@steerprotocol/data-connector-loader 0.0.16 → 0.1.0

package/lib/dataConnector.js

@@ -56,7 +56,7 @@ class DataConnector {
             if (!this.module)
                 throw new Error('Module not initialized');
             // Call the main function with the response
-            return this.module['execute(param_1: string)'](response);
+            return this.module.execute(response);
         });
     }
     // This function returns a provider based on the chainId of the request
@@ -109,7 +109,7 @@ class DataConnector {
     version() {
         if (!this.module)
             throw new Error('Module not initialized');
-        return this.module.version();
+        return Number(this.module.version());
     }
     subtractDate(timestamp, epochLength) {
         const date = new Date(timestamp);

package/lib/index.d.ts

@@ -1,5 +1,6 @@
 import { DataConnector } from './dataConnector';
 import { ethers } from 'ethers';
+export { DataConnector };
 export declare class DataConnectorExecution {
     private dataConnectors;
     constructor(dataConnectors: Array<DataConnector>);

package/lib/index.js

@@ -12,9 +12,12 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.DataConnectorExecution = void 0;
+exports.DataConnectorExecution = exports.DataConnector = void 0;
+const dataConnector_1 = require("./dataConnector");
+Object.defineProperty(exports, "DataConnector", { enumerable: true, get: function () { return dataConnector_1.DataConnector; } });
 const axios_1 = __importDefault(require("axios"));
 const pluginManager_1 = require("./pluginManager");
+const utils_1 = require("./utils");
 class DataConnectorExecution {
     constructor(dataConnectors) {
         this.dataConnectors = dataConnectors;
@@ -63,6 +66,7 @@ class DataConnectorExecution {
         return delay;
     }
     execute(_vaultConfig) {
+        var _a, _b, _c;
         return __awaiter(this, void 0, void 0, function* () {
             const executionTimestamp = new Date().getTime();
             const vaultConfig = JSON.parse(_vaultConfig);
@@ -89,6 +93,7 @@ class DataConnectorExecution {
                     blockTime,
                     blockNumber,
                 });
+                const version = yield dataConnector.version();
                 let request = yield dataConnector.execute('');
                 let response;
                 try {
@@ -113,7 +118,21 @@ class DataConnectorExecution {
                         throw e;
                     }
                 }
-                const transformedData = JSON.parse(dataConnector.getResults());
+                let transformedData = JSON.parse(dataConnector.getResults());
+                if (version == 1 && transformedData.length > 0) {
+                    const keys = Object.keys(transformedData[0]);
+                    const requiredKeys = ['open', 'high', 'low', 'close', 'volume'];
+                    const hasAllKeys = requiredKeys.every((key) => keys.includes(key));
+                    // has the 'lookback' key
+                    const lookback = (_a = dataConnector === null || dataConnector === void 0 ? void 0 : dataConnector.configObj) === null || _a === void 0 ? void 0 : _a.lookback;
+                    if (hasAllKeys && !!lookback) {
+                        // Now that we have identified a v1 data connector, we need to transform the data so that the data is up to the current execution epoch timestamp
+                        if ((_b = dataConnector === null || dataConnector === void 0 ? void 0 : dataConnector.executionContext) === null || _b === void 0 ? void 0 : _b.epochTimestamp) {
+                            const extended = (0, utils_1.extendOHLCV)(transformedData, lookback, ((_c = dataConnector === null || dataConnector === void 0 ? void 0 : dataConnector.executionContext) === null || _c === void 0 ? void 0 : _c.epochTimestamp) * 1000);
+                            transformedData = extended;
+                        }
+                    }
+                }
                 transformationData.push(transformedData);
             }
             return transformationData;

package/lib/utils.d.ts

@@ -0,0 +1,2 @@
+import { Candle } from "@steerprotocol/app-loader";
+export declare const extendOHLCV: (rawData: Candle[], period: number, endTimestamp: number) => Candle[];

package/lib/utils.js

@@ -0,0 +1,28 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.extendOHLCV = void 0;
+// The purpose of this function is to look at the end timestamp and extend the current candle array so that it backfills any missing candles up to the end timestamp
+const extendOHLCV = (rawData, period, endTimestamp) => {
+    // Sort rawData by timestamp
+    const sortedData = rawData.sort((a, b) => a.timestamp - b.timestamp);
+    const lastCandle = sortedData[sortedData.length - 1];
+    const startTimestamp = lastCandle ? lastCandle.timestamp : endTimestamp;
+    // Calculate the number of periods to backfill
+    const periodsToBackfill = Math.floor(((endTimestamp - startTimestamp)) / 1000 / period);
+    // Backfill the candles
+    for (let i = 0; i < periodsToBackfill; i++) {
+        const candleWidth = (period * (i + 1));
+        const newCandle = {
+            timestamp: startTimestamp + candleWidth,
+            open: lastCandle.open,
+            high: lastCandle.open,
+            low: lastCandle.open,
+            close: lastCandle.open,
+            volume: 0, // You may need to replace these with appropriate logic
+        };
+        sortedData.push(newCandle);
+    }
+    // Return the converted data
+    return sortedData;
+};
+exports.extendOHLCV = extendOHLCV;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@steerprotocol/data-connector-loader",
-  "version": "0.0.16",
+  "version": "0.1.0",
   "description": "App Loader for Steer Protocol",
   "main": "lib/index.js",
   "types": "lib/index.d.ts",
@@ -46,10 +46,10 @@
     "lib/**/*"
   ],
   "dependencies": {
-    "@steerprotocol/app-loader": "0.1.6",
+    "@steerprotocol/app-loader": "0.2.0",
     "@steerprotocol/strategy-utils": "^2.1.0",
     "axios": "^1.3.4",
     "ethers": "^5.1.0",
-    "pondjs": "1.0.0-alpha.10"
+    "timestring": "^7.0.0"
   }
 }