gloomberb 0.3.7 → 0.4.0

package/src/utils/quote-resolution.test.ts

@@ -0,0 +1,277 @@
+import { describe, expect, test } from "bun:test";
+import type { QuoteContributionMap } from "../types/financials";
+import {
+  resolveCanonicalQuote,
+  resolveTickerFinancialsQuoteState,
+  upsertQuoteContributionMap,
+} from "./quote-resolution";
+
+describe("quote-resolution", () => {
+  test("resolves price, session, listing venue, and route from separate providers", () => {
+    const now = Date.parse("2026-04-08T11:00:00Z");
+    const contributions: QuoteContributionMap = {
+      ibkr: {
+        symbol: "AMD",
+        providerId: "ibkr",
+        dataSource: "live",
+        price: 100,
+        currency: "USD",
+        change: 1,
+        changePercent: 1,
+        lastUpdated: Date.parse("2026-04-08T10:59:00Z"),
+        listingExchangeName: "NASDAQ",
+        routingExchangeName: "SMART",
+        routingExchangeFullName: "SMART",
+        sessionConfidence: "unknown",
+      },
+      "gloomberb-cloud": {
+        symbol: "AMD",
+        providerId: "gloomberb-cloud",
+        dataSource: "delayed",
+        price: 99.8,
+        currency: "USD",
+        change: 0.8,
+        changePercent: 0.81,
+        lastUpdated: Date.parse("2026-04-08T10:58:00Z"),
+        listingExchangeName: "NASDAQ",
+        listingExchangeFullName: "NASDAQ",
+        sessionConfidence: "unknown",
+      },
+      yahoo: {
+        symbol: "AMD",
+        providerId: "yahoo",
+        dataSource: "yahoo",
+        price: 99.7,
+        currency: "USD",
+        change: 0.7,
+        changePercent: 0.7,
+        lastUpdated: Date.parse("2026-04-08T10:57:00Z"),
+        listingExchangeName: "NMS",
+        listingExchangeFullName: "NASDAQ",
+        marketState: "PRE",
+        sessionConfidence: "derived",
+        preMarketPrice: 101,
+        preMarketChange: 2,
+        preMarketChangePercent: 2.02,
+      },
+    };
+
+    const quote = resolveCanonicalQuote(contributions, now).quote;
+
+    expect(quote?.price).toBe(100);
+    expect(quote?.providerId).toBe("ibkr");
+    expect(quote?.marketState).toBe("PRE");
+    expect(quote?.preMarketPrice).toBe(101);
+    expect(quote?.listingExchangeName).toBe("NASDAQ");
+    expect(quote?.routingExchangeName).toBe("SMART");
+    expect(quote?.provenance?.price?.providerId).toBe("ibkr");
+    expect(quote?.provenance?.session?.providerId).toBe("yahoo");
+  });
+
+  test("prefers cloud session data over yahoo when confidence is tied", () => {
+    const now = Date.parse("2026-04-08T11:00:00Z");
+    const contributions: QuoteContributionMap = {
+      "gloomberb-cloud": {
+        symbol: "ELF",
+        providerId: "gloomberb-cloud",
+        dataSource: "delayed",
+        price: 88,
+        currency: "USD",
+        change: 0,
+        changePercent: 0,
+        lastUpdated: Date.parse("2026-04-08T10:58:00Z"),
+        listingExchangeName: "NYSE",
+        marketState: "PRE",
+        sessionConfidence: "derived",
+        preMarketPrice: 89,
+      },
+      yahoo: {
+        symbol: "ELF",
+        providerId: "yahoo",
+        dataSource: "yahoo",
+        price: 87.5,
+        currency: "USD",
+        change: 0,
+        changePercent: 0,
+        lastUpdated: Date.parse("2026-04-08T10:57:00Z"),
+        listingExchangeName: "NYQ",
+        marketState: "PRE",
+        sessionConfidence: "derived",
+        preMarketPrice: 87.8,
+      },
+    };
+
+    const quote = resolveCanonicalQuote(contributions, now).quote;
+
+    expect(quote?.marketState).toBe("PRE");
+    expect(quote?.preMarketPrice).toBe(89);
+    expect(quote?.provenance?.session?.providerId).toBe("gloomberb-cloud");
+  });
+
+  test("prefers yahoo extended-hours session data when cloud premarket lacks an active-session price", () => {
+    const now = Date.parse("2026-04-08T11:00:00Z");
+    const contributions: QuoteContributionMap = {
+      "gloomberb-cloud": {
+        symbol: "AMD",
+        providerId: "gloomberb-cloud",
+        dataSource: "delayed",
+        price: 221.53,
+        currency: "USD",
+        change: 1.35,
+        changePercent: 0.61,
+        lastUpdated: Date.parse("2026-04-08T10:58:00Z"),
+        listingExchangeName: "NASDAQ",
+        marketState: "PRE",
+        sessionConfidence: "derived",
+      },
+      yahoo: {
+        symbol: "AMD",
+        providerId: "yahoo",
+        dataSource: "yahoo",
+        price: 221.53,
+        currency: "USD",
+        change: 1.35,
+        changePercent: 0.61,
+        lastUpdated: Date.parse("2026-04-08T10:57:00Z"),
+        listingExchangeName: "NMS",
+        marketState: "PRE",
+        sessionConfidence: "derived",
+        preMarketPrice: 231.7,
+        preMarketChange: 10.17,
+        preMarketChangePercent: 4.59,
+      },
+    };
+
+    const quote = resolveCanonicalQuote(contributions, now).quote;
+
+    expect(quote?.marketState).toBe("PRE");
+    expect(quote?.preMarketPrice).toBe(231.7);
+    expect(quote?.preMarketChangePercent).toBe(4.59);
+    expect(quote?.provenance?.session?.providerId).toBe("yahoo");
+    expect(quote?.provenance?.fields?.preMarketPrice?.providerId).toBe("yahoo");
+  });
+
+  test("does not fabricate delayed derived premarket prices from the regular last trade", () => {
+    const quote = resolveTickerFinancialsQuoteState({
+      annualStatements: [],
+      quarterlyStatements: [],
+      priceHistory: [],
+      quote: {
+        symbol: "AMD",
+        providerId: "gloomberb-cloud",
+        dataSource: "delayed",
+        price: 221.53,
+        currency: "USD",
+        change: 1.35,
+        changePercent: 0.61,
+        lastUpdated: 1,
+        marketState: "PRE",
+        sessionConfidence: "derived",
+      },
+    })?.quote;
+
+    expect(quote?.marketState).toBe("PRE");
+    expect(quote?.preMarketPrice).toBeUndefined();
+    expect(quote?.preMarketChange).toBeUndefined();
+    expect(quote?.preMarketChangePercent).toBeUndefined();
+  });
+
+  test("ignores stale cloud price contributions when a fresh yahoo quote exists", () => {
+    const now = Date.parse("2026-04-08T10:30:00Z");
+    const contributions: QuoteContributionMap = {
+      "gloomberb-cloud": {
+        symbol: "HY9H",
+        providerId: "gloomberb-cloud",
+        dataSource: "delayed",
+        price: 528,
+        currency: "EUR",
+        change: 4,
+        changePercent: 0.76,
+        lastUpdated: Date.parse("2026-04-07T17:55:00Z"),
+        listingExchangeName: "FWB2",
+        marketState: "REGULAR",
+        sessionConfidence: "explicit",
+      },
+      yahoo: {
+        symbol: "HY9H",
+        providerId: "yahoo",
+        dataSource: "yahoo",
+        price: 598,
+        currency: "EUR",
+        change: 6,
+        changePercent: 1.01,
+        lastUpdated: Date.parse("2026-04-08T10:25:00Z"),
+        listingExchangeName: "FWB2",
+        marketState: "REGULAR",
+        sessionConfidence: "derived",
+      },
+    };
+
+    const quote = resolveCanonicalQuote(contributions, now).quote;
+
+    expect(quote?.price).toBe(598);
+    expect(quote?.providerId).toBe("yahoo");
+    expect(quote?.provenance?.price?.providerId).toBe("yahoo");
+  });
+
+  test("rejects an incoming stale cloud contribution when a fresh quote already exists", () => {
+    const now = Date.parse("2026-04-08T10:30:00Z");
+    const current: QuoteContributionMap = {
+      yahoo: {
+        symbol: "HY9H",
+        providerId: "yahoo",
+        dataSource: "yahoo",
+        price: 598,
+        currency: "EUR",
+        change: 6,
+        changePercent: 1.01,
+        lastUpdated: Date.parse("2026-04-08T10:25:00Z"),
+        listingExchangeName: "FWB2",
+        marketState: "REGULAR",
+        sessionConfidence: "derived",
+      },
+    };
+
+    const next = upsertQuoteContributionMap(current, {
+      symbol: "HY9H",
+      providerId: "gloomberb-cloud",
+      dataSource: "delayed",
+      price: 528,
+      currency: "EUR",
+      change: 4,
+      changePercent: 0.76,
+      lastUpdated: Date.parse("2026-04-07T17:55:00Z"),
+      listingExchangeName: "FWB2",
+      marketState: "REGULAR",
+      sessionConfidence: "explicit",
+    }, { now });
+
+    expect(next).toEqual(current);
+  });
+
+  test("keeps broker-only SMART quotes as unknown session while preserving the route", () => {
+    const financials = resolveTickerFinancialsQuoteState({
+      annualStatements: [],
+      quarterlyStatements: [],
+      priceHistory: [],
+      quote: {
+        symbol: "MU",
+        providerId: "ibkr",
+        dataSource: "live",
+        price: 120,
+        currency: "USD",
+        change: 1,
+        changePercent: 0.84,
+        lastUpdated: 1,
+        listingExchangeName: "NASDAQ",
+        routingExchangeName: "SMART",
+        sessionConfidence: "unknown",
+      },
+    });
+
+    expect(financials?.quote?.listingExchangeName).toBe("NASDAQ");
+    expect(financials?.quote?.routingExchangeName).toBe("SMART");
+    expect(financials?.quote?.marketState).toBeUndefined();
+    expect(financials?.quote?.provenance?.price?.providerId).toBe("ibkr");
+  });
+});