@fin.cx/opendata 3.3.0 → 3.5.0

package/ts/stocks/classes.stockservice.ts

@@ -156,11 +156,22 @@ export class StockPriceService implements IProviderRegistry {
    */
   public async getData(request: IStockDataRequest): Promise<IStockPrice | IStockPrice[]> {
     const cacheKey = this.getDataCacheKey(request);
-    const cached = this.getFromCache(cacheKey);
 
-    if (cached) {
-      console.log(`Cache hit for ${this.getRequestDescription(request)}`);
-      return cached;
+    // For intraday requests without date filter, ALWAYS try incremental fetch
+    // This ensures we check for new data even if cache hasn't expired
+    if (request.type === 'intraday' && !request.date) {
+      const incrementalResult = await this.tryIncrementalFetch(request, cacheKey);
+      if (incrementalResult) {
+        return incrementalResult;
+      }
+      // If incremental fetch returns null, continue to normal fetch below
+    } else {
+      // For other request types (historical, current, batch), use simple cache
+      const cached = this.getFromCache(cacheKey);
+      if (cached) {
+        console.log(`Cache hit for ${this.getRequestDescription(request)}`);
+        return cached;
+      }
     }
 
     const providers = this.getEnabledProviders();
@@ -204,6 +215,137 @@ export class StockPriceService implements IProviderRegistry {
     );
   }
 
+  /**
+   * Try incremental fetch: Only fetch NEW data since last cached timestamp
+   * Returns merged result if successful, null if incremental fetch not applicable
+   */
+  private async tryIncrementalFetch(
+    request: IStockDataRequest,
+    cacheKey: string
+  ): Promise<IStockPrice[] | null> {
+    // Only applicable for intraday requests without date filter
+    if (request.type !== 'intraday' || request.date) {
+      return null;
+    }
+
+    // Check if we have similar cached data (same ticker, interval, but any limit/date)
+    const baseKey = `intraday:${request.ticker}:${request.interval}:latest`;
+    let cachedData: IStockPrice[] | null = null;
+    let matchedKey: string | null = null;
+
+    // Find any cached intraday data for this ticker+interval
+    for (const [key, entry] of this.cache.entries()) {
+      if (key.startsWith(baseKey)) {
+        const age = Date.now() - entry.timestamp.getTime();
+        if (entry.ttl !== Infinity && age > entry.ttl) {
+          continue; // Expired
+        }
+        cachedData = Array.isArray(entry.price) ? entry.price as IStockPrice[] : null;
+        matchedKey = key;
+        break;
+      }
+    }
+
+    if (!cachedData || cachedData.length === 0) {
+      return null; // No cached data to build on
+    }
+
+    // Find latest timestamp in cached data
+    const latestCached = cachedData.reduce((latest, price) => {
+      return price.timestamp > latest ? price.timestamp : latest;
+    }, new Date(0));
+
+    // Freshness check: If latest data is less than 1 minute old, just return cache
+    const dataAge = Date.now() - latestCached.getTime();
+    const freshnessThreshold = 60 * 1000; // 1 minute
+
+    if (dataAge < freshnessThreshold) {
+      console.log(`🔄 Incremental cache: Latest data is ${Math.round(dataAge / 1000)}s old (< 1min), returning cached data`);
+      return cachedData;
+    }
+
+    console.log(`🔄 Incremental cache: Found ${cachedData.length} cached records, latest: ${latestCached.toISOString()} (${Math.round(dataAge / 1000)}s old)`);
+
+    // Fetch only NEW data since latest cached timestamp
+    // Create a modified request with date filter
+    const modifiedRequest: IStockIntradayRequest = {
+      ...request,
+      date: latestCached // Fetch from this date forward
+    };
+
+    const providers = this.getEnabledProviders();
+    for (const provider of providers) {
+      const entry = this.providers.get(provider.name)!;
+
+      try {
+        const newData = await this.fetchWithRetry(
+          () => provider.fetchData(modifiedRequest),
+          entry.config
+        ) as IStockPrice[];
+
+        entry.successCount++;
+
+        // Filter out data at or before latest cached timestamp (avoid duplicates)
+        const filteredNew = newData.filter(p => p.timestamp > latestCached);
+
+        if (filteredNew.length === 0) {
+          console.log(`🔄 Incremental cache: No new data since ${latestCached.toISOString()}, using cache`);
+          return cachedData;
+        }
+
+        console.log(`🔄 Incremental cache: Fetched ${filteredNew.length} new records since ${latestCached.toISOString()}`);
+
+        // Merge cached + new data
+        const merged = [...cachedData, ...filteredNew];
+
+        // Sort by timestamp (ascending)
+        merged.sort((a, b) => a.timestamp.getTime() - b.timestamp.getTime());
+
+        // Deduplicate by timestamp (keep latest)
+        const deduped = this.deduplicateByTimestamp(merged);
+
+        // Apply limit if specified in original request
+        const effectiveLimit = request.limit || deduped.length;
+        const result = deduped.slice(-effectiveLimit); // Take most recent N
+
+        // Update cache with merged result
+        const ttl = this.getRequestTTL(request, result);
+        this.addToCache(cacheKey, result, ttl);
+
+        console.log(`🔄 Incremental cache: Returning ${result.length} total records (${cachedData.length} cached + ${filteredNew.length} new)`);
+        return result;
+
+      } catch (error) {
+        entry.errorCount++;
+        entry.lastError = error as Error;
+        entry.lastErrorTime = new Date();
+        console.warn(`Incremental fetch failed for ${provider.name}, falling back to full fetch`);
+        continue; // Try next provider or fall back to normal fetch
+      }
+    }
+
+    return null; // Incremental fetch failed, fall back to normal fetch
+  }
+
+  /**
+   * Deduplicate array of prices by timestamp, keeping the latest data for each timestamp
+   */
+  private deduplicateByTimestamp(prices: IStockPrice[]): IStockPrice[] {
+    const seen = new Map<number, IStockPrice>();
+
+    for (const price of prices) {
+      const ts = price.timestamp.getTime();
+      const existing = seen.get(ts);
+
+      // Keep the entry with the latest fetchedAt (most recent data)
+      if (!existing || price.fetchedAt > existing.fetchedAt) {
+        seen.set(ts, price);
+      }
+    }
+
+    return Array.from(seen.values());
+  }
+
   /**
    * Get TTL based on request type and result
    */
@@ -328,7 +470,8 @@ export class StockPriceService implements IProviderRegistry {
         return `historical:${request.ticker}:${fromStr}:${toStr}${request.exchange ? `:${request.exchange}` : ''}`;
       case 'intraday':
         const dateStr = request.date ? request.date.toISOString().split('T')[0] : 'latest';
-        return `intraday:${request.ticker}:${request.interval}:${dateStr}${request.exchange ? `:${request.exchange}` : ''}`;
+        const limitStr = request.limit ? `:limit${request.limit}` : '';
+        return `intraday:${request.ticker}:${request.interval}:${dateStr}${limitStr}${request.exchange ? `:${request.exchange}` : ''}`;
       case 'batch':
         const tickers = request.tickers.sort().join(',');
         return `batch:${tickers}${request.exchange ? `:${request.exchange}` : ''}`;
@@ -355,6 +498,15 @@ export class StockPriceService implements IProviderRegistry {
   }
 
   private addToCache(key: string, price: IStockPrice | IStockPrice[], ttl?: number): void {
+    // Deduplicate array entries by timestamp before caching
+    if (Array.isArray(price)) {
+      const beforeCount = price.length;
+      price = this.deduplicateByTimestamp(price);
+      if (price.length < beforeCount) {
+        console.log(`Deduplicated ${beforeCount - price.length} duplicate timestamps in cache entry for ${key}`);
+      }
+    }
+
     // Enforce max entries limit
     if (this.cache.size >= this.cacheConfig.maxEntries) {
       // Remove oldest entry

package/ts/stocks/interfaces/provider.ts

@@ -24,6 +24,8 @@ export interface IProviderConfig {
   timeout?: number;
   retryAttempts?: number;
   retryDelay?: number;
+  maxRecords?: number; // Maximum records to fetch per request (default: 10000)
+  defaultIntradayLimit?: number; // Default limit for intraday requests without explicit limit (default: 1000)
 }
 
 export interface IProviderRegistry {

package/ts/stocks/providers/provider.coingecko.ts

@@ -378,8 +378,18 @@ export class CoinGeckoProvider implements IStockProvider {
       const marketCapData = responseData.market_caps || [];
       const volumeData = responseData.total_volumes || [];
 
-      // Process each data point
-      for (let i = 0; i < priceData.length; i++) {
+      // Warn if processing large amount of historical data
+      const maxRecords = this.config?.maxRecords || 10000;
+      if (priceData.length > maxRecords) {
+        this.logger.warn(
+          `Historical request for ${request.ticker} returned ${priceData.length} records, ` +
+          `which exceeds maxRecords limit of ${maxRecords}. Processing first ${maxRecords} only.`
+        );
+      }
+
+      // Process each data point (up to maxRecords)
+      const recordsToProcess = Math.min(priceData.length, maxRecords);
+      for (let i = 0; i < recordsToProcess; i++) {
         const [timestamp, price] = priceData[i];
         const date = new Date(timestamp);
 
@@ -480,8 +490,19 @@ export class CoinGeckoProvider implements IStockProvider {
       const marketCapData = responseData.market_caps || [];
       const volumeData = responseData.total_volumes || [];
 
-      // Apply limit if specified
-      const limit = request.limit || priceData.length;
+      // Apply default limit if user didn't specify one (performance optimization)
+      const effectiveLimit = request.limit || this.config?.defaultIntradayLimit || 1000;
+
+      // Warn if fetching large amount of data without explicit limit
+      if (!request.limit && priceData.length > effectiveLimit) {
+        this.logger.warn(
+          `Intraday request for ${request.ticker} returned ${priceData.length} records but no limit specified. ` +
+          `Applying default limit of ${effectiveLimit}. Consider adding a limit to the request for better performance.`
+        );
+      }
+
+      // Apply limit (take most recent data)
+      const limit = Math.min(effectiveLimit, priceData.length);
       const dataToProcess = priceData.slice(-limit);
 
       for (let i = 0; i < dataToProcess.length; i++) {
@@ -624,21 +645,34 @@ export class CoinGeckoProvider implements IStockProvider {
 
       const coinList = await response.json() as ICoinListItem[];
 
+      // Clear cache before rebuilding to prevent memory leak
+      // Keep only entries that are in priorityTickerMap
+      const priorityEntries = new Map<string, string>();
+      for (const [key, value] of this.priorityTickerMap) {
+        priorityEntries.set(key, value);
+      }
+      this.coinMapCache.clear();
+
+      // Restore priority mappings
+      for (const [key, value] of priorityEntries) {
+        this.coinMapCache.set(key, value);
+      }
+
       // Build mapping: symbol -> id
       for (const coin of coinList) {
         const symbol = coin.symbol.toLowerCase();
         const id = coin.id.toLowerCase();
 
-        // Don't overwrite priority mappings or existing cache entries
-        if (!this.priorityTickerMap.has(symbol) && !this.coinMapCache.has(symbol)) {
+        // Don't overwrite priority mappings
+        if (!this.priorityTickerMap.has(symbol)) {
           this.coinMapCache.set(symbol, id);
         }
-        // Always cache the ID mapping
+        // Always cache the ID mapping (id -> id for when users pass CoinGecko IDs directly)
         this.coinMapCache.set(id, id);
       }
 
       this.coinListLoadedAt = new Date();
-      this.logger.info(`Loaded ${coinList.length} coins from CoinGecko`);
+      this.logger.info(`Loaded ${coinList.length} coins from CoinGecko (cache: ${this.coinMapCache.size} entries)`);
     } catch (error) {
       this.logger.error('Failed to load coin list from CoinGecko:', error);
       // Don't throw - we can still work with direct IDs