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VERSION 1.14 @ 2019-04-04 08:32:01.655131

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x axis retains previous scale after restoring layout #3828
getVisiblePriceRange() not working in 1.14 (unstable) #3774
uppercase_instrument_names doesn't work for compare/overlay #3746
API method to trigger the Zoom Out #3739
Provide event that study properties was changed #3736
Fixed security issue in master #3699
widget.save have old data #3623
JS error on switching chart types #3602
Add a way to prevent scrolling beyond the beginning of bars #3597
Chart customization - overrides #3572
Theme override colors from saved_data #3557
Error while applying Pivot Points Indicator #3521
Month timeframe combining months #3510
initialSettings from settings adapter does not work #3479
Add Indexed to 100 mode for price scale #3391
RTL #3335
Add warning about incorrect usage disable_resolution_rebuild and has_empty_bars #3329
Unable to load DOME and Bottom Widget when open_account_manager disabled #3312
Randomly clickable area on chart that redirects user to tradingview.com #3299
Apply to all #3298
Save container element while charting library's life #3297
Gap appearing in chart layout #3246
User's colors not working when theme is enabled #3232
Chart is outside of visible range when in auto scale and load study template or load chart #3229
Please make getVisibleRange return the range in UTC #3173
Remove TradingView.onready from API #3162
Add API to export data from the chart #3152
Market status is not updated properly #3122
Placeholders disappear in "Compare or Add Symbol" popup when the cursor is set into the fields #2966
getVisibleRange to return 0, any way of getting the last bar in active chart ? #2757
"onListAdded" event is not fired when user click on "Save Watchlist As" #2654
Error report : Parabolic SAR #2205
TERMINAL: make a flag to disable support of stop orders #2181
Add Change % in the OHLC label Charting Library #2120
Request more bars for indicators #1362
Drawing tool does not work on Samsung Edge and  Note 5 #984
This commit is contained in:
Jenkins
2019-04-04 11:32:07 +03:00
parent e38d004695
commit 9d8b63e068
142 changed files with 38224 additions and 2420 deletions
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2
datafeeds/udf/dist/bundle.js vendored
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2
datafeeds/udf/dist/polyfills.js vendored
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11
datafeeds/udf/lib/symbols-storage.js
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@@ -1,7 +1,10 @@
import { getErrorMessage, logMessage, } from './helpers';
function extractField(data, field, arrayIndex) {
function extractField(data, field, arrayIndex, valueIsArray) {
var value = data[field];
return Array.isArray(value) ? value[arrayIndex] : value;
if (Array.isArray(value) && (!valueIsArray || Array.isArray(value[0]))) {
return value[arrayIndex];
}
return value;
}
var SymbolsStorage = /** @class */ (function () {
function SymbolsStorage(datafeedUrl, datafeedSupportedResolutions, requester) {
@@ -143,10 +146,10 @@ var SymbolsStorage = /** @class */ (function () {
type: extractField(data, 'type', symbolIndex),
session: extractField(data, 'session-regular', symbolIndex),
timezone: extractField(data, 'timezone', symbolIndex),
supported_resolutions: definedValueOrDefault(extractField(data, 'supported-resolutions', symbolIndex), this._datafeedSupportedResolutions),
supported_resolutions: definedValueOrDefault(extractField(data, 'supported-resolutions', symbolIndex, true), this._datafeedSupportedResolutions),
force_session_rebuild: extractField(data, 'force-session-rebuild', symbolIndex),
has_daily: definedValueOrDefault(extractField(data, 'has-daily', symbolIndex), true),
intraday_multipliers: definedValueOrDefault(extractField(data, 'intraday-multipliers', symbolIndex), ['1', '5', '15', '30', '60']),
intraday_multipliers: definedValueOrDefault(extractField(data, 'intraday-multipliers', symbolIndex, true), ['1', '5', '15', '30', '60']),
has_weekly_and_monthly: extractField(data, 'has-weekly-and-monthly', symbolIndex),
has_empty_bars: extractField(data, 'has-empty-bars', symbolIndex),
volume_precision: definedValueOrDefault(extractField(data, 'volume-precision', symbolIndex), 0),

2
datafeeds/udf/package.json
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@@ -10,7 +10,7 @@
"rollup-plugin-buble": "0.15.0",
"rollup-plugin-node-resolve": "3.0.0",
"rollup-plugin-uglify": "2.0.1",
"typescript": "2.7.1"
"typescript": "3.0.1"
},
"scripts": {
"compile": "tsc",

107
datafeeds/udf/src/data-pulse-provider.js Normal file
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@@ -0,0 +1,107 @@
import { getErrorMessage, logMessage, } from './helpers';
var DataPulseProvider = /** @class */ (function () {
function DataPulseProvider(historyProvider, updateFrequency) {
this._subscribers = {};
this._requestsPending = 0;
this._historyProvider = historyProvider;
setInterval(this._updateData.bind(this), updateFrequency);
}
DataPulseProvider.prototype.subscribeBars = function (symbolInfo, resolution, newDataCallback, listenerGuid) {
if (this._subscribers.hasOwnProperty(listenerGuid)) {
logMessage("DataPulseProvider: already has subscriber with id=" + listenerGuid);
return;
}
this._subscribers[listenerGuid] = {
lastBarTime: null,
listener: newDataCallback,
resolution: resolution,
symbolInfo: symbolInfo,
};
logMessage("DataPulseProvider: subscribed for #" + listenerGuid + " - {" + symbolInfo.name + ", " + resolution + "}");
};
DataPulseProvider.prototype.unsubscribeBars = function (listenerGuid) {
delete this._subscribers[listenerGuid];
logMessage("DataPulseProvider: unsubscribed for #" + listenerGuid);
};
DataPulseProvider.prototype._updateData = function () {
var _this = this;
if (this._requestsPending > 0) {
return;
}
this._requestsPending = 0;
var _loop_1 = function (listenerGuid) {
this_1._requestsPending += 1;
this_1._updateDataForSubscriber(listenerGuid)
.then(function () {
_this._requestsPending -= 1;
logMessage("DataPulseProvider: data for #" + listenerGuid + " updated successfully, pending=" + _this._requestsPending);
})
.catch(function (reason) {
_this._requestsPending -= 1;
logMessage("DataPulseProvider: data for #" + listenerGuid + " updated with error=" + getErrorMessage(reason) + ", pending=" + _this._requestsPending);
});
};
var this_1 = this;
for (var listenerGuid in this._subscribers) {
_loop_1(listenerGuid);
}
};
DataPulseProvider.prototype._updateDataForSubscriber = function (listenerGuid) {
var _this = this;
var subscriptionRecord = this._subscribers[listenerGuid];
var rangeEndTime = parseInt((Date.now() / 1000).toString());
// BEWARE: please note we really need 2 bars, not the only last one
// see the explanation below. `10` is the `large enough` value to work around holidays
var rangeStartTime = rangeEndTime - periodLengthSeconds(subscriptionRecord.resolution, 10);
return this._historyProvider.getBars(subscriptionRecord.symbolInfo, subscriptionRecord.resolution, rangeStartTime, rangeEndTime)
.then(function (result) {
_this._onSubscriberDataReceived(listenerGuid, result);
});
};
DataPulseProvider.prototype._onSubscriberDataReceived = function (listenerGuid, result) {
// means the subscription was cancelled while waiting for data
if (!this._subscribers.hasOwnProperty(listenerGuid)) {
logMessage("DataPulseProvider: Data comes for already unsubscribed subscription #" + listenerGuid);
return;
}
var bars = result.bars;
if (bars.length === 0) {
return;
}
var lastBar = bars[bars.length - 1];
var subscriptionRecord = this._subscribers[listenerGuid];
if (subscriptionRecord.lastBarTime !== null && lastBar.time < subscriptionRecord.lastBarTime) {
return;
}
var isNewBar = subscriptionRecord.lastBarTime !== null && lastBar.time > subscriptionRecord.lastBarTime;
// Pulse updating may miss some trades data (ie, if pulse period = 10 secods and new bar is started 5 seconds later after the last update, the
// old bar's last 5 seconds trades will be lost). Thus, at fist we should broadcast old bar updates when it's ready.
if (isNewBar) {
if (bars.length < 2) {
throw new Error('Not enough bars in history for proper pulse update. Need at least 2.');
}
var previousBar = bars[bars.length - 2];
subscriptionRecord.listener(previousBar);
}
subscriptionRecord.lastBarTime = lastBar.time;
subscriptionRecord.listener(lastBar);
};
return DataPulseProvider;
}());
export { DataPulseProvider };
function periodLengthSeconds(resolution, requiredPeriodsCount) {
var daysCount = 0;
if (resolution === 'D' || resolution === '1D') {
daysCount = requiredPeriodsCount;
}
else if (resolution === 'M' || resolution === '1M') {
daysCount = 31 * requiredPeriodsCount;
}
else if (resolution === 'W' || resolution === '1W') {
daysCount = 7 * requiredPeriodsCount;
}
else {
daysCount = requiredPeriodsCount * parseInt(resolution) / (24 * 60);
}
return daysCount * 24 * 60 * 60;
}

19
datafeeds/udf/src/helpers.js Normal file
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@@ -0,0 +1,19 @@
/**
* If you want to enable logs from datafeed set it to `true`
*/
var isLoggingEnabled = false;
export function logMessage(message) {
if (isLoggingEnabled) {
var now = new Date();
console.log(now.toLocaleTimeString() + "." + now.getMilliseconds() + "> " + message);
}
}
export function getErrorMessage(error) {
if (error === undefined) {
return '';
}
else if (typeof error === 'string') {
return error;
}
return error.message;
}

66
datafeeds/udf/src/history-provider.js Normal file
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@@ -0,0 +1,66 @@
import { getErrorMessage, } from './helpers';
var HistoryProvider = /** @class */ (function () {
function HistoryProvider(datafeedUrl, requester) {
this._datafeedUrl = datafeedUrl;
this._requester = requester;
}
HistoryProvider.prototype.getBars = function (symbolInfo, resolution, rangeStartDate, rangeEndDate) {
var _this = this;
var requestParams = {
symbol: symbolInfo.ticker || '',
resolution: resolution,
from: rangeStartDate,
to: rangeEndDate,
};
return new Promise(function (resolve, reject) {
_this._requester.sendRequest(_this._datafeedUrl, 'history', requestParams)
.then(function (response) {
if (response.s !== 'ok' && response.s !== 'no_data') {
reject(response.errmsg);
return;
}
var bars = [];
var meta = {
noData: false,
};
if (response.s === 'no_data') {
meta.noData = true;
meta.nextTime = response.nextTime;
}
else {
var volumePresent = response.v !== undefined;
var ohlPresent = response.o !== undefined;
for (var i = 0; i < response.t.length; ++i) {
var barValue = {
time: response.t[i] * 1000,
close: Number(response.c[i]),
open: Number(response.c[i]),
high: Number(response.c[i]),
low: Number(response.c[i]),
};
if (ohlPresent) {
barValue.open = Number(response.o[i]);
barValue.high = Number(response.h[i]);
barValue.low = Number(response.l[i]);
}
if (volumePresent) {
barValue.volume = Number(response.v[i]);
}
bars.push(barValue);
}
}
resolve({
bars: bars,
meta: meta,
});
})
.catch(function (reason) {
var reasonString = getErrorMessage(reason);
console.warn("HistoryProvider: getBars() failed, error=" + reasonString);
reject(reasonString);
});
});
};
return HistoryProvider;
}());
export { HistoryProvider };

0
datafeeds/udf/src/iquotes-provider.js Normal file
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28
datafeeds/udf/src/quotes-provider.js Normal file
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@@ -0,0 +1,28 @@
import { getErrorMessage, logMessage, } from './helpers';
var QuotesProvider = /** @class */ (function () {
function QuotesProvider(datafeedUrl, requester) {
this._datafeedUrl = datafeedUrl;
this._requester = requester;
}
QuotesProvider.prototype.getQuotes = function (symbols) {
var _this = this;
return new Promise(function (resolve, reject) {
_this._requester.sendRequest(_this._datafeedUrl, 'quotes', { symbols: symbols })
.then(function (response) {
if (response.s === 'ok') {
resolve(response.d);
}
else {
reject(response.errmsg);
}
})
.catch(function (error) {
var errorMessage = getErrorMessage(error);
logMessage("QuotesProvider: getQuotes failed, error=" + errorMessage);
reject("network error: " + errorMessage);
});
});
};
return QuotesProvider;
}());
export { QuotesProvider };

51
datafeeds/udf/src/quotes-pulse-provider.js Normal file
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@@ -0,0 +1,51 @@
import { getErrorMessage, logMessage, } from './helpers';
var QuotesPulseProvider = /** @class */ (function () {
function QuotesPulseProvider(quotesProvider) {
this._subscribers = {};
this._requestsPending = 0;
this._quotesProvider = quotesProvider;
setInterval(this._updateQuotes.bind(this, 1 /* Fast */), 10000 /* Fast */);
setInterval(this._updateQuotes.bind(this, 0 /* General */), 60000 /* General */);
}
QuotesPulseProvider.prototype.subscribeQuotes = function (symbols, fastSymbols, onRealtimeCallback, listenerGuid) {
this._subscribers[listenerGuid] = {
symbols: symbols,
fastSymbols: fastSymbols,
listener: onRealtimeCallback,
};
logMessage("QuotesPulseProvider: subscribed quotes with #" + listenerGuid);
};
QuotesPulseProvider.prototype.unsubscribeQuotes = function (listenerGuid) {
delete this._subscribers[listenerGuid];
logMessage("QuotesPulseProvider: unsubscribed quotes with #" + listenerGuid);
};
QuotesPulseProvider.prototype._updateQuotes = function (updateType) {
var _this = this;
if (this._requestsPending > 0) {
return;
}
var _loop_1 = function (listenerGuid) {
this_1._requestsPending++;
var subscriptionRecord = this_1._subscribers[listenerGuid];
this_1._quotesProvider.getQuotes(updateType === 1 /* Fast */ ? subscriptionRecord.fastSymbols : subscriptionRecord.symbols)
.then(function (data) {
_this._requestsPending--;
if (!_this._subscribers.hasOwnProperty(listenerGuid)) {
return;
}
subscriptionRecord.listener(data);
logMessage("QuotesPulseProvider: data for #" + listenerGuid + " (" + updateType + ") updated successfully, pending=" + _this._requestsPending);
})
.catch(function (reason) {
_this._requestsPending--;
logMessage("QuotesPulseProvider: data for #" + listenerGuid + " (" + updateType + ") updated with error=" + getErrorMessage(reason) + ", pending=" + _this._requestsPending);
});
};
var this_1 = this;
for (var listenerGuid in this._subscribers) {
_loop_1(listenerGuid);
}
};
return QuotesPulseProvider;
}());
export { QuotesPulseProvider };

30
datafeeds/udf/src/requester.js Normal file
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@@ -0,0 +1,30 @@
import { logMessage } from './helpers';
var Requester = /** @class */ (function () {
function Requester(headers) {
if (headers) {
this._headers = headers;
}
}
Requester.prototype.sendRequest = function (datafeedUrl, urlPath, params) {
if (params !== undefined) {
var paramKeys = Object.keys(params);
if (paramKeys.length !== 0) {
urlPath += '?';
}
urlPath += paramKeys.map(function (key) {
return encodeURIComponent(key) + "=" + encodeURIComponent(params[key].toString());
}).join('&');
}
logMessage('New request: ' + urlPath);
// Send user cookies if the URL is on the same origin as the calling script.
var options = { credentials: 'same-origin' };
if (this._headers !== undefined) {
options.headers = this._headers;
}
return fetch(datafeedUrl + "/" + urlPath, options)
.then(function (response) { return response.text(); })
.then(function (responseTest) { return JSON.parse(responseTest); });
};
return Requester;
}());
export { Requester };

172
datafeeds/udf/src/symbols-storage.js Normal file
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@@ -0,0 +1,172 @@
import { getErrorMessage, logMessage, } from './helpers';
function extractField(data, field, arrayIndex, valueIsArray) {
var value = data[field];
if (Array.isArray(value) && (!valueIsArray || Array.isArray(value[0]))) {
return value[arrayIndex];
}
return value;
}
var SymbolsStorage = /** @class */ (function () {
function SymbolsStorage(datafeedUrl, datafeedSupportedResolutions, requester) {
this._exchangesList = ['NYSE', 'FOREX', 'AMEX'];
this._symbolsInfo = {};
this._symbolsList = [];
this._datafeedUrl = datafeedUrl;
this._datafeedSupportedResolutions = datafeedSupportedResolutions;
this._requester = requester;
this._readyPromise = this._init();
this._readyPromise.catch(function (error) {
// seems it is impossible
console.error("SymbolsStorage: Cannot init, error=" + error.toString());
});
}
// BEWARE: this function does not consider symbol's exchange
SymbolsStorage.prototype.resolveSymbol = function (symbolName) {
var _this = this;
return this._readyPromise.then(function () {
var symbolInfo = _this._symbolsInfo[symbolName];
if (symbolInfo === undefined) {
return Promise.reject('invalid symbol');
}
return Promise.resolve(symbolInfo);
});
};
SymbolsStorage.prototype.searchSymbols = function (searchString, exchange, symbolType, maxSearchResults) {
var _this = this;
return this._readyPromise.then(function () {
var weightedResult = [];
var queryIsEmpty = searchString.length === 0;
searchString = searchString.toUpperCase();
var _loop_1 = function (symbolName) {
var symbolInfo = _this._symbolsInfo[symbolName];
if (symbolInfo === undefined) {
return "continue";
}
if (symbolType.length > 0 && symbolInfo.type !== symbolType) {
return "continue";
}
if (exchange && exchange.length > 0 && symbolInfo.exchange !== exchange) {
return "continue";
}
var positionInName = symbolInfo.name.toUpperCase().indexOf(searchString);
var positionInDescription = symbolInfo.description.toUpperCase().indexOf(searchString);
if (queryIsEmpty || positionInName >= 0 || positionInDescription >= 0) {
var alreadyExists = weightedResult.some(function (item) { return item.symbolInfo === symbolInfo; });
if (!alreadyExists) {
var weight = positionInName >= 0 ? positionInName : 8000 + positionInDescription;
weightedResult.push({ symbolInfo: symbolInfo, weight: weight });
}
}
};
for (var _i = 0, _a = _this._symbolsList; _i < _a.length; _i++) {
var symbolName = _a[_i];
_loop_1(symbolName);
}
var result = weightedResult
.sort(function (item1, item2) { return item1.weight - item2.weight; })
.slice(0, maxSearchResults)
.map(function (item) {
var symbolInfo = item.symbolInfo;
return {
symbol: symbolInfo.name,
full_name: symbolInfo.full_name,
description: symbolInfo.description,
exchange: symbolInfo.exchange,
params: [],
type: symbolInfo.type,
ticker: symbolInfo.name,
};
});
return Promise.resolve(result);
});
};
SymbolsStorage.prototype._init = function () {
var _this = this;
var promises = [];
var alreadyRequestedExchanges = {};
for (var _i = 0, _a = this._exchangesList; _i < _a.length; _i++) {
var exchange = _a[_i];
if (alreadyRequestedExchanges[exchange]) {
continue;
}
alreadyRequestedExchanges[exchange] = true;
promises.push(this._requestExchangeData(exchange));
}
return Promise.all(promises)
.then(function () {
_this._symbolsList.sort();
logMessage('SymbolsStorage: All exchanges data loaded');
});
};
SymbolsStorage.prototype._requestExchangeData = function (exchange) {
var _this = this;
return new Promise(function (resolve, reject) {
_this._requester.sendRequest(_this._datafeedUrl, 'symbol_info', { group: exchange })
.then(function (response) {
try {
_this._onExchangeDataReceived(exchange, response);
}
catch (error) {
reject(error);
return;
}
resolve();
})
.catch(function (reason) {
logMessage("SymbolsStorage: Request data for exchange '" + exchange + "' failed, reason=" + getErrorMessage(reason));
resolve();
});
});
};
SymbolsStorage.prototype._onExchangeDataReceived = function (exchange, data) {
var symbolIndex = 0;
try {
var symbolsCount = data.symbol.length;
var tickerPresent = data.ticker !== undefined;
for (; symbolIndex < symbolsCount; ++symbolIndex) {
var symbolName = data.symbol[symbolIndex];
var listedExchange = extractField(data, 'exchange-listed', symbolIndex);
var tradedExchange = extractField(data, 'exchange-traded', symbolIndex);
var fullName = tradedExchange + ':' + symbolName;
var ticker = tickerPresent ? extractField(data, 'ticker', symbolIndex) : symbolName;
var symbolInfo = {
ticker: ticker,
name: symbolName,
base_name: [listedExchange + ':' + symbolName],
full_name: fullName,
listed_exchange: listedExchange,
exchange: tradedExchange,
description: extractField(data, 'description', symbolIndex),
has_intraday: definedValueOrDefault(extractField(data, 'has-intraday', symbolIndex), false),
has_no_volume: definedValueOrDefault(extractField(data, 'has-no-volume', symbolIndex), false),
minmov: extractField(data, 'minmovement', symbolIndex) || extractField(data, 'minmov', symbolIndex) || 0,
minmove2: extractField(data, 'minmove2', symbolIndex) || extractField(data, 'minmov2', symbolIndex),
fractional: extractField(data, 'fractional', symbolIndex),
pricescale: extractField(data, 'pricescale', symbolIndex),
type: extractField(data, 'type', symbolIndex),
session: extractField(data, 'session-regular', symbolIndex),
timezone: extractField(data, 'timezone', symbolIndex),
supported_resolutions: definedValueOrDefault(extractField(data, 'supported-resolutions', symbolIndex, true), this._datafeedSupportedResolutions),
force_session_rebuild: extractField(data, 'force-session-rebuild', symbolIndex),
has_daily: definedValueOrDefault(extractField(data, 'has-daily', symbolIndex), true),
intraday_multipliers: definedValueOrDefault(extractField(data, 'intraday-multipliers', symbolIndex, true), ['1', '5', '15', '30', '60']),
has_weekly_and_monthly: extractField(data, 'has-weekly-and-monthly', symbolIndex),
has_empty_bars: extractField(data, 'has-empty-bars', symbolIndex),
volume_precision: definedValueOrDefault(extractField(data, 'volume-precision', symbolIndex), 0),
};
this._symbolsInfo[ticker] = symbolInfo;
this._symbolsInfo[symbolName] = symbolInfo;
this._symbolsInfo[fullName] = symbolInfo;
this._symbolsList.push(symbolName);
}
}
catch (error) {
throw new Error("SymbolsStorage: API error when processing exchange " + exchange + " symbol #" + symbolIndex + " (" + data.symbol[symbolIndex] + "): " + error.message);
}
};
return SymbolsStorage;
}());
export { SymbolsStorage };
function definedValueOrDefault(value, defaultValue) {
return value !== undefined ? value : defaultValue;
}

80
datafeeds/udf/src/symbols-storage.ts
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@@ -14,31 +14,7 @@ interface SymbolInfoMap {
[symbol: string]: LibrarySymbolInfo | undefined;
}
interface ExchangeDataResponseOptionalValues {
'ticker': string;
'minmov2': number;
'minmove2': number;
'minmov': number;
'minmovement': number;
'supported-resolutions': string[];
'force-session-rebuild': boolean;
'has-intraday': boolean;
'has-daily': boolean;
'has-weekly-and-monthly': boolean;
'has-empty-bars': boolean;
'has-no-volume': boolean;
'intraday-multipliers': string[];
'volume-precision': number;
}
interface ExchangeDataResponseMandatoryValues {
interface ExchangeDataResponseSymbolData {
'type': string;
'timezone': LibrarySymbolInfo['timezone'];
'description': string;
@@ -51,26 +27,56 @@ interface ExchangeDataResponseMandatoryValues {
'fractional': boolean;
'pricescale': number;
'ticker'?: string;
'minmov2'?: number;
'minmove2'?: number;
'minmov'?: number;
'minmovement'?: number;
'force-session-rebuild'?: boolean;
'supported-resolutions'?: string[];
'intraday-multipliers'?: string[];
'has-intraday'?: boolean;
'has-daily'?: boolean;
'has-weekly-and-monthly'?: boolean;
'has-empty-bars'?: boolean;
'has-no-volume'?: boolean;
'volume-precision'?: number;
}
// Here is some black magic with types to get compile-time checks of names and types
type ValueOrArray<T> = T | T[];
type PickArrayedObjectFields<T> = Pick<T, {
// tslint:disable-next-line:no-any
[K in keyof T]-?: NonNullable<T[K]> extends any[] ? K : never;
}[keyof T]>;
type ExchangeDataResponseArrayedSymbolData = PickArrayedObjectFields<ExchangeDataResponseSymbolData>;
type ExchangeDataResponseNonArrayedSymbolData = Pick<ExchangeDataResponseSymbolData, Exclude<keyof ExchangeDataResponseSymbolData, keyof ExchangeDataResponseArrayedSymbolData>>;
type ExchangeDataResponse =
{
symbol: string[];
} &
{
[K in keyof ExchangeDataResponseMandatoryValues]: ValueOrArray<ExchangeDataResponseMandatoryValues[K]>;
} &
{
[K in keyof ExchangeDataResponseOptionalValues]?: ValueOrArray<ExchangeDataResponseOptionalValues[K]>;
[K in keyof ExchangeDataResponseSymbolData]: ExchangeDataResponseSymbolData[K] | NonNullable<ExchangeDataResponseSymbolData[K]>[];
};
function extractField<Field extends keyof ExchangeDataResponseMandatoryValues>(data: ExchangeDataResponse, field: Field, arrayIndex: number): ExchangeDataResponseMandatoryValues[Field];
function extractField<Field extends keyof ExchangeDataResponseOptionalValues>(data: ExchangeDataResponse, field: Field, arrayIndex: number): ExchangeDataResponseOptionalValues[Field] | undefined;
function extractField<Field extends keyof ExchangeDataResponseMandatoryValues>(data: ExchangeDataResponse, field: Field, arrayIndex: number): (ExchangeDataResponseMandatoryValues & ExchangeDataResponseOptionalValues)[Field] | undefined {
const value = data[field];
return Array.isArray(value) ? value[arrayIndex] : value;
function extractField<Field extends keyof ExchangeDataResponseNonArrayedSymbolData>(data: ExchangeDataResponse, field: Field, arrayIndex: number): ExchangeDataResponseNonArrayedSymbolData[Field];
function extractField<Field extends keyof ExchangeDataResponseArrayedSymbolData>(data: ExchangeDataResponse, field: Field, arrayIndex: number, valueIsArray: true): ExchangeDataResponseArrayedSymbolData[Field];
function extractField<Field extends keyof ExchangeDataResponseSymbolData>(data: ExchangeDataResponse, field: Field, arrayIndex: number, valueIsArray?: boolean): ExchangeDataResponseSymbolData[Field] {
const value: ExchangeDataResponse[keyof ExchangeDataResponseSymbolData] = data[field];
if (Array.isArray(value) && (!valueIsArray || Array.isArray(value[0]))) {
return value[arrayIndex];
}
return value as ExchangeDataResponseSymbolData[Field];
}
export class SymbolsStorage {
@@ -240,10 +246,10 @@ export class SymbolsStorage {
type: extractField(data, 'type', symbolIndex),
session: extractField(data, 'session-regular', symbolIndex),
timezone: extractField(data, 'timezone', symbolIndex),
supported_resolutions: definedValueOrDefault(extractField(data, 'supported-resolutions', symbolIndex), this._datafeedSupportedResolutions),
supported_resolutions: definedValueOrDefault(extractField(data, 'supported-resolutions', symbolIndex, true), this._datafeedSupportedResolutions),
force_session_rebuild: extractField(data, 'force-session-rebuild', symbolIndex),
has_daily: definedValueOrDefault(extractField(data, 'has-daily', symbolIndex), true),
intraday_multipliers: definedValueOrDefault(extractField(data, 'intraday-multipliers', symbolIndex), ['1', '5', '15', '30', '60']),
intraday_multipliers: definedValueOrDefault(extractField(data, 'intraday-multipliers', symbolIndex, true), ['1', '5', '15', '30', '60']),
has_weekly_and_monthly: extractField(data, 'has-weekly-and-monthly', symbolIndex),
has_empty_bars: extractField(data, 'has-empty-bars', symbolIndex),
volume_precision: definedValueOrDefault(extractField(data, 'volume-precision', symbolIndex), 0),

243
datafeeds/udf/src/udf-compatible-datafeed-base.js Normal file
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@@ -0,0 +1,243 @@
import { getErrorMessage, logMessage, } from './helpers';
import { HistoryProvider, } from './history-provider';
import { DataPulseProvider } from './data-pulse-provider';
import { QuotesPulseProvider } from './quotes-pulse-provider';
import { SymbolsStorage } from './symbols-storage';
function extractField(data, field, arrayIndex) {
var value = data[field];
return Array.isArray(value) ? value[arrayIndex] : value;
}
/**
* This class implements interaction with UDF-compatible datafeed.
* See UDF protocol reference at https://github.com/tradingview/charting_library/wiki/UDF
*/
var UDFCompatibleDatafeedBase = /** @class */ (function () {
function UDFCompatibleDatafeedBase(datafeedURL, quotesProvider, requester, updateFrequency) {
if (updateFrequency === void 0) { updateFrequency = 10 * 1000; }
var _this = this;
this._configuration = defaultConfiguration();
this._symbolsStorage = null;
this._datafeedURL = datafeedURL;
this._requester = requester;
this._historyProvider = new HistoryProvider(datafeedURL, this._requester);
this._quotesProvider = quotesProvider;
this._dataPulseProvider = new DataPulseProvider(this._historyProvider, updateFrequency);
this._quotesPulseProvider = new QuotesPulseProvider(this._quotesProvider);
this._configurationReadyPromise = this._requestConfiguration()
.then(function (configuration) {
if (configuration === null) {
configuration = defaultConfiguration();
}
_this._setupWithConfiguration(configuration);
});
}
UDFCompatibleDatafeedBase.prototype.onReady = function (callback) {
var _this = this;
this._configurationReadyPromise.then(function () {
callback(_this._configuration);
});
};
UDFCompatibleDatafeedBase.prototype.getQuotes = function (symbols, onDataCallback, onErrorCallback) {
this._quotesProvider.getQuotes(symbols).then(onDataCallback).catch(onErrorCallback);
};
UDFCompatibleDatafeedBase.prototype.subscribeQuotes = function (symbols, fastSymbols, onRealtimeCallback, listenerGuid) {
this._quotesPulseProvider.subscribeQuotes(symbols, fastSymbols, onRealtimeCallback, listenerGuid);
};
UDFCompatibleDatafeedBase.prototype.unsubscribeQuotes = function (listenerGuid) {
this._quotesPulseProvider.unsubscribeQuotes(listenerGuid);
};
UDFCompatibleDatafeedBase.prototype.calculateHistoryDepth = function (resolution, resolutionBack, intervalBack) {
return undefined;
};
UDFCompatibleDatafeedBase.prototype.getMarks = function (symbolInfo, from, to, onDataCallback, resolution) {
if (!this._configuration.supports_marks) {
return;
}
var requestParams = {
symbol: symbolInfo.ticker || '',
from: from,
to: to,
resolution: resolution,
};
this._send('marks', requestParams)
.then(function (response) {
if (!Array.isArray(response)) {
var result = [];
for (var i = 0; i < response.id.length; ++i) {
result.push({
id: extractField(response, 'id', i),
time: extractField(response, 'time', i),
color: extractField(response, 'color', i),
text: extractField(response, 'text', i),
label: extractField(response, 'label', i),
labelFontColor: extractField(response, 'labelFontColor', i),
minSize: extractField(response, 'minSize', i),
});
}
response = result;
}
onDataCallback(response);
})
.catch(function (error) {
logMessage("UdfCompatibleDatafeed: Request marks failed: " + getErrorMessage(error));
onDataCallback([]);
});
};
UDFCompatibleDatafeedBase.prototype.getTimescaleMarks = function (symbolInfo, from, to, onDataCallback, resolution) {
if (!this._configuration.supports_timescale_marks) {
return;
}
var requestParams = {
symbol: symbolInfo.ticker || '',
from: from,
to: to,
resolution: resolution,
};
this._send('timescale_marks', requestParams)
.then(function (response) {
if (!Array.isArray(response)) {
var result = [];
for (var i = 0; i < response.id.length; ++i) {
result.push({
id: extractField(response, 'id', i),
time: extractField(response, 'time', i),
color: extractField(response, 'color', i),
label: extractField(response, 'label', i),
tooltip: extractField(response, 'tooltip', i),
});
}
response = result;
}
onDataCallback(response);
})
.catch(function (error) {
logMessage("UdfCompatibleDatafeed: Request timescale marks failed: " + getErrorMessage(error));
onDataCallback([]);
});
};
UDFCompatibleDatafeedBase.prototype.getServerTime = function (callback) {
if (!this._configuration.supports_time) {
return;
}
this._send('time')
.then(function (response) {
var time = parseInt(response);
if (!isNaN(time)) {
callback(time);
}
})
.catch(function (error) {
logMessage("UdfCompatibleDatafeed: Fail to load server time, error=" + getErrorMessage(error));
});
};
UDFCompatibleDatafeedBase.prototype.searchSymbols = function (userInput, exchange, symbolType, onResult) {
if (this._configuration.supports_search) {
var params = {
limit: 30 /* SearchItemsLimit */,
query: userInput.toUpperCase(),
type: symbolType,
exchange: exchange,
};
this._send('search', params)
.then(function (response) {
if (response.s !== undefined) {
logMessage("UdfCompatibleDatafeed: search symbols error=" + response.errmsg);
onResult([]);
return;
}
onResult(response);
})
.catch(function (reason) {
logMessage("UdfCompatibleDatafeed: Search symbols for '" + userInput + "' failed. Error=" + getErrorMessage(reason));
onResult([]);
});
}
else {
if (this._symbolsStorage === null) {
throw new Error('UdfCompatibleDatafeed: inconsistent configuration (symbols storage)');
}
this._symbolsStorage.searchSymbols(userInput, exchange, symbolType, 30 /* SearchItemsLimit */)
.then(onResult)
.catch(onResult.bind(null, []));
}
};
UDFCompatibleDatafeedBase.prototype.resolveSymbol = function (symbolName, onResolve, onError) {
logMessage('Resolve requested');
var resolveRequestStartTime = Date.now();
function onResultReady(symbolInfo) {
logMessage("Symbol resolved: " + (Date.now() - resolveRequestStartTime) + "ms");
onResolve(symbolInfo);
}
if (!this._configuration.supports_group_request) {
var params = {
symbol: symbolName,
};
this._send('symbols', params)
.then(function (response) {
if (response.s !== undefined) {
onError('unknown_symbol');
}
else {
onResultReady(response);
}
})
.catch(function (reason) {
logMessage("UdfCompatibleDatafeed: Error resolving symbol: " + getErrorMessage(reason));
onError('unknown_symbol');
});
}
else {
if (this._symbolsStorage === null) {
throw new Error('UdfCompatibleDatafeed: inconsistent configuration (symbols storage)');
}
this._symbolsStorage.resolveSymbol(symbolName).then(onResultReady).catch(onError);
}
};
UDFCompatibleDatafeedBase.prototype.getBars = function (symbolInfo, resolution, rangeStartDate, rangeEndDate, onResult, onError) {
this._historyProvider.getBars(symbolInfo, resolution, rangeStartDate, rangeEndDate)
.then(function (result) {
onResult(result.bars, result.meta);
})
.catch(onError);
};
UDFCompatibleDatafeedBase.prototype.subscribeBars = function (symbolInfo, resolution, onTick, listenerGuid, onResetCacheNeededCallback) {
this._dataPulseProvider.subscribeBars(symbolInfo, resolution, onTick, listenerGuid);
};
UDFCompatibleDatafeedBase.prototype.unsubscribeBars = function (listenerGuid) {
this._dataPulseProvider.unsubscribeBars(listenerGuid);
};
UDFCompatibleDatafeedBase.prototype._requestConfiguration = function () {
return this._send('config')
.catch(function (reason) {
logMessage("UdfCompatibleDatafeed: Cannot get datafeed configuration - use default, error=" + getErrorMessage(reason));
return null;
});
};
UDFCompatibleDatafeedBase.prototype._send = function (urlPath, params) {
return this._requester.sendRequest(this._datafeedURL, urlPath, params);
};
UDFCompatibleDatafeedBase.prototype._setupWithConfiguration = function (configurationData) {
this._configuration = configurationData;
if (configurationData.exchanges === undefined) {
configurationData.exchanges = [];
}
if (!configurationData.supports_search && !configurationData.supports_group_request) {
throw new Error('Unsupported datafeed configuration. Must either support search, or support group request');
}
if (configurationData.supports_group_request || !configurationData.supports_search) {
this._symbolsStorage = new SymbolsStorage(this._datafeedURL, configurationData.supported_resolutions || [], this._requester);
}
logMessage("UdfCompatibleDatafeed: Initialized with " + JSON.stringify(configurationData));
};
return UDFCompatibleDatafeedBase;
}());
export { UDFCompatibleDatafeedBase };
function defaultConfiguration() {
return {
supports_search: false,
supports_group_request: true,
supported_resolutions: ['1', '5', '15', '30', '60', '1D', '1W', '1M'],
supports_marks: false,
supports_timescale_marks: false,
};
}

4
datafeeds/udf/src/udf-compatible-datafeed-base.ts
View File

@@ -40,10 +40,10 @@ import { SymbolsStorage } from './symbols-storage';
import { Requester } from './requester';
export interface UdfCompatibleConfiguration extends DatafeedConfiguration {
// tslint:disable
// tslint:disable:tv-variable-name
supports_search?: boolean;
supports_group_request?: boolean;
// tslint:enable
// tslint:enable:tv-variable-name
}
export interface ResolveSymbolResponse extends LibrarySymbolInfo {

17
datafeeds/udf/src/udf-compatible-datafeed.js Normal file
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@@ -0,0 +1,17 @@
import * as tslib_1 from "tslib";
import { UDFCompatibleDatafeedBase } from './udf-compatible-datafeed-base';
import { QuotesProvider } from './quotes-provider';
import { Requester } from './requester';
var UDFCompatibleDatafeed = /** @class */ (function (_super) {
tslib_1.__extends(UDFCompatibleDatafeed, _super);
function UDFCompatibleDatafeed(datafeedURL, updateFrequency) {
if (updateFrequency === void 0) { updateFrequency = 10 * 1000; }
var _this = this;
var requester = new Requester();
var quotesProvider = new QuotesProvider(datafeedURL, requester);
_this = _super.call(this, datafeedURL, quotesProvider, requester, updateFrequency) || this;
return _this;
}
return UDFCompatibleDatafeed;
}(UDFCompatibleDatafeedBase));
export { UDFCompatibleDatafeed };