feat: Phase 2 NASDAQ adapter for days-to-cover + 24mo history
- Add nasdaq SourceKind + nasdaqShortinterest KindHandler (kv_cache with nasdaq: prefix) - Create NasdaqAdapter: calls api.nasdaq.com/quote/SYM/short-interest, parses settlementDate/sharesShort/daysToCover/avgVolume, returns 24mo history; handles non-NASDAq gracefully - Register NasdaqAdapter in server index.ts adapters map - Update shortInterest procedure: reads both yfinance + nasdaq caches in parallel, reconciles (NASDAQ for daysToCover/sharesShort, Yahoo for %float/shortRatio and NYSE fallback) - Update ShortInterestPanel: display daysToCover, settlement date, source badges, 6-month history table, updated disclaimer - Update trpc.ts client type for merged response shape
This commit is contained in:
Investor Flow Build
@@ -0,0 +1,91 @@
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// Investor Flow — NasdaqAdapter (DESIGN.md §3a Module 2 + §5 yfinance policy).
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// SourceFetch for NASDAQ short-interest data via the Nasdaq Data Link API.
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// Per-symbol JSON endpoint, no API key required (public, rate-limited).
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// Covers NASDAQ-listed stocks only; NYSE/other tickers return an error.
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import type { CacheKey, TtlClass, Provenance, SourceKind } from '../cache/CacheRepository.ts';
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import { parseCacheKey } from '../cache/CacheRepository.ts';
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import type { SourceFetch, FetchResult } from './SourceAdapter.ts';
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const UA = `InvestorFlow/${process.env.APP_VERSION ?? 'dev'} (+https://github.com/anomalyco/investor-flow)`;
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const NASDAQ_SHORTINTEREST_TTL_MS = 12 * 60 * 60_000; // 12h (NASDAQ publishes bi-monthly)
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interface NasdaqShortInterestRow {
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settlementDate: string;
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interest: string;
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avgDailyShareVolume: string;
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daysToCover: number;
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}
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interface NasdaqShortInterestResponse {
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data?: {
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symbol: string;
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shortInterestTable?: {
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headers: Array<{ key: string }>;
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rows: NasdaqShortInterestRow[];
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};
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};
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status?: { rCode: number };
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message?: string | null;
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}
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export class NasdaqAdapter implements SourceFetch {
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readonly sourceKind = 'nasdaq' as SourceKind;
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async fetchOne(key: CacheKey): Promise<FetchResult> {
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const { kind, id } = parseCacheKey(key);
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const fetchedAt = new Date().toISOString();
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if (kind !== 'nasdaqShortinterest') {
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throw new Error(`NasdaqAdapter: unknown kind '${kind}'`);
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}
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const res = await fetch(
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`https://api.nasdaq.com/api/quote/${encodeURIComponent(id)}/short-interest?assetclass=stocks`,
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{
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headers: {
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'User-Agent': UA,
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Accept: 'application/json',
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},
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}
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);
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if (!res.ok) {
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throw new Error(`NASDAQ API returned ${res.status}`);
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}
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const body = (await res.json()) as NasdaqShortInterestResponse;
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if (!body.data?.shortInterestTable?.rows?.length) {
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throw new Error(body.message ?? 'No short-interest data available');
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}
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const rows = body.data.shortInterestTable.rows as NasdaqShortInterestRow[];
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const latest = rows[0];
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const history = rows.map((r) => ({
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settlementDate: r.settlementDate,
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sharesShort: parseShares(r.interest),
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avgDailyVolume: parseShares(r.avgDailyShareVolume),
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daysToCover: r.daysToCover,
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}));
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return {
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value: {
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sharesShort: parseShares(latest.interest),
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avgDailyShareVolume: parseShares(latest.avgDailyShareVolume),
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daysToCover: latest.daysToCover,
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settlementDate: latest.settlementDate,
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history,
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source: 'nasdaq',
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},
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ttlClass: 'short_interest' as TtlClass,
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provenance: { fetchedAt, sourceKind: 'nasdaq', rawSourceId: id },
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};
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}
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}
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function parseShares(raw: string): number | null {
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if (!raw) return null;
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const cleaned = raw.replace(/,/g, '');
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const n = Number(cleaned);
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return Number.isNaN(n) || n < 0 ? null : n;
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}
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+18
-1
@@ -6,7 +6,7 @@
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import { DatabaseSync } from 'node:sqlite';
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import { db as defaultDb } from '../db/client.ts';
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export type SourceKind = 'yfinance' | 'sec' | 'sec-fetch' | 'reddit' | 'x' | 'macro' | 'llm' | 'sec-lint-holders' | 'sec-lint-insiders' | 'fred';
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export type SourceKind = 'yfinance' | 'nasdaq' | 'sec' | 'sec-fetch' | 'reddit' | 'x' | 'macro' | 'llm' | 'sec-lint-holders' | 'sec-lint-insiders' | 'fred';
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export type TickerKind = 'equity' | 'crypto' | 'etf' | 'index';
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export type CacheKey = string; // `${SourceKind}:${kind}:${id}` e.g. 'yfinance:quote:NVDA', 'yfinance:candles:NVDA:1d'
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export type TtlClass =
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@@ -302,6 +302,19 @@ const shortInterestHandler: KindHandler = {
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isStale(ts, now) { return tsAgeMs(ts, now) > TTL_MS.short_interest; },
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};
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const nasdaqShortinterestHandler: KindHandler = {
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ttlClass: 'short_interest',
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read(d, id) {
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const r = d.prepare('SELECT value, observed_at FROM kv_cache WHERE key=?').get(`nasdaq:nasdaqShortinterest:${id}`) as { value: string; observed_at: string } | undefined;
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if (!r) return null;
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try { return { value: JSON.parse(r.value), stalenessTs: r.observed_at }; } catch { return null; }
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},
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write(d, id, value, provenance) {
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d.prepare('INSERT OR REPLACE INTO kv_cache (key, value, observed_at) VALUES (?,?,?)').run(`nasdaq:nasdaqShortinterest:${id}`, JSON.stringify(value), provenance.fetchedAt);
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},
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isStale(ts, now) { return tsAgeMs(ts, now) > TTL_MS.short_interest; },
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};
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const HANDLERS = new Map<string, KindHandler>([
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['quote', quoteHandler],
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['candles', candlesHandler],
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@@ -314,6 +327,7 @@ const HANDLERS = new Map<string, KindHandler>([
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['holders', lintHoldersHandler],
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['insiders', lintInsidersHandler],
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['shortinterest', shortInterestHandler],
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['nasdaqShortinterest', nasdaqShortinterestHandler],
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]);
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export interface CacheRepository {
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@@ -424,6 +438,9 @@ export class CacheRepositoryImpl implements CacheRepository {
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case 'shortinterest':
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d.prepare('DELETE FROM kv_cache WHERE key=?').run(`yfinance:shortinterest:${id}`);
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break;
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case 'nasdaqShortinterest':
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d.prepare('DELETE FROM kv_cache WHERE key=?').run(`nasdaq:nasdaqShortinterest:${id}`);
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break;
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default: {
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// Unknown/wildcard kind (e.g. `x:cashtag:*`): best-effort delete from kv_cache via LIKE.
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const like = key.endsWith(':*') ? `${key.slice(0, -1)}%` : key;
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@@ -5,6 +5,7 @@ import { fetchRequestHandler } from '@trpc/server/adapters/fetch';
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import { db } from './db/client.ts';
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import { createCacheRepository, type SourceKind } from './cache/CacheRepository.ts';
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import { YFinanceAdapter } from './adapters/YFinanceAdapter.ts';
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import { NasdaqAdapter } from './adapters/NasdaqAdapter.ts';
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import { SecFetchAdapter } from './adapters/SecFetchAdapter.ts';
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import { SecLintAdapter } from './adapters/SecLintAdapter.ts';
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import { XCookieAdapter } from './adapters/XCookieAdapter.ts';
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@@ -18,6 +19,7 @@ const PORT = Number(process.env.PORT ?? 3001);
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const database = db();
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const adapters = new Map<SourceKind, SourceFetch>([
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['yfinance' as const, new YFinanceAdapter() as unknown as SourceFetch],
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['nasdaq' as const, new NasdaqAdapter() as unknown as SourceFetch],
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['sec-fetch' as const, new SecFetchAdapter(database) as unknown as SourceFetch],
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['sec-lint-holders' as const, new SecLintAdapter(() => database, 'sec-lint-holders') as unknown as SourceFetch],
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['sec-lint-insiders' as const, new SecLintAdapter(() => database, 'sec-lint-insiders') as unknown as SourceFetch],
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@@ -1900,26 +1900,47 @@ const institutionalRouter = router({
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return { symbol, ratings: result.ratings, consensus: result.consensus };
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}),
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/** Short interest (shares short, % float, short ratio) from yahoo-finance2 defaultKeyStatistics. */
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/** Short interest reconciled across Yahoo Finance + NASDAQ API.
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* Yahoo covers all US-listed tickers (basic: shares short, % float, short ratio).
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* NASDAQ covers NASDAQ-listed only but adds days-to-cover + 24mo history.
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* Reconciliation: prefer NASDAQ's sharesShort/daysToCover when available (richer),
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* fall back to Yahoo for NYSE/other tickers. */
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shortInterest: publicProcedure
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.input(z.object({ symbol: z.string().min(1) }))
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.query(async ({ ctx, input }) => {
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const symbol = input.symbol.toUpperCase();
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const k = `yfinance:shortinterest:${symbol}`;
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const entry = await ctx.cache.get<unknown>(k);
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const value = entry.value as Record<string, unknown> | null;
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const [yfEntry, ndqEntry] = await Promise.all([
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ctx.cache.get<Record<string, unknown>>(`yfinance:shortinterest:${symbol}`),
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ctx.cache.get<Record<string, unknown>>(`nasdaq:nasdaqShortinterest:${symbol}`),
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]);
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const yf = yfEntry.value;
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const ndq = ndqEntry.value;
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// Prefer NASDAQ's sharesShort + daysToCover when available (NASDAQ-listed);
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// otherwise fall back to Yahoo (covers NYSE/other tickers).
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const sharesShort = ndq?.sharesShort ?? yf?.sharesShort ?? null;
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const daysToCover = ndq?.daysToCover ?? null;
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const settlementDate = ndq?.settlementDate ?? null;
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const history = ndq?.history ?? null;
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return {
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symbol,
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sharesShort: value ? (value.sharesShort as number | null) : null,
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sharesShortPriorMonth: value ? (value.sharesShortPriorMonth as number | null) : null,
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sharesPercentSharesOut: value ? (value.sharesPercentSharesOut as number | null) : null,
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shortRatio: value ? (value.shortRatio as number | null) : null,
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shortPercentOfFloat: value ? (value.shortPercentOfFloat as number | null) : null,
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dateShortInterest: value ? (value.dateShortInterest as string | null) : null,
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floatShares: value ? (value.floatShares as number | null) : null,
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sharesOutstanding: value ? (value.sharesOutstanding as number | null) : null,
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stale: entry.isStale,
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provenance: entry.provenance,
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sharesShort,
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sharesShortPriorMonth: yf?.sharesShortPriorMonth ?? null,
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sharesPercentSharesOut: yf?.sharesPercentSharesOut ?? null,
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shortRatio: yf?.shortRatio ?? null,
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shortPercentOfFloat: yf?.shortPercentOfFloat ?? null,
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dateShortInterest: yf?.dateShortInterest ?? null,
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floatShares: yf?.floatShares ?? null,
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sharesOutstanding: yf?.sharesOutstanding ?? null,
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daysToCover,
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settlementDate,
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history,
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sources: {
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yfinance: { available: !!yf, stale: yfEntry.isStale },
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nasdaq: { available: !!ndq, stale: ndqEntry.isStale },
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},
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stale: yfEntry.isStale && ndqEntry.isStale,
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};
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}),
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});
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@@ -2,6 +2,13 @@
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import { useState, useEffect, useMemo } from 'react';
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import { api } from '@/lib/trpc';
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interface HistoryEntry {
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settlementDate: string;
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sharesShort: number | null;
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avgDailyVolume: number | null;
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daysToCover: number;
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}
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interface ShortInterestData {
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symbol: string;
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sharesShort: number | null;
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@@ -12,8 +19,11 @@ interface ShortInterestData {
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dateShortInterest: string | null;
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floatShares: number | null;
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sharesOutstanding: number | null;
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daysToCover: number | null;
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settlementDate: string | null;
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history: HistoryEntry[] | null;
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sources: { yfinance: { available: boolean; stale: boolean }; nasdaq: { available: boolean; stale: boolean } };
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stale: boolean;
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provenance: { fetchedAt: string; sourceKind: string; rawSourceId?: string } | null;
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}
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function formatNumber(n: number | null): string {
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@@ -62,34 +72,65 @@ export function ShortInterestPanel({ symbol }: { symbol: string | null }) {
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);
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if (!data) return <div className="text-xs text-fg-muted py-2">No short interest data available for {symbol}.</div>;
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const dateLabel = data.dateShortInterest
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? `as of ${data.dateShortInterest}`
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: data.provenance?.fetchedAt
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? `fetched ${data.provenance.fetchedAt.slice(0, 10)}`
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const dateLabel = data.settlementDate
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? `Settlement: ${data.settlementDate}`
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: data.dateShortInterest
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? `Yahoo: ${data.dateShortInterest}`
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: null;
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const sourceTags = [] as string[];
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if (data.sources.nasdaq.available) sourceTags.push('NASDAQ');
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if (data.sources.yfinance.available) sourceTags.push('Yahoo');
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const sourceLabel = sourceTags.length ? sourceTags.join(' + ') : '—';
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const historySlice = data.history ? data.history.slice(0, 6) : [];
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return (
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<div className="rounded-lg bg-surface-sunken border border-line p-4 space-y-3">
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<h4 className="text-sm font-semibold text-fg">Short Interest</h4>
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{dateLabel && (
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<p className="text-[10px] text-fg-muted">{dateLabel}{data.stale ? ' — stale' : ''}</p>
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<p className="text-[10px] text-fg-muted">{dateLabel}{data.stale ? ' — stale' : ''} ({sourceLabel})</p>
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)}
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{data.sharesShort !== null && (
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<dl className="grid grid-cols-2 gap-x-6 gap-y-1 text-sm">
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<div className="flex justify-between"><dt className="text-fg-muted">Shares Short</dt><dd className="text-fg font-mono">{formatNumber(data.sharesShort)}</dd></div>
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<div className="flex justify-between"><dt className="text-fg-muted">% of Float</dt><dd className="text-fg font-mono">{formatPct(data.sharesPercentSharesOut)}</dd></div>
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<div className="flex justify-between"><dt className="text-fg-muted">Short Ratio</dt><dd className="text-fg font-mono">{data.shortRatio !== null ? `${data.shortRatio.toFixed(1)}d` : '—'}</dd></div>
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<div className="flex justify-between"><dt className="text-fg-muted">% of Float (prior mo)</dt><dd className="text-fg font-mono">{formatPct(data.sharesShortPriorMonth !== null && data.floatShares ? data.sharesShortPriorMonth / data.floatShares : null)}</dd></div>
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{data.daysToCover !== null && (
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<div className="flex justify-between"><dt className="text-fg-muted">Days to Cover</dt><dd className="text-fg font-mono">{data.daysToCover.toFixed(2)}d</dd></div>
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)}
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{data.sharesShortPriorMonth !== null && data.floatShares ? (
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<div className="flex justify-between"><dt className="text-fg-muted">% Float (prior)</dt><dd className="text-fg font-mono">{formatPct(data.sharesShortPriorMonth / data.floatShares)}</dd></div>
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) : null}
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{data.floatShares !== null && (
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<div className="flex justify-between"><dt className="text-fg-muted">Float Shares</dt><dd className="text-fg font-mono">{formatNumber(data.floatShares)}</dd></div>
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)}
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{data.sharesOutstanding !== null && (
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<div className="flex justify-between"><dt className="text-fg-muted">Shares Outstanding</dt><dd className="text-fg font-mono">{formatNumber(data.sharesOutstanding)}</dd></div>
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<div className="flex justify-between"><dt className="text-fg-muted">Shares Out</dt><dd className="text-fg font-mono">{formatNumber(data.sharesOutstanding)}</dd></div>
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)}
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</dl>
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)}
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<p className="text-[10px] text-fg-muted">
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Short interest from Yahoo Finance (derived from exchange filings). Educational display only — not investment advice.
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{historySlice.length > 0 && (
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<div className="mt-2">
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<p className="text-[10px] text-fg-muted mb-1">6-month history (NASDAQ source)</p>
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<div className="overflow-x-auto">
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<table className="w-full text-[10px] text-fg-muted">
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<thead><tr><th className="text-left py-0.5">Date</th><th className="text-right py-0.5">Short</th><th className="text-right py-0.5">Days</th></tr></thead>
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<tbody>
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{historySlice.map((h, i) => (
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<tr key={i} className="border-b border-line/40">
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<td className="py-0.5">{h.settlementDate}</td>
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<td className="text-right font-mono">{formatNumber(h.sharesShort)}</td>
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<td className="text-right font-mono">{h.daysToCover.toFixed(2)}</td>
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</tr>
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))}
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</tbody>
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</table>
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</div>
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</div>
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)}
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<p className="text-[10px] text-fg-muted mt-1">
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Reconciled from NASDAQ (days-to-cover, history) + Yahoo Finance (all tickers). Educational display only.
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</p>
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</div>
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);
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+1
-1
@@ -623,7 +623,7 @@ export const api = {
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analystRatings: (symbol: string) =>
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trpcQuery<{ symbol: string; ratings: Array<{ firm: string; action: string | null; gradeFrom: string | null; gradeTo: string | null; ratingDate: string; targetFrom: number | null; targetTo: number | null }>; consensus: { strongBuy: number; buy: number; hold: number; sell: number; strongSell: number } | null; error?: string }>("institutional.analystRatings", { symbol }),
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shortInterest: (symbol: string) =>
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trpcQuery<{ symbol: string; sharesShort: number | null; sharesShortPriorMonth: number | null; sharesPercentSharesOut: number | null; shortRatio: number | null; shortPercentOfFloat: number | null; dateShortInterest: string | null; floatShares: number | null; sharesOutstanding: number | null; stale: boolean; provenance: { fetchedAt: string; sourceKind: string; rawSourceId?: string } | null }>("institutional.shortInterest", { symbol }),
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trpcQuery<{ symbol: string; sharesShort: number | null; sharesShortPriorMonth: number | null; sharesPercentSharesOut: number | null; shortRatio: number | null; shortPercentOfFloat: number | null; dateShortInterest: string | null; floatShares: number | null; sharesOutstanding: number | null; daysToCover: number | null; settlementDate: string | null; history: Array<{ settlementDate: string; sharesShort: number | null; avgDailyVolume: number | null; daysToCover: number }> | null; sources: { yfinance: { available: boolean; stale: boolean }; nasdaq: { available: boolean; stale: boolean } }; stale: boolean }>("institutional.shortInterest", { symbol }),
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},
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emotionLogger: {
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add: (input: { tradeExecutionId: string; priceAtEvent?: number; emotion: string; note?: string }) =>
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