gloomberb 0.3.3 → 0.4.0

package/src/market-data/coordinator.ts

@@ -23,6 +23,7 @@ import {
 } from "./selectors";
 import { traceMarketData } from "./trace";
 import { normalizePriceHistory, normalizeTickerFinancialsPriceHistory } from "../utils/price-history";
+import { hasFreshQuoteForCurrentSession, isQuoteStaleForCurrentSession } from "../utils/quote-freshness";
 
 const EMPTY_MESSAGE = "No data available";
 const EXPECTED_EMPTY = /no data|not found|delisted|unavailable|unsupported/i;
@@ -30,8 +31,8 @@ const EXPECTED_EMPTY = /no data|not found|delisted|unavailable|unsupported/i;
 function createBaselineChartRequest(instrument: InstrumentRef): ChartRequest {
   return {
     instrument,
-    range: "5Y",
-    granularity: "daily",
+    bufferRange: "5Y",
+    granularity: "range",
   };
 }
 
@@ -92,6 +93,21 @@ function readyEntry<T>(
   };
 }
 
+function readyQuoteEntry(
+  current: QueryEntry<Quote>,
+  quote: Quote,
+  source: string,
+  attempts: ProviderAttempt[],
+): QueryEntry<Quote> {
+  if (
+    isQuoteStaleForCurrentSession(quote)
+    && hasFreshQuoteForCurrentSession([current.data, current.lastGoodData])
+  ) {
+    return readyEntry(current, null, current.source ?? source, attempts, { keepLastGoodOnEmpty: true });
+  }
+  return readyEntry(current, quote, source, attempts, { keepLastGoodOnEmpty: true });
+}
+
 function errorEntry<T>(current: QueryEntry<T>, attempt: ProviderAttempt): QueryEntry<T> {
   return {
     ...current,
@@ -349,7 +365,7 @@ export class MarketDataCoordinator {
         );
         const source = quote.providerId ?? this.dataProvider.id;
         const attempts = [createAttempt(source, startedAt, "success")];
-        return this.quoteStore.update(key, (current) => readyEntry(current, quote, source, attempts, { keepLastGoodOnEmpty: true }));
+        return this.quoteStore.update(key, (current) => readyQuoteEntry(current, quote, source, attempts));
       } catch (error) {
         const classified = classifyError(error);
         const attempt = createAttempt(this.dataProvider.id, startedAt, EXPECTED_EMPTY.test(classified.message) ? "empty" : "fatal_error", classified.reasonCode, classified.message);
@@ -381,10 +397,21 @@ export class MarketDataCoordinator {
                 cacheMode: options.forceRefresh ? "refresh" : "default",
               },
             )
+            : request.granularity === "resolution" && request.resolution && this.dataProvider.getPriceHistoryForResolution
+              ? await this.dataProvider.getPriceHistoryForResolution(
+                request.instrument.symbol,
+                request.instrument.exchange ?? "",
+                request.bufferRange,
+                request.resolution,
+                {
+                  ...toMarketDataContext(request.instrument),
+                  cacheMode: options.forceRefresh ? "refresh" : "default",
+                },
+              )
             : await this.dataProvider.getPriceHistory(
               request.instrument.symbol,
               request.instrument.exchange ?? "",
-              request.range,
+              request.bufferRange,
               {
                 ...toMarketDataContext(request.instrument),
                 cacheMode: options.forceRefresh ? "refresh" : "default",
@@ -555,7 +582,7 @@ export class MarketDataCoordinator {
       const key = buildQuoteKey(instrument);
       const current = this.quoteStore.get(key);
       const attempts = [createAttempt(quote.providerId ?? this.dataProvider.id, Date.now(), "success")];
-      this.quoteStore.set(key, readyEntry(current, quote, quote.providerId ?? this.dataProvider.id, attempts, { keepLastGoodOnEmpty: true }));
+      this.quoteStore.set(key, readyQuoteEntry(current, quote, quote.providerId ?? this.dataProvider.id, attempts));
     });
   }
 }

package/src/market-data/hooks.test.tsx

@@ -0,0 +1,120 @@
+import { afterEach, describe, expect, test } from "bun:test";
+import { act, useState } from "react";
+import { testRender } from "@opentui/react/test-utils";
+import type { TickerFinancials } from "../types/financials";
+import type { TickerRecord } from "../types/ticker";
+import { MarketDataCoordinator, setSharedMarketDataCoordinator } from "./coordinator";
+import { useFxRatesMap, useTickerFinancialsMap } from "./hooks";
+
+let testSetup: Awaited<ReturnType<typeof testRender>> | undefined;
+let bumpHarness: (() => void) | null = null;
+let latestFxRates: Map<string, number> | null = null;
+let latestFinancialsMap: Map<string, TickerFinancials> | null = null;
+
+const readyUsdEntry = {
+  phase: "ready" as const,
+  data: 1,
+  lastGoodData: 1,
+  source: "test",
+  fetchedAt: 1,
+  staleAt: null,
+  error: null,
+  attempts: [],
+};
+const readyEurEntry = {
+  phase: "ready" as const,
+  data: 1.08,
+  lastGoodData: 1.08,
+  source: "test",
+  fetchedAt: 1,
+  staleAt: null,
+  error: null,
+  attempts: [],
+};
+const sampleFinancials: TickerFinancials = {
+  annualStatements: [],
+  quarterlyStatements: [],
+  priceHistory: [],
+  quote: {
+    symbol: "SAP",
+    price: 250,
+    currency: "EUR",
+    change: 2,
+    changePercent: 0.8,
+    lastUpdated: 1,
+  },
+};
+const tickers: TickerRecord[] = [
+  {
+    metadata: {
+      ticker: "SAP",
+      exchange: "XETRA",
+      currency: "EUR",
+      name: "SAP",
+      portfolios: [],
+      watchlists: [],
+      positions: [],
+      custom: {},
+      tags: [],
+    },
+  },
+];
+
+function HooksHarness() {
+  const [tick, setTick] = useState(0);
+  bumpHarness = () => setTick((current) => current + 1);
+
+  latestFxRates = useFxRatesMap(["USD", "EUR"]);
+  latestFinancialsMap = useTickerFinancialsMap(tickers);
+
+  return <text>{String(tick)}</text>;
+}
+
+afterEach(async () => {
+  if (testSetup) {
+    await act(async () => {
+      testSetup!.renderer.destroy();
+    });
+    testSetup = undefined;
+  }
+  bumpHarness = null;
+  latestFxRates = null;
+  latestFinancialsMap = null;
+  setSharedMarketDataCoordinator(null);
+});
+
+describe("market-data hooks", () => {
+  test("preserve derived map instances across unrelated rerenders", async () => {
+    const coordinator = {
+      subscribe: () => () => {},
+      getVersion: () => 1,
+      getFxEntry: (currency: string) => (currency === "EUR" ? readyEurEntry : readyUsdEntry),
+      loadFxRate: async () => {},
+      getTickerFinancialsSync: () => sampleFinancials,
+    };
+    setSharedMarketDataCoordinator(coordinator as unknown as MarketDataCoordinator);
+
+    testSetup = await testRender(<HooksHarness />, {
+      width: 20,
+      height: 1,
+    });
+
+    await act(async () => {
+      await testSetup!.renderOnce();
+    });
+
+    const initialFxRates = latestFxRates;
+    const initialFinancialsMap = latestFinancialsMap;
+
+    await act(async () => {
+      bumpHarness?.();
+      await Promise.resolve();
+    });
+    await act(async () => {
+      await testSetup!.renderOnce();
+    });
+
+    expect(latestFxRates).toBe(initialFxRates);
+    expect(latestFinancialsMap).toBe(initialFinancialsMap);
+  });
+});

package/src/market-data/hooks.tsx

@@ -9,6 +9,7 @@ import {
   resolveEntryValue,
 } from "./coordinator";
 import type { QueryEntry } from "./result-types";
+import { buildChartKey } from "./selectors";
 
 function useCoordinatorVersion(): number {
   const coordinator = getSharedMarketDataCoordinator();
@@ -33,6 +34,21 @@ function stableCurrencyList(currencies: Array<string | null | undefined>): strin
   )].sort((left, right) => left.localeCompare(right));
 }
 
+function buildTickerFinancialsMapKey(tickers: TickerRecord[]): string {
+  return tickers.map((ticker) => {
+    const instrument = ticker.metadata.broker_contracts?.[0];
+    return [
+      ticker.metadata.ticker,
+      ticker.metadata.exchange ?? "",
+      instrument?.brokerId ?? "",
+      instrument?.brokerInstanceId ?? "",
+      instrument?.conId ?? "",
+      instrument?.localSymbol ?? "",
+      instrument?.symbol ?? "",
+    ].join("|");
+  }).join("::");
+}
+
 export function useTickerInstrument(symbol: string | null | undefined, ticker: TickerRecord | null | undefined): InstrumentRef | null {
   return useMemo(() => instrumentFromTicker(ticker, symbol ?? null), [symbol, ticker]);
 }
@@ -54,7 +70,12 @@ export function useTickerFinancials(symbol: string | null | undefined, ticker: T
 }
 
 export function useTickerFinancialsMap(tickers: TickerRecord[]): Map<string, TickerFinancials> {
-  return useCoordinatorSelector((coordinator) => {
+  const coordinator = getSharedMarketDataCoordinator();
+  const version = useCoordinatorVersion();
+  const tickerKey = buildTickerFinancialsMapKey(tickers);
+
+  return useMemo(() => {
+    if (!coordinator) return new Map<string, TickerFinancials>();
     const result = new Map<string, TickerFinancials>();
     for (const ticker of tickers) {
       const instrument = instrumentFromTicker(ticker, ticker.metadata.ticker);
@@ -65,7 +86,7 @@ export function useTickerFinancialsMap(tickers: TickerRecord[]): Map<string, Tic
       }
     }
     return result;
-  }, new Map<string, TickerFinancials>());
+  }, [coordinator, tickerKey, version]);
 }
 
 export function useQuoteEntry(symbol: string | null | undefined, ticker: TickerRecord | null | undefined): QueryEntry<Quote> | null {
@@ -85,15 +106,7 @@ export function useQuoteEntry(symbol: string | null | undefined, ticker: TickerR
 }
 
 export function useChartQuery(request: ChartRequest | null | undefined): QueryEntry<PricePoint[]> | null {
-  const key = request ? [
-    request.instrument.symbol,
-    request.instrument.exchange ?? "",
-    request.range,
-    request.granularity ?? "daily",
-    request.startDate?.toISOString() ?? "",
-    request.endDate?.toISOString() ?? "",
-    request.barSize ?? "",
-  ].join("|") : null;
+  const key = request ? buildChartKey(request) : null;
   const entry = useCoordinatorSelector(
     (coordinator) => (request ? coordinator.getChartEntry(request) : null),
     null,
@@ -108,6 +121,23 @@ export function useChartQuery(request: ChartRequest | null | undefined): QueryEn
   return entry;
 }
 
+export function useChartQueries(requests: readonly ChartRequest[]): Map<string, QueryEntry<PricePoint[]>> {
+  const requestKey = requests.map((request) => buildChartKey(request)).join(",");
+  const entries = useCoordinatorSelector((coordinator) => (
+    requests.map((request) => [buildChartKey(request), coordinator.getChartEntry(request)] as const)
+  ), [] as Array<readonly [string, QueryEntry<PricePoint[]>]>);
+
+  useEffect(() => {
+    const coordinator = getSharedMarketDataCoordinator();
+    if (!coordinator) return;
+    for (const request of requests) {
+      void coordinator.loadChart(request);
+    }
+  }, [requestKey]);
+
+  return useMemo(() => new Map(entries), [entries]);
+}
+
 export function useNewsQuery(request: NewsRequest | null | undefined): QueryEntry<NewsItem[]> | null {
   const key = request ? `${request.instrument.symbol}|${request.instrument.exchange ?? ""}|${request.count ?? 50}` : null;
   const entry = useCoordinatorSelector(
@@ -203,10 +233,17 @@ export function useFxRate(currency: string | null | undefined): QueryEntry<numbe
 }
 
 export function useFxRatesMap(currencies: Array<string | null | undefined>): Map<string, number> {
-  const normalizedCurrencies = useMemo(() => stableCurrencyList(currencies), [currencies]);
-  const entries = useCoordinatorSelector((coordinator) => (
-    normalizedCurrencies.map((currency) => [currency, coordinator.getFxEntry(currency)] as const)
-  ), [] as Array<readonly [string, QueryEntry<number>]>);
+  const coordinator = getSharedMarketDataCoordinator();
+  const version = useCoordinatorVersion();
+  const normalizedCurrencyKey = stableCurrencyList(currencies).join("|");
+  const normalizedCurrencies = useMemo(
+    () => (normalizedCurrencyKey ? normalizedCurrencyKey.split("|") : []),
+    [normalizedCurrencyKey],
+  );
+  const entries = useMemo(() => {
+    if (!coordinator) return [] as Array<readonly [string, QueryEntry<number>]>;
+    return normalizedCurrencies.map((currency) => [currency, coordinator.getFxEntry(currency)] as const);
+  }, [coordinator, normalizedCurrencies, version]);
 
   useEffect(() => {
     const coordinator = getSharedMarketDataCoordinator();
@@ -214,7 +251,7 @@ export function useFxRatesMap(currencies: Array<string | null | undefined>): Map
     for (const currency of normalizedCurrencies) {
       void coordinator.loadFxRate(currency);
     }
-  }, [normalizedCurrencies.join("|")]);
+  }, [normalizedCurrencyKey]);
 
   return useMemo(() => {
     const rates = new Map<string, number>();

package/src/market-data/request-types.ts

@@ -1,4 +1,5 @@
 import type { TimeRange } from "../components/chart/chart-types";
+import type { ManualChartResolution } from "../components/chart/chart-resolution";
 import type { QuoteSubscriptionTarget } from "../types/data-provider";
 import type { BrokerContractRef } from "../types/instrument";
 import type { TickerRecord } from "../types/ticker";
@@ -11,12 +12,13 @@ export interface InstrumentRef {
   instrument?: BrokerContractRef | null;
 }
 
-export type ChartGranularity = "daily" | "detail";
+export type ChartGranularity = "range" | "detail" | "resolution";
 
 export interface ChartRequest {
   instrument: InstrumentRef;
-  range: TimeRange;
+  bufferRange: TimeRange;
   granularity?: ChartGranularity;
+  resolution?: ManualChartResolution;
   startDate?: Date;
   endDate?: Date;
   barSize?: string;

package/src/market-data/selectors.ts

@@ -4,6 +4,7 @@ import type { InstrumentRef, NewsRequest, OptionsRequest, SecFilingsRequest, Cha
 import type { QueryEntry } from "./result-types";
 import { hasLikelyQuoteUnitMismatch } from "../utils/currency-units";
 import { normalizePriceHistory } from "../utils/price-history";
+import { resolveTickerFinancialsQuoteState } from "../utils/quote-resolution";
 
 export function buildInstrumentKey(instrument: InstrumentRef): string {
   const contractKey = instrument.instrument?.conId
@@ -51,8 +52,9 @@ export function buildChartKey(request: ChartRequest): string {
   return [
     "chart",
     buildInstrumentKey(request.instrument),
-    request.range,
-    request.granularity ?? "daily",
+    request.bufferRange,
+    request.granularity ?? "range",
+    request.resolution ?? "",
     request.startDate ? request.startDate.toISOString() : "",
     request.endDate ? request.endDate.toISOString() : "",
     request.barSize ?? "",
@@ -95,54 +97,6 @@ export function hasLikelyPriceUnitMismatch(
   return hasLikelyQuoteUnitMismatch(left, right);
 }
 
-function mergeDefinedQuoteFields(
-  preferred: Quote | null | undefined,
-  fallback: Quote | null | undefined,
-): Quote | undefined {
-  const mergedEntries: Array<[string, unknown]> = [];
-  for (const source of [fallback, preferred]) {
-    if (!source) continue;
-    for (const [key, value] of Object.entries(source)) {
-      if (value !== undefined) {
-        mergedEntries.push([key, value]);
-      }
-    }
-  }
-  if (mergedEntries.length === 0) return undefined;
-  return Object.fromEntries(mergedEntries) as Quote;
-}
-
-function projectExtendedHoursQuote(
-  snapshotQuote: Quote | null | undefined,
-  liveQuote: Quote | null | undefined,
-): Quote | undefined {
-  const merged = mergeDefinedQuoteFields(liveQuote, snapshotQuote);
-  if (!merged) return undefined;
-  if (!snapshotQuote || !liveQuote) return merged;
-
-  const snapshotState = snapshotQuote.marketState;
-  if (snapshotState !== "PRE" && snapshotState !== "POST") return merged;
-  if (liveQuote.marketState === "PRE" || liveQuote.marketState === "POST") return merged;
-
-  if (snapshotState === "PRE") {
-    return {
-      ...merged,
-      marketState: "PRE",
-      preMarketPrice: liveQuote.price,
-      preMarketChange: liveQuote.change,
-      preMarketChangePercent: liveQuote.changePercent,
-    };
-  }
-
-  return {
-    ...merged,
-    marketState: "POST",
-    postMarketPrice: liveQuote.price,
-    postMarketChange: liveQuote.change,
-    postMarketChangePercent: liveQuote.changePercent,
-  };
-}
-
 export function buildTickerFinancialsSnapshot(
   snapshotEntry: QueryEntry<TickerFinancials>,
   quoteEntry?: QueryEntry<TickerFinancials["quote"]>,
@@ -152,15 +106,27 @@ export function buildTickerFinancialsSnapshot(
   const quote = resolveEntryData(quoteEntry);
   const priceHistory = resolveEntryData(chartEntry);
   if (!snapshot && !quote && !priceHistory) return null;
-  const resolvedQuote = snapshot?.quote && quote && hasLikelyPriceUnitMismatch(snapshot.quote, quote)
-    ? snapshot.quote
-    : (projectExtendedHoursQuote(snapshot?.quote, quote) ?? snapshot?.quote);
+  if (snapshot?.quote && quote && hasLikelyPriceUnitMismatch(snapshot.quote, quote)) {
+    return {
+      ...(resolveTickerFinancialsQuoteState(snapshot) ?? {
+        annualStatements: snapshot?.annualStatements ?? [],
+        quarterlyStatements: snapshot?.quarterlyStatements ?? [],
+        priceHistory: snapshot?.priceHistory ?? [],
+      }),
+      priceHistory: normalizePriceHistory(priceHistory ?? snapshot?.priceHistory ?? []),
+    };
+  }
+
+  const resolved = resolveTickerFinancialsQuoteState(snapshot ?? {
+    annualStatements: [],
+    quarterlyStatements: [],
+    priceHistory: [],
+  }, quote);
+
+  if (!resolved) return null;
+
   return {
-    quote: resolvedQuote,
-    fundamentals: snapshot?.fundamentals,
-    profile: snapshot?.profile,
-    annualStatements: snapshot?.annualStatements ?? [],
-    quarterlyStatements: snapshot?.quarterlyStatements ?? [],
+    ...resolved,
     priceHistory: normalizePriceHistory(priceHistory ?? snapshot?.priceHistory ?? []),
   };
 }