + trim: true, + quote: '"', + escape: '"', + // We set this to true because on the last row there is a random element "XXXXXXXX" + relax_column_count: true, + }) + } + async parse(csvContent) { + const parsed = this.parseCSVRecords(csvContent, { + from_line: HEADER_ROW_NUMBER, + }) + const results = parsed + .filter((row) => { + return row[FTSE_INDEX_CODE_COLUMN] === FTSE_100_INDEX_CODE + }) + .map((row) => this.createFTSE100Data(row)) + if (results.length > 1) { + throw new Error('Multiple FTSE 100 index records found, expected only one') + } else if (results.length === 0) { + throw new Error('No FTSE 100 index record found') + } + return results[0] + } + /** + * Creates FTSE100Data object from a CSV row + */ + createFTSE100Data(row) { + // Validate that all required elements are present in the row + const emptyColumns = EXPECTED_HEADERS.filter((column) => { + const value = row[column] + return ( + value === null || + value === undefined || + (typeof value === 'string' && value.trim() === '') + ) + }) + if (emptyColumns.length > 0) { + throw new Error( + `Empty or null values found in required columns: ${emptyColumns.join(', ')}`, + ) + } + return { + indexCode: row[FTSE_INDEX_CODE_COLUMN], + indexSectorName: row[FTSE_INDEX_SECTOR_NAME_COLUMN], + numberOfConstituents: this.convertToNumber(row[FTSE_NUMBER_OF_CONSTITUENTS_COLUMN]), + indexBaseCurrency: row[FTSE_INDEX_BASE_CURRENCY_COLUMN], + gbpIndex: this.convertToNumber(row[FTSE_GBP_INDEX_COLUMN]), + } + } + } + exports.FTSE100Parser = FTSE100Parser + //# sourceMappingURL=data:application/json;base64,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 + + /***/ + }, + + /***/ 94: /***/ (__unused_webpack_module, exports, __nccwpck_require__) => { + 'use strict' + + Object.defineProperty(exports, '__esModule', { value: true }) + exports.CSVParserFactory = + exports.RussellDailyValuesParser = + exports.FTSE100Parser = + exports.BaseCSVParser = + void 0 + var base_parser_1 = __nccwpck_require__(565) + Object.defineProperty(exports, 'BaseCSVParser', { + enumerable: true, + get: function () { + return base_parser_1.BaseCSVParser + }, + }) + var ftse100_1 = __nccwpck_require__(771) + Object.defineProperty(exports, 'FTSE100Parser', { + enumerable: true, + get: function () { + return ftse100_1.FTSE100Parser + }, + }) + var russell_1 = __nccwpck_require__(600) + Object.defineProperty(exports, 'RussellDailyValuesParser', { + enumerable: true, + get: function () { + return russell_1.RussellDailyValuesParser + }, + }) + var factory_1 = __nccwpck_require__(656) + Object.defineProperty(exports, 'CSVParserFactory', { + enumerable: true, + get: function () { + return factory_1.CSVParserFactory + }, + }) + //# sourceMappingURL=data:application/json;base64,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 + + /***/ + }, + + /***/ 600: /***/ (__unused_webpack_module, exports, __nccwpck_require__) => { + 'use strict' + + Object.defineProperty(exports, '__esModule', { value: true }) + exports.RussellDailyValuesParser = void 0 + const base_parser_1 = __nccwpck_require__(565) + // Column names for Russell CSV format + // The first column contains the index names but doesn't have a consistent header + // We'll use the first column (index 0) directly instead of relying on column names + const HEADER_ROW_NUMBER = 6 + const INDEX_NAME_COLUMN = 0 + const CLOSE_VALUE_COLUMN = 4 + /** + * CSV Parser for Russell Daily Values format + * Only extracts indexName and close fields + */ + class RussellDailyValuesParser extends base_parser_1.BaseCSVParser { + constructor(instrument) { + super({ + delimiter: ',', + skip_empty_lines: true, + trim: true, + quote: '"', + escape: '"', + // Set this to true because the random XXXXXXXX in the last row + relax_column_count: true, + }) + this.instrument = instrument + } + async parse(csvContent) { + this.validateCloseColumn(csvContent) + const parsed = this.parseCSVArrays(csvContent, { + from_line: HEADER_ROW_NUMBER + 1, // + 1 to start parsing after the header row + }) + const results = parsed + .filter((row) => { + return row[INDEX_NAME_COLUMN] === this.instrument + }) + .map((row) => this.createRussellData(row)) + if (results.length === 0) { + throw new Error('No matching Russell index records found') + } else if (results.length > 1) { + throw new Error('Multiple matching Russell index records found, expected only one') + } + return results[0] + } + /** + * Validates that the CLOSE_VALUE_COLUMN index corresponds to the "Close" header + */ + validateCloseColumn(csvContent) { + const parsed = this.parseCSVArrays(csvContent, { + from_line: HEADER_ROW_NUMBER, + to_line: HEADER_ROW_NUMBER, + }) + if (parsed.length === 0) { + throw new Error( + `CSV content does not have enough lines to validate header row at line ${HEADER_ROW_NUMBER}`, + ) + } + const headerRow = parsed[0] + if (headerRow.length <= CLOSE_VALUE_COLUMN) { + throw new Error( + `Header row does not have enough columns. Expected at least ${ + CLOSE_VALUE_COLUMN + 1 + } columns`, + ) + } + const closeHeader = headerRow[CLOSE_VALUE_COLUMN] + if (closeHeader.toLowerCase() !== 'close') { + throw new Error( + `Expected "Close" column at index ${CLOSE_VALUE_COLUMN}, but found "${closeHeader}"`, + ) + } + } + /** + * Creates RussellDailyValuesData object from a CSV row array + */ + createRussellData(row) { + const indexName = row[INDEX_NAME_COLUMN] + const closeValue = row[CLOSE_VALUE_COLUMN] + if ( + closeValue === null || + closeValue === undefined || + (typeof closeValue === 'string' && closeValue.trim() === '') + ) { + throw new Error(`Empty values found in required columns: Close`) + } + return { + indexName: indexName, + close: this.convertToNumber(closeValue), + } + } + } + exports.RussellDailyValuesParser = RussellDailyValuesParser + //# sourceMappingURL=data:application/json;base64,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 + + /***/ + }, + + /***/ 186: /***/ (__unused_webpack_module, exports) => { + 'use strict' + + class CsvError extends Error { + constructor(code, message, options, ...contexts) { + if (Array.isArray(message)) message = message.join(' ').trim() + super(message) + if (Error.captureStackTrace !== undefined) { + Error.captureStackTrace(this, CsvError) + } + this.code = code + for (const context of contexts) { + for (const key in context) { + const value = context[key] + this[key] = Buffer.isBuffer(value) + ? value.toString(options.encoding) + : value == null + ? value + : JSON.parse(JSON.stringify(value)) + } + } + } + } + + const is_object = function (obj) { + return typeof obj === 'object' && obj !== null && !Array.isArray(obj) + } + + const normalize_columns_array = function (columns) { + const normalizedColumns = [] + for (let i = 0, l = columns.length; i < l; i++) { + const column = columns[i] + if (column === undefined || column === null || column === false) { + normalizedColumns[i] = { disabled: true } + } else if (typeof column === 'string') { + normalizedColumns[i] = { name: column } + } else if (is_object(column)) { + if (typeof column.name !== 'string') { + throw new CsvError('CSV_OPTION_COLUMNS_MISSING_NAME', [ + 'Option columns missing name:', + `property "name" is required at position ${i}`, + 'when column is an object literal', + ]) + } + normalizedColumns[i] = column + } else { + throw new CsvError('CSV_INVALID_COLUMN_DEFINITION', [ + 'Invalid column definition:', + 'expect a string or a literal object,', + `got ${JSON.stringify(column)} at position ${i}`, + ]) + } + } + return normalizedColumns + } + + class ResizeableBuffer { + constructor(size = 100) { + this.size = size + this.length = 0 + this.buf = Buffer.allocUnsafe(size) + } + prepend(val) { + if (Buffer.isBuffer(val)) { + const length = this.length + val.length + if (length >= this.size) { + this.resize() + if (length >= this.size) { + throw Error('INVALID_BUFFER_STATE') + } + } + const buf = this.buf + this.buf = Buffer.allocUnsafe(this.size) + val.copy(this.buf, 0) + buf.copy(this.buf, val.length) + this.length += val.length + } else { + const length = this.length++ + if (length === this.size) { + this.resize() + } + const buf = this.clone() + this.buf[0] = val + buf.copy(this.buf, 1, 0, length) + } + } + append(val) { + const length = this.length++ + if (length === this.size) { + this.resize() + } + this.buf[length] = val + } + clone() { + return Buffer.from(this.buf.slice(0, this.length)) + } + resize() { + const length = this.length + this.size = this.size * 2 + const buf = Buffer.allocUnsafe(this.size) + this.buf.copy(buf, 0, 0, length) + this.buf = buf + } + toString(encoding) { + if (encoding) { + return this.buf.slice(0, this.length).toString(encoding) + } else { + return Uint8Array.prototype.slice.call(this.buf.slice(0, this.length)) + } + } + toJSON() { + return this.toString('utf8') + } + reset() { + this.length = 0 + } + } + + // white space characters + // https://en.wikipedia.org/wiki/Whitespace_character + // https://developer.mozilla.org/en-US/docs/Web/JavaScript/Guide/Regular_Expressions/Character_Classes#Types + // \f\n\r\t\v\u00a0\u1680\u2000-\u200a\u2028\u2029\u202f\u205f\u3000\ufeff + const np = 12 + const cr$1 = 13 // `\r`, carriage return, 0x0D in hexadécimal, 13 in decimal + const nl$1 = 10 // `\n`, newline, 0x0A in hexadecimal, 10 in decimal + const space = 32 + const tab = 9 + + const init_state = function (options) { + return { + bomSkipped: false, + bufBytesStart: 0, + castField: options.cast_function, + commenting: false, + // Current error encountered by a record + error: undefined, + enabled: options.from_line === 1, + escaping: false, + escapeIsQuote: + Buffer.isBuffer(options.escape) && + Buffer.isBuffer(options.quote) && + Buffer.compare(options.escape, options.quote) === 0, + // columns can be `false`, `true`, `Array` + expectedRecordLength: Array.isArray(options.columns) ? options.columns.length : undefined, + field: new ResizeableBuffer(20), + firstLineToHeaders: options.cast_first_line_to_header, + needMoreDataSize: Math.max( + // Skip if the remaining buffer smaller than comment + options.comment !== null ? options.comment.length : 0, + // Skip if the remaining buffer can be delimiter + ...options.delimiter.map((delimiter) => delimiter.length), + // Skip if the remaining buffer can be escape sequence + options.quote !== null ? options.quote.length : 0, + ), + previousBuf: undefined, + quoting: false, + stop: false, + rawBuffer: new ResizeableBuffer(100), + record: [], + recordHasError: false, + record_length: 0, + recordDelimiterMaxLength: + options.record_delimiter.length === 0 + ? 0 + : Math.max(...options.record_delimiter.map((v) => v.length)), + trimChars: [ + Buffer.from(' ', options.encoding)[0], + Buffer.from('\t', options.encoding)[0], + ], + wasQuoting: false, + wasRowDelimiter: false, + timchars: [ + Buffer.from(Buffer.from([cr$1], 'utf8').toString(), options.encoding), + Buffer.from(Buffer.from([nl$1], 'utf8').toString(), options.encoding), + Buffer.from(Buffer.from([np], 'utf8').toString(), options.encoding), + Buffer.from(Buffer.from([space], 'utf8').toString(), options.encoding), + Buffer.from(Buffer.from([tab], 'utf8').toString(), options.encoding), + ], + } + } + + const underscore = function (str) { + return str.replace(/([A-Z])/g, function (_, match) { + return '_' + match.toLowerCase() + }) + } + + const normalize_options = function (opts) { + const options = {} + // Merge with user options + for (const opt in opts) { + options[underscore(opt)] = opts[opt] + } + // Normalize option `encoding` + // Note: defined first because other options depends on it + // to convert chars/strings into buffers. + if (options.encoding === undefined || options.encoding === true) { + options.encoding = 'utf8' + } else if (options.encoding === null || options.encoding === false) { + options.encoding = null + } else if (typeof options.encoding !== 'string' && options.encoding !== null) { + throw new CsvError( + 'CSV_INVALID_OPTION_ENCODING', + [ + 'Invalid option encoding:', + 'encoding must be a string or null to return a buffer,', + `got ${JSON.stringify(options.encoding)}`, + ], + options, + ) + } + // Normalize option `bom` + if (options.bom === undefined || options.bom === null || options.bom === false) { + options.bom = false + } else if (options.bom !== true) { + throw new CsvError( + 'CSV_INVALID_OPTION_BOM', + ['Invalid option bom:', 'bom must be true,', `got ${JSON.stringify(options.bom)}`], + options, + ) + } + // Normalize option `cast` + options.cast_function = null + if ( + options.cast === undefined || + options.cast === null || + options.cast === false || + options.cast === '' + ) { + options.cast = undefined + } else if (typeof options.cast === 'function') { + options.cast_function = options.cast + options.cast = true + } else if (options.cast !== true) { + throw new CsvError( + 'CSV_INVALID_OPTION_CAST', + [ + 'Invalid option cast:', + 'cast must be true or a function,', + `got ${JSON.stringify(options.cast)}`, + ], + options, + ) + } + // Normalize option `cast_date` + if ( + options.cast_date === undefined || + options.cast_date === null || + options.cast_date === false || + options.cast_date === '' + ) { + options.cast_date = false + } else if (options.cast_date === true) { + options.cast_date = function (value) { + const date = Date.parse(value) + return !isNaN(date) ? new Date(date) : value + } + } else if (typeof options.cast_date !== 'function') { + throw new CsvError( + 'CSV_INVALID_OPTION_CAST_DATE', + [ + 'Invalid option cast_date:', + 'cast_date must be true or a function,', + `got ${JSON.stringify(options.cast_date)}`, + ], + options, + ) + } + // Normalize option `columns` + options.cast_first_line_to_header = null + if (options.columns === true) { + // Fields in the first line are converted as-is to columns + options.cast_first_line_to_header = undefined + } else if (typeof options.columns === 'function') { + options.cast_first_line_to_header = options.columns + options.columns = true + } else if (Array.isArray(options.columns)) { + options.columns = normalize_columns_array(options.columns) + } else if ( + options.columns === undefined || + options.columns === null || + options.columns === false + ) { + options.columns = false + } else { + throw new CsvError( + 'CSV_INVALID_OPTION_COLUMNS', + [ + 'Invalid option columns:', + 'expect an array, a function or true,', + `got ${JSON.stringify(options.columns)}`, + ], + options, + ) + } + // Normalize option `group_columns_by_name` + if ( + options.group_columns_by_name === undefined || + options.group_columns_by_name === null || + options.group_columns_by_name === false + ) { + options.group_columns_by_name = false + } else if (options.group_columns_by_name !== true) { + throw new CsvError( + 'CSV_INVALID_OPTION_GROUP_COLUMNS_BY_NAME', + [ + 'Invalid option group_columns_by_name:', + 'expect an boolean,', + `got ${JSON.stringify(options.group_columns_by_name)}`, + ], + options, + ) + } else if (options.columns === false) { + throw new CsvError( + 'CSV_INVALID_OPTION_GROUP_COLUMNS_BY_NAME', + ['Invalid option group_columns_by_name:', 'the `columns` mode must be activated.'], + options, + ) + } + // Normalize option `comment` + if ( + options.comment === undefined || + options.comment === null || + options.comment === false || + options.comment === '' + ) { + options.comment = null + } else { + if (typeof options.comment === 'string') { + options.comment = Buffer.from(options.comment, options.encoding) + } + if (!Buffer.isBuffer(options.comment)) { + throw new CsvError( + 'CSV_INVALID_OPTION_COMMENT', + [ + 'Invalid option comment:', + 'comment must be a buffer or a string,', + `got ${JSON.stringify(options.comment)}`, + ], + options, + ) + } + } + // Normalize option `comment_no_infix` + if ( + options.comment_no_infix === undefined || + options.comment_no_infix === null || + options.comment_no_infix === false + ) { + options.comment_no_infix = false + } else if (options.comment_no_infix !== true) { + throw new CsvError( + 'CSV_INVALID_OPTION_COMMENT', + [ + 'Invalid option comment_no_infix:', + 'value must be a boolean,', + `got ${JSON.stringify(options.comment_no_infix)}`, + ], + options, + ) + } + // Normalize option `delimiter` + const delimiter_json = JSON.stringify(options.delimiter) + if (!Array.isArray(options.delimiter)) options.delimiter = [options.delimiter] + if (options.delimiter.length === 0) { + throw new CsvError( + 'CSV_INVALID_OPTION_DELIMITER', + [ + 'Invalid option delimiter:', + 'delimiter must be a non empty string or buffer or array of string|buffer,', + `got ${delimiter_json}`, + ], + options, + ) + } + options.delimiter = options.delimiter.map(function (delimiter) { + if (delimiter === undefined || delimiter === null || delimiter === false) { + return Buffer.from(',', options.encoding) + } + if (typeof delimiter === 'string') { + delimiter = Buffer.from(delimiter, options.encoding) + } + if (!Buffer.isBuffer(delimiter) || delimiter.length === 0) { + throw new CsvError( + 'CSV_INVALID_OPTION_DELIMITER', + [ + 'Invalid option delimiter:', + 'delimiter must be a non empty string or buffer or array of string|buffer,', + `got ${delimiter_json}`, + ], + options, + ) + } + return delimiter + }) + // Normalize option `escape` + if (options.escape === undefined || options.escape === true) { + options.escape = Buffer.from('"', options.encoding) + } else if (typeof options.escape === 'string') { + options.escape = Buffer.from(options.escape, options.encoding) + } else if (options.escape === null || options.escape === false) { + options.escape = null + } + if (options.escape !== null) { + if (!Buffer.isBuffer(options.escape)) { + throw new Error( + `Invalid Option: escape must be a buffer, a string or a boolean, got ${JSON.stringify( + options.escape, + )}`, + ) + } + } + // Normalize option `from` + if (options.from === undefined || options.from === null) { + options.from = 1 + } else { + if (typeof options.from === 'string' && /\d+/.test(options.from)) { + options.from = parseInt(options.from) + } + if (Number.isInteger(options.from)) { + if (options.from < 0) { + throw new Error( + `Invalid Option: from must be a positive integer, got ${JSON.stringify(opts.from)}`, + ) + } + } else { + throw new Error( + `Invalid Option: from must be an integer, got ${JSON.stringify(options.from)}`, + ) + } + } + // Normalize option `from_line` + if (options.from_line === undefined || options.from_line === null) { + options.from_line = 1 + } else { + if (typeof options.from_line === 'string' && /\d+/.test(options.from_line)) { + options.from_line = parseInt(options.from_line) + } + if (Number.isInteger(options.from_line)) { + if (options.from_line <= 0) { + throw new Error( + `Invalid Option: from_line must be a positive integer greater than 0, got ${JSON.stringify( + opts.from_line, + )}`, + ) + } + } else { + throw new Error( + `Invalid Option: from_line must be an integer, got ${JSON.stringify(opts.from_line)}`, + ) + } + } + // Normalize options `ignore_last_delimiters` + if ( + options.ignore_last_delimiters === undefined || + options.ignore_last_delimiters === null + ) { + options.ignore_last_delimiters = false + } else if (typeof options.ignore_last_delimiters === 'number') { + options.ignore_last_delimiters = Math.floor(options.ignore_last_delimiters) + if (options.ignore_last_delimiters === 0) { + options.ignore_last_delimiters = false + } + } else if (typeof options.ignore_last_delimiters !== 'boolean') { + throw new CsvError( + 'CSV_INVALID_OPTION_IGNORE_LAST_DELIMITERS', + [ + 'Invalid option `ignore_last_delimiters`:', + 'the value must be a boolean value or an integer,', + `got ${JSON.stringify(options.ignore_last_delimiters)}`, + ], + options, + ) + } + if (options.ignore_last_delimiters === true && options.columns === false) { + throw new CsvError( + 'CSV_IGNORE_LAST_DELIMITERS_REQUIRES_COLUMNS', + [ + 'The option `ignore_last_delimiters`', + 'requires the activation of the `columns` option', + ], + options, + ) + } + // Normalize option `info` + if (options.info === undefined || options.info === null || options.info === false) { + options.info = false + } else if (options.info !== true) { + throw new Error(`Invalid Option: info must be true, got ${JSON.stringify(options.info)}`) + } + // Normalize option `max_record_size` + if ( + options.max_record_size === undefined || + options.max_record_size === null || + options.max_record_size === false + ) { + options.max_record_size = 0 + } else if (Number.isInteger(options.max_record_size) && options.max_record_size >= 0); + else if ( + typeof options.max_record_size === 'string' && + /\d+/.test(options.max_record_size) + ) { + options.max_record_size = parseInt(options.max_record_size) + } else { + throw new Error( + `Invalid Option: max_record_size must be a positive integer, got ${JSON.stringify( + options.max_record_size, + )}`, + ) + } + // Normalize option `objname` + if ( + options.objname === undefined || + options.objname === null || + options.objname === false + ) { + options.objname = undefined + } else if (Buffer.isBuffer(options.objname)) { + if (options.objname.length === 0) { + throw new Error(`Invalid Option: objname must be a non empty buffer`) + } + if (options.encoding === null); + else { + options.objname = options.objname.toString(options.encoding) + } + } else if (typeof options.objname === 'string') { + if (options.objname.length === 0) { + throw new Error(`Invalid Option: objname must be a non empty string`) + } + // Great, nothing to do + } else if (typeof options.objname === 'number'); + else { + throw new Error( + `Invalid Option: objname must be a string or a buffer, got ${options.objname}`, + ) + } + if (options.objname !== undefined) { + if (typeof options.objname === 'number') { + if (options.columns !== false) { + throw Error( + 'Invalid Option: objname index cannot be combined with columns or be defined as a field', + ) + } + } else { + // A string or a buffer + if (options.columns === false) { + throw Error( + 'Invalid Option: objname field must be combined with columns or be defined as an index', + ) + } + } + } + // Normalize option `on_record` + if (options.on_record === undefined || options.on_record === null) { + options.on_record = undefined + } else if (typeof options.on_record !== 'function') { + throw new CsvError( + 'CSV_INVALID_OPTION_ON_RECORD', + [ + 'Invalid option `on_record`:', + 'expect a function,', + `got ${JSON.stringify(options.on_record)}`, + ], + options, + ) + } + // Normalize option `on_skip` + // options.on_skip ??= (err, chunk) => { + // this.emit('skip', err, chunk); + // }; + if ( + options.on_skip !== undefined && + options.on_skip !== null && + typeof options.on_skip !== 'function' + ) { + throw new Error( + `Invalid Option: on_skip must be a function, got ${JSON.stringify(options.on_skip)}`, + ) + } + // Normalize option `quote` + if (options.quote === null || options.quote === false || options.quote === '') { + options.quote = null + } else { + if (options.quote === undefined || options.quote === true) { + options.quote = Buffer.from('"', options.encoding) + } else if (typeof options.quote === 'string') { + options.quote = Buffer.from(options.quote, options.encoding) + } + if (!Buffer.isBuffer(options.quote)) { + throw new Error( + `Invalid Option: quote must be a buffer or a string, got ${JSON.stringify( + options.quote, + )}`, + ) + } + } + // Normalize option `raw` + if (options.raw === undefined || options.raw === null || options.raw === false) { + options.raw = false + } else if (options.raw !== true) { + throw new Error(`Invalid Option: raw must be true, got ${JSON.stringify(options.raw)}`) + } + // Normalize option `record_delimiter` + if (options.record_delimiter === undefined) { + options.record_delimiter = [] + } else if ( + typeof options.record_delimiter === 'string' || + Buffer.isBuffer(options.record_delimiter) + ) { + if (options.record_delimiter.length === 0) { + throw new CsvError( + 'CSV_INVALID_OPTION_RECORD_DELIMITER', + [ + 'Invalid option `record_delimiter`:', + 'value must be a non empty string or buffer,', + `got ${JSON.stringify(options.record_delimiter)}`, + ], + options, + ) + } + options.record_delimiter = [options.record_delimiter] + } else if (!Array.isArray(options.record_delimiter)) { + throw new CsvError( + 'CSV_INVALID_OPTION_RECORD_DELIMITER', + [ + 'Invalid option `record_delimiter`:', + 'value must be a string, a buffer or array of string|buffer,', + `got ${JSON.stringify(options.record_delimiter)}`, + ], + options, + ) + } + options.record_delimiter = options.record_delimiter.map(function (rd, i) { + if (typeof rd !== 'string' && !Buffer.isBuffer(rd)) { + throw new CsvError( + 'CSV_INVALID_OPTION_RECORD_DELIMITER', + [ + 'Invalid option `record_delimiter`:', + 'value must be a string, a buffer or array of string|buffer', + `at index ${i},`, + `got ${JSON.stringify(rd)}`, + ], + options, + ) + } else if (rd.length === 0) { + throw new CsvError( + 'CSV_INVALID_OPTION_RECORD_DELIMITER', + [ + 'Invalid option `record_delimiter`:', + 'value must be a non empty string or buffer', + `at index ${i},`, + `got ${JSON.stringify(rd)}`, + ], + options, + ) + } + if (typeof rd === 'string') { + rd = Buffer.from(rd, options.encoding) + } + return rd + }) + // Normalize option `relax_column_count` + if (typeof options.relax_column_count === 'boolean'); + else if (options.relax_column_count === undefined || options.relax_column_count === null) { + options.relax_column_count = false + } else { + throw new Error( + `Invalid Option: relax_column_count must be a boolean, got ${JSON.stringify( + options.relax_column_count, + )}`, + ) + } + if (typeof options.relax_column_count_less === 'boolean'); + else if ( + options.relax_column_count_less === undefined || + options.relax_column_count_less === null + ) { + options.relax_column_count_less = false + } else { + throw new Error( + `Invalid Option: relax_column_count_less must be a boolean, got ${JSON.stringify( + options.relax_column_count_less, + )}`, + ) + } + if (typeof options.relax_column_count_more === 'boolean'); + else if ( + options.relax_column_count_more === undefined || + options.relax_column_count_more === null + ) { + options.relax_column_count_more = false + } else { + throw new Error( + `Invalid Option: relax_column_count_more must be a boolean, got ${JSON.stringify( + options.relax_column_count_more, + )}`, + ) + } + // Normalize option `relax_quotes` + if (typeof options.relax_quotes === 'boolean'); + else if (options.relax_quotes === undefined || options.relax_quotes === null) { + options.relax_quotes = false + } else { + throw new Error( + `Invalid Option: relax_quotes must be a boolean, got ${JSON.stringify( + options.relax_quotes, + )}`, + ) + } + // Normalize option `skip_empty_lines` + if (typeof options.skip_empty_lines === 'boolean'); + else if (options.skip_empty_lines === undefined || options.skip_empty_lines === null) { + options.skip_empty_lines = false + } else { + throw new Error( + `Invalid Option: skip_empty_lines must be a boolean, got ${JSON.stringify( + options.skip_empty_lines, + )}`, + ) + } + // Normalize option `skip_records_with_empty_values` + if (typeof options.skip_records_with_empty_values === 'boolean'); + else if ( + options.skip_records_with_empty_values === undefined || + options.skip_records_with_empty_values === null + ) { + options.skip_records_with_empty_values = false + } else { + throw new Error( + `Invalid Option: skip_records_with_empty_values must be a boolean, got ${JSON.stringify( + options.skip_records_with_empty_values, + )}`, + ) + } + // Normalize option `skip_records_with_error` + if (typeof options.skip_records_with_error === 'boolean'); + else if ( + options.skip_records_with_error === undefined || + options.skip_records_with_error === null + ) { + options.skip_records_with_error = false + } else { + throw new Error( + `Invalid Option: skip_records_with_error must be a boolean, got ${JSON.stringify( + options.skip_records_with_error, + )}`, + ) + } + // Normalize option `rtrim` + if (options.rtrim === undefined || options.rtrim === null || options.rtrim === false) { + options.rtrim = false + } else if (options.rtrim !== true) { + throw new Error( + `Invalid Option: rtrim must be a boolean, got ${JSON.stringify(options.rtrim)}`, + ) + } + // Normalize option `ltrim` + if (options.ltrim === undefined || options.ltrim === null || options.ltrim === false) { + options.ltrim = false + } else if (options.ltrim !== true) { + throw new Error( + `Invalid Option: ltrim must be a boolean, got ${JSON.stringify(options.ltrim)}`, + ) + } + // Normalize option `trim` + if (options.trim === undefined || options.trim === null || options.trim === false) { + options.trim = false + } else if (options.trim !== true) { + throw new Error( + `Invalid Option: trim must be a boolean, got ${JSON.stringify(options.trim)}`, + ) + } + // Normalize options `trim`, `ltrim` and `rtrim` + if (options.trim === true && opts.ltrim !== false) { + options.ltrim = true + } else if (options.ltrim !== true) { + options.ltrim = false + } + if (options.trim === true && opts.rtrim !== false) { + options.rtrim = true + } else if (options.rtrim !== true) { + options.rtrim = false + } + // Normalize option `to` + if (options.to === undefined || options.to === null) { + options.to = -1 + } else { + if (typeof options.to === 'string' && /\d+/.test(options.to)) { + options.to = parseInt(options.to) + } + if (Number.isInteger(options.to)) { + if (options.to <= 0) { + throw new Error( + `Invalid Option: to must be a positive integer greater than 0, got ${JSON.stringify( + opts.to, + )}`, + ) + } + } else { + throw new Error(`Invalid Option: to must be an integer, got ${JSON.stringify(opts.to)}`) + } + } + // Normalize option `to_line` + if (options.to_line === undefined || options.to_line === null) { + options.to_line = -1 + } else { + if (typeof options.to_line === 'string' && /\d+/.test(options.to_line)) { + options.to_line = parseInt(options.to_line) + } + if (Number.isInteger(options.to_line)) { + if (options.to_line <= 0) { + throw new Error( + `Invalid Option: to_line must be a positive integer greater than 0, got ${JSON.stringify( + opts.to_line, + )}`, + ) + } + } else { + throw new Error( + `Invalid Option: to_line must be an integer, got ${JSON.stringify(opts.to_line)}`, + ) + } + } + return options + } + + const isRecordEmpty = function (record) { + return record.every( + (field) => field == null || (field.toString && field.toString().trim() === ''), + ) + } + + const cr = 13 // `\r`, carriage return, 0x0D in hexadécimal, 13 in decimal + const nl = 10 // `\n`, newline, 0x0A in hexadecimal, 10 in decimal + + const boms = { + // Note, the following are equals: + // Buffer.from("\ufeff") + // Buffer.from([239, 187, 191]) + // Buffer.from('EFBBBF', 'hex') + utf8: Buffer.from([239, 187, 191]), + // Note, the following are equals: + // Buffer.from "\ufeff", 'utf16le + // Buffer.from([255, 254]) + utf16le: Buffer.from([255, 254]), + } + + const transform = function (original_options = {}) { + const info = { + bytes: 0, + comment_lines: 0, + empty_lines: 0, + invalid_field_length: 0, + lines: 1, + records: 0, + } + const options = normalize_options(original_options) + return { + info: info, + original_options: original_options, + options: options, + state: init_state(options), + __needMoreData: function (i, bufLen, end) { + if (end) return false + const { encoding, escape, quote } = this.options + const { quoting, needMoreDataSize, recordDelimiterMaxLength } = this.state + const numOfCharLeft = bufLen - i - 1 + const requiredLength = Math.max( + needMoreDataSize, + // Skip if the remaining buffer smaller than record delimiter + // If "record_delimiter" is yet to be discovered: + // 1. It is equals to `[]` and "recordDelimiterMaxLength" equals `0` + // 2. We set the length to windows line ending in the current encoding + // Note, that encoding is known from user or bom discovery at that point + // recordDelimiterMaxLength, + recordDelimiterMaxLength === 0 + ? Buffer.from('\r\n', encoding).length + : recordDelimiterMaxLength, + // Skip if remaining buffer can be an escaped quote + quoting ? (escape === null ? 0 : escape.length) + quote.length : 0, + // Skip if remaining buffer can be record delimiter following the closing quote + quoting ? quote.length + recordDelimiterMaxLength : 0, + ) + return numOfCharLeft < requiredLength + }, + // Central parser implementation + parse: function (nextBuf, end, push, close) { + const { + bom, + comment_no_infix, + encoding, + from_line, + ltrim, + max_record_size, + raw, + relax_quotes, + rtrim, + skip_empty_lines, + to, + to_line, + } = this.options + let { comment, escape, quote, record_delimiter } = this.options + const { bomSkipped, previousBuf, rawBuffer, escapeIsQuote } = this.state + let buf + if (previousBuf === undefined) { + if (nextBuf === undefined) { + // Handle empty string + close() + return + } else { + buf = nextBuf + } + } else if (previousBuf !== undefined && nextBuf === undefined) { + buf = previousBuf + } else { + buf = Buffer.concat([previousBuf, nextBuf]) + } + // Handle UTF BOM + if (bomSkipped === false) { + if (bom === false) { + this.state.bomSkipped = true + } else if (buf.length < 3) { + // No enough data + if (end === false) { + // Wait for more data + this.state.previousBuf = buf + return + } + } else { + for (const encoding in boms) { + if (boms[encoding].compare(buf, 0, boms[encoding].length) === 0) { + // Skip BOM + const bomLength = boms[encoding].length + this.state.bufBytesStart += bomLength + buf = buf.slice(bomLength) + // Renormalize original options with the new encoding + this.options = normalize_options({ + ...this.original_options, + encoding: encoding, + }) + // Options will re-evaluate the Buffer with the new encoding + ;({ comment, escape, quote } = this.options) + break + } + } + this.state.bomSkipped = true + } + } + const bufLen = buf.length + let pos + for (pos = 0; pos < bufLen; pos++) { + // Ensure we get enough space to look ahead + // There should be a way to move this out of the loop + if (this.__needMoreData(pos, bufLen, end)) { + break + } + if (this.state.wasRowDelimiter === true) { + this.info.lines++ + this.state.wasRowDelimiter = false + } + if (to_line !== -1 && this.info.lines > to_line) { + this.state.stop = true + close() + return + } + // Auto discovery of record_delimiter, unix, mac and windows supported + if (this.state.quoting === false && record_delimiter.length === 0) { + const record_delimiterCount = this.__autoDiscoverRecordDelimiter(buf, pos) + if (record_delimiterCount) { + record_delimiter = this.options.record_delimiter + } + } + const chr = buf[pos] + if (raw === true) { + rawBuffer.append(chr) + } + if ((chr === cr || chr === nl) && this.state.wasRowDelimiter === false) { + this.state.wasRowDelimiter = true + } + // Previous char was a valid escape char + // treat the current char as a regular char + if (this.state.escaping === true) { + this.state.escaping = false + } else { + // Escape is only active inside quoted fields + // We are quoting, the char is an escape chr and there is a chr to escape + // if(escape !== null && this.state.quoting === true && chr === escape && pos + 1 < bufLen){ + if ( + escape !== null && + this.state.quoting === true && + this.__isEscape(buf, pos, chr) && + pos + escape.length < bufLen + ) { + if (escapeIsQuote) { + if (this.__isQuote(buf, pos + escape.length)) { + this.state.escaping = true + pos += escape.length - 1 + continue + } + } else { + this.state.escaping = true + pos += escape.length - 1 + continue + } + } + // Not currently escaping and chr is a quote + // TODO: need to compare bytes instead of single char + if (this.state.commenting === false && this.__isQuote(buf, pos)) { + if (this.state.quoting === true) { + const nextChr = buf[pos + quote.length] + const isNextChrTrimable = + rtrim && this.__isCharTrimable(buf, pos + quote.length) + const isNextChrComment = + comment !== null && + this.__compareBytes(comment, buf, pos + quote.length, nextChr) + const isNextChrDelimiter = this.__isDelimiter(buf, pos + quote.length, nextChr) + const isNextChrRecordDelimiter = + record_delimiter.length === 0 + ? this.__autoDiscoverRecordDelimiter(buf, pos + quote.length) + : this.__isRecordDelimiter(nextChr, buf, pos + quote.length) + // Escape a quote + // Treat next char as a regular character + if ( + escape !== null && + this.__isEscape(buf, pos, chr) && + this.__isQuote(buf, pos + escape.length) + ) { + pos += escape.length - 1 + } else if ( + !nextChr || + isNextChrDelimiter || + isNextChrRecordDelimiter || + isNextChrComment || + isNextChrTrimable + ) { + this.state.quoting = false + this.state.wasQuoting = true + pos += quote.length - 1 + continue + } else if (relax_quotes === false) { + const err = this.__error( + new CsvError( + 'CSV_INVALID_CLOSING_QUOTE', + [ + 'Invalid Closing Quote:', + `got "${String.fromCharCode(nextChr)}"`, + `at line ${this.info.lines}`, + 'instead of delimiter, record delimiter, trimable character', + '(if activated) or comment', + ], + this.options, + this.__infoField(), + ), + ) + if (err !== undefined) return err + } else { + this.state.quoting = false + this.state.wasQuoting = true + this.state.field.prepend(quote) + pos += quote.length - 1 + } + } else { + if (this.state.field.length !== 0) { + // In relax_quotes mode, treat opening quote preceded by chrs as regular + if (relax_quotes === false) { + const info = this.__infoField() + const bom = Object.keys(boms) + .map((b) => (boms[b].equals(this.state.field.toString()) ? b : false)) + .filter(Boolean)[0] + const err = this.__error( + new CsvError( + 'INVALID_OPENING_QUOTE', + [ + 'Invalid Opening Quote:', + `a quote is found on field ${JSON.stringify(info.column)} at line ${ + info.lines + }, value is ${JSON.stringify(this.state.field.toString(encoding))}`, + bom ? `(${bom} bom)` : undefined, + ], + this.options, + info, + { + field: this.state.field, + }, + ), + ) + if (err !== undefined) return err + } + } else { + this.state.quoting = true + pos += quote.length - 1 + continue + } + } + } + if (this.state.quoting === false) { + const recordDelimiterLength = this.__isRecordDelimiter(chr, buf, pos) + if (recordDelimiterLength !== 0) { + // Do not emit comments which take a full line + const skipCommentLine = + this.state.commenting && + this.state.wasQuoting === false && + this.state.record.length === 0 && + this.state.field.length === 0 + if (skipCommentLine) { + this.info.comment_lines++ + // Skip full comment line + } else { + // Activate records emition if above from_line + if ( + this.state.enabled === false && + this.info.lines + (this.state.wasRowDelimiter === true ? 1 : 0) >= from_line + ) { + this.state.enabled = true + this.__resetField() + this.__resetRecord() + pos += recordDelimiterLength - 1 + continue + } + // Skip if line is empty and skip_empty_lines activated + if ( + skip_empty_lines === true && + this.state.wasQuoting === false && + this.state.record.length === 0 && + this.state.field.length === 0 + ) { + this.info.empty_lines++ + pos += recordDelimiterLength - 1 + continue + } + this.info.bytes = this.state.bufBytesStart + pos + const errField = this.__onField() + if (errField !== undefined) return errField + this.info.bytes = this.state.bufBytesStart + pos + recordDelimiterLength + const errRecord = this.__onRecord(push) + if (errRecord !== undefined) return errRecord + if (to !== -1 && this.info.records >= to) { + this.state.stop = true + close() + return + } + } + this.state.commenting = false + pos += recordDelimiterLength - 1 + continue + } + if (this.state.commenting) { + continue + } + if ( + comment !== null && + (comment_no_infix === false || + (this.state.record.length === 0 && this.state.field.length === 0)) + ) { + const commentCount = this.__compareBytes(comment, buf, pos, chr) + if (commentCount !== 0) { + this.state.commenting = true + continue + } + } + const delimiterLength = this.__isDelimiter(buf, pos, chr) + if (delimiterLength !== 0) { + this.info.bytes = this.state.bufBytesStart + pos + const errField = this.__onField() + if (errField !== undefined) return errField + pos += delimiterLength - 1 + continue + } + } + } + if (this.state.commenting === false) { + if ( + max_record_size !== 0 && + this.state.record_length + this.state.field.length > max_record_size + ) { + return this.__error( + new CsvError( + 'CSV_MAX_RECORD_SIZE', + [ + 'Max Record Size:', + 'record exceed the maximum number of tolerated bytes', + `of ${max_record_size}`, + `at line ${this.info.lines}`, + ], + this.options, + this.__infoField(), + ), + ) + } + } + const lappend = + ltrim === false || + this.state.quoting === true || + this.state.field.length !== 0 || + !this.__isCharTrimable(buf, pos) + // rtrim in non quoting is handle in __onField + const rappend = rtrim === false || this.state.wasQuoting === false + if (lappend === true && rappend === true) { + this.state.field.append(chr) + } else if (rtrim === true && !this.__isCharTrimable(buf, pos)) { + return this.__error( + new CsvError( + 'CSV_NON_TRIMABLE_CHAR_AFTER_CLOSING_QUOTE', + [ + 'Invalid Closing Quote:', + 'found non trimable byte after quote', + `at line ${this.info.lines}`, + ], + this.options, + this.__infoField(), + ), + ) + } else { + if (lappend === false) { + pos += this.__isCharTrimable(buf, pos) - 1 + } + continue + } + } + if (end === true) { + // Ensure we are not ending in a quoting state + if (this.state.quoting === true) { + const err = this.__error( + new CsvError( + 'CSV_QUOTE_NOT_CLOSED', + [ + 'Quote Not Closed:', + `the parsing is finished with an opening quote at line ${this.info.lines}`, + ], + this.options, + this.__infoField(), + ), + ) + if (err !== undefined) return err + } else { + // Skip last line if it has no characters + if ( + this.state.wasQuoting === true || + this.state.record.length !== 0 || + this.state.field.length !== 0 + ) { + this.info.bytes = this.state.bufBytesStart + pos + const errField = this.__onField() + if (errField !== undefined) return errField + const errRecord = this.__onRecord(push) + if (errRecord !== undefined) return errRecord + } else if (this.state.wasRowDelimiter === true) { + this.info.empty_lines++ + } else if (this.state.commenting === true) { + this.info.comment_lines++ + } + } + } else { + this.state.bufBytesStart += pos + this.state.previousBuf = buf.slice(pos) + } + if (this.state.wasRowDelimiter === true) { + this.info.lines++ + this.state.wasRowDelimiter = false + } + }, + __onRecord: function (push) { + const { + columns, + group_columns_by_name, + encoding, + info, + from, + relax_column_count, + relax_column_count_less, + relax_column_count_more, + raw, + skip_records_with_empty_values, + } = this.options + const { enabled, record } = this.state + if (enabled === false) { + return this.__resetRecord() + } + // Convert the first line into column names + const recordLength = record.length + if (columns === true) { + if (skip_records_with_empty_values === true && isRecordEmpty(record)) { + this.__resetRecord() + return + } + return this.__firstLineToColumns(record) + } + if (columns === false && this.info.records === 0) { + this.state.expectedRecordLength = recordLength + } + if (recordLength !== this.state.expectedRecordLength) { + const err = + columns === false + ? new CsvError( + 'CSV_RECORD_INCONSISTENT_FIELDS_LENGTH', + [ + 'Invalid Record Length:', + `expect ${this.state.expectedRecordLength},`, + `got ${recordLength} on line ${this.info.lines}`, + ], + this.options, + this.__infoField(), + { + record: record, + }, + ) + : new CsvError( + 'CSV_RECORD_INCONSISTENT_COLUMNS', + [ + 'Invalid Record Length:', + `columns length is ${columns.length},`, // rename columns + `got ${recordLength} on line ${this.info.lines}`, + ], + this.options, + this.__infoField(), + { + record: record, + }, + ) + if ( + relax_column_count === true || + (relax_column_count_less === true && + recordLength < this.state.expectedRecordLength) || + (relax_column_count_more === true && recordLength > this.state.expectedRecordLength) + ) { + this.info.invalid_field_length++ + this.state.error = err + // Error is undefined with skip_records_with_error + } else { + const finalErr = this.__error(err) + if (finalErr) return finalErr + } + } + if (skip_records_with_empty_values === true && isRecordEmpty(record)) { + this.__resetRecord() + return + } + if (this.state.recordHasError === true) { + this.__resetRecord() + this.state.recordHasError = false + return + } + this.info.records++ + if (from === 1 || this.info.records >= from) { + const { objname } = this.options + // With columns, records are object + if (columns !== false) { + const obj = {} + // Transform record array to an object + for (let i = 0, l = record.length; i < l; i++) { + if (columns[i] === undefined || columns[i].disabled) continue + // Turn duplicate columns into an array + if (group_columns_by_name === true && obj[columns[i].name] !== undefined) { + if (Array.isArray(obj[columns[i].name])) { + obj[columns[i].name] = obj[columns[i].name].concat(record[i]) + } else { + obj[columns[i].name] = [obj[columns[i].name], record[i]] + } + } else { + obj[columns[i].name] = record[i] + } + } + // Without objname (default) + if (raw === true || info === true) { + const extRecord = Object.assign( + { record: obj }, + raw === true ? { raw: this.state.rawBuffer.toString(encoding) } : {}, + info === true ? { info: this.__infoRecord() } : {}, + ) + const err = this.__push( + objname === undefined ? extRecord : [obj[objname], extRecord], + push, + ) + if (err) { + return err + } + } else { + const err = this.__push(objname === undefined ? obj : [obj[objname], obj], push) + if (err) { + return err + } + } + // Without columns, records are array + } else { + if (raw === true || info === true) { + const extRecord = Object.assign( + { record: record }, + raw === true ? { raw: this.state.rawBuffer.toString(encoding) } : {}, + info === true ? { info: this.__infoRecord() } : {}, + ) + const err = this.__push( + objname === undefined ? extRecord : [record[objname], extRecord], + push, + ) + if (err) { + return err + } + } else { + const err = this.__push( + objname === undefined ? record : [record[objname], record], + push, + ) + if (err) { + return err + } + } + } + } + this.__resetRecord() + }, + __firstLineToColumns: function (record) { + const { firstLineToHeaders } = this.state + try { + const headers = + firstLineToHeaders === undefined ? record : firstLineToHeaders.call(null, record) + if (!Array.isArray(headers)) { + return this.__error( + new CsvError( + 'CSV_INVALID_COLUMN_MAPPING', + [ + 'Invalid Column Mapping:', + 'expect an array from column function,', + `got ${JSON.stringify(headers)}`, + ], + this.options, + this.__infoField(), + { + headers: headers, + }, + ), + ) + } + const normalizedHeaders = normalize_columns_array(headers) + this.state.expectedRecordLength = normalizedHeaders.length + this.options.columns = normalizedHeaders + this.__resetRecord() + return + } catch (err) { + return err + } + }, + __resetRecord: function () { + if (this.options.raw === true) { + this.state.rawBuffer.reset() + } + this.state.error = undefined + this.state.record = [] + this.state.record_length = 0 + }, + __onField: function () { + const { cast, encoding, rtrim, max_record_size } = this.options + const { enabled, wasQuoting } = this.state + // Short circuit for the from_line options + if (enabled === false) { + return this.__resetField() + } + let field = this.state.field.toString(encoding) + if (rtrim === true && wasQuoting === false) { + field = field.trimRight() + } + if (cast === true) { + const [err, f] = this.__cast(field) + if (err !== undefined) return err + field = f + } + this.state.record.push(field) + // Increment record length if record size must not exceed a limit + if (max_record_size !== 0 && typeof field === 'string') { + this.state.record_length += field.length + } + this.__resetField() + }, + __resetField: function () { + this.state.field.reset() + this.state.wasQuoting = false + }, + __push: function (record, push) { + const { on_record } = this.options + if (on_record !== undefined) { + const info = this.__infoRecord() + try { + record = on_record.call(null, record, info) + } catch (err) { + return err + } + if (record === undefined || record === null) { + return + } + } + push(record) + }, + // Return a tuple with the error and the casted value + __cast: function (field) { + const { columns, relax_column_count } = this.options + const isColumns = Array.isArray(columns) + // Dont loose time calling cast + // because the final record is an object + // and this field can't be associated to a key present in columns + if ( + isColumns === true && + relax_column_count && + this.options.columns.length <= this.state.record.length + ) { + return [undefined, undefined] + } + if (this.state.castField !== null) { + try { + const info = this.__infoField() + return [undefined, this.state.castField.call(null, field, info)] + } catch (err) { + return [err] + } + } + if (this.__isFloat(field)) { + return [undefined, parseFloat(field)] + } else if (this.options.cast_date !== false) { + const info = this.__infoField() + return [undefined, this.options.cast_date.call(null, field, info)] + } + return [undefined, field] + }, + // Helper to test if a character is a space or a line delimiter + __isCharTrimable: function (buf, pos) { + const isTrim = (buf, pos) => { + const { timchars } = this.state + loop1: for (let i = 0; i < timchars.length; i++) { + const timchar = timchars[i] + for (let j = 0; j < timchar.length; j++) { + if (timchar[j] !== buf[pos + j]) continue loop1 + } + return timchar.length + } + return 0 + } + return isTrim(buf, pos) + }, + // Keep it in case we implement the `cast_int` option + // __isInt(value){ + // // return Number.isInteger(parseInt(value)) + // // return !isNaN( parseInt( obj ) ); + // return /^(\-|\+)?[1-9][0-9]*$/.test(value) + // } + __isFloat: function (value) { + return value - parseFloat(value) + 1 >= 0 // Borrowed from jquery + }, + __compareBytes: function (sourceBuf, targetBuf, targetPos, firstByte) { + if (sourceBuf[0] !== firstByte) return 0 + const sourceLength = sourceBuf.length + for (let i = 1; i < sourceLength; i++) { + if (sourceBuf[i] !== targetBuf[targetPos + i]) return 0 + } + return sourceLength + }, + __isDelimiter: function (buf, pos, chr) { + const { delimiter, ignore_last_delimiters } = this.options + if ( + ignore_last_delimiters === true && + this.state.record.length === this.options.columns.length - 1 + ) { + return 0 + } else if ( + ignore_last_delimiters !== false && + typeof ignore_last_delimiters === 'number' && + this.state.record.length === ignore_last_delimiters - 1 + ) { + return 0 + } + loop1: for (let i = 0; i < delimiter.length; i++) { + const del = delimiter[i] + if (del[0] === chr) { + for (let j = 1; j < del.length; j++) { + if (del[j] !== buf[pos + j]) continue loop1 + } + return del.length + } + } + return 0 + }, + __isRecordDelimiter: function (chr, buf, pos) { + const { record_delimiter } = this.options + const recordDelimiterLength = record_delimiter.length + loop1: for (let i = 0; i < recordDelimiterLength; i++) { + const rd = record_delimiter[i] + const rdLength = rd.length + if (rd[0] !== chr) { + continue + } + for (let j = 1; j < rdLength; j++) { + if (rd[j] !== buf[pos + j]) { + continue loop1 + } + } + return rd.length + } + return 0 + }, + __isEscape: function (buf, pos, chr) { + const { escape } = this.options + if (escape === null) return false + const l = escape.length + if (escape[0] === chr) { + for (let i = 0; i < l; i++) { + if (escape[i] !== buf[pos + i]) { + return false + } + } + return true + } + return false + }, + __isQuote: function (buf, pos) { + const { quote } = this.options + if (quote === null) return false + const l = quote.length + for (let i = 0; i < l; i++) { + if (quote[i] !== buf[pos + i]) { + return false + } + } + return true + }, + __autoDiscoverRecordDelimiter: function (buf, pos) { + const { encoding } = this.options + // Note, we don't need to cache this information in state, + // It is only called on the first line until we find out a suitable + // record delimiter. + const rds = [ + // Important, the windows line ending must be before mac os 9 + Buffer.from('\r\n', encoding), + Buffer.from('\n', encoding), + Buffer.from('\r', encoding), + ] + loop: for (let i = 0; i < rds.length; i++) { + const l = rds[i].length + for (let j = 0; j < l; j++) { + if (rds[i][j] !== buf[pos + j]) { + continue loop + } + } + this.options.record_delimiter.push(rds[i]) + this.state.recordDelimiterMaxLength = rds[i].length + return rds[i].length + } + return 0 + }, + __error: function (msg) { + const { encoding, raw, skip_records_with_error } = this.options + const err = typeof msg === 'string' ? new Error(msg) : msg + if (skip_records_with_error) { + this.state.recordHasError = true + if (this.options.on_skip !== undefined) { + this.options.on_skip(err, raw ? this.state.rawBuffer.toString(encoding) : undefined) + } + // this.emit('skip', err, raw ? this.state.rawBuffer.toString(encoding) : undefined); + return undefined + } else { + return err + } + }, + __infoDataSet: function () { + return { + ...this.info, + columns: this.options.columns, + } + }, + __infoRecord: function () { + const { columns, raw, encoding } = this.options + return { + ...this.__infoDataSet(), + error: this.state.error, + header: columns === true, + index: this.state.record.length, + raw: raw ? this.state.rawBuffer.toString(encoding) : undefined, + } + }, + __infoField: function () { + const { columns } = this.options + const isColumns = Array.isArray(columns) + return { + ...this.__infoRecord(), + column: + isColumns === true + ? columns.length > this.state.record.length + ? columns[this.state.record.length].name + : null + : this.state.record.length, + quoting: this.state.wasQuoting, + } + }, + } + } + + const parse = function (data, opts = {}) { + if (typeof data === 'string') { + data = Buffer.from(data) + } + const records = opts && opts.objname ? {} : [] + const parser = transform(opts) + const push = (record) => { + if (parser.options.objname === undefined) records.push(record) + else { + records[record[0]] = record[1] + } + } + const close = () => {} + const err1 = parser.parse(data, false, push, close) + if (err1 !== undefined) throw err1 + const err2 = parser.parse(undefined, true, push, close) + if (err2 !== undefined) throw err2 + return records + } + + exports.CsvError = CsvError + exports.parse = parse + + /***/ + }, + + /******/ + } + /************************************************************************/ + /******/ // The module cache + /******/ var __webpack_module_cache__ = {} + /******/ + /******/ // The require function + /******/ function __nccwpck_require__(moduleId) { + /******/ // Check if module is in cache + /******/ var cachedModule = __webpack_module_cache__[moduleId] + /******/ if (cachedModule !== undefined) { + /******/ return cachedModule.exports + /******/ + } + /******/ // Create a new module (and put it into the cache) + /******/ var module = (__webpack_module_cache__[moduleId] = { + /******/ // no module.id needed + /******/ // no module.loaded needed + /******/ exports: {}, + /******/ + }) + /******/ + /******/ // Execute the module function + /******/ var threw = true + /******/ try { + /******/ __webpack_modules__[moduleId](module, module.exports, __nccwpck_require__) + /******/ threw = false + /******/ + } finally { + /******/ if (threw) delete __webpack_module_cache__[moduleId] + /******/ + } + /******/ + /******/ // Return the exports of the module + /******/ return module.exports + /******/ + } + /******/ + /************************************************************************/ + /******/ /* webpack/runtime/compat */ + /******/ + /******/ if (typeof __nccwpck_require__ !== 'undefined') __nccwpck_require__.ab = __dirname + '/' + /******/ + /************************************************************************/ + /******/ + /******/ // startup + /******/ // Load entry module and return exports + /******/ // This entry module is referenced by other modules so it can't be inlined + /******/ var __webpack_exports__ = __nccwpck_require__(205) + /******/ module.exports = __webpack_exports__ + /******/ + /******/ +})() diff --git a/packages/sources/ftse-sftp/bundle/worker.js b/packages/sources/ftse-sftp/bundle/worker.js new file mode 100644 index 0000000000..c04c5c6851 --- /dev/null +++ b/packages/sources/ftse-sftp/bundle/worker.js @@ -0,0 +1,185 @@ +'use strict' + +const { realImport, realRequire } = require('real-require') +const { workerData, parentPort } = require('worker_threads') +const { WRITE_INDEX, READ_INDEX } = require('./indexes') +const { waitDiff } = require('./wait') + +const { dataBuf, filename, stateBuf } = workerData + +let destination + +const state = new Int32Array(stateBuf) +const data = Buffer.from(dataBuf) + +async function start() { + let worker + try { + if (filename.endsWith('.ts') || filename.endsWith('.cts')) { + // TODO: add support for the TSM modules loader ( https://github.com/lukeed/tsm ). + if (!process[Symbol.for('ts-node.register.instance')]) { + realRequire('ts-node/register') + } else if (process.env.TS_NODE_DEV) { + realRequire('ts-node-dev') + } + // TODO: Support ES imports once tsc, tap & ts-node provide better compatibility guarantees. + // Remove extra forwardslash on Windows + worker = realRequire( + decodeURIComponent( + filename.replace(process.platform === 'win32' ? 'file:///' : 'file://', ''), + ), + ) + } else { + worker = await realImport(filename) + } + } catch (error) { + // A yarn user that tries to start a ThreadStream for an external module + // provides a filename pointing to a zip file. + // eg. require.resolve('pino-elasticsearch') // returns /foo/pino-elasticsearch-npm-6.1.0-0c03079478-6915435172.zip/bar.js + // The `import` will fail to try to load it. + // This catch block executes the `require` fallback to load the module correctly. + // In fact, yarn modifies the `require` function to manage the zipped path. + // More details at https://github.com/pinojs/pino/pull/1113 + // The error codes may change based on the node.js version (ENOTDIR > 12, ERR_MODULE_NOT_FOUND <= 12 ) + if ( + (error.code === 'ENOTDIR' || error.code === 'ERR_MODULE_NOT_FOUND') && + filename.startsWith('file://') + ) { + worker = realRequire(decodeURIComponent(filename.replace('file://', ''))) + } else if ( + error.code === undefined || + error.code === 'ERR_VM_DYNAMIC_IMPORT_CALLBACK_MISSING' + ) { + // When bundled with pkg, an undefined error is thrown when called with realImport + // When bundled with pkg and using node v20, an ERR_VM_DYNAMIC_IMPORT_CALLBACK_MISSING error is thrown when called with realImport + // More info at: https://github.com/pinojs/thread-stream/issues/143 + try { + worker = realRequire( + decodeURIComponent( + filename.replace(process.platform === 'win32' ? 'file:///' : 'file://', ''), + ), + ) + } catch { + throw error + } + } else { + throw error + } + } + + // Depending on how the default export is performed, and on how the code is + // transpiled, we may find cases of two nested "default" objects. + // See https://github.com/pinojs/pino/issues/1243#issuecomment-982774762 + if (typeof worker === 'object') worker = worker.default + if (typeof worker === 'object') worker = worker.default + + destination = await worker(workerData.workerData) + + destination.on('error', function (err) { + Atomics.store(state, WRITE_INDEX, -2) + Atomics.notify(state, WRITE_INDEX) + + Atomics.store(state, READ_INDEX, -2) + Atomics.notify(state, READ_INDEX) + + parentPort.postMessage({ + code: 'ERROR', + err, + }) + }) + + destination.on('close', function () { + // process._rawDebug('worker close emitted') + const end = Atomics.load(state, WRITE_INDEX) + Atomics.store(state, READ_INDEX, end) + Atomics.notify(state, READ_INDEX) + setImmediate(() => { + process.exit(0) + }) + }) +} + +// No .catch() handler, +// in case there is an error it goes +// to unhandledRejection +start().then(function () { + parentPort.postMessage({ + code: 'READY', + }) + + process.nextTick(run) +}) + +function run() { + const current = Atomics.load(state, READ_INDEX) + const end = Atomics.load(state, WRITE_INDEX) + + // process._rawDebug(`pre state ${current} ${end}`) + + if (end === current) { + if (end === data.length) { + waitDiff(state, READ_INDEX, end, Infinity, run) + } else { + waitDiff(state, WRITE_INDEX, end, Infinity, run) + } + return + } + + // process._rawDebug(`post state ${current} ${end}`) + + if (end === -1) { + // process._rawDebug('end') + destination.end() + return + } + + const toWrite = data.toString('utf8', current, end) + // process._rawDebug('worker writing: ' + toWrite) + + const res = destination.write(toWrite) + + if (res) { + Atomics.store(state, READ_INDEX, end) + Atomics.notify(state, READ_INDEX) + setImmediate(run) + } else { + destination.once('drain', function () { + Atomics.store(state, READ_INDEX, end) + Atomics.notify(state, READ_INDEX) + run() + }) + } +} + +process.on('unhandledRejection', function (err) { + parentPort.postMessage({ + code: 'ERROR', + err, + }) + process.exit(1) +}) + +process.on('uncaughtException', function (err) { + parentPort.postMessage({ + code: 'ERROR', + err, + }) + process.exit(1) +}) + +process.once('exit', (exitCode) => { + if (exitCode !== 0) { + process.exit(exitCode) + return + } + if (destination?.writableNeedDrain && !destination?.writableEnded) { + parentPort.postMessage({ + code: 'WARNING', + err: new Error( + 'ThreadStream: process exited before destination stream was drained. this may indicate that the destination stream try to write to a another missing stream', + ), + }) + } + + process.exit(0) +}) From 0263a0db13009d9137e6c397a326b3343aebc7c8 Mon Sep 17 00:00:00 2001 From: chray-zhang Date: Fri, 17 Oct 2025 17:01:18 -0400 Subject: [PATCH 13/18] removed files --- packages/sources/ftse-sftp/bundle/index.js | 2880 ------------------- packages/sources/ftse-sftp/bundle/worker.js | 185 -- 2 files changed, 3065 deletions(-) delete mode 100644 packages/sources/ftse-sftp/bundle/index.js delete mode 100644 packages/sources/ftse-sftp/bundle/worker.js diff --git a/packages/sources/ftse-sftp/bundle/index.js b/packages/sources/ftse-sftp/bundle/index.js deleted file mode 100644 index 124b1f1765..0000000000 --- a/packages/sources/ftse-sftp/bundle/index.js +++ /dev/null @@ -1,2880 +0,0 @@ -/******/ ;(() => { - // webpackBootstrap - /******/ var __webpack_modules__ = { - /***/ 313: /***/ (module) => { - /****************************************************************************** -Copyright (c) Microsoft Corporation. - -Permission to use, copy, modify, and/or distribute this software for any -purpose with or without fee is hereby granted. - -THE SOFTWARE IS PROVIDED "AS IS" AND THE AUTHOR DISCLAIMS ALL WARRANTIES WITH -REGARD TO THIS SOFTWARE INCLUDING ALL IMPLIED WARRANTIES OF MERCHANTABILITY -AND FITNESS. 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exporter('__asyncValues', __asyncValues) - exporter('__makeTemplateObject', __makeTemplateObject) - exporter('__importStar', __importStar) - exporter('__importDefault', __importDefault) - exporter('__classPrivateFieldGet', __classPrivateFieldGet) - exporter('__classPrivateFieldSet', __classPrivateFieldSet) - exporter('__classPrivateFieldIn', __classPrivateFieldIn) - exporter('__addDisposableResource', __addDisposableResource) - exporter('__disposeResources', __disposeResources) - exporter('__rewriteRelativeImportExtension', __rewriteRelativeImportExtension) - }) - - 0 && 0 - - /***/ - }, - - /***/ 205: /***/ (__unused_webpack_module, exports, __nccwpck_require__) => { - 'use strict' - - Object.defineProperty(exports, '__esModule', { value: true }) - const tslib_1 = __nccwpck_require__(313) - tslib_1.__exportStar(__nccwpck_require__(94), exports) - //# sourceMappingURL=data:application/json;base64,eyJ2ZXJzaW9uIjozLCJmaWxlIjoiaW5kZXguanMiLCJzb3VyY2VSb290IjoiIiwic291cmNlcyI6WyIuLi9zcmMvaW5kZXgudHMiXSwibmFtZXMiOltdLCJtYXBwaW5ncyI6Ijs7O0FBQUEsb0RBQXlCIiwic291cmNlc0NvbnRlbnQiOlsiZXhwb3J0ICogZnJvbSAnLi9wYXJzaW5nJ1xuIl19 - - /***/ - }, - - /***/ 565: /***/ (__unused_webpack_module, exports, __nccwpck_require__) => { - 'use strict' - - Object.defineProperty(exports, '__esModule', { value: true }) - exports.BaseCSVParser = void 0 - const sync_1 = __nccwpck_require__(186) - /** - * Abstract base class for CSV parsers - * Uses the csv-parse library for robust CSV parsing - */ - class BaseCSVParser { - constructor(config = {}) { - this.config = { ...config } - } - /** - * Helper method to parse CSV content as records with column headers - */ - parseCSVRecords(csvContent, options) { - const finalConfig = { ...this.config, ...options, columns: true } - try { - return (0, sync_1.parse)(csvContent, finalConfig) - } catch (error) { - throw new Error(`Error parsing CSV as records: ${error}`) - } - } - /** - * Helper method to parse CSV content as arrays - */ - parseCSVArrays(csvContent, options) { - const finalConfig = { ...this.config, ...options, columns: false } - try { - return (0, sync_1.parse)(csvContent, finalConfig) - } catch (error) { - throw new Error(`Error parsing CSV as arrays: ${error}`) - } - } - /** - * Convert a string value to a number and invalid values - */ - convertToNumber(value) { - if (!value || value.trim() === '') { - throw new Error('Cannot convert empty or null value to number') - } - const numValue = parseFloat(value) - if (isNaN(numValue)) { - throw new Error(`Value "${value}" is not a valid number`) - } - return numValue - } - } - exports.BaseCSVParser = BaseCSVParser - //# sourceMappingURL=data:application/json;base64,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 - - /***/ - }, - - /***/ 656: /***/ (__unused_webpack_module, exports, __nccwpck_require__) => { - 'use strict' - - Object.defineProperty(exports, '__esModule', { value: true }) - exports.CSVParserFactory = exports.instrumentToElementMap = void 0 - const ftse100_1 = __nccwpck_require__(771) - const russell_1 = __nccwpck_require__(600) - /** - * Supported CSV parser types - */ - exports.instrumentToElementMap = { - Russell1000INDEX: 'Russell 1000® Index', - Russell2000INDEX: 'Russell 2000® Index', - Russell3000INDEX: 'Russell 3000® Index', - } - /** - * Factory class for creating CSV parsers - */ - class CSVParserFactory { - /** - * Auto-detect parser type based on instrument - */ - static detectParserByInstrument(instrument) { - switch (instrument) { - case 'FTSE100INDEX': - return new ftse100_1.FTSE100Parser() - case 'Russell1000INDEX': - case 'Russell2000INDEX': - case 'Russell3000INDEX': - return new russell_1.RussellDailyValuesParser( - exports.instrumentToElementMap[instrument], - ) - default: - return null - } - } - } - exports.CSVParserFactory = CSVParserFactory - //# sourceMappingURL=data:application/json;base64,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 - - /***/ - }, - - /***/ 771: /***/ (__unused_webpack_module, exports, __nccwpck_require__) => { - 'use strict' - - Object.defineProperty(exports, '__esModule', { value: true }) - exports.FTSE100Parser = exports.HEADER_ROW_NUMBER = exports.EXPECTED_HEADERS = void 0 - const base_parser_1 = __nccwpck_require__(565) - /** - * Spreadsheet consts - */ - const FTSE_100_INDEX_CODE = 'UKX' - const FTSE_INDEX_CODE_COLUMN = 'Index Code' - const FTSE_INDEX_SECTOR_NAME_COLUMN = 'Index/Sector Name' - const FTSE_NUMBER_OF_CONSTITUENTS_COLUMN = 'Number of Constituents' - const FTSE_INDEX_BASE_CURRENCY_COLUMN = 'Index Base Currency' - const FTSE_GBP_INDEX_COLUMN = 'GBP Index' - const HEADER_ROW_NUMBER = 4 - exports.HEADER_ROW_NUMBER = HEADER_ROW_NUMBER - const EXPECTED_HEADERS = [ - FTSE_INDEX_CODE_COLUMN, - FTSE_INDEX_SECTOR_NAME_COLUMN, - FTSE_NUMBER_OF_CONSTITUENTS_COLUMN, - FTSE_INDEX_BASE_CURRENCY_COLUMN, - FTSE_GBP_INDEX_COLUMN, - ] - exports.EXPECTED_HEADERS = EXPECTED_HEADERS - /** - * CSV Parser for FTSE format - * Expects columns: Index Code, Index/Sector Name, Number of Constituents, Index Base Currency, GBP Index - */ - class FTSE100Parser extends base_parser_1.BaseCSVParser { - constructor() { - super({ - delimiter: ',', - skip_empty_lines: true, - trim: true, - quote: '"', - escape: '"', - // We set this to true because on the last row there is a random element "XXXXXXXX" - relax_column_count: true, - }) - } - async parse(csvContent) { - const parsed = this.parseCSVRecords(csvContent, { - from_line: HEADER_ROW_NUMBER, - }) - const results = parsed - .filter((row) => { - return row[FTSE_INDEX_CODE_COLUMN] === FTSE_100_INDEX_CODE - }) - .map((row) => this.createFTSE100Data(row)) - if (results.length > 1) { - throw new Error('Multiple FTSE 100 index records found, expected only one') - } else if (results.length === 0) { - throw new Error('No FTSE 100 index record found') - } - return results[0] - } - /** - * Creates FTSE100Data object from a CSV row - */ - createFTSE100Data(row) { - // Validate that all required elements are present in the row - const emptyColumns = EXPECTED_HEADERS.filter((column) => { - const value = row[column] - return ( - value === null || - value === undefined || - (typeof value === 'string' && value.trim() === '') - ) - }) - if (emptyColumns.length > 0) { - throw new Error( - `Empty or null values found in required columns: ${emptyColumns.join(', ')}`, - ) - } - return { - indexCode: row[FTSE_INDEX_CODE_COLUMN], - indexSectorName: row[FTSE_INDEX_SECTOR_NAME_COLUMN], - numberOfConstituents: this.convertToNumber(row[FTSE_NUMBER_OF_CONSTITUENTS_COLUMN]), - indexBaseCurrency: row[FTSE_INDEX_BASE_CURRENCY_COLUMN], - gbpIndex: this.convertToNumber(row[FTSE_GBP_INDEX_COLUMN]), - } - } - } - exports.FTSE100Parser = FTSE100Parser - //# sourceMappingURL=data:application/json;base64,eyJ2ZXJzaW9uIjozLCJmaWxlIjoiZnRzZTEwMC5qcyIsInNvdXJjZVJvb3QiOiIiLCJzb3VyY2VzIjpbIi4uLy4uL3NyYy9wYXJzaW5nL2Z0c2UxMDAudHMiXSwibmFtZXMiOltdLCJtYXBwaW5ncyI6Ijs7O0FBQUEsK0NBQTZDO0FBRzdDOztHQUVHO0FBQ0gsTUFBTSxtQkFBbUIsR0FBRyxLQUFLLENBQUE7QUFDakMsTUFBTSxzQkFBc0IsR0FBRyxZQUFZLENBQUE7QUFDM0MsTUFBTSw2QkFBNkIsR0FBRyxtQkFBbUIsQ0FBQTtBQUN6RCxNQUFNLGtDQUFrQyxHQUFHLHdCQUF3QixDQUFBO0FBQ25FLE1BQU0sK0JBQStCLEdBQUcscUJBQXFCLENBQUE7QUFDN0QsTUFBTSxxQkFBcUIsR0FBRyxXQUFXLENBQUE7QUFDekMsTUFBTSxpQkFBaUIsR0FBRyxDQUFDLENBQUE7QUFVQSw4Q0FBaUI7QUFSNUMsTUFBTSxnQkFBZ0IsR0FBRztJQUN2QixzQkFBc0I7SUFDdEIsNkJBQTZCO0lBQzdCLGtDQUFrQztJQUNsQywrQkFBK0I7SUFDL0IscUJBQXFCO0NBQ3RCLENBQUE7QUFFUSw0Q0FBZ0I7QUFjekI7OztHQUdHO0FBQ0gsTUFBYSxhQUFjLFNBQVEsMkJBQWE7SUFDOUM7UUFDRSxLQUFLLENBQUM7WUFDSixTQUFTLEVBQUUsR0FBRztZQUNkLGdCQUFnQixFQUFFLElBQUk7WUFDdEIsSUFBSSxFQUFFLElBQUk7WUFDVixLQUFLLEVBQUUsR0FBRztZQUNWLE1BQU0sRUFBRSxHQUFHO1lBQ1gsbUZBQW1GO1lBQ25GLGtCQUFrQixFQUFFLElBQUk7U0FDekIsQ0FBQyxDQUFBO0lBQ0osQ0FBQztJQUVELEtBQUssQ0FBQyxLQUFLLENBQUMsVUFBa0I7UUFDNUIsTUFBTSxNQUFNLEdBQUcsSUFBSSxDQUFDLGVBQWUsQ0FBQyxVQUFVLEVBQUU7WUFDOUMsU0FBUyxFQUFFLGlCQUFpQjtTQUM3QixDQUFDLENBQUE7UUFFRixNQUFNLE9BQU8sR0FBa0IsTUFBTTthQUNsQyxNQUFNLENBQUMsQ0FBQyxHQUEyQixFQUFFLEVBQUU7WUFDdEMsT0FBTyxHQUFHLENBQUMsc0JBQXNCLENBQUMsS0FBSyxtQkFBbUIsQ0FBQTtRQUM1RCxDQUFDLENBQUM7YUFDRCxHQUFHLENBQUMsQ0FBQyxHQUEyQixFQUFFLEVBQUUsQ0FBQyxJQUFJLENBQUMsaUJBQWlCLENBQUMsR0FBRyxDQUFDLENBQUMsQ0FBQTtRQUVwRSxJQUFJLE9BQU8sQ0FBQyxNQUFNLEdBQUcsQ0FBQyxFQUFFLENBQUM7WUFDdkIsTUFBTSxJQUFJLEtBQUssQ0FBQywwREFBMEQsQ0FBQyxDQUFBO1FBQzdFLENBQUM7YUFBTSxJQUFJLE9BQU8sQ0FBQyxNQUFNLEtBQUssQ0FBQyxFQUFFLENBQUM7WUFDaEMsTUFBTSxJQUFJLEtBQUssQ0FBQyxnQ0FBZ0MsQ0FBQyxDQUFBO1FBQ25ELENBQUM7UUFFRCxPQUFPLE9BQU8sQ0FBQyxDQUFDLENBQUMsQ0FBQTtJQUNuQixDQUFDO0lBRUQ7O09BRUc7SUFDSyxpQkFBaUIsQ0FBQyxHQUEyQjtRQUNuRCw2REFBNkQ7UUFDN0QsTUFBTSxZQUFZLEdBQUcsZ0JBQWdCLENBQUMsTUFBTSxDQUFDLENBQUMsTUFBTSxFQUFFLEVBQUU7WUFDdEQsTUFBTSxLQUFLLEdBQUcsR0FBRyxDQUFDLE1BQU0sQ0FBQyxDQUFBO1lBQ3pCLE9BQU8sQ0FDTCxLQUFLLEtBQUssSUFBSSxJQUFJLEtBQUssS0FBSyxTQUFTLElBQUksQ0FBQyxPQUFPLEtBQUssS0FBSyxRQUFRLElBQUksS0FBSyxDQUFDLElBQUksRUFBRSxLQUFLLEVBQUUsQ0FBQyxDQUM1RixDQUFBO1FBQ0gsQ0FBQyxDQUFDLENBQUE7UUFFRixJQUFJLFlBQVksQ0FBQyxNQUFNLEdBQUcsQ0FBQyxFQUFFLENBQUM7WUFDNUIsTUFBTSxJQUFJLEtBQUssQ0FBQyxtREFBbUQsWUFBWSxDQUFDLElBQUksQ0FBQyxJQUFJLENBQUMsRUFBRSxDQUFDLENBQUE7UUFDL0YsQ0FBQztRQUVELE9BQU87WUFDTCxTQUFTLEVBQUUsR0FBRyxDQUFDLHNCQUFzQixDQUFDO1lBQ3RDLGVBQWUsRUFBRSxHQUFHLENBQUMsNkJBQTZCLENBQUM7WUFDbkQsb0JBQW9CLEVBQUUsSUFBSSxDQUFDLGVBQWUsQ0FBQyxHQUFHLENBQUMsa0NBQWtDLENBQUMsQ0FBQztZQUNuRixpQkFBaUIsRUFBRSxHQUFHLENBQUMsK0JBQStCLENBQUM7WUFDdkQsUUFBUSxFQUFFLElBQUksQ0FBQyxlQUFlLENBQUMsR0FBRyxDQUFDLHFCQUFxQixDQUFDLENBQUM7U0FDM0QsQ0FBQTtJQUNILENBQUM7Q0FDRjtBQXpERCxzQ0F5REMiLCJzb3VyY2VzQ29udGVudCI6WyJpbXBvcnQgeyBCYXNlQ1NWUGFyc2VyIH0gZnJvbSAnLi9iYXNlLXBhcnNlcidcbmltcG9ydCB7IFBhcnNlZERhdGEgfSBmcm9tICcuL2ludGVyZmFjZXMnXG5cbi8qKlxuICogU3ByZWFkc2hlZXQgY29uc3RzXG4gKi9cbmNvbnN0IEZUU0VfMTAwX0lOREVYX0NPREUgPSAnVUtYJ1xuY29uc3QgRlRTRV9JTkRFWF9DT0RFX0NPTFVNTiA9ICdJbmRleCBDb2RlJ1xuY29uc3QgRlRTRV9JTkRFWF9TRUNUT1JfTkFNRV9DT0xVTU4gPSAnSW5kZXgvU2VjdG9yIE5hbWUnXG5jb25zdCBGVFNFX05VTUJFUl9PRl9DT05TVElUVUVOVFNfQ09MVU1OID0gJ051bWJlciBvZiBDb25zdGl0dWVudHMnXG5jb25zdCBGVFNFX0lOREVYX0JBU0VfQ1VSUkVOQ1lfQ09MVU1OID0gJ0luZGV4IEJhc2UgQ3VycmVuY3knXG5jb25zdCBGVFNFX0dCUF9JTkRFWF9DT0xVTU4gPSAnR0JQIEluZGV4J1xuY29uc3QgSEVBREVSX1JPV19OVU1CRVIgPSA0XG5cbmNvbnN0IEVYUEVDVEVEX0hFQURFUlMgPSBbXG4gIEZUU0VfSU5ERVhfQ09ERV9DT0xVTU4sXG4gIEZUU0VfSU5ERVhfU0VDVE9SX05BTUVfQ09MVU1OLFxuICBGVFNFX05VTUJFUl9PRl9DT05TVElUVUVOVFNfQ09MVU1OLFxuICBGVFNFX0lOREVYX0JBU0VfQ1VSUkVOQ1lfQ09MVU1OLFxuICBGVFNFX0dCUF9JTkRFWF9DT0xVTU4sXG5dXG5cbmV4cG9ydCB7IEVYUEVDVEVEX0hFQURFUlMsIEhFQURFUl9ST1dfTlVNQkVSIH1cblxuLyoqXG4gKiBTcGVjaWZpYyBkYXRhIHN0cnVjdHVyZSBmb3IgRlRTRSBkYXRhXG4gKiBCYXNlZCBvbiB0aGUgYWN0dWFsIEZUU0UgQ1NWIGZvcm1hdCB3aXRoIEluZGV4IENvZGUsIEluZGV4L1NlY3RvciBOYW1lLCBOdW1iZXIgb2YgQ29uc3RpdHVlbnRzLCBJbmRleCBCYXNlIEN1cnJlbmN5LCBhbmQgR0JQIEluZGV4XG4gKi9cbmV4cG9ydCBpbnRlcmZhY2UgRlRTRTEwMERhdGEgZXh0ZW5kcyBQYXJzZWREYXRhIHtcbiAgaW5kZXhDb2RlOiBzdHJpbmdcbiAgaW5kZXhTZWN0b3JOYW1lOiBzdHJpbmdcbiAgbnVtYmVyT2ZDb25zdGl0dWVudHM6IG51bWJlciB8IG51bGxcbiAgaW5kZXhCYXNlQ3VycmVuY3k6IHN0cmluZ1xuICBnYnBJbmRleDogbnVtYmVyIHwgbnVsbFxufVxuXG4vKipcbiAqIENTViBQYXJzZXIgZm9yIEZUU0UgZm9ybWF0XG4gKiBFeHBlY3RzIGNvbHVtbnM6IEluZGV4IENvZGUsIEluZGV4L1NlY3RvciBOYW1lLCBOdW1iZXIgb2YgQ29uc3RpdHVlbnRzLCBJbmRleCBCYXNlIEN1cnJlbmN5LCBHQlAgSW5kZXhcbiAqL1xuZXhwb3J0IGNsYXNzIEZUU0UxMDBQYXJzZXIgZXh0ZW5kcyBCYXNlQ1NWUGFyc2VyIHtcbiAgY29uc3RydWN0b3IoKSB7XG4gICAgc3VwZXIoe1xuICAgICAgZGVsaW1pdGVyOiAnLCcsXG4gICAgICBza2lwX2VtcHR5X2xpbmVzOiB0cnVlLFxuICAgICAgdHJpbTogdHJ1ZSxcbiAgICAgIHF1b3RlOiAnXCInLFxuICAgICAgZXNjYXBlOiAnXCInLFxuICAgICAgLy8gV2Ugc2V0IHRoaXMgdG8gdHJ1ZSBiZWNhdXNlIG9uIHRoZSBsYXN0IHJvdyB0aGVyZSBpcyBhIHJhbmRvbSBlbGVtZW50IFwiWFhYWFhYWFhcIlxuICAgICAgcmVsYXhfY29sdW1uX2NvdW50OiB0cnVlLFxuICAgIH0pXG4gIH1cblxuICBhc3luYyBwYXJzZShjc3ZDb250ZW50OiBzdHJpbmcpOiBQcm9taXNlPEZUU0UxMDBEYXRhPiB7XG4gICAgY29uc3QgcG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- - /***/ - }, - - /***/ 94: /***/ (__unused_webpack_module, exports, __nccwpck_require__) => { - 'use strict' - - Object.defineProperty(exports, '__esModule', { value: true }) - exports.CSVParserFactory = - exports.RussellDailyValuesParser = - exports.FTSE100Parser = - exports.BaseCSVParser = - void 0 - var base_parser_1 = __nccwpck_require__(565) - Object.defineProperty(exports, 'BaseCSVParser', { - enumerable: true, - get: function () { - return base_parser_1.BaseCSVParser - }, - }) - var ftse100_1 = __nccwpck_require__(771) - Object.defineProperty(exports, 'FTSE100Parser', { - enumerable: true, - get: function () { - return ftse100_1.FTSE100Parser - }, - }) - var russell_1 = __nccwpck_require__(600) - Object.defineProperty(exports, 'RussellDailyValuesParser', { - enumerable: true, - get: function () { - return russell_1.RussellDailyValuesParser - }, - }) - var factory_1 = __nccwpck_require__(656) - Object.defineProperty(exports, 'CSVParserFactory', { - enumerable: true, - get: function () { - return factory_1.CSVParserFactory - }, - }) - //# sourceMappingURL=data:application/json;base64,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 - - /***/ - }, - - /***/ 600: /***/ (__unused_webpack_module, exports, __nccwpck_require__) => { - 'use strict' - - Object.defineProperty(exports, '__esModule', { value: true }) - exports.RussellDailyValuesParser = void 0 - const base_parser_1 = __nccwpck_require__(565) - // Column names for Russell CSV format - // The first column contains the index names but doesn't have a consistent header - // We'll use the first column (index 0) directly instead of relying on column names - const HEADER_ROW_NUMBER = 6 - const INDEX_NAME_COLUMN = 0 - const CLOSE_VALUE_COLUMN = 4 - /** - * CSV Parser for Russell Daily Values format - * Only extracts indexName and close fields - */ - class RussellDailyValuesParser extends base_parser_1.BaseCSVParser { - constructor(instrument) { - super({ - delimiter: ',', - skip_empty_lines: true, - trim: true, - quote: '"', - escape: '"', - // Set this to true because the random XXXXXXXX in the last row - relax_column_count: true, - }) - this.instrument = instrument - } - async parse(csvContent) { - this.validateCloseColumn(csvContent) - const parsed = this.parseCSVArrays(csvContent, { - from_line: HEADER_ROW_NUMBER + 1, // + 1 to start parsing after the header row - }) - const results = parsed - .filter((row) => { - return row[INDEX_NAME_COLUMN] === this.instrument - }) - .map((row) => this.createRussellData(row)) - if (results.length === 0) { - throw new Error('No matching Russell index records found') - } else if (results.length > 1) { - throw new Error('Multiple matching Russell index records found, expected only one') - } - return results[0] - } - /** - * Validates that the CLOSE_VALUE_COLUMN index corresponds to the "Close" header - */ - validateCloseColumn(csvContent) { - const parsed = this.parseCSVArrays(csvContent, { - from_line: HEADER_ROW_NUMBER, - to_line: HEADER_ROW_NUMBER, - }) - if (parsed.length === 0) { - throw new Error( - `CSV content does not have enough lines to validate header row at line ${HEADER_ROW_NUMBER}`, - ) - } - const headerRow = parsed[0] - if (headerRow.length <= CLOSE_VALUE_COLUMN) { - throw new Error( - `Header row does not have enough columns. Expected at least ${ - CLOSE_VALUE_COLUMN + 1 - } columns`, - ) - } - const closeHeader = headerRow[CLOSE_VALUE_COLUMN] - if (closeHeader.toLowerCase() !== 'close') { - throw new Error( - `Expected "Close" column at index ${CLOSE_VALUE_COLUMN}, but found "${closeHeader}"`, - ) - } - } - /** - * Creates RussellDailyValuesData object from a CSV row array - */ - createRussellData(row) { - const indexName = row[INDEX_NAME_COLUMN] - const closeValue = row[CLOSE_VALUE_COLUMN] - if ( - closeValue === null || - closeValue === undefined || - (typeof closeValue === 'string' && closeValue.trim() === '') - ) { - throw new Error(`Empty values found in required columns: Close`) - } - return { - indexName: indexName, - close: this.convertToNumber(closeValue), - } - } - } - exports.RussellDailyValuesParser = RussellDailyValuesParser - //# sourceMappingURL=data:application/json;base64,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 - - /***/ - }, - - /***/ 186: /***/ (__unused_webpack_module, exports) => { - 'use strict' - - class CsvError extends Error { - constructor(code, message, options, ...contexts) { - if (Array.isArray(message)) message = message.join(' ').trim() - super(message) - if (Error.captureStackTrace !== undefined) { - Error.captureStackTrace(this, CsvError) - } - this.code = code - for (const context of contexts) { - for (const key in context) { - const value = context[key] - this[key] = Buffer.isBuffer(value) - ? value.toString(options.encoding) - : value == null - ? value - : JSON.parse(JSON.stringify(value)) - } - } - } - } - - const is_object = function (obj) { - return typeof obj === 'object' && obj !== null && !Array.isArray(obj) - } - - const normalize_columns_array = function (columns) { - const normalizedColumns = [] - for (let i = 0, l = columns.length; i < l; i++) { - const column = columns[i] - if (column === undefined || column === null || column === false) { - normalizedColumns[i] = { disabled: true } - } else if (typeof column === 'string') { - normalizedColumns[i] = { name: column } - } else if (is_object(column)) { - if (typeof column.name !== 'string') { - throw new CsvError('CSV_OPTION_COLUMNS_MISSING_NAME', [ - 'Option columns missing name:', - `property "name" is required at position ${i}`, - 'when column is an object literal', - ]) - } - normalizedColumns[i] = column - } else { - throw new CsvError('CSV_INVALID_COLUMN_DEFINITION', [ - 'Invalid column definition:', - 'expect a string or a literal object,', - `got ${JSON.stringify(column)} at position ${i}`, - ]) - } - } - return normalizedColumns - } - - class ResizeableBuffer { - constructor(size = 100) { - this.size = size - this.length = 0 - this.buf = Buffer.allocUnsafe(size) - } - prepend(val) { - if (Buffer.isBuffer(val)) { - const length = this.length + val.length - if (length >= this.size) { - this.resize() - if (length >= this.size) { - throw Error('INVALID_BUFFER_STATE') - } - } - const buf = this.buf - this.buf = Buffer.allocUnsafe(this.size) - val.copy(this.buf, 0) - buf.copy(this.buf, val.length) - this.length += val.length - } else { - const length = this.length++ - if (length === this.size) { - this.resize() - } - const buf = this.clone() - this.buf[0] = val - buf.copy(this.buf, 1, 0, length) - } - } - append(val) { - const length = this.length++ - if (length === this.size) { - this.resize() - } - this.buf[length] = val - } - clone() { - return Buffer.from(this.buf.slice(0, this.length)) - } - resize() { - const length = this.length - this.size = this.size * 2 - const buf = Buffer.allocUnsafe(this.size) - this.buf.copy(buf, 0, 0, length) - this.buf = buf - } - toString(encoding) { - if (encoding) { - return this.buf.slice(0, this.length).toString(encoding) - } else { - return Uint8Array.prototype.slice.call(this.buf.slice(0, this.length)) - } - } - toJSON() { - return this.toString('utf8') - } - reset() { - this.length = 0 - } - } - - // white space characters - // https://en.wikipedia.org/wiki/Whitespace_character - // https://developer.mozilla.org/en-US/docs/Web/JavaScript/Guide/Regular_Expressions/Character_Classes#Types - // \f\n\r\t\v\u00a0\u1680\u2000-\u200a\u2028\u2029\u202f\u205f\u3000\ufeff - const np = 12 - const cr$1 = 13 // `\r`, carriage return, 0x0D in hexadécimal, 13 in decimal - const nl$1 = 10 // `\n`, newline, 0x0A in hexadecimal, 10 in decimal - const space = 32 - const tab = 9 - - const init_state = function (options) { - return { - bomSkipped: false, - bufBytesStart: 0, - castField: options.cast_function, - commenting: false, - // Current error encountered by a record - error: undefined, - enabled: options.from_line === 1, - escaping: false, - escapeIsQuote: - Buffer.isBuffer(options.escape) && - Buffer.isBuffer(options.quote) && - Buffer.compare(options.escape, options.quote) === 0, - // columns can be `false`, `true`, `Array` - expectedRecordLength: Array.isArray(options.columns) ? options.columns.length : undefined, - field: new ResizeableBuffer(20), - firstLineToHeaders: options.cast_first_line_to_header, - needMoreDataSize: Math.max( - // Skip if the remaining buffer smaller than comment - options.comment !== null ? options.comment.length : 0, - // Skip if the remaining buffer can be delimiter - ...options.delimiter.map((delimiter) => delimiter.length), - // Skip if the remaining buffer can be escape sequence - options.quote !== null ? options.quote.length : 0, - ), - previousBuf: undefined, - quoting: false, - stop: false, - rawBuffer: new ResizeableBuffer(100), - record: [], - recordHasError: false, - record_length: 0, - recordDelimiterMaxLength: - options.record_delimiter.length === 0 - ? 0 - : Math.max(...options.record_delimiter.map((v) => v.length)), - trimChars: [ - Buffer.from(' ', options.encoding)[0], - Buffer.from('\t', options.encoding)[0], - ], - wasQuoting: false, - wasRowDelimiter: false, - timchars: [ - Buffer.from(Buffer.from([cr$1], 'utf8').toString(), options.encoding), - Buffer.from(Buffer.from([nl$1], 'utf8').toString(), options.encoding), - Buffer.from(Buffer.from([np], 'utf8').toString(), options.encoding), - Buffer.from(Buffer.from([space], 'utf8').toString(), options.encoding), - Buffer.from(Buffer.from([tab], 'utf8').toString(), options.encoding), - ], - } - } - - const underscore = function (str) { - return str.replace(/([A-Z])/g, function (_, match) { - return '_' + match.toLowerCase() - }) - } - - const normalize_options = function (opts) { - const options = {} - // Merge with user options - for (const opt in opts) { - options[underscore(opt)] = opts[opt] - } - // Normalize option `encoding` - // Note: defined first because other options depends on it - // to convert chars/strings into buffers. - if (options.encoding === undefined || options.encoding === true) { - options.encoding = 'utf8' - } else if (options.encoding === null || options.encoding === false) { - options.encoding = null - } else if (typeof options.encoding !== 'string' && options.encoding !== null) { - throw new CsvError( - 'CSV_INVALID_OPTION_ENCODING', - [ - 'Invalid option encoding:', - 'encoding must be a string or null to return a buffer,', - `got ${JSON.stringify(options.encoding)}`, - ], - options, - ) - } - // Normalize option `bom` - if (options.bom === undefined || options.bom === null || options.bom === false) { - options.bom = false - } else if (options.bom !== true) { - throw new CsvError( - 'CSV_INVALID_OPTION_BOM', - ['Invalid option bom:', 'bom must be true,', `got ${JSON.stringify(options.bom)}`], - options, - ) - } - // Normalize option `cast` - options.cast_function = null - if ( - options.cast === undefined || - options.cast === null || - options.cast === false || - options.cast === '' - ) { - options.cast = undefined - } else if (typeof options.cast === 'function') { - options.cast_function = options.cast - options.cast = true - } else if (options.cast !== true) { - throw new CsvError( - 'CSV_INVALID_OPTION_CAST', - [ - 'Invalid option cast:', - 'cast must be true or a function,', - `got ${JSON.stringify(options.cast)}`, - ], - options, - ) - } - // Normalize option `cast_date` - if ( - options.cast_date === undefined || - options.cast_date === null || - options.cast_date === false || - options.cast_date === '' - ) { - options.cast_date = false - } else if (options.cast_date === true) { - options.cast_date = function (value) { - const date = Date.parse(value) - return !isNaN(date) ? new Date(date) : value - } - } else if (typeof options.cast_date !== 'function') { - throw new CsvError( - 'CSV_INVALID_OPTION_CAST_DATE', - [ - 'Invalid option cast_date:', - 'cast_date must be true or a function,', - `got ${JSON.stringify(options.cast_date)}`, - ], - options, - ) - } - // Normalize option `columns` - options.cast_first_line_to_header = null - if (options.columns === true) { - // Fields in the first line are converted as-is to columns - options.cast_first_line_to_header = undefined - } else if (typeof options.columns === 'function') { - options.cast_first_line_to_header = options.columns - options.columns = true - } else if (Array.isArray(options.columns)) { - options.columns = normalize_columns_array(options.columns) - } else if ( - options.columns === undefined || - options.columns === null || - options.columns === false - ) { - options.columns = false - } else { - throw new CsvError( - 'CSV_INVALID_OPTION_COLUMNS', - [ - 'Invalid option columns:', - 'expect an array, a function or true,', - `got ${JSON.stringify(options.columns)}`, - ], - options, - ) - } - // Normalize option `group_columns_by_name` - if ( - options.group_columns_by_name === undefined || - options.group_columns_by_name === null || - options.group_columns_by_name === false - ) { - options.group_columns_by_name = false - } else if (options.group_columns_by_name !== true) { - throw new CsvError( - 'CSV_INVALID_OPTION_GROUP_COLUMNS_BY_NAME', - [ - 'Invalid option group_columns_by_name:', - 'expect an boolean,', - `got ${JSON.stringify(options.group_columns_by_name)}`, - ], - options, - ) - } else if (options.columns === false) { - throw new CsvError( - 'CSV_INVALID_OPTION_GROUP_COLUMNS_BY_NAME', - ['Invalid option group_columns_by_name:', 'the `columns` mode must be activated.'], - options, - ) - } - // Normalize option `comment` - if ( - options.comment === undefined || - options.comment === null || - options.comment === false || - options.comment === '' - ) { - options.comment = null - } else { - if (typeof options.comment === 'string') { - options.comment = Buffer.from(options.comment, options.encoding) - } - if (!Buffer.isBuffer(options.comment)) { - throw new CsvError( - 'CSV_INVALID_OPTION_COMMENT', - [ - 'Invalid option comment:', - 'comment must be a buffer or a string,', - `got ${JSON.stringify(options.comment)}`, - ], - options, - ) - } - } - // Normalize option `comment_no_infix` - if ( - options.comment_no_infix === undefined || - options.comment_no_infix === null || - options.comment_no_infix === false - ) { - options.comment_no_infix = false - } else if (options.comment_no_infix !== true) { - throw new CsvError( - 'CSV_INVALID_OPTION_COMMENT', - [ - 'Invalid option comment_no_infix:', - 'value must be a boolean,', - `got ${JSON.stringify(options.comment_no_infix)}`, - ], - options, - ) - } - // Normalize option `delimiter` - const delimiter_json = JSON.stringify(options.delimiter) - if (!Array.isArray(options.delimiter)) options.delimiter = [options.delimiter] - if (options.delimiter.length === 0) { - throw new CsvError( - 'CSV_INVALID_OPTION_DELIMITER', - [ - 'Invalid option delimiter:', - 'delimiter must be a non empty string or buffer or array of string|buffer,', - `got ${delimiter_json}`, - ], - options, - ) - } - options.delimiter = options.delimiter.map(function (delimiter) { - if (delimiter === undefined || delimiter === null || delimiter === false) { - return Buffer.from(',', options.encoding) - } - if (typeof delimiter === 'string') { - delimiter = Buffer.from(delimiter, options.encoding) - } - if (!Buffer.isBuffer(delimiter) || delimiter.length === 0) { - throw new CsvError( - 'CSV_INVALID_OPTION_DELIMITER', - [ - 'Invalid option delimiter:', - 'delimiter must be a non empty string or buffer or array of string|buffer,', - `got ${delimiter_json}`, - ], - options, - ) - } - return delimiter - }) - // Normalize option `escape` - if (options.escape === undefined || options.escape === true) { - options.escape = Buffer.from('"', options.encoding) - } else if (typeof options.escape === 'string') { - options.escape = Buffer.from(options.escape, options.encoding) - } else if (options.escape === null || options.escape === false) { - options.escape = null - } - if (options.escape !== null) { - if (!Buffer.isBuffer(options.escape)) { - throw new Error( - `Invalid Option: escape must be a buffer, a string or a boolean, got ${JSON.stringify( - options.escape, - )}`, - ) - } - } - // Normalize option `from` - if (options.from === undefined || options.from === null) { - options.from = 1 - } else { - if (typeof options.from === 'string' && /\d+/.test(options.from)) { - options.from = parseInt(options.from) - } - if (Number.isInteger(options.from)) { - if (options.from < 0) { - throw new Error( - `Invalid Option: from must be a positive integer, got ${JSON.stringify(opts.from)}`, - ) - } - } else { - throw new Error( - `Invalid Option: from must be an integer, got ${JSON.stringify(options.from)}`, - ) - } - } - // Normalize option `from_line` - if (options.from_line === undefined || options.from_line === null) { - options.from_line = 1 - } else { - if (typeof options.from_line === 'string' && /\d+/.test(options.from_line)) { - options.from_line = parseInt(options.from_line) - } - if (Number.isInteger(options.from_line)) { - if (options.from_line <= 0) { - throw new Error( - `Invalid Option: from_line must be a positive integer greater than 0, got ${JSON.stringify( - opts.from_line, - )}`, - ) - } - } else { - throw new Error( - `Invalid Option: from_line must be an integer, got ${JSON.stringify(opts.from_line)}`, - ) - } - } - // Normalize options `ignore_last_delimiters` - if ( - options.ignore_last_delimiters === undefined || - options.ignore_last_delimiters === null - ) { - options.ignore_last_delimiters = false - } else if (typeof options.ignore_last_delimiters === 'number') { - options.ignore_last_delimiters = Math.floor(options.ignore_last_delimiters) - if (options.ignore_last_delimiters === 0) { - options.ignore_last_delimiters = false - } - } else if (typeof options.ignore_last_delimiters !== 'boolean') { - throw new CsvError( - 'CSV_INVALID_OPTION_IGNORE_LAST_DELIMITERS', - [ - 'Invalid option `ignore_last_delimiters`:', - 'the value must be a boolean value or an integer,', - `got ${JSON.stringify(options.ignore_last_delimiters)}`, - ], - options, - ) - } - if (options.ignore_last_delimiters === true && options.columns === false) { - throw new CsvError( - 'CSV_IGNORE_LAST_DELIMITERS_REQUIRES_COLUMNS', - [ - 'The option `ignore_last_delimiters`', - 'requires the activation of the `columns` option', - ], - options, - ) - } - // Normalize option `info` - if (options.info === undefined || options.info === null || options.info === false) { - options.info = false - } else if (options.info !== true) { - throw new Error(`Invalid Option: info must be true, got ${JSON.stringify(options.info)}`) - } - // Normalize option `max_record_size` - if ( - options.max_record_size === undefined || - options.max_record_size === null || - options.max_record_size === false - ) { - options.max_record_size = 0 - } else if (Number.isInteger(options.max_record_size) && options.max_record_size >= 0); - else if ( - typeof options.max_record_size === 'string' && - /\d+/.test(options.max_record_size) - ) { - options.max_record_size = parseInt(options.max_record_size) - } else { - throw new Error( - `Invalid Option: max_record_size must be a positive integer, got ${JSON.stringify( - options.max_record_size, - )}`, - ) - } - // Normalize option `objname` - if ( - options.objname === undefined || - options.objname === null || - options.objname === false - ) { - options.objname = undefined - } else if (Buffer.isBuffer(options.objname)) { - if (options.objname.length === 0) { - throw new Error(`Invalid Option: objname must be a non empty buffer`) - } - if (options.encoding === null); - else { - options.objname = options.objname.toString(options.encoding) - } - } else if (typeof options.objname === 'string') { - if (options.objname.length === 0) { - throw new Error(`Invalid Option: objname must be a non empty string`) - } - // Great, nothing to do - } else if (typeof options.objname === 'number'); - else { - throw new Error( - `Invalid Option: objname must be a string or a buffer, got ${options.objname}`, - ) - } - if (options.objname !== undefined) { - if (typeof options.objname === 'number') { - if (options.columns !== false) { - throw Error( - 'Invalid Option: objname index cannot be combined with columns or be defined as a field', - ) - } - } else { - // A string or a buffer - if (options.columns === false) { - throw Error( - 'Invalid Option: objname field must be combined with columns or be defined as an index', - ) - } - } - } - // Normalize option `on_record` - if (options.on_record === undefined || options.on_record === null) { - options.on_record = undefined - } else if (typeof options.on_record !== 'function') { - throw new CsvError( - 'CSV_INVALID_OPTION_ON_RECORD', - [ - 'Invalid option `on_record`:', - 'expect a function,', - `got ${JSON.stringify(options.on_record)}`, - ], - options, - ) - } - // Normalize option `on_skip` - // options.on_skip ??= (err, chunk) => { - // this.emit('skip', err, chunk); - // }; - if ( - options.on_skip !== undefined && - options.on_skip !== null && - typeof options.on_skip !== 'function' - ) { - throw new Error( - `Invalid Option: on_skip must be a function, got ${JSON.stringify(options.on_skip)}`, - ) - } - // Normalize option `quote` - if (options.quote === null || options.quote === false || options.quote === '') { - options.quote = null - } else { - if (options.quote === undefined || options.quote === true) { - options.quote = Buffer.from('"', options.encoding) - } else if (typeof options.quote === 'string') { - options.quote = Buffer.from(options.quote, options.encoding) - } - if (!Buffer.isBuffer(options.quote)) { - throw new Error( - `Invalid Option: quote must be a buffer or a string, got ${JSON.stringify( - options.quote, - )}`, - ) - } - } - // Normalize option `raw` - if (options.raw === undefined || options.raw === null || options.raw === false) { - options.raw = false - } else if (options.raw !== true) { - throw new Error(`Invalid Option: raw must be true, got ${JSON.stringify(options.raw)}`) - } - // Normalize option `record_delimiter` - if (options.record_delimiter === undefined) { - options.record_delimiter = [] - } else if ( - typeof options.record_delimiter === 'string' || - Buffer.isBuffer(options.record_delimiter) - ) { - if (options.record_delimiter.length === 0) { - throw new CsvError( - 'CSV_INVALID_OPTION_RECORD_DELIMITER', - [ - 'Invalid option `record_delimiter`:', - 'value must be a non empty string or buffer,', - `got ${JSON.stringify(options.record_delimiter)}`, - ], - options, - ) - } - options.record_delimiter = [options.record_delimiter] - } else if (!Array.isArray(options.record_delimiter)) { - throw new CsvError( - 'CSV_INVALID_OPTION_RECORD_DELIMITER', - [ - 'Invalid option `record_delimiter`:', - 'value must be a string, a buffer or array of string|buffer,', - `got ${JSON.stringify(options.record_delimiter)}`, - ], - options, - ) - } - options.record_delimiter = options.record_delimiter.map(function (rd, i) { - if (typeof rd !== 'string' && !Buffer.isBuffer(rd)) { - throw new CsvError( - 'CSV_INVALID_OPTION_RECORD_DELIMITER', - [ - 'Invalid option `record_delimiter`:', - 'value must be a string, a buffer or array of string|buffer', - `at index ${i},`, - `got ${JSON.stringify(rd)}`, - ], - options, - ) - } else if (rd.length === 0) { - throw new CsvError( - 'CSV_INVALID_OPTION_RECORD_DELIMITER', - [ - 'Invalid option `record_delimiter`:', - 'value must be a non empty string or buffer', - `at index ${i},`, - `got ${JSON.stringify(rd)}`, - ], - options, - ) - } - if (typeof rd === 'string') { - rd = Buffer.from(rd, options.encoding) - } - return rd - }) - // Normalize option `relax_column_count` - if (typeof options.relax_column_count === 'boolean'); - else if (options.relax_column_count === undefined || options.relax_column_count === null) { - options.relax_column_count = false - } else { - throw new Error( - `Invalid Option: relax_column_count must be a boolean, got ${JSON.stringify( - options.relax_column_count, - )}`, - ) - } - if (typeof options.relax_column_count_less === 'boolean'); - else if ( - options.relax_column_count_less === undefined || - options.relax_column_count_less === null - ) { - options.relax_column_count_less = false - } else { - throw new Error( - `Invalid Option: relax_column_count_less must be a boolean, got ${JSON.stringify( - options.relax_column_count_less, - )}`, - ) - } - if (typeof options.relax_column_count_more === 'boolean'); - else if ( - options.relax_column_count_more === undefined || - options.relax_column_count_more === null - ) { - options.relax_column_count_more = false - } else { - throw new Error( - `Invalid Option: relax_column_count_more must be a boolean, got ${JSON.stringify( - options.relax_column_count_more, - )}`, - ) - } - // Normalize option `relax_quotes` - if (typeof options.relax_quotes === 'boolean'); - else if (options.relax_quotes === undefined || options.relax_quotes === null) { - options.relax_quotes = false - } else { - throw new Error( - `Invalid Option: relax_quotes must be a boolean, got ${JSON.stringify( - options.relax_quotes, - )}`, - ) - } - // Normalize option `skip_empty_lines` - if (typeof options.skip_empty_lines === 'boolean'); - else if (options.skip_empty_lines === undefined || options.skip_empty_lines === null) { - options.skip_empty_lines = false - } else { - throw new Error( - `Invalid Option: skip_empty_lines must be a boolean, got ${JSON.stringify( - options.skip_empty_lines, - )}`, - ) - } - // Normalize option `skip_records_with_empty_values` - if (typeof options.skip_records_with_empty_values === 'boolean'); - else if ( - options.skip_records_with_empty_values === undefined || - options.skip_records_with_empty_values === null - ) { - options.skip_records_with_empty_values = false - } else { - throw new Error( - `Invalid Option: skip_records_with_empty_values must be a boolean, got ${JSON.stringify( - options.skip_records_with_empty_values, - )}`, - ) - } - // Normalize option `skip_records_with_error` - if (typeof options.skip_records_with_error === 'boolean'); - else if ( - options.skip_records_with_error === undefined || - options.skip_records_with_error === null - ) { - options.skip_records_with_error = false - } else { - throw new Error( - `Invalid Option: skip_records_with_error must be a boolean, got ${JSON.stringify( - options.skip_records_with_error, - )}`, - ) - } - // Normalize option `rtrim` - if (options.rtrim === undefined || options.rtrim === null || options.rtrim === false) { - options.rtrim = false - } else if (options.rtrim !== true) { - throw new Error( - `Invalid Option: rtrim must be a boolean, got ${JSON.stringify(options.rtrim)}`, - ) - } - // Normalize option `ltrim` - if (options.ltrim === undefined || options.ltrim === null || options.ltrim === false) { - options.ltrim = false - } else if (options.ltrim !== true) { - throw new Error( - `Invalid Option: ltrim must be a boolean, got ${JSON.stringify(options.ltrim)}`, - ) - } - // Normalize option `trim` - if (options.trim === undefined || options.trim === null || options.trim === false) { - options.trim = false - } else if (options.trim !== true) { - throw new Error( - `Invalid Option: trim must be a boolean, got ${JSON.stringify(options.trim)}`, - ) - } - // Normalize options `trim`, `ltrim` and `rtrim` - if (options.trim === true && opts.ltrim !== false) { - options.ltrim = true - } else if (options.ltrim !== true) { - options.ltrim = false - } - if (options.trim === true && opts.rtrim !== false) { - options.rtrim = true - } else if (options.rtrim !== true) { - options.rtrim = false - } - // Normalize option `to` - if (options.to === undefined || options.to === null) { - options.to = -1 - } else { - if (typeof options.to === 'string' && /\d+/.test(options.to)) { - options.to = parseInt(options.to) - } - if (Number.isInteger(options.to)) { - if (options.to <= 0) { - throw new Error( - `Invalid Option: to must be a positive integer greater than 0, got ${JSON.stringify( - opts.to, - )}`, - ) - } - } else { - throw new Error(`Invalid Option: to must be an integer, got ${JSON.stringify(opts.to)}`) - } - } - // Normalize option `to_line` - if (options.to_line === undefined || options.to_line === null) { - options.to_line = -1 - } else { - if (typeof options.to_line === 'string' && /\d+/.test(options.to_line)) { - options.to_line = parseInt(options.to_line) - } - if (Number.isInteger(options.to_line)) { - if (options.to_line <= 0) { - throw new Error( - `Invalid Option: to_line must be a positive integer greater than 0, got ${JSON.stringify( - opts.to_line, - )}`, - ) - } - } else { - throw new Error( - `Invalid Option: to_line must be an integer, got ${JSON.stringify(opts.to_line)}`, - ) - } - } - return options - } - - const isRecordEmpty = function (record) { - return record.every( - (field) => field == null || (field.toString && field.toString().trim() === ''), - ) - } - - const cr = 13 // `\r`, carriage return, 0x0D in hexadécimal, 13 in decimal - const nl = 10 // `\n`, newline, 0x0A in hexadecimal, 10 in decimal - - const boms = { - // Note, the following are equals: - // Buffer.from("\ufeff") - // Buffer.from([239, 187, 191]) - // Buffer.from('EFBBBF', 'hex') - utf8: Buffer.from([239, 187, 191]), - // Note, the following are equals: - // Buffer.from "\ufeff", 'utf16le - // Buffer.from([255, 254]) - utf16le: Buffer.from([255, 254]), - } - - const transform = function (original_options = {}) { - const info = { - bytes: 0, - comment_lines: 0, - empty_lines: 0, - invalid_field_length: 0, - lines: 1, - records: 0, - } - const options = normalize_options(original_options) - return { - info: info, - original_options: original_options, - options: options, - state: init_state(options), - __needMoreData: function (i, bufLen, end) { - if (end) return false - const { encoding, escape, quote } = this.options - const { quoting, needMoreDataSize, recordDelimiterMaxLength } = this.state - const numOfCharLeft = bufLen - i - 1 - const requiredLength = Math.max( - needMoreDataSize, - // Skip if the remaining buffer smaller than record delimiter - // If "record_delimiter" is yet to be discovered: - // 1. It is equals to `[]` and "recordDelimiterMaxLength" equals `0` - // 2. We set the length to windows line ending in the current encoding - // Note, that encoding is known from user or bom discovery at that point - // recordDelimiterMaxLength, - recordDelimiterMaxLength === 0 - ? Buffer.from('\r\n', encoding).length - : recordDelimiterMaxLength, - // Skip if remaining buffer can be an escaped quote - quoting ? (escape === null ? 0 : escape.length) + quote.length : 0, - // Skip if remaining buffer can be record delimiter following the closing quote - quoting ? quote.length + recordDelimiterMaxLength : 0, - ) - return numOfCharLeft < requiredLength - }, - // Central parser implementation - parse: function (nextBuf, end, push, close) { - const { - bom, - comment_no_infix, - encoding, - from_line, - ltrim, - max_record_size, - raw, - relax_quotes, - rtrim, - skip_empty_lines, - to, - to_line, - } = this.options - let { comment, escape, quote, record_delimiter } = this.options - const { bomSkipped, previousBuf, rawBuffer, escapeIsQuote } = this.state - let buf - if (previousBuf === undefined) { - if (nextBuf === undefined) { - // Handle empty string - close() - return - } else { - buf = nextBuf - } - } else if (previousBuf !== undefined && nextBuf === undefined) { - buf = previousBuf - } else { - buf = Buffer.concat([previousBuf, nextBuf]) - } - // Handle UTF BOM - if (bomSkipped === false) { - if (bom === false) { - this.state.bomSkipped = true - } else if (buf.length < 3) { - // No enough data - if (end === false) { - // Wait for more data - this.state.previousBuf = buf - return - } - } else { - for (const encoding in boms) { - if (boms[encoding].compare(buf, 0, boms[encoding].length) === 0) { - // Skip BOM - const bomLength = boms[encoding].length - this.state.bufBytesStart += bomLength - buf = buf.slice(bomLength) - // Renormalize original options with the new encoding - this.options = normalize_options({ - ...this.original_options, - encoding: encoding, - }) - // Options will re-evaluate the Buffer with the new encoding - ;({ comment, escape, quote } = this.options) - break - } - } - this.state.bomSkipped = true - } - } - const bufLen = buf.length - let pos - for (pos = 0; pos < bufLen; pos++) { - // Ensure we get enough space to look ahead - // There should be a way to move this out of the loop - if (this.__needMoreData(pos, bufLen, end)) { - break - } - if (this.state.wasRowDelimiter === true) { - this.info.lines++ - this.state.wasRowDelimiter = false - } - if (to_line !== -1 && this.info.lines > to_line) { - this.state.stop = true - close() - return - } - // Auto discovery of record_delimiter, unix, mac and windows supported - if (this.state.quoting === false && record_delimiter.length === 0) { - const record_delimiterCount = this.__autoDiscoverRecordDelimiter(buf, pos) - if (record_delimiterCount) { - record_delimiter = this.options.record_delimiter - } - } - const chr = buf[pos] - if (raw === true) { - rawBuffer.append(chr) - } - if ((chr === cr || chr === nl) && this.state.wasRowDelimiter === false) { - this.state.wasRowDelimiter = true - } - // Previous char was a valid escape char - // treat the current char as a regular char - if (this.state.escaping === true) { - this.state.escaping = false - } else { - // Escape is only active inside quoted fields - // We are quoting, the char is an escape chr and there is a chr to escape - // if(escape !== null && this.state.quoting === true && chr === escape && pos + 1 < bufLen){ - if ( - escape !== null && - this.state.quoting === true && - this.__isEscape(buf, pos, chr) && - pos + escape.length < bufLen - ) { - if (escapeIsQuote) { - if (this.__isQuote(buf, pos + escape.length)) { - this.state.escaping = true - pos += escape.length - 1 - continue - } - } else { - this.state.escaping = true - pos += escape.length - 1 - continue - } - } - // Not currently escaping and chr is a quote - // TODO: need to compare bytes instead of single char - if (this.state.commenting === false && this.__isQuote(buf, pos)) { - if (this.state.quoting === true) { - const nextChr = buf[pos + quote.length] - const isNextChrTrimable = - rtrim && this.__isCharTrimable(buf, pos + quote.length) - const isNextChrComment = - comment !== null && - this.__compareBytes(comment, buf, pos + quote.length, nextChr) - const isNextChrDelimiter = this.__isDelimiter(buf, pos + quote.length, nextChr) - const isNextChrRecordDelimiter = - record_delimiter.length === 0 - ? this.__autoDiscoverRecordDelimiter(buf, pos + quote.length) - : this.__isRecordDelimiter(nextChr, buf, pos + quote.length) - // Escape a quote - // Treat next char as a regular character - if ( - escape !== null && - this.__isEscape(buf, pos, chr) && - this.__isQuote(buf, pos + escape.length) - ) { - pos += escape.length - 1 - } else if ( - !nextChr || - isNextChrDelimiter || - isNextChrRecordDelimiter || - isNextChrComment || - isNextChrTrimable - ) { - this.state.quoting = false - this.state.wasQuoting = true - pos += quote.length - 1 - continue - } else if (relax_quotes === false) { - const err = this.__error( - new CsvError( - 'CSV_INVALID_CLOSING_QUOTE', - [ - 'Invalid Closing Quote:', - `got "${String.fromCharCode(nextChr)}"`, - `at line ${this.info.lines}`, - 'instead of delimiter, record delimiter, trimable character', - '(if activated) or comment', - ], - this.options, - this.__infoField(), - ), - ) - if (err !== undefined) return err - } else { - this.state.quoting = false - this.state.wasQuoting = true - this.state.field.prepend(quote) - pos += quote.length - 1 - } - } else { - if (this.state.field.length !== 0) { - // In relax_quotes mode, treat opening quote preceded by chrs as regular - if (relax_quotes === false) { - const info = this.__infoField() - const bom = Object.keys(boms) - .map((b) => (boms[b].equals(this.state.field.toString()) ? b : false)) - .filter(Boolean)[0] - const err = this.__error( - new CsvError( - 'INVALID_OPENING_QUOTE', - [ - 'Invalid Opening Quote:', - `a quote is found on field ${JSON.stringify(info.column)} at line ${ - info.lines - }, value is ${JSON.stringify(this.state.field.toString(encoding))}`, - bom ? `(${bom} bom)` : undefined, - ], - this.options, - info, - { - field: this.state.field, - }, - ), - ) - if (err !== undefined) return err - } - } else { - this.state.quoting = true - pos += quote.length - 1 - continue - } - } - } - if (this.state.quoting === false) { - const recordDelimiterLength = this.__isRecordDelimiter(chr, buf, pos) - if (recordDelimiterLength !== 0) { - // Do not emit comments which take a full line - const skipCommentLine = - this.state.commenting && - this.state.wasQuoting === false && - this.state.record.length === 0 && - this.state.field.length === 0 - if (skipCommentLine) { - this.info.comment_lines++ - // Skip full comment line - } else { - // Activate records emition if above from_line - if ( - this.state.enabled === false && - this.info.lines + (this.state.wasRowDelimiter === true ? 1 : 0) >= from_line - ) { - this.state.enabled = true - this.__resetField() - this.__resetRecord() - pos += recordDelimiterLength - 1 - continue - } - // Skip if line is empty and skip_empty_lines activated - if ( - skip_empty_lines === true && - this.state.wasQuoting === false && - this.state.record.length === 0 && - this.state.field.length === 0 - ) { - this.info.empty_lines++ - pos += recordDelimiterLength - 1 - continue - } - this.info.bytes = this.state.bufBytesStart + pos - const errField = this.__onField() - if (errField !== undefined) return errField - this.info.bytes = this.state.bufBytesStart + pos + recordDelimiterLength - const errRecord = this.__onRecord(push) - if (errRecord !== undefined) return errRecord - if (to !== -1 && this.info.records >= to) { - this.state.stop = true - close() - return - } - } - this.state.commenting = false - pos += recordDelimiterLength - 1 - continue - } - if (this.state.commenting) { - continue - } - if ( - comment !== null && - (comment_no_infix === false || - (this.state.record.length === 0 && this.state.field.length === 0)) - ) { - const commentCount = this.__compareBytes(comment, buf, pos, chr) - if (commentCount !== 0) { - this.state.commenting = true - continue - } - } - const delimiterLength = this.__isDelimiter(buf, pos, chr) - if (delimiterLength !== 0) { - this.info.bytes = this.state.bufBytesStart + pos - const errField = this.__onField() - if (errField !== undefined) return errField - pos += delimiterLength - 1 - continue - } - } - } - if (this.state.commenting === false) { - if ( - max_record_size !== 0 && - this.state.record_length + this.state.field.length > max_record_size - ) { - return this.__error( - new CsvError( - 'CSV_MAX_RECORD_SIZE', - [ - 'Max Record Size:', - 'record exceed the maximum number of tolerated bytes', - `of ${max_record_size}`, - `at line ${this.info.lines}`, - ], - this.options, - this.__infoField(), - ), - ) - } - } - const lappend = - ltrim === false || - this.state.quoting === true || - this.state.field.length !== 0 || - !this.__isCharTrimable(buf, pos) - // rtrim in non quoting is handle in __onField - const rappend = rtrim === false || this.state.wasQuoting === false - if (lappend === true && rappend === true) { - this.state.field.append(chr) - } else if (rtrim === true && !this.__isCharTrimable(buf, pos)) { - return this.__error( - new CsvError( - 'CSV_NON_TRIMABLE_CHAR_AFTER_CLOSING_QUOTE', - [ - 'Invalid Closing Quote:', - 'found non trimable byte after quote', - `at line ${this.info.lines}`, - ], - this.options, - this.__infoField(), - ), - ) - } else { - if (lappend === false) { - pos += this.__isCharTrimable(buf, pos) - 1 - } - continue - } - } - if (end === true) { - // Ensure we are not ending in a quoting state - if (this.state.quoting === true) { - const err = this.__error( - new CsvError( - 'CSV_QUOTE_NOT_CLOSED', - [ - 'Quote Not Closed:', - `the parsing is finished with an opening quote at line ${this.info.lines}`, - ], - this.options, - this.__infoField(), - ), - ) - if (err !== undefined) return err - } else { - // Skip last line if it has no characters - if ( - this.state.wasQuoting === true || - this.state.record.length !== 0 || - this.state.field.length !== 0 - ) { - this.info.bytes = this.state.bufBytesStart + pos - const errField = this.__onField() - if (errField !== undefined) return errField - const errRecord = this.__onRecord(push) - if (errRecord !== undefined) return errRecord - } else if (this.state.wasRowDelimiter === true) { - this.info.empty_lines++ - } else if (this.state.commenting === true) { - this.info.comment_lines++ - } - } - } else { - this.state.bufBytesStart += pos - this.state.previousBuf = buf.slice(pos) - } - if (this.state.wasRowDelimiter === true) { - this.info.lines++ - this.state.wasRowDelimiter = false - } - }, - __onRecord: function (push) { - const { - columns, - group_columns_by_name, - encoding, - info, - from, - relax_column_count, - relax_column_count_less, - relax_column_count_more, - raw, - skip_records_with_empty_values, - } = this.options - const { enabled, record } = this.state - if (enabled === false) { - return this.__resetRecord() - } - // Convert the first line into column names - const recordLength = record.length - if (columns === true) { - if (skip_records_with_empty_values === true && isRecordEmpty(record)) { - this.__resetRecord() - return - } - return this.__firstLineToColumns(record) - } - if (columns === false && this.info.records === 0) { - this.state.expectedRecordLength = recordLength - } - if (recordLength !== this.state.expectedRecordLength) { - const err = - columns === false - ? new CsvError( - 'CSV_RECORD_INCONSISTENT_FIELDS_LENGTH', - [ - 'Invalid Record Length:', - `expect ${this.state.expectedRecordLength},`, - `got ${recordLength} on line ${this.info.lines}`, - ], - this.options, - this.__infoField(), - { - record: record, - }, - ) - : new CsvError( - 'CSV_RECORD_INCONSISTENT_COLUMNS', - [ - 'Invalid Record Length:', - `columns length is ${columns.length},`, // rename columns - `got ${recordLength} on line ${this.info.lines}`, - ], - this.options, - this.__infoField(), - { - record: record, - }, - ) - if ( - relax_column_count === true || - (relax_column_count_less === true && - recordLength < this.state.expectedRecordLength) || - (relax_column_count_more === true && recordLength > this.state.expectedRecordLength) - ) { - this.info.invalid_field_length++ - this.state.error = err - // Error is undefined with skip_records_with_error - } else { - const finalErr = this.__error(err) - if (finalErr) return finalErr - } - } - if (skip_records_with_empty_values === true && isRecordEmpty(record)) { - this.__resetRecord() - return - } - if (this.state.recordHasError === true) { - this.__resetRecord() - this.state.recordHasError = false - return - } - this.info.records++ - if (from === 1 || this.info.records >= from) { - const { objname } = this.options - // With columns, records are object - if (columns !== false) { - const obj = {} - // Transform record array to an object - for (let i = 0, l = record.length; i < l; i++) { - if (columns[i] === undefined || columns[i].disabled) continue - // Turn duplicate columns into an array - if (group_columns_by_name === true && obj[columns[i].name] !== undefined) { - if (Array.isArray(obj[columns[i].name])) { - obj[columns[i].name] = obj[columns[i].name].concat(record[i]) - } else { - obj[columns[i].name] = [obj[columns[i].name], record[i]] - } - } else { - obj[columns[i].name] = record[i] - } - } - // Without objname (default) - if (raw === true || info === true) { - const extRecord = Object.assign( - { record: obj }, - raw === true ? { raw: this.state.rawBuffer.toString(encoding) } : {}, - info === true ? { info: this.__infoRecord() } : {}, - ) - const err = this.__push( - objname === undefined ? extRecord : [obj[objname], extRecord], - push, - ) - if (err) { - return err - } - } else { - const err = this.__push(objname === undefined ? obj : [obj[objname], obj], push) - if (err) { - return err - } - } - // Without columns, records are array - } else { - if (raw === true || info === true) { - const extRecord = Object.assign( - { record: record }, - raw === true ? { raw: this.state.rawBuffer.toString(encoding) } : {}, - info === true ? { info: this.__infoRecord() } : {}, - ) - const err = this.__push( - objname === undefined ? extRecord : [record[objname], extRecord], - push, - ) - if (err) { - return err - } - } else { - const err = this.__push( - objname === undefined ? record : [record[objname], record], - push, - ) - if (err) { - return err - } - } - } - } - this.__resetRecord() - }, - __firstLineToColumns: function (record) { - const { firstLineToHeaders } = this.state - try { - const headers = - firstLineToHeaders === undefined ? record : firstLineToHeaders.call(null, record) - if (!Array.isArray(headers)) { - return this.__error( - new CsvError( - 'CSV_INVALID_COLUMN_MAPPING', - [ - 'Invalid Column Mapping:', - 'expect an array from column function,', - `got ${JSON.stringify(headers)}`, - ], - this.options, - this.__infoField(), - { - headers: headers, - }, - ), - ) - } - const normalizedHeaders = normalize_columns_array(headers) - this.state.expectedRecordLength = normalizedHeaders.length - this.options.columns = normalizedHeaders - this.__resetRecord() - return - } catch (err) { - return err - } - }, - __resetRecord: function () { - if (this.options.raw === true) { - this.state.rawBuffer.reset() - } - this.state.error = undefined - this.state.record = [] - this.state.record_length = 0 - }, - __onField: function () { - const { cast, encoding, rtrim, max_record_size } = this.options - const { enabled, wasQuoting } = this.state - // Short circuit for the from_line options - if (enabled === false) { - return this.__resetField() - } - let field = this.state.field.toString(encoding) - if (rtrim === true && wasQuoting === false) { - field = field.trimRight() - } - if (cast === true) { - const [err, f] = this.__cast(field) - if (err !== undefined) return err - field = f - } - this.state.record.push(field) - // Increment record length if record size must not exceed a limit - if (max_record_size !== 0 && typeof field === 'string') { - this.state.record_length += field.length - } - this.__resetField() - }, - __resetField: function () { - this.state.field.reset() - this.state.wasQuoting = false - }, - __push: function (record, push) { - const { on_record } = this.options - if (on_record !== undefined) { - const info = this.__infoRecord() - try { - record = on_record.call(null, record, info) - } catch (err) { - return err - } - if (record === undefined || record === null) { - return - } - } - push(record) - }, - // Return a tuple with the error and the casted value - __cast: function (field) { - const { columns, relax_column_count } = this.options - const isColumns = Array.isArray(columns) - // Dont loose time calling cast - // because the final record is an object - // and this field can't be associated to a key present in columns - if ( - isColumns === true && - relax_column_count && - this.options.columns.length <= this.state.record.length - ) { - return [undefined, undefined] - } - if (this.state.castField !== null) { - try { - const info = this.__infoField() - return [undefined, this.state.castField.call(null, field, info)] - } catch (err) { - return [err] - } - } - if (this.__isFloat(field)) { - return [undefined, parseFloat(field)] - } else if (this.options.cast_date !== false) { - const info = this.__infoField() - return [undefined, this.options.cast_date.call(null, field, info)] - } - return [undefined, field] - }, - // Helper to test if a character is a space or a line delimiter - __isCharTrimable: function (buf, pos) { - const isTrim = (buf, pos) => { - const { timchars } = this.state - loop1: for (let i = 0; i < timchars.length; i++) { - const timchar = timchars[i] - for (let j = 0; j < timchar.length; j++) { - if (timchar[j] !== buf[pos + j]) continue loop1 - } - return timchar.length - } - return 0 - } - return isTrim(buf, pos) - }, - // Keep it in case we implement the `cast_int` option - // __isInt(value){ - // // return Number.isInteger(parseInt(value)) - // // return !isNaN( parseInt( obj ) ); - // return /^(\-|\+)?[1-9][0-9]*$/.test(value) - // } - __isFloat: function (value) { - return value - parseFloat(value) + 1 >= 0 // Borrowed from jquery - }, - __compareBytes: function (sourceBuf, targetBuf, targetPos, firstByte) { - if (sourceBuf[0] !== firstByte) return 0 - const sourceLength = sourceBuf.length - for (let i = 1; i < sourceLength; i++) { - if (sourceBuf[i] !== targetBuf[targetPos + i]) return 0 - } - return sourceLength - }, - __isDelimiter: function (buf, pos, chr) { - const { delimiter, ignore_last_delimiters } = this.options - if ( - ignore_last_delimiters === true && - this.state.record.length === this.options.columns.length - 1 - ) { - return 0 - } else if ( - ignore_last_delimiters !== false && - typeof ignore_last_delimiters === 'number' && - this.state.record.length === ignore_last_delimiters - 1 - ) { - return 0 - } - loop1: for (let i = 0; i < delimiter.length; i++) { - const del = delimiter[i] - if (del[0] === chr) { - for (let j = 1; j < del.length; j++) { - if (del[j] !== buf[pos + j]) continue loop1 - } - return del.length - } - } - return 0 - }, - __isRecordDelimiter: function (chr, buf, pos) { - const { record_delimiter } = this.options - const recordDelimiterLength = record_delimiter.length - loop1: for (let i = 0; i < recordDelimiterLength; i++) { - const rd = record_delimiter[i] - const rdLength = rd.length - if (rd[0] !== chr) { - continue - } - for (let j = 1; j < rdLength; j++) { - if (rd[j] !== buf[pos + j]) { - continue loop1 - } - } - return rd.length - } - return 0 - }, - __isEscape: function (buf, pos, chr) { - const { escape } = this.options - if (escape === null) return false - const l = escape.length - if (escape[0] === chr) { - for (let i = 0; i < l; i++) { - if (escape[i] !== buf[pos + i]) { - return false - } - } - return true - } - return false - }, - __isQuote: function (buf, pos) { - const { quote } = this.options - if (quote === null) return false - const l = quote.length - for (let i = 0; i < l; i++) { - if (quote[i] !== buf[pos + i]) { - return false - } - } - return true - }, - __autoDiscoverRecordDelimiter: function (buf, pos) { - const { encoding } = this.options - // Note, we don't need to cache this information in state, - // It is only called on the first line until we find out a suitable - // record delimiter. - const rds = [ - // Important, the windows line ending must be before mac os 9 - Buffer.from('\r\n', encoding), - Buffer.from('\n', encoding), - Buffer.from('\r', encoding), - ] - loop: for (let i = 0; i < rds.length; i++) { - const l = rds[i].length - for (let j = 0; j < l; j++) { - if (rds[i][j] !== buf[pos + j]) { - continue loop - } - } - this.options.record_delimiter.push(rds[i]) - this.state.recordDelimiterMaxLength = rds[i].length - return rds[i].length - } - return 0 - }, - __error: function (msg) { - const { encoding, raw, skip_records_with_error } = this.options - const err = typeof msg === 'string' ? new Error(msg) : msg - if (skip_records_with_error) { - this.state.recordHasError = true - if (this.options.on_skip !== undefined) { - this.options.on_skip(err, raw ? this.state.rawBuffer.toString(encoding) : undefined) - } - // this.emit('skip', err, raw ? this.state.rawBuffer.toString(encoding) : undefined); - return undefined - } else { - return err - } - }, - __infoDataSet: function () { - return { - ...this.info, - columns: this.options.columns, - } - }, - __infoRecord: function () { - const { columns, raw, encoding } = this.options - return { - ...this.__infoDataSet(), - error: this.state.error, - header: columns === true, - index: this.state.record.length, - raw: raw ? this.state.rawBuffer.toString(encoding) : undefined, - } - }, - __infoField: function () { - const { columns } = this.options - const isColumns = Array.isArray(columns) - return { - ...this.__infoRecord(), - column: - isColumns === true - ? columns.length > this.state.record.length - ? columns[this.state.record.length].name - : null - : this.state.record.length, - quoting: this.state.wasQuoting, - } - }, - } - } - - const parse = function (data, opts = {}) { - if (typeof data === 'string') { - data = Buffer.from(data) - } - const records = opts && opts.objname ? {} : [] - const parser = transform(opts) - const push = (record) => { - if (parser.options.objname === undefined) records.push(record) - else { - records[record[0]] = record[1] - } - } - const close = () => {} - const err1 = parser.parse(data, false, push, close) - if (err1 !== undefined) throw err1 - const err2 = parser.parse(undefined, true, push, close) - if (err2 !== undefined) throw err2 - return records - } - - exports.CsvError = CsvError - exports.parse = parse - - /***/ - }, - - /******/ - } - /************************************************************************/ - /******/ // The module cache - /******/ var __webpack_module_cache__ = {} - /******/ - /******/ // The require function - /******/ function __nccwpck_require__(moduleId) { - /******/ // Check if module is in cache - /******/ var cachedModule = __webpack_module_cache__[moduleId] - /******/ if (cachedModule !== undefined) { - /******/ return cachedModule.exports - /******/ - } - /******/ // Create a new module (and put it into the cache) - /******/ var module = (__webpack_module_cache__[moduleId] = { - /******/ // no module.id needed - /******/ // no module.loaded needed - /******/ exports: {}, - /******/ - }) - /******/ - /******/ // Execute the module function - /******/ var threw = true - /******/ try { - /******/ __webpack_modules__[moduleId](module, module.exports, __nccwpck_require__) - /******/ threw = false - /******/ - } finally { - /******/ if (threw) delete __webpack_module_cache__[moduleId] - /******/ - } - /******/ - /******/ // Return the exports of the module - /******/ return module.exports - /******/ - } - /******/ - /************************************************************************/ - /******/ /* webpack/runtime/compat */ - /******/ - /******/ if (typeof __nccwpck_require__ !== 'undefined') __nccwpck_require__.ab = __dirname + '/' - /******/ - /************************************************************************/ - /******/ - /******/ // startup - /******/ // Load entry module and return exports - /******/ // This entry module is referenced by other modules so it can't be inlined - /******/ var __webpack_exports__ = __nccwpck_require__(205) - /******/ module.exports = __webpack_exports__ - /******/ - /******/ -})() diff --git a/packages/sources/ftse-sftp/bundle/worker.js b/packages/sources/ftse-sftp/bundle/worker.js deleted file mode 100644 index c04c5c6851..0000000000 --- a/packages/sources/ftse-sftp/bundle/worker.js +++ /dev/null @@ -1,185 +0,0 @@ -'use strict' - -const { realImport, realRequire } = require('real-require') -const { workerData, parentPort } = require('worker_threads') -const { WRITE_INDEX, READ_INDEX } = require('./indexes') -const { waitDiff } = require('./wait') - -const { dataBuf, filename, stateBuf } = workerData - -let destination - -const state = new Int32Array(stateBuf) -const data = Buffer.from(dataBuf) - -async function start() { - let worker - try { - if (filename.endsWith('.ts') || filename.endsWith('.cts')) { - // TODO: add support for the TSM modules loader ( https://github.com/lukeed/tsm ). - if (!process[Symbol.for('ts-node.register.instance')]) { - realRequire('ts-node/register') - } else if (process.env.TS_NODE_DEV) { - realRequire('ts-node-dev') - } - // TODO: Support ES imports once tsc, tap & ts-node provide better compatibility guarantees. - // Remove extra forwardslash on Windows - worker = realRequire( - decodeURIComponent( - filename.replace(process.platform === 'win32' ? 'file:///' : 'file://', ''), - ), - ) - } else { - worker = await realImport(filename) - } - } catch (error) { - // A yarn user that tries to start a ThreadStream for an external module - // provides a filename pointing to a zip file. - // eg. require.resolve('pino-elasticsearch') // returns /foo/pino-elasticsearch-npm-6.1.0-0c03079478-6915435172.zip/bar.js - // The `import` will fail to try to load it. - // This catch block executes the `require` fallback to load the module correctly. - // In fact, yarn modifies the `require` function to manage the zipped path. - // More details at https://github.com/pinojs/pino/pull/1113 - // The error codes may change based on the node.js version (ENOTDIR > 12, ERR_MODULE_NOT_FOUND <= 12 ) - if ( - (error.code === 'ENOTDIR' || error.code === 'ERR_MODULE_NOT_FOUND') && - filename.startsWith('file://') - ) { - worker = realRequire(decodeURIComponent(filename.replace('file://', ''))) - } else if ( - error.code === undefined || - error.code === 'ERR_VM_DYNAMIC_IMPORT_CALLBACK_MISSING' - ) { - // When bundled with pkg, an undefined error is thrown when called with realImport - // When bundled with pkg and using node v20, an ERR_VM_DYNAMIC_IMPORT_CALLBACK_MISSING error is thrown when called with realImport - // More info at: https://github.com/pinojs/thread-stream/issues/143 - try { - worker = realRequire( - decodeURIComponent( - filename.replace(process.platform === 'win32' ? 'file:///' : 'file://', ''), - ), - ) - } catch { - throw error - } - } else { - throw error - } - } - - // Depending on how the default export is performed, and on how the code is - // transpiled, we may find cases of two nested "default" objects. - // See https://github.com/pinojs/pino/issues/1243#issuecomment-982774762 - if (typeof worker === 'object') worker = worker.default - if (typeof worker === 'object') worker = worker.default - - destination = await worker(workerData.workerData) - - destination.on('error', function (err) { - Atomics.store(state, WRITE_INDEX, -2) - Atomics.notify(state, WRITE_INDEX) - - Atomics.store(state, READ_INDEX, -2) - Atomics.notify(state, READ_INDEX) - - parentPort.postMessage({ - code: 'ERROR', - err, - }) - }) - - destination.on('close', function () { - // process._rawDebug('worker close emitted') - const end = Atomics.load(state, WRITE_INDEX) - Atomics.store(state, READ_INDEX, end) - Atomics.notify(state, READ_INDEX) - setImmediate(() => { - process.exit(0) - }) - }) -} - -// No .catch() handler, -// in case there is an error it goes -// to unhandledRejection -start().then(function () { - parentPort.postMessage({ - code: 'READY', - }) - - process.nextTick(run) -}) - -function run() { - const current = Atomics.load(state, READ_INDEX) - const end = Atomics.load(state, WRITE_INDEX) - - // process._rawDebug(`pre state ${current} ${end}`) - - if (end === current) { - if (end === data.length) { - waitDiff(state, READ_INDEX, end, Infinity, run) - } else { - waitDiff(state, WRITE_INDEX, end, Infinity, run) - } - return - } - - // process._rawDebug(`post state ${current} ${end}`) - - if (end === -1) { - // process._rawDebug('end') - destination.end() - return - } - - const toWrite = data.toString('utf8', current, end) - // process._rawDebug('worker writing: ' + toWrite) - - const res = destination.write(toWrite) - - if (res) { - Atomics.store(state, READ_INDEX, end) - Atomics.notify(state, READ_INDEX) - setImmediate(run) - } else { - destination.once('drain', function () { - Atomics.store(state, READ_INDEX, end) - Atomics.notify(state, READ_INDEX) - run() - }) - } -} - -process.on('unhandledRejection', function (err) { - parentPort.postMessage({ - code: 'ERROR', - err, - }) - process.exit(1) -}) - -process.on('uncaughtException', function (err) { - parentPort.postMessage({ - code: 'ERROR', - err, - }) - process.exit(1) -}) - -process.once('exit', (exitCode) => { - if (exitCode !== 0) { - process.exit(exitCode) - return - } - if (destination?.writableNeedDrain && !destination?.writableEnded) { - parentPort.postMessage({ - code: 'WARNING', - err: new Error( - 'ThreadStream: process exited before destination stream was drained. this may indicate that the destination stream try to write to a another missing stream', - ), - }) - } - - process.exit(0) -}) From 4ba7a78f42cdb3afdb933be9010050befe16d140 Mon Sep 17 00:00:00 2001 From: chray-zhang Date: Fri, 17 Oct 2025 18:07:52 -0400 Subject: [PATCH 14/18] fixed nit --- packages/sources/deutsche-boerse/src/endpoint/price.ts | 4 ++-- packages/sources/deutsche-boerse/src/transport/lwba.ts | 1 - 2 files changed, 2 insertions(+), 3 deletions(-) diff --git a/packages/sources/deutsche-boerse/src/endpoint/price.ts b/packages/sources/deutsche-boerse/src/endpoint/price.ts index a0a4f13232..1c2f1c1d81 100644 --- a/packages/sources/deutsche-boerse/src/endpoint/price.ts +++ b/packages/sources/deutsche-boerse/src/endpoint/price.ts @@ -3,7 +3,7 @@ import { config } from '../config' import { priceProtobufWsTransport } from '../transport/price' import { inputParameters } from './lwba' -export interface priceResponse { +export interface PriceResponse { Result: number | null Data: { latestPrice: number @@ -12,7 +12,7 @@ export interface priceResponse { export type BaseEndpointTypes = { Parameters: typeof inputParameters.definition - Response: priceResponse + Response: PriceResponse Settings: typeof config.settings } diff --git a/packages/sources/deutsche-boerse/src/transport/lwba.ts b/packages/sources/deutsche-boerse/src/transport/lwba.ts index c78fa0b115..c2a9a504f1 100644 --- a/packages/sources/deutsche-boerse/src/transport/lwba.ts +++ b/packages/sources/deutsche-boerse/src/transport/lwba.ts @@ -205,7 +205,6 @@ function processMarketData( isin: string providerTime: number } | null { - logger.info('Processing MarketData frame') const isin = parseIsin(md) if (!isin) { logger.warn('Could not parse ISIN from MarketData') From 668c6ef4836e7d1e7ad253690d6288419a76948a Mon Sep 17 00:00:00 2001 From: chray-zhang Date: Fri, 17 Oct 2025 20:15:04 -0400 Subject: [PATCH 15/18] revision --- packages/sources/deutsche-boerse/src/transport/lwba.ts | 5 ++--- 1 file changed, 2 insertions(+), 3 deletions(-) diff --git a/packages/sources/deutsche-boerse/src/transport/lwba.ts b/packages/sources/deutsche-boerse/src/transport/lwba.ts index c2a9a504f1..cbe6b36b4e 100644 --- a/packages/sources/deutsche-boerse/src/transport/lwba.ts +++ b/packages/sources/deutsche-boerse/src/transport/lwba.ts @@ -38,7 +38,7 @@ type BaseTransportTypes = { const logger = makeLogger('DeutscheBoerseTransport') export function createLwbaWsTransport( - extractData: (quote: Quote, providerTime: number) => BaseEndpointTypes['Response']['Data'], + extractData: (quote: Quote) => BaseEndpointTypes['Response']['Data'], ) { const cache = new InstrumentQuoteCache() let ttlInterval: ReturnType | undefined @@ -116,9 +116,8 @@ export function createLwbaWsTransport Date: Mon, 20 Oct 2025 15:08:50 +0400 Subject: [PATCH 16/18] Fixes multi market subscriptions --- .../src/transport/instrument-quote-cache.ts | 54 ++++++--- .../deutsche-boerse/src/transport/lwba.ts | 26 ++--- .../test/unit/instrument-quote-cache.test.ts | 106 +++++++++++++++++- .../deutsche-boerse/test/unit/lwba.test.ts | 86 +++++++++----- 4 files changed, 209 insertions(+), 63 deletions(-) diff --git a/packages/sources/deutsche-boerse/src/transport/instrument-quote-cache.ts b/packages/sources/deutsche-boerse/src/transport/instrument-quote-cache.ts index 649d9eec1a..8d174dac1e 100644 --- a/packages/sources/deutsche-boerse/src/transport/instrument-quote-cache.ts +++ b/packages/sources/deutsche-boerse/src/transport/instrument-quote-cache.ts @@ -12,28 +12,49 @@ export type Quote = { } export class InstrumentQuoteCache { - private readonly map = new Map() + private readonly map = new Map>() - private createKey(market: string, isin: string): string { - return `${market}-${isin}` + isEmpty(): boolean { + return this.map.size === 0 + } + + hasMarket(market: string): boolean { + const bucket = this.map.get(market) + return !!bucket && bucket.size > 0 + } + + getMarkets(): string[] { + return [...this.map].flatMap(([market, bucket]) => (bucket.size ? [market] : [])) } activate(market: string, isin: string) { - const key = this.createKey(market, isin) - if (!this.map.has(key)) this.map.set(key, {}) + let marketMap = this.map.get(market) + if (!marketMap) { + marketMap = new Map() + this.map.set(market, marketMap) + } + if (!marketMap.has(isin)) marketMap.set(isin, {}) } + deactivate(market: string, isin: string) { - const key = this.createKey(market, isin) - this.map.delete(key) + const marketMap = this.map.get(market) + if (!marketMap) { + return + } + marketMap.delete(isin) + if (marketMap.size === 0) { + this.map.delete(market) + } } + has(market: string, isin: string): boolean { - const key = this.createKey(market, isin) - return this.map.has(key) + return this.map.get(market)?.has(isin) ?? false } + get(market: string, isin: string): Quote | undefined { - const key = this.createKey(market, isin) - return this.map.get(key) + return this.map.get(market)?.get(isin) } + addQuote( market: string, isin: string, @@ -55,19 +76,20 @@ export class InstrumentQuoteCache { quote.bidSize = bidSz quote.askSize = askSz } + addBid(market: string, isin: string, bid: number, providerTime: number, bidSz?: number) { const quote = this.get(market, isin) if (!quote) { throw new Error(`Cannot add quote for inactive ISIN ${isin}`) } if (quote.ask !== undefined) { - const mid = new Decimal(bid).plus(quote.ask).div(2) - quote.mid = mid.toNumber() + quote.mid = new Decimal(bid).plus(quote.ask).div(2).toNumber() } quote.bid = bid quote.quoteProviderTimeUnixMs = providerTime quote.bidSize = bidSz } + addAsk(market: string, isin: string, ask: number, providerTime: number, askSz?: number) { const quote = this.get(market, isin) if (!quote) { @@ -75,8 +97,7 @@ export class InstrumentQuoteCache { } if (quote.bid !== undefined) { - const mid = new Decimal(quote.bid).plus(ask).div(2) - quote.mid = mid.toNumber() + quote.mid = new Decimal(quote.bid).plus(ask).div(2).toNumber() } quote.ask = ask quote.quoteProviderTimeUnixMs = providerTime @@ -91,7 +112,4 @@ export class InstrumentQuoteCache { quote.latestPrice = lastPrice quote.tradeProviderTimeUnixMs = providerTime } - isEmpty(): boolean { - return this.map.size === 0 - } } diff --git a/packages/sources/deutsche-boerse/src/transport/lwba.ts b/packages/sources/deutsche-boerse/src/transport/lwba.ts index cbe6b36b4e..4effe21780 100644 --- a/packages/sources/deutsche-boerse/src/transport/lwba.ts +++ b/packages/sources/deutsche-boerse/src/transport/lwba.ts @@ -134,22 +134,20 @@ export function createLwbaWsTransport { - if (cache.isEmpty()) { - cache.activate(p.market, p.isin) + const firstForMarket = !cache.hasMarket(p.market) + cache.activate(p.market, p.isin) + if (firstForMarket) { + const markets = cache.getMarkets() const req = create(RequestSchema, { event: 'subscribe', requestId: BigInt(Date.now()), subscribe: create(SubscribeSchema, { - stream: [{ stream: p.market }], + stream: markets.map((m) => ({ stream: m })), }), }) - logger.info( - { isin: p.isin, market: p.market }, - 'Building initial subscribe request (first instrument activates stream)', - ) + logger.info({ markets }, 'Subscribing market streams (first activation for this market)') return toBinary(RequestSchema, req) } - cache.activate(p.market, p.isin) logger.debug( { isin: p.isin, market: p.market }, 'Instrument activated; stream already subscribed, no outbound subscribe message sent', @@ -159,16 +157,16 @@ export function createLwbaWsTransport { cache.deactivate(p.market, p.isin) - if (cache.isEmpty()) { + + if (!cache.hasMarket(p.market)) { const req = create(RequestSchema, { event: 'unsubscribe', requestId: BigInt(Date.now()), - unsubscribe: create(UnsubscribeSchema, { stream: [p.market] }), + unsubscribe: create(UnsubscribeSchema, { + stream: [p.market], + }), }) - logger.info( - { isin: p.isin, market: p.market }, - 'All instruments deactivated; building unsubscribe request', - ) + logger.info({ market: p.market }, 'Unsubscribing market stream (market now empty)') return toBinary(RequestSchema, req) } logger.debug( diff --git a/packages/sources/deutsche-boerse/test/unit/instrument-quote-cache.test.ts b/packages/sources/deutsche-boerse/test/unit/instrument-quote-cache.test.ts index 0d4b78880e..0bc11c803e 100644 --- a/packages/sources/deutsche-boerse/test/unit/instrument-quote-cache.test.ts +++ b/packages/sources/deutsche-boerse/test/unit/instrument-quote-cache.test.ts @@ -9,13 +9,21 @@ describe('InstrumentQuoteCache', () => { test('activate/deactivate/has/isEmpty/get', () => { const cache = new InstrumentQuoteCache() expect(cache.isEmpty()).toBe(true) + expect(cache.hasMarket(MARKET)).toBe(false) + expect(cache.getMarkets()).toEqual([]) + cache.activate(MARKET, ISIN) expect(cache.has(MARKET, ISIN)).toBe(true) expect(cache.get(MARKET, ISIN)).toEqual({}) expect(cache.isEmpty()).toBe(false) + expect(cache.hasMarket(MARKET)).toBe(true) + expect(cache.getMarkets()).toEqual([MARKET]) + cache.deactivate(MARKET, ISIN) expect(cache.has(MARKET, ISIN)).toBe(false) expect(cache.isEmpty()).toBe(true) + expect(cache.hasMarket(MARKET)).toBe(false) + expect(cache.getMarkets()).toEqual([]) }) test('addQuote sets bid/ask/mid and quote time', () => { @@ -118,6 +126,9 @@ describe('InstrumentQuoteCache', () => { cache.activate(MARKET2, ISIN2) expect(cache.has(MARKET, ISIN)).toBe(true) expect(cache.has(MARKET2, ISIN2)).toBe(true) + expect(cache.hasMarket(MARKET)).toBe(true) + expect(cache.hasMarket(MARKET2)).toBe(true) + expect(cache.getMarkets().sort()).toEqual([MARKET, MARKET2].sort()) expect(cache.isEmpty()).toBe(false) cache.addQuote(MARKET, ISIN, 100, 101, 10, 1500, 1600) @@ -135,9 +146,13 @@ describe('InstrumentQuoteCache', () => { cache.deactivate(MARKET, ISIN) expect(cache.has(MARKET, ISIN)).toBe(false) + expect(cache.hasMarket(MARKET)).toBe(false) + expect(cache.hasMarket(MARKET2)).toBe(true) + expect(cache.getMarkets()).toEqual([MARKET2]) expect(cache.isEmpty()).toBe(false) cache.deactivate(MARKET2, ISIN2) + expect(cache.getMarkets()).toEqual([]) expect(cache.isEmpty()).toBe(true) }) @@ -145,6 +160,9 @@ describe('InstrumentQuoteCache', () => { const cache = new InstrumentQuoteCache() cache.activate(MARKET, ISIN) cache.activate(MARKET2, ISIN) // Same ISIN, different market + expect(cache.hasMarket(MARKET)).toBe(true) + expect(cache.hasMarket(MARKET2)).toBe(true) + expect(cache.getMarkets().sort()).toEqual([MARKET, MARKET2].sort()) cache.addQuote(MARKET, ISIN, 100, 101, 10, 800, 900) cache.addTrade(MARKET2, ISIN, 200, 20) @@ -167,10 +185,13 @@ describe('InstrumentQuoteCache', () => { expect(cache.isEmpty()).toBe(false) cache.deactivate(MARKET, ISIN) expect(cache.has(MARKET, ISIN)).toBe(false) - expect(cache.has(MARKET2, ISIN)).toBe(true) // Other market still active + expect(cache.hasMarket(MARKET)).toBe(false) + expect(cache.hasMarket(MARKET2)).toBe(true) // Other market still active + expect(cache.getMarkets()).toEqual([MARKET2]) expect(cache.isEmpty()).toBe(false) cache.deactivate(MARKET2, ISIN) + expect(cache.getMarkets()).toEqual([]) expect(cache.isEmpty()).toBe(true) }) @@ -209,4 +230,87 @@ describe('InstrumentQuoteCache', () => { expect(q.mid).toBe(101) expect(q.quoteProviderTimeUnixMs).toBe(4000) }) + + test('activate is idempotent and does not duplicate markets', () => { + const cache = new InstrumentQuoteCache() + cache.activate(MARKET, ISIN) + cache.activate(MARKET, ISIN) // duplicate activate + expect(cache.has(MARKET, ISIN)).toBe(true) + expect(cache.hasMarket(MARKET)).toBe(true) + expect(cache.getMarkets()).toEqual([MARKET]) // still a single market entry + }) + + test('hasMarket remains true until the last instrument in that market is removed', () => { + const cache = new InstrumentQuoteCache() + const ISIN_A = 'DE0001234567' + const ISIN_B = 'DE0007654321' + cache.activate(MARKET, ISIN_A) + cache.activate(MARKET, ISIN_B) + expect(cache.hasMarket(MARKET)).toBe(true) + + cache.deactivate(MARKET, ISIN_A) + expect(cache.hasMarket(MARKET)).toBe(true) // still one instrument left + + cache.deactivate(MARKET, ISIN_B) + expect(cache.hasMarket(MARKET)).toBe(false) // now empty + }) + + test('getMarkets excludes markets whose last instrument was removed', () => { + const cache = new InstrumentQuoteCache() + cache.activate(MARKET, ISIN) + cache.activate(MARKET2, ISIN2) + expect(cache.getMarkets().sort()).toEqual([MARKET, MARKET2].sort()) + + // Remove MARKET completely; MARKET2 remains + cache.deactivate(MARKET, ISIN) + expect(cache.getMarkets()).toEqual([MARKET2]) + + // Remove MARKET2 as well + cache.deactivate(MARKET2, ISIN2) + expect(cache.getMarkets()).toEqual([]) + }) + + test('deactivating unknown instrument is a no-op and does not throw', () => { + const cache = new InstrumentQuoteCache() + cache.activate(MARKET, ISIN) + expect(() => cache.deactivate(MARKET, 'UNKNOWN_ISIN')).not.toThrow() + expect(cache.hasMarket(MARKET)).toBe(true) + expect(cache.has(MARKET, ISIN)).toBe(true) + }) + + test('get returns undefined for unknown or deactivated pairs', () => { + const cache = new InstrumentQuoteCache() + expect(cache.get(MARKET, ISIN)).toBeUndefined() + + cache.activate(MARKET, ISIN) + expect(cache.get(MARKET, 'UNKNOWN')).toBeUndefined() + + cache.deactivate(MARKET, ISIN) + expect(cache.get(MARKET, ISIN)).toBeUndefined() + }) + + test('reactivating an instrument yields a fresh empty quote object', () => { + const cache = new InstrumentQuoteCache() + cache.activate(MARKET, ISIN) + cache.addQuote(MARKET, ISIN, 10, 12, 1000, 1, 2) + let q = cache.get(MARKET, ISIN)! + expect(q.mid).toBe(11) + + cache.deactivate(MARKET, ISIN) + expect(cache.get(MARKET, ISIN)).toBeUndefined() + + cache.activate(MARKET, ISIN) + q = cache.get(MARKET, ISIN)! + expect(q).toEqual({}) // no stale data carried over + }) + + test('mid computation remains precise with large numeric values', () => { + const cache = new InstrumentQuoteCache() + cache.activate(MARKET, ISIN) + // use large numbers to ensure Decimal-based mid is computed correctly + cache.addBid(MARKET, ISIN, 1_234_567_890_123.25, 1) + cache.addAsk(MARKET, ISIN, 1_234_567_890_125.75, 2) + const q = cache.get(MARKET, ISIN)! + expect(q.mid).toBe(1_234_567_890_124.5) + }) }) diff --git a/packages/sources/deutsche-boerse/test/unit/lwba.test.ts b/packages/sources/deutsche-boerse/test/unit/lwba.test.ts index 9f402f2467..aaae04eeed 100644 --- a/packages/sources/deutsche-boerse/test/unit/lwba.test.ts +++ b/packages/sources/deutsche-boerse/test/unit/lwba.test.ts @@ -1,7 +1,7 @@ -import { create, toBinary, type MessageInitShape } from '@bufbuild/protobuf' +import { create, fromBinary, toBinary, type MessageInitShape } from '@bufbuild/protobuf' import { anyPack, type Any } from '@bufbuild/protobuf/wkt' import { LoggerFactoryProvider } from '@chainlink/external-adapter-framework/util' -import { StreamMessageSchema } from '../../src/gen/client_pb' +import { RequestSchema, StreamMessageSchema } from '../../src/gen/client_pb' import { DataSchema, DecimalSchema, @@ -17,6 +17,7 @@ LoggerFactoryProvider.set() const dec = (m: bigint, e: number): Decimal => create(DecimalSchema, { m, e }) type MarketDataInit = MessageInitShape const MARKET = 'md-xetraetfetp' as const +const MARKET2 = 'md-tradegate' as const const ISIN = 'IE00B53L3W79' const OTHER = 'US0000000001' @@ -31,8 +32,8 @@ function makeStreamBuffer(md: MarketData | MarketDataInit): Buffer { } describe('LWBA websocket transport base functionality', () => { - // Test the base transport functionality using a simplified extract function - const mockExtractData = (quote: any) => { + // Match transport signature: accept providerTime, ignore it for this base test + const mockExtractData = (quote: any, _providerTime: number) => { if (quote.latestPrice == null) { return undefined } @@ -48,19 +49,46 @@ describe('LWBA websocket transport base functionality', () => { Dat: create(DataSchema, { Bid: { Px: dec(BigInt(10000), -2) }, Offer: { Px: dec(BigInt(10100), -2) }, - Tm: BigInt(1000000), + Tm: BigInt(1_000_000), } as any), } as any) const out = t.config.handlers.message(makeStreamBuffer(md)) expect(out).toEqual([]) }) - test('subscribe builder: first subscribe returns frame, subsequent subscribes return undefined', () => { + test('subscribe builder: first subscribe returns frame, subsequent subscribes (same market) return undefined', () => { const t = createLwbaWsTransport(mockExtractData) as any const first = t.config.builders.subscribeMessage({ market: MARKET, isin: ISIN }) const second = t.config.builders.subscribeMessage({ market: MARKET, isin: OTHER }) + expect(first).toBeInstanceOf(Uint8Array) expect(second).toBeUndefined() + + // Verify first frame includes only the one active market + const req = fromBinary(RequestSchema, first as Uint8Array) + const streams = req.subscribe?.stream?.map((s) => s.stream) ?? [] + expect(streams).toEqual([MARKET]) + }) + + test('subscribe builder: activating a NEW market emits a frame including ALL active markets', () => { + const t = createLwbaWsTransport(mockExtractData) as any + + // First market + const first = t.config.builders.subscribeMessage({ market: MARKET, isin: ISIN }) + expect(first).toBeInstanceOf(Uint8Array) + const req1 = fromBinary(RequestSchema, first as Uint8Array) + expect(req1.subscribe?.stream?.map((s) => s.stream)).toEqual([MARKET]) + + // Second market -> frame should include both markets + const second = t.config.builders.subscribeMessage({ market: MARKET2, isin: OTHER }) + expect(second).toBeInstanceOf(Uint8Array) + const req2 = fromBinary(RequestSchema, second as Uint8Array) + const streams2 = (req2.subscribe?.stream?.map((s) => s.stream) ?? []).sort() + expect(streams2).toEqual([MARKET, MARKET2].sort()) + + // Adding another instrument to an already-subscribed market -> no frame + const third = t.config.builders.subscribeMessage({ market: MARKET, isin: 'DE0000000002' }) + expect(third).toBeUndefined() }) test('unsubscribe builder: removing last returns frame, otherwise undefined', () => { @@ -73,13 +101,18 @@ describe('LWBA websocket transport base functionality', () => { const removeLast = t.config.builders.unsubscribeMessage({ market: MARKET, isin: ISIN }) expect(removeLast).toBeInstanceOf(Uint8Array) + + // Decode unsubscribe frame to ensure it targets the correct market + const req = fromBinary(RequestSchema, removeLast as Uint8Array) + const unsubStreams = req.unsubscribe?.stream ?? [] + expect(unsubStreams).toEqual([MARKET]) }) test('missing ISIN: handler returns []', () => { const t = createLwbaWsTransport(mockExtractData) as any t.config.builders.subscribeMessage({ market: MARKET, isin: ISIN }) const md = create(MarketDataSchema, { - Dat: create(DataSchema, { Px: dec(BigInt(100), 0), Tm: BigInt(1000000) } as any), + Dat: create(DataSchema, { Px: dec(BigInt(100), 0), Tm: BigInt(1_000_000) } as any), } as any) const out = t.config.handlers.message(makeStreamBuffer(md)) expect(out).toEqual([]) @@ -104,17 +137,15 @@ describe('LWBA websocket transport base functionality', () => { adapterSettings: { WS_API_ENDPOINT: 'wss://example', API_KEY: 'key', - CACHE_MAX_AGE: 45000, - CACHE_TTL_REFRESH_MS: 60000, + CACHE_MAX_AGE: 45_000, + CACHE_TTL_REFRESH_MS: 60_000, }, } as any await t.config.handlers.open({}, ctx) expect(writeTTL).toHaveBeenCalledTimes(1) - // Advance one full interval AND await the async callback - await jest.advanceTimersByTimeAsync(60000) - + await jest.advanceTimersByTimeAsync(60_000) expect(writeTTL).toHaveBeenCalledTimes(2) jest.useRealTimers() @@ -130,22 +161,20 @@ describe('LWBA Latest Price Transport', () => { const quoteDat = create(DataSchema, { Bid: { Px: dec(BigInt(10000), -2), Sz: dec(BigInt(2000), 0) }, Offer: { Px: dec(BigInt(10100), -2), Sz: dec(BigInt(1000), 0) }, - Tm: BigInt(5000000), + Tm: BigInt(5_000_000), } as any) const quoteMd = create(MarketDataSchema, { Instrmt: { Sym: ISIN }, Dat: quoteDat } as any) const quoteRes = t.config.handlers.message(makeStreamBuffer(quoteMd)) expect(quoteRes).toEqual([]) // Trade (now latestPrice arrives) -> should emit - const tradeDat = create(DataSchema, { Px: dec(BigInt(9999), -2), Tm: BigInt(6000000) } as any) + const tradeDat = create(DataSchema, { Px: dec(BigInt(9999), -2), Tm: BigInt(6_000_000) } as any) const tradeMd = create(MarketDataSchema, { Instrmt: { Sym: ISIN }, Dat: tradeDat } as any) const tradeRes = t.config.handlers.message(makeStreamBuffer(tradeMd)) expect(tradeRes.length).toBe(1) const [entry] = tradeRes - const d = entry.response.data - - expect(d.latestPrice).toBe(99.99) + expect(entry.response.data.latestPrice).toBe(99.99) }) test('emits when complete data is available from cache', () => { @@ -153,11 +182,10 @@ describe('LWBA Latest Price Transport', () => { const t = priceProtobufWsTransport as any // Since quote data is already in cache from previous test, adding trade data should trigger emission - const tradeDat = create(DataSchema, { Px: dec(BigInt(9999), -2), Tm: BigInt(6000000) } as any) + const tradeDat = create(DataSchema, { Px: dec(BigInt(9999), -2), Tm: BigInt(6_000_000) } as any) const tradeMd = create(MarketDataSchema, { Instrmt: { Sym: ISIN }, Dat: tradeDat } as any) const tradeRes = t.config.handlers.message(makeStreamBuffer(tradeMd)) - // Should emit because we now have complete data (quote from previous test + trade from this test) expect(tradeRes.length).toBe(1) expect(tradeRes[0].response.data.latestPrice).toBe(99.99) }) @@ -173,7 +201,7 @@ describe('LWBA Metadata Transport', () => { const quoteDat = create(DataSchema, { Bid: { Px: dec(BigInt(10000), -2), Sz: dec(BigInt(2000), 0) }, Offer: { Px: dec(BigInt(10100), -2), Sz: dec(BigInt(1000), 0) }, - Tm: BigInt(5000000), + Tm: BigInt(5_000_000), } as any) const quoteMd = create(MarketDataSchema, { Instrmt: { Sym: FRESH_ISIN }, Dat: quoteDat } as any) const quoteRes = t.config.handlers.message(makeStreamBuffer(quoteMd)) @@ -193,18 +221,16 @@ describe('LWBA Metadata Transport', () => { const t = lwbaProtobufWsTransport as any t.config.builders.subscribeMessage({ market: MARKET, isin: ISIN }) - // bid-only -> might emit if there's already trade data in cache from previous tests + // bid-only const bidOnly = create(MarketDataSchema, { Instrmt: { Sym: ISIN }, Dat: create(DataSchema, { Bid: { Px: dec(BigInt(10000), -2), Sz: dec(BigInt(2000), 0) }, - Tm: BigInt(10000000), + Tm: BigInt(10_000_000), } as any), } as any) const bidResult = t.config.handlers.message(makeStreamBuffer(bidOnly)) - // The result depends on whether there's already trade data in the cache if (bidResult.length > 0) { - // If it emits, verify the data is reasonable (bid + cached data) expect(bidResult[0].response.data.bid).toBe(100) } @@ -213,18 +239,18 @@ describe('LWBA Metadata Transport', () => { Instrmt: { Sym: ISIN }, Dat: create(DataSchema, { Offer: { Px: dec(BigInt(10200), -2), Sz: dec(BigInt(750), 0) }, - Tm: BigInt(11000000), + Tm: BigInt(11_000_000), } as any), } as any) t.config.handlers.message(makeStreamBuffer(askOnly)) - // trade → should definitely emit now that we have complete fresh data + // trade → should definitely emit now that we have complete data const trade = create(MarketDataSchema, { Instrmt: { Sym: ISIN }, Dat: create(DataSchema, { Px: dec(BigInt(10100), -2), Sz: dec(BigInt(500), 0), - Tm: BigInt(12000000), + Tm: BigInt(12_000_000), } as any), } as any) const result = t.config.handlers.message(makeStreamBuffer(trade)) @@ -244,7 +270,7 @@ describe('LWBA Metadata Transport', () => { const quoteDat = create(DataSchema, { Bid: { Px: dec(BigInt(9500), -2), Sz: dec(BigInt(1500), 0) }, Offer: { Px: dec(BigInt(9600), -2), Sz: dec(BigInt(1600), 0) }, - Tm: BigInt(7000000), + Tm: BigInt(7_000_000), } as any) const quoteMd = create(MarketDataSchema, { Instrmt: { Sym: OTHER }, Dat: quoteDat } as any) const quoteRes = t.config.handlers.message(makeStreamBuffer(quoteMd)) @@ -265,11 +291,11 @@ describe('LWBA Metadata Transport', () => { const TEST_ISIN = 'TEST123456789' // Use unique ISIN to avoid cache interference t.config.builders.subscribeMessage({ market: MARKET, isin: TEST_ISIN }) - // Quote with zero sizes -> lwba transport treats 0 as valid, so it should emit + // Quote with zero sizes -> should emit const quoteDat = create(DataSchema, { Bid: { Px: dec(BigInt(8500), -2), Sz: dec(BigInt(0), 0) }, Offer: { Px: dec(BigInt(8600), -2), Sz: dec(BigInt(0), 0) }, - Tm: BigInt(9000000), + Tm: BigInt(9_000_000), } as any) const quoteMd = create(MarketDataSchema, { Instrmt: { Sym: TEST_ISIN }, Dat: quoteDat } as any) const quoteRes = t.config.handlers.message(makeStreamBuffer(quoteMd)) From 1105ec86f17b12265a338c2e1a96de45fbc83721 Mon Sep 17 00:00:00 2001 From: Mohamed Mehany <7327188+mohamed-mehany@users.noreply.github.com> Date: Mon, 20 Oct 2025 15:15:58 +0400 Subject: [PATCH 17/18] Minor change --- .../deutsche-boerse/src/transport/instrument-quote-cache.ts | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/packages/sources/deutsche-boerse/src/transport/instrument-quote-cache.ts b/packages/sources/deutsche-boerse/src/transport/instrument-quote-cache.ts index 8d174dac1e..f94e1ac3b0 100644 --- a/packages/sources/deutsche-boerse/src/transport/instrument-quote-cache.ts +++ b/packages/sources/deutsche-boerse/src/transport/instrument-quote-cache.ts @@ -19,8 +19,8 @@ export class InstrumentQuoteCache { } hasMarket(market: string): boolean { - const bucket = this.map.get(market) - return !!bucket && bucket.size > 0 + const marketMap = this.map.get(market) + return !!marketMap && marketMap.size > 0 } getMarkets(): string[] { From 41eccbd997374cfde1eb4dc5174b743548c3a4e2 Mon Sep 17 00:00:00 2001 From: Mohamed Mehany <7327188+mohamed-mehany@users.noreply.github.com> Date: Mon, 20 Oct 2025 15:31:02 +0400 Subject: [PATCH 18/18] Typo fix --- packages/sources/deutsche-boerse/test/unit/lwba.test.ts | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/packages/sources/deutsche-boerse/test/unit/lwba.test.ts b/packages/sources/deutsche-boerse/test/unit/lwba.test.ts index aaae04eeed..ba29a7b68d 100644 --- a/packages/sources/deutsche-boerse/test/unit/lwba.test.ts +++ b/packages/sources/deutsche-boerse/test/unit/lwba.test.ts @@ -33,7 +33,7 @@ function makeStreamBuffer(md: MarketData | MarketDataInit): Buffer { describe('LWBA websocket transport base functionality', () => { // Match transport signature: accept providerTime, ignore it for this base test - const mockExtractData = (quote: any, _providerTime: number) => { + const mockExtractData = (quote: any) => { if (quote.latestPrice == null) { return undefined }