@openfinclaw/findoo-datahub-plugin 2026.3.2

package/src/regime-detector.ts

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+import type { MarketRegime, OHLCV } from "./types.js";
+
+/** Simple Moving Average over `period` values. */
+function sma(values: number[], period: number): number[] {
+  const result: number[] = [];
+  if (values.length < period) return result;
+  let sum = 0;
+  for (let i = 0; i < period; i++) {
+    sum += values[i]!;
+  }
+  result.push(sum / period);
+  for (let i = period; i < values.length; i++) {
+    sum += values[i]! - values[i - period]!;
+    result.push(sum / period);
+  }
+  return result;
+}
+
+/** Average True Range over `period` bars. Returns one ATR value per bar after the first `period` bars. */
+function atr(bars: OHLCV[], period: number): number[] {
+  if (bars.length < 2) return [];
+
+  // Calculate True Range for each bar (starting from index 1)
+  const trValues: number[] = [];
+  for (let i = 1; i < bars.length; i++) {
+    const high = bars[i]!.high;
+    const low = bars[i]!.low;
+    const prevClose = bars[i - 1]!.close;
+    const tr = Math.max(high - low, Math.abs(high - prevClose), Math.abs(low - prevClose));
+    trValues.push(tr);
+  }
+
+  return sma(trValues, period);
+}
+
+export class RegimeDetector {
+  detect(ohlcv: OHLCV[]): MarketRegime {
+    if (ohlcv.length < 200) return "sideways";
+
+    const closes = ohlcv.map((b) => b.close);
+    const currentClose = closes[closes.length - 1]!;
+
+    // 1. Drawdown from peak
+    let peak = -Infinity;
+    for (const c of closes) {
+      if (c > peak) peak = c;
+    }
+    const drawdownPct = ((peak - currentClose) / peak) * 100;
+    if (drawdownPct > 30) return "crisis";
+
+    // 2. ATR% = ATR(14) / close * 100
+    const atrValues = atr(ohlcv, 14);
+    if (atrValues.length > 0) {
+      const latestAtr = atrValues[atrValues.length - 1]!;
+      const atrPct = (latestAtr / currentClose) * 100;
+      if (atrPct > 4) return "volatile";
+    }
+
+    // 3. SMA crossover
+    const sma50 = sma(closes, 50);
+    const sma200 = sma(closes, 200);
+
+    if (sma50.length === 0 || sma200.length === 0) return "sideways";
+
+    const latestSma50 = sma50[sma50.length - 1]!;
+    const latestSma200 = sma200[sma200.length - 1]!;
+
+    if (latestSma50 > latestSma200 && currentClose > latestSma50) return "bull";
+    if (latestSma50 < latestSma200 && currentClose < latestSma50) return "bear";
+
+    return "sideways";
+  }
+}

package/src/types.ts

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+// Inlined from @openfinclaw/fin-shared-types so this plugin is fully self-contained.
+
+export interface OHLCV {
+  timestamp: number; // Unix ms
+  open: number;
+  high: number;
+  low: number;
+  close: number;
+  volume: number;
+}
+
+export type MarketType = "crypto" | "equity" | "commodity";
+
+export type MarketRegime = "bull" | "bear" | "sideways" | "volatile" | "crisis";
+
+export interface Ticker {
+  symbol: string;
+  market: MarketType;
+  last: number;
+  bid?: number;
+  ask?: number;
+  volume24h?: number;
+  changePct24h?: number;
+  timestamp: number;
+}
+
+export interface MarketInfo {
+  market: MarketType;
+  symbols: string[];
+  available: boolean;
+}

package/src/unified-provider.ts

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+import type { CryptoAdapter } from "./adapters/crypto-adapter.js";
+import type { EquityAdapter } from "./adapters/equity-adapter.js";
+import { DataHubClient } from "./datahub-client.js";
+import type { OHLCVCache } from "./ohlcv-cache.js";
+import type { RegimeDetector } from "./regime-detector.js";
+import type { MarketInfo, MarketRegime, MarketType, OHLCV, Ticker } from "./types.js";
+
+/**
+ * Unified data provider that routes requests:
+ * - Has DataHub API key → DataHub REST (all markets)
+ * - No key + crypto → CryptoAdapter (CCXT)
+ * - No key + equity → Yahoo Finance adapter
+ */
+export class UnifiedDataProvider {
+  constructor(
+    private datahubClient: DataHubClient | null,
+    private cryptoAdapter: CryptoAdapter,
+    private regimeDetector: RegimeDetector,
+    private cache: OHLCVCache,
+    private yahooAdapter?: EquityAdapter,
+  ) {}
+
+  async getOHLCV(params: {
+    symbol: string;
+    market: MarketType;
+    timeframe: string;
+    since?: number;
+    limit?: number;
+  }): Promise<OHLCV[]> {
+    // Route 1: DataHub REST (has API key)
+    if (this.datahubClient) {
+      // Check cache first
+      const range = this.cache.getRange(params.symbol, params.market, params.timeframe);
+      if (range && params.since != null && params.limit != null) {
+        const cached = this.cache.query(
+          params.symbol,
+          params.market,
+          params.timeframe,
+          params.since,
+        );
+        if (cached.length >= params.limit) {
+          return cached.slice(0, params.limit);
+        }
+      }
+
+      const rows = await this.datahubClient.getOHLCV(params);
+      if (rows.length > 0) {
+        this.cache.upsertBatch(params.symbol, params.market, params.timeframe, rows);
+      }
+
+      // Return from cache for consistency
+      if (range || rows.length > 0) {
+        const all = this.cache.query(params.symbol, params.market, params.timeframe, params.since);
+        return params.limit ? all.slice(0, params.limit) : all;
+      }
+      return rows;
+    }
+
+    // Route 2: Free adapters (no API key)
+    if (params.market === "crypto") {
+      return this.cryptoAdapter.getOHLCV(params);
+    }
+
+    if (params.market === "equity") {
+      if (!this.yahooAdapter) {
+        throw new Error(
+          "Equity data unavailable. Set DATAHUB_API_KEY for full access, or install yahoo-finance2 for free US equity data.",
+        );
+      }
+      return this.yahooAdapter.getOHLCV(params);
+    }
+
+    throw new Error(
+      `Market "${params.market}" not yet supported in free mode. Set DATAHUB_API_KEY for full access.`,
+    );
+  }
+
+  async getTicker(symbol: string, market: MarketType): Promise<Ticker> {
+    // Route 1: DataHub REST
+    if (this.datahubClient) {
+      return this.datahubClient.getTicker(symbol, market);
+    }
+
+    // Route 2: Free adapters
+    if (market === "crypto") {
+      return this.cryptoAdapter.getTicker(symbol);
+    }
+
+    if (market === "equity") {
+      if (!this.yahooAdapter) {
+        throw new Error(
+          "Equity ticker unavailable. Set DATAHUB_API_KEY or install yahoo-finance2.",
+        );
+      }
+      return this.yahooAdapter.getTicker(symbol);
+    }
+
+    throw new Error(`Market "${market}" not yet supported in free mode.`);
+  }
+
+  async detectRegime(params: {
+    symbol: string;
+    market: MarketType;
+    timeframe: string;
+  }): Promise<MarketRegime> {
+    const ohlcv = await this.getOHLCV({
+      symbol: params.symbol,
+      market: params.market,
+      timeframe: params.timeframe,
+      limit: 300,
+    });
+    return this.regimeDetector.detect(ohlcv);
+  }
+
+  getSupportedMarkets(): MarketInfo[] {
+    const hasFullAccess = !!this.datahubClient;
+    return [
+      { market: "crypto", symbols: [], available: true },
+      { market: "equity", symbols: [], available: hasFullAccess || !!this.yahooAdapter },
+      { market: "commodity", symbols: [], available: hasFullAccess },
+    ];
+  }
+}