From 9909aa2792a3796a74c4ea19e41254851823fc95 Mon Sep 17 00:00:00 2001
From: Jonas Hals <jonas@smartcontract.com>
Date: Wed, 23 Jun 2021 12:27:07 +0200
Subject: [PATCH] Add Tiingo Token-Allocation

---
 composite/token-allocation/README.md          |  1 +
 composite/token-allocation/src/config.ts      |  3 +
 .../src/data-providers/tiingo.ts              | 65 +++++++++++++++++++
 3 files changed, 69 insertions(+)
 create mode 100644 composite/token-allocation/src/data-providers/tiingo.ts

diff --git a/composite/token-allocation/README.md b/composite/token-allocation/README.md
index 99ac5502ab..cab2b33bbc 100644
--- a/composite/token-allocation/README.md
+++ b/composite/token-allocation/README.md
@@ -22,6 +22,7 @@ The data providers supported and their properties are as follows:
 | cryptocompare | :white_check_mark: | :white_check_mark: | :white_check_mark: |                                 |
 | kaiko         | :white_check_mark: | :white_check_mark: | :x:                | Crypto Quotes are not supported |
 | nomics        | :white_check_mark: | :white_check_mark: | :white_check_mark: |                                 |
+| tiingo        | :white_check_mark: | :white_check_mark: | :x:                |                                 |
 
 ## Input Params
 
diff --git a/composite/token-allocation/src/config.ts b/composite/token-allocation/src/config.ts
index e1fb433ec2..d9bdd1191c 100644
--- a/composite/token-allocation/src/config.ts
+++ b/composite/token-allocation/src/config.ts
@@ -7,6 +7,7 @@ import * as coingecko from './data-providers/coingecko'
 import * as coinapi from './data-providers/coinapi'
 import * as amberdata from './data-providers/amberdata'
 import * as kaiko from './data-providers/kaiko'
+import * as tiingo from './data-providers/tiingo'
 import { Config, PriceAdapter } from './types'
 
 enum DataProvider {
@@ -19,6 +20,7 @@ enum DataProvider {
   Coingecko = 'coingecko',
   Coinapi = 'coinapi',
   Kaiko = 'kaiko',
+  Tiingo = 'tiingo',
 }
 
 const providers: Record<string, PriceAdapter> = {
@@ -30,6 +32,7 @@ const providers: Record<string, PriceAdapter> = {
   [DataProvider.Coingecko]: coingecko,
   [DataProvider.Coinapi]: coinapi,
   [DataProvider.Kaiko]: kaiko,
+  [DataProvider.Tiingo]: tiingo,
 }
 
 export const DEFAULT_TOKEN_DECIMALS = 18
diff --git a/composite/token-allocation/src/data-providers/tiingo.ts b/composite/token-allocation/src/data-providers/tiingo.ts
new file mode 100644
index 0000000000..ab6a88169f
--- /dev/null
+++ b/composite/token-allocation/src/data-providers/tiingo.ts
@@ -0,0 +1,65 @@
+import { Requester } from '@chainlink/external-adapter'
+import { util } from '@chainlink/ea-bootstrap'
+
+export interface ResponseSchema {
+  ticker: string
+  baseCurrency: string
+  quoteCurrency: string
+  priceData: {
+    date: string
+    open: number
+    high: number
+    low: number
+    close: number
+    volume: number
+    volumeNotional: number
+    fxOpen: number
+    fxHigh: number
+    fxLow: number
+    fxClose: number
+    fxVolumeNotional: number
+    fxRate: number
+    tradesDone: number
+  }[]
+}
+
+// When an invalid symbol is given the response body is empty
+const customError = (data: ResponseSchema[]) => !data.length
+
+const getPriceData = async (base: string, quote: string) => {
+  const options = {
+    url: 'https://api.tiingo.com/tiingo/crypto/prices',
+    params: {
+      token: util.getRequiredEnv('API_KEY'),
+      baseCurrency: base,
+      convertCurrency: quote,
+      consolidateBaseCurrency: true,
+      resampleFreq: '24hour',
+    },
+  }
+
+  const response = await Requester.request(options, customError)
+  return Requester.validateResultNumber(response.data as ResponseSchema[], [
+    0,
+    'priceData',
+    0,
+    'fxClose',
+  ])
+}
+
+export const getPrices = async (
+  baseSymbols: string[],
+  quote: string,
+): Promise<Record<string, number>> => {
+  const entries = await Promise.all(
+    baseSymbols.map(async (symbol) => {
+      const data = await getPriceData(symbol, quote)
+      return [symbol, data]
+    }),
+  )
+
+  return Object.fromEntries(entries)
+}
+export const getMarketCaps = () => {
+  throw Error('not implemented')
+}