opencandle 0.3.0 → 0.4.0

package/src/providers/alpha-vantage.ts

@@ -0,0 +1,292 @@
+import { httpGet, HttpError } from "../infra/http-client.js";
+import { cache, TTL, STALE_LIMIT } from "../infra/cache.js";
+import { rateLimiter } from "../infra/rate-limiter.js";
+import { ProviderCredentialError } from "./provider-credential-error.js";
+import type { CompanyOverview, EarningsData, FinancialStatement } from "../types/fundamentals.js";
+import type { StockQuote, OHLCV } from "../types/market.js";
+
+const BASE_URL = "https://www.alphavantage.co/query";
+const MISSING_OVERVIEW_TTL = 15 * 60_000;
+
+/**
+ * Detects authentication failures in HTTP errors and re-throws them as a
+ * typed `ProviderCredentialError` so the tool layer can convert them into
+ * a `[OPENCANDLE_CREDENTIAL_REQUIRED ...]` tagged content block.
+ *
+ * Call from every catch block in this module BEFORE any stale-cache fallback
+ * so that a real 401/403 does not silently get masked by cached data.
+ */
+function throwIfAuthError(error: unknown): void {
+  if (error instanceof HttpError && (error.status === 401 || error.status === 403)) {
+    throw new ProviderCredentialError("alpha_vantage", "stale", error.status);
+  }
+}
+
+function buildUrl(fn: string, params: Record<string, string>, apiKey: string): string {
+  const qs = new URLSearchParams({ function: fn, ...params, apikey: apiKey });
+  return `${BASE_URL}?${qs}`;
+}
+
+export async function getOverview(
+  symbol: string,
+  apiKey: string,
+): Promise<CompanyOverview> {
+  const cacheKey = `av:overview:${symbol}`;
+  const missingCacheKey = `${cacheKey}:missing`;
+  const cached = cache.get<CompanyOverview>(cacheKey);
+  if (cached) return cached;
+  if (cache.get<string>(missingCacheKey)) {
+    throw new Error(`Alpha Vantage: No data found for ${symbol}`);
+  }
+
+  try {
+    await rateLimiter.acquire("alphavantage");
+
+    const url = buildUrl("OVERVIEW", { symbol }, apiKey);
+    const data = await httpGet<Record<string, string>>(url);
+
+    if (!data.Symbol) {
+      cache.set(missingCacheKey, "missing", MISSING_OVERVIEW_TTL);
+      throw new Error(`Alpha Vantage: No data found for ${symbol}`);
+    }
+
+    const result: CompanyOverview = {
+      symbol: data.Symbol,
+      name: data.Name,
+      description: data.Description,
+      exchange: data.Exchange,
+      sector: data.Sector,
+      industry: data.Industry,
+      marketCap: parseNum(data.MarketCapitalization),
+      pe: parseNullableNum(data.PERatio),
+      forwardPe: parseNullableNum(data.ForwardPE),
+      eps: parseNullableNum(data.EPS),
+      dividendYield: parseNullableNum(data.DividendYield),
+      beta: parseNullableNum(data.Beta),
+      week52High: parseNum(data["52WeekHigh"]),
+      week52Low: parseNum(data["52WeekLow"]),
+      avgVolume: 0, // Alpha Vantage OVERVIEW does not expose average volume
+      profitMargin: parseNullableNum(data.ProfitMargin),
+      revenueGrowth: parseNullableNum(data.QuarterlyRevenueGrowthYOY),
+    };
+
+    cache.set(cacheKey, result, TTL.FUNDAMENTALS);
+    return result;
+  } catch (error) {
+    throwIfAuthError(error);
+    const stale = cache.getStale<CompanyOverview>(cacheKey, STALE_LIMIT.FUNDAMENTALS);
+    if (stale) return stale.value;
+    throw error;
+  }
+}
+
+export async function getEarnings(
+  symbol: string,
+  apiKey: string,
+): Promise<EarningsData> {
+  const cacheKey = `av:earnings:${symbol}`;
+  const cached = cache.get<EarningsData>(cacheKey);
+  if (cached) return cached;
+
+  try {
+    await rateLimiter.acquire("alphavantage");
+
+    const url = buildUrl("EARNINGS", { symbol }, apiKey);
+    const data = await httpGet<{ quarterlyEarnings: any[] }>(url);
+
+    const quarterly = (data.quarterlyEarnings ?? []).slice(0, 8).map((e: any) => ({
+      date: e.fiscalDateEnding,
+      reportedEPS: parseFloat(e.reportedEPS) || 0,
+      estimatedEPS: parseFloat(e.estimatedEPS) || 0,
+      surprise: parseFloat(e.surprise) || 0,
+      surprisePercent: parseFloat(e.surprisePercentage) || 0,
+    }));
+
+    const result: EarningsData = { symbol, quarterly };
+    cache.set(cacheKey, result, TTL.FUNDAMENTALS);
+    return result;
+  } catch (error) {
+    throwIfAuthError(error);
+    const stale = cache.getStale<EarningsData>(cacheKey, STALE_LIMIT.FUNDAMENTALS);
+    if (stale) return stale.value;
+    throw error;
+  }
+}
+
+export async function getFinancials(
+  symbol: string,
+  apiKey: string,
+): Promise<FinancialStatement[]> {
+  const cacheKey = `av:financials:${symbol}`;
+  const cached = cache.get<FinancialStatement[]>(cacheKey);
+  if (cached) return cached;
+
+  try {
+    // Fetch sequentially to respect Alpha Vantage rate limits (5 req/min free tier)
+    const incomeData = await fetchStatement<{ annualReports: any[] }>("INCOME_STATEMENT", symbol, apiKey);
+    const balanceData = await fetchStatement<{ annualReports: any[] }>("BALANCE_SHEET", symbol, apiKey);
+    const cashFlowData = await fetchStatement<{ annualReports: any[] }>("CASH_FLOW", symbol, apiKey);
+
+    const incomeReports = incomeData.annualReports ?? [];
+    const balanceReports = balanceData.annualReports ?? [];
+    const cashFlowReports = cashFlowData.annualReports ?? [];
+
+    // Index balance sheet and cash flow by fiscal date for merging
+    const balanceByDate = new Map(
+      balanceReports.map((r: any) => [r.fiscalDateEnding, r]),
+    );
+    const cashFlowByDate = new Map(
+      cashFlowReports.map((r: any) => [r.fiscalDateEnding, r]),
+    );
+
+    const statements = incomeReports.slice(0, 4).map((r: any) => {
+      const balance = balanceByDate.get(r.fiscalDateEnding) ?? {};
+      const cf = cashFlowByDate.get(r.fiscalDateEnding) ?? {};
+      const opCashFlow = parseNum(cf.operatingCashflow);
+      const capex = parseNum(cf.capitalExpenditures);
+
+      const totalDebt = parseNum(balance.shortLongTermDebtTotal);
+      const cash = parseNum(balance.cashAndCashEquivalentsAtCarryingValue);
+
+      return {
+        fiscalDate: r.fiscalDateEnding,
+        revenue: parseNum(r.totalRevenue),
+        grossProfit: parseNum(r.grossProfit),
+        operatingIncome: parseNum(r.operatingIncome),
+        netIncome: parseNum(r.netIncome),
+        eps: parseFloat(r.reportedEPS) || 0,
+        totalAssets: parseNum(balance.totalAssets),
+        totalLiabilities: parseNum(balance.totalLiabilities),
+        totalEquity: parseNum(balance.totalShareholderEquity),
+        operatingCashFlow: opCashFlow,
+        freeCashFlow: opCashFlow - capex,
+        totalDebt: totalDebt || undefined,
+        cashAndEquivalents: cash || undefined,
+      };
+    });
+
+    cache.set(cacheKey, statements, TTL.FUNDAMENTALS);
+    return statements;
+  } catch (error) {
+    throwIfAuthError(error);
+    const stale = cache.getStale<FinancialStatement[]>(cacheKey, STALE_LIMIT.FUNDAMENTALS);
+    if (stale) return stale.value;
+    throw error;
+  }
+}
+
+async function fetchStatement<T>(fn: string, symbol: string, apiKey: string): Promise<T> {
+  await rateLimiter.acquire("alphavantage");
+  const url = buildUrl(fn, { symbol }, apiKey);
+  return httpGet<T>(url);
+}
+
+export async function getGlobalQuote(
+  symbol: string,
+  apiKey: string,
+): Promise<StockQuote> {
+  const cacheKey = `av:globalquote:${symbol}`;
+  const cached = cache.get<StockQuote>(cacheKey);
+  if (cached) return cached;
+
+  try {
+    await rateLimiter.acquire("alphavantage");
+
+    const url = buildUrl("GLOBAL_QUOTE", { symbol }, apiKey);
+    const data = await httpGet<{ "Global Quote": Record<string, string> }>(url);
+    const gq = data["Global Quote"];
+
+    if (!gq || !gq["05. price"]) {
+      throw new Error(`Alpha Vantage: No quote data for ${symbol}`);
+    }
+
+    const price = parseFloat(gq["05. price"]) || 0;
+    const result: StockQuote = {
+      symbol: gq["01. symbol"] ?? symbol,
+      price,
+      change: parseFloat(gq["09. change"]) || 0,
+      changePercent: parseFloat(gq["10. change percent"]?.replace("%", "")) || 0,
+      open: parseFloat(gq["02. open"]) || 0,
+      high: parseFloat(gq["03. high"]) || 0,
+      low: parseFloat(gq["04. low"]) || 0,
+      previousClose: parseFloat(gq["08. previous close"]) || 0,
+      volume: parseInt(gq["06. volume"], 10) || 0,
+      marketCap: 0,      // Not available from GLOBAL_QUOTE
+      pe: null,           // Not available from GLOBAL_QUOTE
+      week52High: 0,      // Not available from GLOBAL_QUOTE
+      week52Low: 0,       // Not available from GLOBAL_QUOTE
+      timestamp: Date.now(),
+    };
+
+    cache.set(cacheKey, result, TTL.QUOTE);
+    return result;
+  } catch (error) {
+    throwIfAuthError(error);
+    const stale = cache.getStale<StockQuote>(cacheKey, STALE_LIMIT.QUOTE);
+    if (stale) return stale.value;
+    throw error;
+  }
+}
+
+export async function getDailyHistory(
+  symbol: string,
+  apiKey: string,
+  range: string = "6mo",
+): Promise<OHLCV[]> {
+  const cacheKey = `av:daily:${symbol}:${range}`;
+  const cached = cache.get<OHLCV[]>(cacheKey);
+  if (cached) return cached;
+
+  try {
+    await rateLimiter.acquire("alphavantage");
+
+    // compact = last 100 data points, full = full 20+ year history
+    const daysNeeded = rangeToDays(range);
+    const outputsize = daysNeeded > 100 ? "full" : "compact";
+    const url = buildUrl("TIME_SERIES_DAILY", { symbol, outputsize }, apiKey);
+    const data = await httpGet<{ "Time Series (Daily)": Record<string, Record<string, string>> }>(url);
+
+    const timeSeries = data["Time Series (Daily)"];
+    if (!timeSeries) {
+      throw new Error(`Alpha Vantage: No daily history for ${symbol}`);
+    }
+
+    const ohlcv: OHLCV[] = Object.entries(timeSeries)
+      .map(([date, bar]) => ({
+        date,
+        open: parseFloat(bar["1. open"]) || 0,
+        high: parseFloat(bar["2. high"]) || 0,
+        low: parseFloat(bar["3. low"]) || 0,
+        close: parseFloat(bar["4. close"]) || 0,
+        volume: parseInt(bar["5. volume"], 10) || 0,
+      }))
+      .sort((a, b) => a.date.localeCompare(b.date))
+      .slice(-daysNeeded);
+
+    cache.set(cacheKey, ohlcv, TTL.HISTORY);
+    return ohlcv;
+  } catch (error) {
+    throwIfAuthError(error);
+    const stale = cache.getStale<OHLCV[]>(cacheKey, STALE_LIMIT.HISTORY);
+    if (stale) return stale.value;
+    throw error;
+  }
+}
+
+function rangeToDays(range: string): number {
+  const map: Record<string, number> = {
+    "1d": 1, "5d": 5, "1mo": 22, "3mo": 66, "6mo": 130,
+    "1y": 252, "2y": 504, "5y": 1260, "max": 5000,
+  };
+  return map[range] ?? 130;
+}
+
+function parseNum(s: string | undefined): number {
+  return parseFloat(s ?? "0") || 0;
+}
+
+function parseNullableNum(s: string | undefined): number | null {
+  if (!s || s === "None" || s === "-") return null;
+  const n = parseFloat(s);
+  return isNaN(n) ? null : n;
+}

package/src/providers/coingecko.ts

@@ -0,0 +1,96 @@
+import { httpGet } from "../infra/http-client.js";
+import { cache, TTL, STALE_LIMIT } from "../infra/cache.js";
+import { rateLimiter } from "../infra/rate-limiter.js";
+import type { CryptoPrice, OHLCV } from "../types/market.js";
+
+const BASE_URL = "https://api.coingecko.com/api/v3";
+
+interface CoinGeckoDetailResponse {
+  id: string;
+  symbol: string;
+  name: string;
+  market_data: {
+    current_price: { usd: number };
+    price_change_24h: number;
+    price_change_percentage_24h: number;
+    market_cap: { usd: number };
+    total_volume: { usd: number };
+    high_24h: { usd: number };
+    low_24h: { usd: number };
+    ath: { usd: number };
+    ath_date: { usd: string };
+    circulating_supply: number;
+    total_supply: number | null;
+  };
+}
+
+export async function getCryptoPrice(id: string): Promise<CryptoPrice> {
+  const cacheKey = `coingecko:price:${id}`;
+  const cached = cache.get<CryptoPrice>(cacheKey);
+  if (cached) return cached;
+
+  try {
+    await rateLimiter.acquire("coingecko");
+
+    const url = `${BASE_URL}/coins/${encodeURIComponent(id)}?localization=false&tickers=false&community_data=false&developer_data=false`;
+    const data = await httpGet<CoinGeckoDetailResponse>(url);
+
+    const md = data.market_data;
+    const result: CryptoPrice = {
+      id: data.id,
+      symbol: data.symbol,
+      name: data.name,
+      price: md.current_price.usd,
+      change24h: md.price_change_24h,
+      changePercent24h: md.price_change_percentage_24h,
+      marketCap: md.market_cap.usd,
+      volume24h: md.total_volume.usd,
+      high24h: md.high_24h.usd,
+      low24h: md.low_24h.usd,
+      ath: md.ath.usd,
+      athDate: md.ath_date.usd,
+      circulatingSupply: md.circulating_supply,
+      totalSupply: md.total_supply,
+      timestamp: Date.now(),
+    };
+
+    cache.set(cacheKey, result, TTL.QUOTE);
+    return result;
+  } catch (error) {
+    const stale = cache.getStale<CryptoPrice>(cacheKey, STALE_LIMIT.QUOTE);
+    if (stale) return stale.value;
+    throw error;
+  }
+}
+
+export async function getCryptoHistory(
+  id: string,
+  days: number = 180,
+): Promise<OHLCV[]> {
+  const cacheKey = `coingecko:history:${id}:${days}`;
+  const cached = cache.get<OHLCV[]>(cacheKey);
+  if (cached) return cached;
+
+  try {
+    await rateLimiter.acquire("coingecko");
+
+    const url = `${BASE_URL}/coins/${encodeURIComponent(id)}/ohlc?vs_currency=usd&days=${days}`;
+    const data = await httpGet<number[][]>(url);
+
+    const ohlcv: OHLCV[] = data.map(([ts, open, high, low, close]) => ({
+      date: new Date(ts).toISOString().split("T")[0],
+      open,
+      high,
+      low,
+      close,
+      volume: 0, // OHLC endpoint doesn't include volume
+    }));
+
+    cache.set(cacheKey, ohlcv, TTL.HISTORY);
+    return ohlcv;
+  } catch (error) {
+    const stale = cache.getStale<OHLCV[]>(cacheKey, STALE_LIMIT.HISTORY);
+    if (stale) return stale.value;
+    throw error;
+  }
+}