Remove fallback in finage (#4456)

Author: mxiao-cll

.changeset/pretty-nails-invent.md

@@ -0,0 +1,5 @@
+---
+'@chainlink/finage-adapter': minor
+---
+
+Do not fallback on (bid+ask)/2 when last trade price is missing

packages/sources/finage/src/transport/stock-ws.ts

@@ -21,16 +21,11 @@ export const wsTransport = new WebSocketTransport<WsTransportTypes>({
   },
   handlers: {
     message(message) {
-      if (!message.p && !message.a && !message.b) {
+      if (!message.p) {
         return []
       }
 
-      let result
-      if (message.p) {
-        result = Number(message.p)
-      } else {
-        result = (Number(message.a) + Number(message.b)) / 2
-      }
+      const result = Number(message.p)
 
       return [
         {

packages/sources/finage/test/integration/__snapshots__/adapter-ws.test.ts.snap

@@ -45,6 +45,17 @@ exports[`websocket forex endpoint should return success 1`] = `
 }
 `;
 
+exports[`websocket stock endpoint missing price - should return error 1`] = `
+{
+  "error": {
+    "message": "The EA has not received any values from the Data Provider for the requested data yet. Retry after a short delay, and if the problem persists raise this issue in the relevant channels.",
+    "name": "AdapterError",
+  },
+  "status": "errored",
+  "statusCode": 504,
+}
+`;
+
 exports[`websocket stock endpoint should return success 1`] = `
 {
   "data": {

packages/sources/finage/test/integration/adapter-ws.test.ts

@@ -1,8 +1,9 @@
+import { WebSocketClassProvider } from '@chainlink/external-adapter-framework/transports'
 import {
-  TestAdapter,
-  setEnvVariables,
   mockWebSocketProvider,
   MockWebsocketServer,
+  setEnvVariables,
+  TestAdapter,
 } from '@chainlink/external-adapter-framework/util/testing-utils'
 import FakeTimers from '@sinonjs/fake-timers'
 import {
@@ -11,7 +12,6 @@ import {
   mockForexWebSocketServer,
   mockStockWebSocketServer,
 } from './fixtures'
-import { WebSocketClassProvider } from '@chainlink/external-adapter-framework/transports'
 describe('websocket', () => {
   let mockWsServerStock: MockWebsocketServer | undefined
   let mockWsServerForex: MockWebsocketServer | undefined
@@ -97,6 +97,14 @@ describe('websocket', () => {
       const response = await testAdapter.request(stockData)
       expect(response.json()).toMatchSnapshot()
     })
+
+    it('missing price - should return error', async () => {
+      const response = await testAdapter.request({
+        base: 'MISSING_PRICE',
+        transport: 'ws',
+      })
+      expect(response.json()).toMatchSnapshot()
+    })
   })
 
   describe('forex endpoint', () => {

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

@@ -126,6 +126,15 @@ export const mockStockWebSocketServer = (URL: string): MockWebsocketServer => {
       dp: false,
       t: 1646154954689,
     },
+    {
+      s: 'MISSING_PRICE',
+      a: 163.58,
+      b: 163.2,
+      c: [37],
+      v: 50,
+      dp: false,
+      t: 1646154954689,
+    },
   ]
   const mockWsServer = new MockWebsocketServer(URL, { mock: false })
   mockWsServer.on('connection', (socket) => {