Add customOutputValidation to allow custom validation rules in endpoi…

…nts. Update LWBAEndpoint with customOutputValidation to validate bid/mid/ask

src/adapter/basic.ts

@@ -25,7 +25,7 @@ import {
   makeLogger,
 } from '../util'
 import { Requester } from '../util/requester'
-import { AdapterTimeoutError } from '../validation/error'
+import { AdapterError, AdapterTimeoutError } from '../validation/error'
 import { EmptyInputParameters } from '../validation/input-params'
 import { AdapterEndpoint } from './endpoint'
 import {
@@ -409,6 +409,14 @@ export class Adapter<CustomSettingsDefinition extends SettingsDefinitionMap = Se
     }
   }
 
+  validateOutput(req: AdapterRequest<EmptyInputParameters>, output: Readonly<AdapterResponse>): AdapterError | undefined {
+    const endpoint = this.endpointsMap[req.requestContext.endpointName]
+    if (endpoint.customOutputValidation) {
+      return endpoint.customOutputValidation(output)
+    }
+    return undefined
+  }
+
   /**
    * Function to serve as middleware to pass along the AdapterRequest to the appropriate Transport (acc. to the endpoint in the req.)
    *

src/adapter/endpoint.ts

@@ -10,6 +10,7 @@ import {
   AdapterEndpointInterface,
   AdapterEndpointParams,
   CustomInputValidator,
+  CustomOutputValidator,
   EndpointGenerics,
   EndpointRateLimitingConfig,
   RequestTransform,
@@ -30,6 +31,7 @@ export class AdapterEndpoint<T extends EndpointGenerics> implements AdapterEndpo
   rateLimiting?: EndpointRateLimitingConfig | undefined
   cacheKeyGenerator?: (data: TypeFromDefinition<T['Parameters']>) => string
   customInputValidation?: CustomInputValidator<T>
+  customOutputValidation?: CustomOutputValidator<T['Response']> | undefined
   requestTransforms: RequestTransform<T>[]
   overrides?: Record<string, string> | undefined
   customRouter?: (

src/adapter/lwba.ts

@@ -1,4 +1,5 @@
 import { TransportGenerics } from '../transports'
+import { AdapterError } from '../validation/error'
 import { AdapterEndpoint } from './endpoint'
 import { AdapterEndpointParams, PriceEndpointInputParametersDefinition } from './index'
 
@@ -59,6 +60,25 @@ export class LwbaEndpoint<T extends LwbaEndpointGenerics> extends AdapterEndpoin
       }
     }
 
+    // All LWBA requests must have a mid, bid, and ask
+    // Response validation ensures that we meet the invariant: bid <= mid <= ask
+    params.customOutputValidation = (output) => {
+      const data = output.data as LwbaResponseDataFields['Data']
+      if (!data.mid || !data.bid || !data.ask) {
+        throw new AdapterError({
+          statusCode: 500,
+          message: `Invariant voilation. LWBA response must contain mid, bid and ask prices.`,
+        })
+      }
+      if (data.mid < data.bid || data.mid > data.ask) {
+        throw new AdapterError({
+          statusCode: 500,
+          message: `Invariant voilation. Mid price must be between bid and ask prices.`,
+        })
+      }
+
+      return undefined
+    }
     super(params)
   }
 }

src/adapter/types.ts

@@ -4,7 +4,7 @@ import { Cache } from '../cache'
 import { AdapterConfig, BaseAdapterSettings, SettingsDefinitionMap } from '../config'
 import { AdapterRateLimitTier, RateLimiter } from '../rate-limiting'
 import { Transport, TransportGenerics, TransportRoutes } from '../transports'
-import { AdapterRequest, LoggerFactory, SubscriptionSetFactory } from '../util'
+import { AdapterRequest, AdapterResponse, LoggerFactory, ResponseGenerics, SubscriptionSetFactory } from '../util'
 import { Requester } from '../util/requester'
 import { InputParameters } from '../validation'
 import { AdapterError } from '../validation/error'
@@ -127,6 +127,10 @@ export type CustomInputValidator<T extends EndpointGenerics> = (
   adapterSettings: T['Settings'],
 ) => AdapterError | undefined
 
+export type CustomOutputValidator<T extends ResponseGenerics> = (
+  output: Readonly<AdapterResponse>,
+) => AdapterError | undefined
+
 /**
  * Structure to describe a specific endpoint in an [[Adapter]]
  */
@@ -149,6 +153,8 @@ export interface BaseAdapterEndpointParams<T extends EndpointGenerics> {
   /** Custom input validation. Void function that should throw AdapterInputError on validation errors */
   customInputValidation?: CustomInputValidator<T>
 
+  customOutputValidation?: CustomOutputValidator<T['Response']>
+
   /** Transforms that will apply to the request before submitting it through the adapter request flow */
   requestTransforms?: RequestTransform<T>[]
 

src/index.ts

@@ -234,6 +234,12 @@ async function buildRestApi(adapter: Adapter) {
           req as AdapterRequest<EmptyInputParameters>,
           reply as unknown as Promise<unknown>,
         )
+
+        adapter.validateOutput(
+          req as AdapterRequest<EmptyInputParameters>, 
+          response
+        )
+
         return reply.code(response.statusCode || 200).send(response)
       },
     })