Added cache ttl refresh on heartbeat message for TP/ICAP

.changeset/long-zebras-fold.md

@@ -0,0 +1,6 @@
+---
+'@chainlink/tp-adapter': patch
+'@chainlink/icap-adapter': patch
+---
+
+Add support for cache TTL refresh on heartbeat messages

packages/sources/icap/docs/known-issues.md

@@ -17,3 +17,7 @@ wscat -c 'ws://json.mktdata.portal.apac.parametasolutions.com:12000'
 ```
 
 - If credentials work for a single connection, open a second terminal and run the same commands while the first is still running. The expected behaviour is that both terminals should fire out a massive amount of price data.
+
+### CACHE_MAX_AGE interaction with Heartbeat messages
+
+If `CACHE_MAX_AGE` is set below a current heartbeat interval (60000ms), the extended cache TTL feature for out-of-market-hours that relies on heartbeats will not work.

packages/sources/tp/docs/known-issues.md

@@ -17,3 +17,7 @@ wscat -c 'ws://json.mktdata.portal.apac.parametasolutions.com:12000'
 ```
 
 - If credentials work for a single connection, open a second terminal and run the same commands while the first is still running. The expected behaviour is that both terminals should fire out a massive amount of price data.
+
+### CACHE_MAX_AGE interaction with Heartbeat messages
+
+If `CACHE_MAX_AGE` is set below a current heartbeat interval (60000ms), the extended cache TTL feature for out-of-market-hours that relies on heartbeats will not work.

packages/sources/tp/src/transport/price.ts

@@ -2,6 +2,7 @@ import Decimal from 'decimal.js'
 import { WebSocketTransport } from '@chainlink/external-adapter-framework/transports/websocket'
 import { makeLogger, ProviderResult } from '@chainlink/external-adapter-framework/util'
 import { BaseEndpointTypes, GeneratePriceOptions } from '../endpoint/price'
+import { calculateCacheKey } from '@chainlink/external-adapter-framework/cache'
 
 const logger = makeLogger('TpIcapPrice')
 
@@ -32,8 +33,28 @@ const isNum = (i: number | undefined) => typeof i === 'number'
 
 let providerDataStreamEstablishedUnixMs: number
 
+/*
+TP and ICAP EAs currently do not receive asset prices during off-market hours. When a heartbeat message is received during these hours,
+we update the TTL of cache entries that EA is requested to provide a price during off-market hours.
+ */
+const updateTTL = async (transport: WebSocketTransport<WsTransportTypes>) => {
+  // Get current active entries in the subscription set
+  const sSet = await transport.subscriptionSet.getAll()
+  // For each entry in sSet, calculate the cache key and try to update the ttl of an entry
+  sSet.forEach((param) => {
+    const key = calculateCacheKey({
+      transportName: transport.name,
+      data: param,
+      adapterName: transport.responseCache.adapterName,
+      endpointName: transport.responseCache.endpointName,
+      adapterSettings: transport.responseCache.adapterSettings,
+    })
+    transport.responseCache.cache.setTTL(key, transport.responseCache.adapterSettings.CACHE_MAX_AGE)
+  })
+}
+
 export const generateTransport = (generatePriceOptions: GeneratePriceOptions) => {
-  return new WebSocketTransport<WsTransportTypes>({
+  const tpTransport = new WebSocketTransport<WsTransportTypes>({
     url: ({ adapterSettings: { WS_API_ENDPOINT } }) => WS_API_ENDPOINT,
     handlers: {
       open: (connection, { adapterSettings: { WS_API_USERNAME, WS_API_PASSWORD } }) => {
@@ -71,6 +92,19 @@ export const generateTransport = (generatePriceOptions: GeneratePriceOptions) =>
           return []
         }
 
+        // Check for a heartbeat message, refresh the TTLs of all requested entries in the cache
+        if (rec.includes('HBHHH')) {
+          const stream = rec.slice(22, 24)
+          if (stream === generatePriceOptions.streamName) {
+            logger.debug({
+              msg: 'Received heartbeat message from WS, updating TTLs of active entries',
+              message,
+            })
+            updateTTL(tpTransport)
+            return []
+          }
+        }
+
         const stream = rec.slice(31, 34)
         if (stream !== generatePriceOptions.streamName) {
           logger.debug({
@@ -118,4 +152,5 @@ export const generateTransport = (generatePriceOptions: GeneratePriceOptions) =>
       },
     },
   })
+  return tpTransport
 }

packages/sources/tp/test/integration/__snapshots__/adapter.test.ts.snap

@@ -96,3 +96,17 @@ exports[`Price Endpoint should return price for specific source 1`] = `
   },
 }
 `;
+
+exports[`Price Endpoint should update the ttl after heartbeat is received 1`] = `
+{
+  "data": {
+    "result": 1.0539,
+  },
+  "result": 1.0539,
+  "statusCode": 200,
+  "timestamps": {
+    "providerDataReceivedUnixMs": 1018,
+    "providerDataStreamEstablishedUnixMs": 1010,
+  },
+}
+`;

packages/sources/tp/test/integration/adapter.test.ts

@@ -4,6 +4,7 @@ import {
   setEnvVariables,
   mockWebSocketProvider,
   MockWebsocketServer,
+  runAllUntilTime,
 } from '@chainlink/external-adapter-framework/util/testing-utils'
 import FakeTimers from '@sinonjs/fake-timers'
 import { mockPriceWebSocketServer } from './fixtures'
@@ -14,7 +15,7 @@ describe('Price Endpoint', () => {
   const wsEndpoint = 'ws://localhost:9090'
   let oldEnv: NodeJS.ProcessEnv
   const data = {
-    base: 'JPY',
+    base: 'EUR',
     quote: 'USD',
   }
 
@@ -23,6 +24,7 @@ describe('Price Endpoint', () => {
     process.env['WS_API_USERNAME'] = 'test-username'
     process.env['WS_API_PASSWORD'] = 'test-password'
     process.env['WS_API_ENDPOINT'] = wsEndpoint
+    process.env['WS_SUBSCRIPTION_UNRESPONSIVE_TTL'] = '180000'
 
     // Start mock web socket server
     mockWebSocketProvider(WebSocketClassProvider)
@@ -85,4 +87,12 @@ describe('Price Endpoint', () => {
     const response = await testAdapter.request({ base: 'EUR' })
     expect(response.json()).toMatchSnapshot()
   })
+  it('should update the ttl after heartbeat is received', async () => {
+    // The cache tll is 90 seconds. Mocked heartbeat message is sent after 10s after connection which should
+    // update the ttl and therefore after 91 seconds (from the initial message) we can access the asset
+    await runAllUntilTime(testAdapter.clock, 91000)
+    const response = await testAdapter.request({ base: 'EUR', quote: 'USD' })
+    expect(response.statusCode).toBe(200)
+    expect(response.json()).toMatchSnapshot()
+  })
 })

packages/sources/tp/test/integration/fixtures.ts

@@ -99,6 +99,14 @@ export const mockStalePriceResponse = {
   },
 }
 
+export const mockHeartbeatResponse = {
+  msg: 'sub',
+  pro: 'OMM',
+  rec: 'HBHHH:GBL.BIL.QTE.RTM!TP',
+  sta: 1,
+  fvs: { TIMACT: '23:01:00', GV1_TIME: '23:01:13' },
+}
+
 export const adapterResponse = {
   result: 1.0539,
   statusCode: 200,
@@ -120,6 +128,9 @@ export const mockPriceWebSocketServer = (URL: string): MockWebsocketServer => {
       socket.send(JSON.stringify(mockInversePriceResponse))
       socket.send(JSON.stringify(mockICPriceResponse))
       socket.send(JSON.stringify(mockSeparateSourcePriceResponse))
+      setTimeout(() => {
+        socket.send(JSON.stringify(mockHeartbeatResponse))
+      }, 10000)
     })
   })
   return mockWsServer