Implement price in six

[mxiao-cll]

Closes #OPDATA-6773

Implement the price endpoint with the following special cases:

• Six's ws server may appear to be working but stopped streaming data, this is detectable via ping/pong. We implemented a timer that if pong comes 2 seconds after ping, we re-start the connection.
• Six only stream updates on data that has updates, for example, if there is only updates on bid it will only stream a message containing the bid information. We are expected to use the previous ask information to form the full bid/ask pair. We implemented a cache locally to store the latest bid and ask as they come-in. When generating response, we fetch data from cache.
• Six stream both lastPrice and bid/ask in one connection, thus we need to implement the stock & stock_quotes sharing a single ws connection
  • One endpoint with stock and stock_quotes alias with one ws transport
  • Inject the real endpoint name via framework into a hidden param
  • The transport will write data for stock or stock_quotes based on the messages streaming in
  • We will be able to match the response by using hidden param
  • The endpoint will return different data based on endpoint: stock vs endpoint: stock_quotes
  • We additionally dedupe the subscribe and un-subscribe message so only 1 is sent even when we request data on both endpoints
• Message over 300 seconds old is rejected

Quality Assurance

• If a new adapter was made, or an existing one was modified so that its environment variables have changed, update the relevant infra-k8s configuration file.
• If a new adapter was made, or an existing one was modified so that its environment variables have changed, update the relevant adapter-secrets configuration file.
• If a new adapter was made, or a new endpoint was added, update the test-payload.json file with relevant requests.
• The branch naming follows git flow (feature/x, chore/x, release/x, hotfix/x, fix/x) or is created from Jira.
• This is related to a maximum of one Jira story or GitHub issue.
• Types are safe (avoid TypeScript/TSLint features like any and disable, instead use more specific types).
• All code changes have 100% unit and integration test coverage. If testing is not applicable or too difficult to justify doing, the reasoning should be documented explicitly in the PR.

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[dskloetc]

Do we need this? Is the requestContext not also available in the transport?

[mxiao-cll]

We need to inject the raw endpoint into the request itself because we need it to match the cache key when we generate the response from ws messages.

Another way to do it would be to modify the base itself to include the endpoint names

---

1 request comes in, it will be able to generate two cache entries, the two cache entry need to have different cache key, so we need something more than the request itself to distinguish (here adding a new param into request)

[dskloetc]

Why is this available in the params? Isn't it provided by the framework?

[mxiao-cll]

Framework strip endpoint out before passing it down, so we don't have access to that here.

[dskloetc]

Does it matter how old it is? If there are no newer messages it's still the most recent data, isn't it?

[mxiao-cll]

I think here we are preventing server from re-playing an old message, we don't have anything like this in our other ws. This comes from SA as

it is not a client or product’s requirement. we added it as a security measure to avoid writing stale data. if this is already managed elsewhere, feel free to remove that business logic from the adapter.

Can remove it if we think this is not important

[dskloetc]

Why use sinon fake timers rather than stubbing Date.now or jest.useFakeTimers like we normally do?

[mxiao-cll]

FakeTimers also widely used in our codebase