@fin.cx/opendata 1.5.3 → 1.6.0

package/ts/stocks/providers/provider.yahoo.ts

@@ -0,0 +1,159 @@
+import * as plugins from '../../plugins.js';
+import type { IStockProvider, IProviderConfig } from '../interfaces/provider.js';
+import type { IStockPrice, IStockQuoteRequest, IStockBatchQuoteRequest } from '../interfaces/stockprice.js';
+
+export class YahooFinanceProvider implements IStockProvider {
+  public name = 'Yahoo Finance';
+  public priority = 100;
+  public readonly requiresAuth = false;
+  public readonly rateLimit = {
+    requestsPerMinute: 100, // Conservative estimate
+    requestsPerDay: undefined
+  };
+
+  private logger = console;
+  private baseUrl = 'https://query1.finance.yahoo.com';
+  private userAgent = 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/120.0.0.0 Safari/537.36';
+
+  constructor(private config?: IProviderConfig) {}
+
+  public async fetchPrice(request: IStockQuoteRequest): Promise<IStockPrice> {
+    try {
+      const url = `${this.baseUrl}/v8/finance/chart/${request.ticker}`;
+      const response = await plugins.smartrequest.getJson(url, {
+        headers: {
+          'User-Agent': this.userAgent
+        },
+        timeout: this.config?.timeout || 10000
+      });
+
+      const responseData = response.body as any;
+      
+      if (!responseData?.chart?.result?.[0]) {
+        throw new Error(`No data found for ticker ${request.ticker}`);
+      }
+
+      const data = responseData.chart.result[0];
+      const meta = data.meta;
+      
+      if (!meta.regularMarketPrice) {
+        throw new Error(`No price data available for ${request.ticker}`);
+      }
+
+      const stockPrice: IStockPrice = {
+        ticker: request.ticker.toUpperCase(),
+        price: meta.regularMarketPrice,
+        currency: meta.currency || 'USD',
+        change: meta.regularMarketPrice - meta.previousClose,
+        changePercent: ((meta.regularMarketPrice - meta.previousClose) / meta.previousClose) * 100,
+        previousClose: meta.previousClose,
+        timestamp: new Date(meta.regularMarketTime * 1000),
+        provider: this.name,
+        marketState: this.determineMarketState(meta),
+        exchange: meta.exchange,
+        exchangeName: meta.exchangeName
+      };
+
+      return stockPrice;
+    } catch (error) {
+      console.error(`Failed to fetch price for ${request.ticker}:`, error);
+      throw new Error(`Yahoo Finance: Failed to fetch price for ${request.ticker}: ${error.message}`);
+    }
+  }
+
+  public async fetchPrices(request: IStockBatchQuoteRequest): Promise<IStockPrice[]> {
+    try {
+      const symbols = request.tickers.join(',');
+      const url = `${this.baseUrl}/v8/finance/spark?symbols=${symbols}&range=1d&interval=5m`;
+      
+      const response = await plugins.smartrequest.getJson(url, {
+        headers: {
+          'User-Agent': this.userAgent
+        },
+        timeout: this.config?.timeout || 15000
+      });
+
+      const responseData = response.body as any;
+      const prices: IStockPrice[] = [];
+      
+      for (const [ticker, data] of Object.entries(responseData)) {
+        if (!data || typeof data !== 'object') continue;
+        
+        const sparkData = data as any;
+        if (!sparkData.previousClose || !sparkData.close?.length) {
+          console.warn(`Incomplete data for ${ticker}, skipping`);
+          continue;
+        }
+
+        const currentPrice = sparkData.close[sparkData.close.length - 1];
+        const timestamp = sparkData.timestamp?.[sparkData.timestamp.length - 1];
+        
+        prices.push({
+          ticker: ticker.toUpperCase(),
+          price: currentPrice,
+          currency: sparkData.currency || 'USD',
+          change: currentPrice - sparkData.previousClose,
+          changePercent: ((currentPrice - sparkData.previousClose) / sparkData.previousClose) * 100,
+          previousClose: sparkData.previousClose,
+          timestamp: timestamp ? new Date(timestamp * 1000) : new Date(),
+          provider: this.name,
+          marketState: sparkData.marketState || 'REGULAR',
+          exchange: sparkData.exchange,
+          exchangeName: sparkData.exchangeName
+        });
+      }
+
+      if (prices.length === 0) {
+        throw new Error('No valid price data received from batch request');
+      }
+
+      return prices;
+    } catch (error) {
+      console.error(`Failed to fetch batch prices:`, error);
+      throw new Error(`Yahoo Finance: Failed to fetch batch prices: ${error.message}`);
+    }
+  }
+
+  public async isAvailable(): Promise<boolean> {
+    try {
+      // Test with a well-known ticker
+      await this.fetchPrice({ ticker: 'AAPL' });
+      return true;
+    } catch (error) {
+      console.warn('Yahoo Finance provider is not available:', error);
+      return false;
+    }
+  }
+
+  public supportsMarket(market: string): boolean {
+    // Yahoo Finance supports most major markets
+    const supportedMarkets = ['US', 'UK', 'DE', 'FR', 'JP', 'CN', 'HK', 'AU', 'CA'];
+    return supportedMarkets.includes(market.toUpperCase());
+  }
+
+  public supportsTicker(ticker: string): boolean {
+    // Basic validation - Yahoo supports most tickers
+    return /^[A-Z0-9\.\-]{1,10}$/.test(ticker.toUpperCase());
+  }
+
+  private determineMarketState(meta: any): 'PRE' | 'REGULAR' | 'POST' | 'CLOSED' {
+    const marketState = meta.marketState?.toUpperCase();
+    
+    switch (marketState) {
+      case 'PRE':
+        return 'PRE';
+      case 'POST':
+        return 'POST';
+      case 'REGULAR':
+        return 'REGULAR';
+      default:
+        // Check if market is currently open based on timestamps
+        const now = Date.now() / 1000;
+        const regularMarketTime = meta.regularMarketTime;
+        const timeDiff = now - regularMarketTime;
+        
+        // If last update was more than 1 hour ago, market is likely closed
+        return timeDiff > 3600 ? 'CLOSED' : 'REGULAR';
+    }
+  }
+}