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Release v20.028 (from a477abd4)

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jenkins@tradingview.com
2021-09-10 14:56:00 +00:00
parent 017382d7b8
commit a0f6900107
623 changed files with 2115 additions and 2145 deletions
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2
datafeeds/udf/dist/bundle.js vendored
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1
datafeeds/udf/dist/polyfills.js vendored
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82
datafeeds/udf/lib/data-pulse-provider.js
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@@ -1,14 +1,14 @@
import { getErrorMessage, logMessage, } from './helpers';
var DataPulseProvider = /** @class */ (function () {
function DataPulseProvider(historyProvider, updateFrequency) {
export class DataPulseProvider {
constructor(historyProvider, updateFrequency) {
this._subscribers = {};
this._requestsPending = 0;
this._historyProvider = historyProvider;
setInterval(this._updateData.bind(this), updateFrequency);
}
DataPulseProvider.prototype.subscribeBars = function (symbolInfo, resolution, newDataCallback, listenerGuid) {
subscribeBars(symbolInfo, resolution, newDataCallback, listenerGuid) {
if (this._subscribers.hasOwnProperty(listenerGuid)) {
logMessage("DataPulseProvider: already has subscriber with id=" + listenerGuid);
logMessage(`DataPulseProvider: already has subscriber with id=${listenerGuid}`);
return;
}
this._subscribers[listenerGuid] = {
@@ -17,85 +17,77 @@ var DataPulseProvider = /** @class */ (function () {
resolution: resolution,
symbolInfo: symbolInfo,
};
logMessage("DataPulseProvider: subscribed for #" + listenerGuid + " - {" + symbolInfo.name + ", " + resolution + "}");
};
DataPulseProvider.prototype.unsubscribeBars = function (listenerGuid) {
logMessage(`DataPulseProvider: subscribed for #${listenerGuid} - {${symbolInfo.name}, ${resolution}}`);
}
unsubscribeBars(listenerGuid) {
delete this._subscribers[listenerGuid];
logMessage("DataPulseProvider: unsubscribed for #" + listenerGuid);
};
DataPulseProvider.prototype._updateData = function () {
var _this = this;
logMessage(`DataPulseProvider: unsubscribed for #${listenerGuid}`);
}
_updateData() {
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);
for (const listenerGuid in this._subscribers) { // tslint:disable-line:forin
this._requestsPending += 1;
this._updateDataForSubscriber(listenerGuid)
.then(() => {
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);
.catch((reason) => {
this._requestsPending -= 1;
logMessage(`DataPulseProvider: data for #${listenerGuid} updated with error=${getErrorMessage(reason)}, pending=${this._requestsPending}`);
});
};
var this_1 = this;
for (var listenerGuid in this._subscribers) {
_loop_1(listenerGuid);
}
};
DataPulseProvider.prototype._updateDataForSubscriber = function (listenerGuid) {
var _this = this;
var subscriptionRecord = this._subscribers[listenerGuid];
var rangeEndTime = parseInt((Date.now() / 1000).toString());
}
_updateDataForSubscriber(listenerGuid) {
const subscriptionRecord = this._subscribers[listenerGuid];
const rangeEndTime = parseInt((Date.now() / 1000).toString());
// BEWARE: please note we really need 2 bars, not the only last one
// see the explanation below. `10` is the `large enough` value to work around holidays
var rangeStartTime = rangeEndTime - periodLengthSeconds(subscriptionRecord.resolution, 10);
const rangeStartTime = rangeEndTime - periodLengthSeconds(subscriptionRecord.resolution, 10);
return this._historyProvider.getBars(subscriptionRecord.symbolInfo, subscriptionRecord.resolution, {
from: rangeStartTime,
to: rangeEndTime,
countBack: 2,
firstDataRequest: false,
})
.then(function (result) {
_this._onSubscriberDataReceived(listenerGuid, result);
.then((result) => {
this._onSubscriberDataReceived(listenerGuid, result);
});
};
DataPulseProvider.prototype._onSubscriberDataReceived = function (listenerGuid, result) {
}
_onSubscriberDataReceived(listenerGuid, result) {
// means the subscription was cancelled while waiting for data
if (!this._subscribers.hasOwnProperty(listenerGuid)) {
logMessage("DataPulseProvider: Data comes for already unsubscribed subscription #" + listenerGuid);
logMessage(`DataPulseProvider: Data comes for already unsubscribed subscription #${listenerGuid}`);
return;
}
var bars = result.bars;
const bars = result.bars;
if (bars.length === 0) {
return;
}
var lastBar = bars[bars.length - 1];
var subscriptionRecord = this._subscribers[listenerGuid];
const lastBar = bars[bars.length - 1];
const subscriptionRecord = this._subscribers[listenerGuid];
if (subscriptionRecord.lastBarTime !== null && lastBar.time < subscriptionRecord.lastBarTime) {
return;
}
var isNewBar = subscriptionRecord.lastBarTime !== null && lastBar.time > subscriptionRecord.lastBarTime;
const 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];
const 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;
let daysCount = 0;
if (resolution === 'D' || resolution === '1D') {
daysCount = requiredPeriodsCount;
}

6
datafeeds/udf/lib/helpers.js
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@@ -1,12 +1,12 @@
/**
* If you want to enable logs from datafeed set it to `true`
*/
var isLoggingEnabled = false;
const isLoggingEnabled = false;
export function logMessage(message) {
if (isLoggingEnabled) {
var now = new Date();
const now = new Date();
// tslint:disable-next-line:no-console
console.log(now.toLocaleTimeString() + "." + now.getMilliseconds() + "> " + message);
console.log(`${now.toLocaleTimeString()}.${now.getMilliseconds()}> ${message}`);
}
}
export function getErrorMessage(error) {

42
datafeeds/udf/lib/history-provider.js
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@@ -1,12 +1,11 @@
import { getErrorMessage, } from './helpers';
var HistoryProvider = /** @class */ (function () {
function HistoryProvider(datafeedUrl, requester) {
export class HistoryProvider {
constructor(datafeedUrl, requester) {
this._datafeedUrl = datafeedUrl;
this._requester = requester;
}
HistoryProvider.prototype.getBars = function (symbolInfo, resolution, periodParams) {
var _this = this;
var requestParams = {
getBars(symbolInfo, resolution, periodParams) {
const requestParams = {
symbol: symbolInfo.ticker || '',
resolution: resolution,
from: periodParams.from,
@@ -18,15 +17,18 @@ var HistoryProvider = /** @class */ (function () {
if (symbolInfo.currency_code !== undefined) {
requestParams.currencyCode = symbolInfo.currency_code;
}
return new Promise(function (resolve, reject) {
_this._requester.sendRequest(_this._datafeedUrl, 'history', requestParams)
.then(function (response) {
if (symbolInfo.unit_id !== undefined) {
requestParams.unitId = symbolInfo.unit_id;
}
return new Promise((resolve, reject) => {
this._requester.sendRequest(this._datafeedUrl, 'history', requestParams)
.then((response) => {
if (response.s !== 'ok' && response.s !== 'no_data') {
reject(response.errmsg);
return;
}
var bars = [];
var meta = {
const bars = [];
const meta = {
noData: false,
};
if (response.s === 'no_data') {
@@ -34,10 +36,10 @@ var HistoryProvider = /** @class */ (function () {
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 = {
const volumePresent = response.v !== undefined;
const ohlPresent = response.o !== undefined;
for (let i = 0; i < response.t.length; ++i) {
const barValue = {
time: response.t[i] * 1000,
close: parseFloat(response.c[i]),
open: parseFloat(response.c[i]),
@@ -60,14 +62,12 @@ var HistoryProvider = /** @class */ (function () {
meta: meta,
});
})
.catch(function (reason) {
var reasonString = getErrorMessage(reason);
.catch((reason) => {
const reasonString = getErrorMessage(reason);
// tslint:disable-next-line:no-console
console.warn("HistoryProvider: getBars() failed, error=" + reasonString);
console.warn(`HistoryProvider: getBars() failed, error=${reasonString}`);
reject(reasonString);
});
});
};
return HistoryProvider;
}());
export { HistoryProvider };
}
}

27
datafeeds/udf/lib/quotes-provider.js
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@@ -1,14 +1,13 @@
import { getErrorMessage, logMessage, } from './helpers';
var QuotesProvider = /** @class */ (function () {
function QuotesProvider(datafeedUrl, requester) {
export class QuotesProvider {
constructor(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) {
getQuotes(symbols) {
return new Promise((resolve, reject) => {
this._requester.sendRequest(this._datafeedUrl, 'quotes', { symbols: symbols })
.then((response) => {
if (response.s === 'ok') {
resolve(response.d);
}
@@ -16,13 +15,11 @@ var QuotesProvider = /** @class */ (function () {
reject(response.errmsg);
}
})
.catch(function (error) {
var errorMessage = getErrorMessage(error);
logMessage("QuotesProvider: getQuotes failed, error=" + errorMessage);
reject("network error: " + errorMessage);
.catch((error) => {
const errorMessage = getErrorMessage(error);
logMessage(`QuotesProvider: getQuotes failed, error=${errorMessage}`);
reject(`network error: ${errorMessage}`);
});
});
};
return QuotesProvider;
}());
export { QuotesProvider };
}
}

51
datafeeds/udf/lib/quotes-pulse-provider.js
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@@ -1,51 +1,44 @@
import { getErrorMessage, logMessage, } from './helpers';
var QuotesPulseProvider = /** @class */ (function () {
function QuotesPulseProvider(quotesProvider) {
export class QuotesPulseProvider {
constructor(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) {
subscribeQuotes(symbols, fastSymbols, onRealtimeCallback, listenerGuid) {
this._subscribers[listenerGuid] = {
symbols: symbols,
fastSymbols: fastSymbols,
listener: onRealtimeCallback,
};
logMessage("QuotesPulseProvider: subscribed quotes with #" + listenerGuid);
};
QuotesPulseProvider.prototype.unsubscribeQuotes = function (listenerGuid) {
logMessage(`QuotesPulseProvider: subscribed quotes with #${listenerGuid}`);
}
unsubscribeQuotes(listenerGuid) {
delete this._subscribers[listenerGuid];
logMessage("QuotesPulseProvider: unsubscribed quotes with #" + listenerGuid);
};
QuotesPulseProvider.prototype._updateQuotes = function (updateType) {
var _this = this;
logMessage(`QuotesPulseProvider: unsubscribed quotes with #${listenerGuid}`);
}
_updateQuotes(updateType) {
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)) {
for (const listenerGuid in this._subscribers) { // tslint:disable-line:forin
this._requestsPending++;
const subscriptionRecord = this._subscribers[listenerGuid];
this._quotesProvider.getQuotes(updateType === 1 /* Fast */ ? subscriptionRecord.fastSymbols : subscriptionRecord.symbols)
.then((data) => {
this._requestsPending--;
if (!this._subscribers.hasOwnProperty(listenerGuid)) {
return;
}
subscriptionRecord.listener(data);
logMessage("QuotesPulseProvider: data for #" + listenerGuid + " (" + updateType + ") updated successfully, pending=" + _this._requestsPending);
logMessage(`QuotesPulseProvider: data for #${listenerGuid} (${updateType}) updated successfully, pending=${this._requestsPending}`);
})
.catch(function (reason) {
_this._requestsPending--;
logMessage("QuotesPulseProvider: data for #" + listenerGuid + " (" + updateType + ") updated with error=" + getErrorMessage(reason) + ", pending=" + _this._requestsPending);
.catch((reason) => {
this._requestsPending--;
logMessage(`QuotesPulseProvider: data for #${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 };
}
}

26
datafeeds/udf/lib/requester.js
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@@ -1,30 +1,28 @@
import { logMessage } from './helpers';
var Requester = /** @class */ (function () {
function Requester(headers) {
export class Requester {
constructor(headers) {
if (headers) {
this._headers = headers;
}
}
Requester.prototype.sendRequest = function (datafeedUrl, urlPath, params) {
sendRequest(datafeedUrl, urlPath, params) {
if (params !== undefined) {
var paramKeys = Object.keys(params);
const paramKeys = Object.keys(params);
if (paramKeys.length !== 0) {
urlPath += '?';
}
urlPath += paramKeys.map(function (key) {
return encodeURIComponent(key) + "=" + encodeURIComponent(params[key].toString());
urlPath += paramKeys.map((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' };
const 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 };
return fetch(`${datafeedUrl}/${urlPath}`, options)
.then((response) => response.text())
.then((responseTest) => JSON.parse(responseTest));
}
}

139
datafeeds/udf/lib/symbols-storage.js
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@@ -1,17 +1,17 @@
import { getErrorMessage, logMessage, } from './helpers';
function extractField(data, field, arrayIndex, valueIsArray) {
var value = data[field];
const value = data[field];
if (Array.isArray(value) && (!valueIsArray || Array.isArray(value[0]))) {
return value[arrayIndex];
}
return value;
}
function symbolWithCurrencyKey(symbol, currency) {
function symbolKey(symbol, currency, unit) {
// here we're using a separator that quite possible shouldn't be in a real symbol name
return symbol + (currency !== undefined ? '_%|#|%_' + currency : '');
return symbol + (currency !== undefined ? '_%|#|%_' + currency : '') + (unit !== undefined ? '_%|#|%_' + unit : '');
}
var SymbolsStorage = /** @class */ (function () {
function SymbolsStorage(datafeedUrl, datafeedSupportedResolutions, requester) {
export class SymbolsStorage {
constructor(datafeedUrl, datafeedSupportedResolutions, requester) {
this._exchangesList = ['NYSE', 'FOREX', 'AMEX'];
this._symbolsInfo = {};
this._symbolsList = [];
@@ -19,59 +19,53 @@ var SymbolsStorage = /** @class */ (function () {
this._datafeedSupportedResolutions = datafeedSupportedResolutions;
this._requester = requester;
this._readyPromise = this._init();
this._readyPromise.catch(function (error) {
this._readyPromise.catch((error) => {
// seems it is impossible
// tslint:disable-next-line:no-console
console.error("SymbolsStorage: Cannot init, error=" + error.toString());
console.error(`SymbolsStorage: Cannot init, error=${error.toString()}`);
});
}
// BEWARE: this function does not consider symbol's exchange
SymbolsStorage.prototype.resolveSymbol = function (symbolName, currencyCode) {
var _this = this;
return this._readyPromise.then(function () {
var symbolInfo = _this._symbolsInfo[symbolWithCurrencyKey(symbolName, currencyCode)];
resolveSymbol(symbolName, currencyCode, unitId) {
return this._readyPromise.then(() => {
const symbolInfo = this._symbolsInfo[symbolKey(symbolName, currencyCode, unitId)];
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;
}
searchSymbols(searchString, exchange, symbolType, maxSearchResults) {
return this._readyPromise.then(() => {
const weightedResult = [];
const queryIsEmpty = searchString.length === 0;
searchString = searchString.toUpperCase();
var _loop_1 = function (symbolName) {
var symbolInfo = _this._symbolsInfo[symbolName];
for (const symbolName of this._symbolsList) {
const symbolInfo = this._symbolsInfo[symbolName];
if (symbolInfo === undefined) {
return "continue";
continue;
}
if (symbolType.length > 0 && symbolInfo.type !== symbolType) {
return "continue";
continue;
}
if (exchange && exchange.length > 0 && symbolInfo.exchange !== exchange) {
return "continue";
continue;
}
var positionInName = symbolInfo.name.toUpperCase().indexOf(searchString);
var positionInDescription = symbolInfo.description.toUpperCase().indexOf(searchString);
const positionInName = symbolInfo.name.toUpperCase().indexOf(searchString);
const positionInDescription = symbolInfo.description.toUpperCase().indexOf(searchString);
if (queryIsEmpty || positionInName >= 0 || positionInDescription >= 0) {
var alreadyExists = weightedResult.some(function (item) { return item.symbolInfo === symbolInfo; });
const alreadyExists = weightedResult.some((item) => item.symbolInfo === symbolInfo);
if (!alreadyExists) {
var weight = positionInName >= 0 ? positionInName : 8000 + positionInDescription;
const 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; })
const result = weightedResult
.sort((item1, item2) => item1.weight - item2.weight)
.slice(0, maxSearchResults)
.map(function (item) {
var symbolInfo = item.symbolInfo;
.map((item) => {
const symbolInfo = item.symbolInfo;
return {
symbol: symbolInfo.name,
full_name: symbolInfo.full_name,
@@ -84,13 +78,11 @@ var SymbolsStorage = /** @class */ (function () {
});
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];
}
_init() {
const promises = [];
const alreadyRequestedExchanges = {};
for (const exchange of this._exchangesList) {
if (alreadyRequestedExchanges[exchange]) {
continue;
}
@@ -98,18 +90,17 @@ var SymbolsStorage = /** @class */ (function () {
promises.push(this._requestExchangeData(exchange));
}
return Promise.all(promises)
.then(function () {
_this._symbolsList.sort();
.then(() => {
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) {
}
_requestExchangeData(exchange) {
return new Promise((resolve, reject) => {
this._requester.sendRequest(this._datafeedUrl, 'symbol_info', { group: exchange })
.then((response) => {
try {
_this._onExchangeDataReceived(exchange, response);
this._onExchangeDataReceived(exchange, response);
}
catch (error) {
reject(error);
@@ -117,25 +108,26 @@ var SymbolsStorage = /** @class */ (function () {
}
resolve();
})
.catch(function (reason) {
logMessage("SymbolsStorage: Request data for exchange '" + exchange + "' failed, reason=" + getErrorMessage(reason));
.catch((reason) => {
logMessage(`SymbolsStorage: Request data for exchange '${exchange}' failed, reason=${getErrorMessage(reason)}`);
resolve();
});
});
};
SymbolsStorage.prototype._onExchangeDataReceived = function (exchange, data) {
var symbolIndex = 0;
}
_onExchangeDataReceived(exchange, data) {
let symbolIndex = 0;
try {
var symbolsCount = data.symbol.length;
var tickerPresent = data.ticker !== undefined;
const symbolsCount = data.symbol.length;
const 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 currencyCode = extractField(data, 'currency-code', symbolIndex);
var ticker = tickerPresent ? extractField(data, 'ticker', symbolIndex) : symbolName;
var symbolInfo = {
const symbolName = data.symbol[symbolIndex];
const listedExchange = extractField(data, 'exchange-listed', symbolIndex);
const tradedExchange = extractField(data, 'exchange-traded', symbolIndex);
const fullName = tradedExchange + ':' + symbolName;
const currencyCode = extractField(data, 'currency-code', symbolIndex);
const unitId = extractField(data, 'unit-id', symbolIndex);
const ticker = tickerPresent ? extractField(data, 'ticker', symbolIndex) : symbolName;
const symbolInfo = {
ticker: ticker,
name: symbolName,
base_name: [listedExchange + ':' + symbolName],
@@ -144,6 +136,9 @@ var SymbolsStorage = /** @class */ (function () {
exchange: tradedExchange,
currency_code: currencyCode,
original_currency_code: extractField(data, 'original-currency-code', symbolIndex),
unit_id: unitId,
original_unit_id: extractField(data, 'original-unit-id', symbolIndex),
unit_conversion_types: extractField(data, 'unit-conversion-types', symbolIndex, true),
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),
@@ -165,21 +160,19 @@ var SymbolsStorage = /** @class */ (function () {
this._symbolsInfo[ticker] = symbolInfo;
this._symbolsInfo[symbolName] = symbolInfo;
this._symbolsInfo[fullName] = symbolInfo;
if (currencyCode !== undefined) {
this._symbolsInfo[symbolWithCurrencyKey(ticker, currencyCode)] = symbolInfo;
this._symbolsInfo[symbolWithCurrencyKey(symbolName, currencyCode)] = symbolInfo;
this._symbolsInfo[symbolWithCurrencyKey(fullName, currencyCode)] = symbolInfo;
if (currencyCode !== undefined || unitId !== undefined) {
this._symbolsInfo[symbolKey(ticker, currencyCode, unitId)] = symbolInfo;
this._symbolsInfo[symbolKey(symbolName, currencyCode, unitId)] = symbolInfo;
this._symbolsInfo[symbolKey(fullName, currencyCode, unitId)] = symbolInfo;
}
this._symbolsList.push(symbolName);
}
}
catch (error) {
throw new Error("SymbolsStorage: API error when processing exchange " + exchange + " symbol #" + symbolIndex + " (" + data.symbol[symbolIndex] + "): " + error.message);
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;
}

151
datafeeds/udf/lib/udf-compatible-datafeed-base.js
View File

@@ -4,17 +4,15 @@ 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];
const 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) {
var _this = this;
if (updateFrequency === void 0) { updateFrequency = 10 * 1000; }
export class UDFCompatibleDatafeedBase {
constructor(datafeedURL, quotesProvider, requester, updateFrequency = 10 * 1000) {
this._configuration = defaultConfiguration();
this._symbolsStorage = null;
this._datafeedURL = datafeedURL;
@@ -24,43 +22,42 @@ var UDFCompatibleDatafeedBase = /** @class */ (function () {
this._dataPulseProvider = new DataPulseProvider(this._historyProvider, updateFrequency);
this._quotesPulseProvider = new QuotesPulseProvider(this._quotesProvider);
this._configurationReadyPromise = this._requestConfiguration()
.then(function (configuration) {
.then((configuration) => {
if (configuration === null) {
configuration = defaultConfiguration();
}
_this._setupWithConfiguration(configuration);
this._setupWithConfiguration(configuration);
});
}
UDFCompatibleDatafeedBase.prototype.onReady = function (callback) {
var _this = this;
this._configurationReadyPromise.then(function () {
callback(_this._configuration);
onReady(callback) {
this._configurationReadyPromise.then(() => {
callback(this._configuration);
});
};
UDFCompatibleDatafeedBase.prototype.getQuotes = function (symbols, onDataCallback, onErrorCallback) {
}
getQuotes(symbols, onDataCallback, onErrorCallback) {
this._quotesProvider.getQuotes(symbols).then(onDataCallback).catch(onErrorCallback);
};
UDFCompatibleDatafeedBase.prototype.subscribeQuotes = function (symbols, fastSymbols, onRealtimeCallback, listenerGuid) {
}
subscribeQuotes(symbols, fastSymbols, onRealtimeCallback, listenerGuid) {
this._quotesPulseProvider.subscribeQuotes(symbols, fastSymbols, onRealtimeCallback, listenerGuid);
};
UDFCompatibleDatafeedBase.prototype.unsubscribeQuotes = function (listenerGuid) {
}
unsubscribeQuotes(listenerGuid) {
this._quotesPulseProvider.unsubscribeQuotes(listenerGuid);
};
UDFCompatibleDatafeedBase.prototype.getMarks = function (symbolInfo, from, to, onDataCallback, resolution) {
}
getMarks(symbolInfo, from, to, onDataCallback, resolution) {
if (!this._configuration.supports_marks) {
return;
}
var requestParams = {
const requestParams = {
symbol: symbolInfo.ticker || '',
from: from,
to: to,
resolution: resolution,
};
this._send('marks', requestParams)
.then(function (response) {
.then((response) => {
if (!Array.isArray(response)) {
var result = [];
for (var i = 0; i < response.id.length; ++i) {
const result = [];
for (let i = 0; i < response.id.length; ++i) {
result.push({
id: extractField(response, 'id', i),
time: extractField(response, 'time', i),
@@ -75,26 +72,26 @@ var UDFCompatibleDatafeedBase = /** @class */ (function () {
}
onDataCallback(response);
})
.catch(function (error) {
logMessage("UdfCompatibleDatafeed: Request marks failed: " + getErrorMessage(error));
.catch((error) => {
logMessage(`UdfCompatibleDatafeed: Request marks failed: ${getErrorMessage(error)}`);
onDataCallback([]);
});
};
UDFCompatibleDatafeedBase.prototype.getTimescaleMarks = function (symbolInfo, from, to, onDataCallback, resolution) {
}
getTimescaleMarks(symbolInfo, from, to, onDataCallback, resolution) {
if (!this._configuration.supports_timescale_marks) {
return;
}
var requestParams = {
const requestParams = {
symbol: symbolInfo.ticker || '',
from: from,
to: to,
resolution: resolution,
};
this._send('timescale_marks', requestParams)
.then(function (response) {
.then((response) => {
if (!Array.isArray(response)) {
var result = [];
for (var i = 0; i < response.id.length; ++i) {
const result = [];
for (let i = 0; i < response.id.length; ++i) {
result.push({
id: extractField(response, 'id', i),
time: extractField(response, 'time', i),
@@ -107,45 +104,45 @@ var UDFCompatibleDatafeedBase = /** @class */ (function () {
}
onDataCallback(response);
})
.catch(function (error) {
logMessage("UdfCompatibleDatafeed: Request timescale marks failed: " + getErrorMessage(error));
.catch((error) => {
logMessage(`UdfCompatibleDatafeed: Request timescale marks failed: ${getErrorMessage(error)}`);
onDataCallback([]);
});
};
UDFCompatibleDatafeedBase.prototype.getServerTime = function (callback) {
}
getServerTime(callback) {
if (!this._configuration.supports_time) {
return;
}
this._send('time')
.then(function (response) {
var time = parseInt(response);
.then((response) => {
const time = parseInt(response);
if (!isNaN(time)) {
callback(time);
}
})
.catch(function (error) {
logMessage("UdfCompatibleDatafeed: Fail to load server time, error=" + getErrorMessage(error));
.catch((error) => {
logMessage(`UdfCompatibleDatafeed: Fail to load server time, error=${getErrorMessage(error)}`);
});
};
UDFCompatibleDatafeedBase.prototype.searchSymbols = function (userInput, exchange, symbolType, onResult) {
}
searchSymbols(userInput, exchange, symbolType, onResult) {
if (this._configuration.supports_search) {
var params = {
const params = {
limit: 30 /* SearchItemsLimit */,
query: userInput.toUpperCase(),
type: symbolType,
exchange: exchange,
};
this._send('search', params)
.then(function (response) {
.then((response) => {
if (response.s !== undefined) {
logMessage("UdfCompatibleDatafeed: search symbols error=" + response.errmsg);
logMessage(`UdfCompatibleDatafeed: search symbols error=${response.errmsg}`);
onResult([]);
return;
}
onResult(response);
})
.catch(function (reason) {
logMessage("UdfCompatibleDatafeed: Search symbols for '" + userInput + "' failed. Error=" + getErrorMessage(reason));
.catch((reason) => {
logMessage(`UdfCompatibleDatafeed: Search symbols for '${userInput}' failed. Error=${getErrorMessage(reason)}`);
onResult([]);
});
}
@@ -157,24 +154,28 @@ var UDFCompatibleDatafeedBase = /** @class */ (function () {
.then(onResult)
.catch(onResult.bind(null, []));
}
};
UDFCompatibleDatafeedBase.prototype.resolveSymbol = function (symbolName, onResolve, onError, extension) {
}
resolveSymbol(symbolName, onResolve, onError, extension) {
logMessage('Resolve requested');
var currencyCode = extension && extension.currencyCode;
var resolveRequestStartTime = Date.now();
const currencyCode = extension && extension.currencyCode;
const unitId = extension && extension.unitId;
const resolveRequestStartTime = Date.now();
function onResultReady(symbolInfo) {
logMessage("Symbol resolved: " + (Date.now() - resolveRequestStartTime) + "ms");
logMessage(`Symbol resolved: ${Date.now() - resolveRequestStartTime}ms`);
onResolve(symbolInfo);
}
if (!this._configuration.supports_group_request) {
var params = {
const params = {
symbol: symbolName,
};
if (currencyCode !== undefined) {
params.currencyCode = currencyCode;
}
if (unitId !== undefined) {
params.unitId = unitId;
}
this._send('symbols', params)
.then(function (response) {
.then((response) => {
if (response.s !== undefined) {
onError('unknown_symbol');
}
@@ -182,8 +183,8 @@ var UDFCompatibleDatafeedBase = /** @class */ (function () {
onResultReady(response);
}
})
.catch(function (reason) {
logMessage("UdfCompatibleDatafeed: Error resolving symbol: " + getErrorMessage(reason));
.catch((reason) => {
logMessage(`UdfCompatibleDatafeed: Error resolving symbol: ${getErrorMessage(reason)}`);
onError('unknown_symbol');
});
}
@@ -191,33 +192,33 @@ var UDFCompatibleDatafeedBase = /** @class */ (function () {
if (this._symbolsStorage === null) {
throw new Error('UdfCompatibleDatafeed: inconsistent configuration (symbols storage)');
}
this._symbolsStorage.resolveSymbol(symbolName, currencyCode).then(onResultReady).catch(onError);
this._symbolsStorage.resolveSymbol(symbolName, currencyCode, unitId).then(onResultReady).catch(onError);
}
};
UDFCompatibleDatafeedBase.prototype.getBars = function (symbolInfo, resolution, periodParams, onResult, onError) {
}
getBars(symbolInfo, resolution, periodParams, onResult, onError) {
this._historyProvider.getBars(symbolInfo, resolution, periodParams)
.then(function (result) {
.then((result) => {
onResult(result.bars, result.meta);
})
.catch(onError);
};
UDFCompatibleDatafeedBase.prototype.subscribeBars = function (symbolInfo, resolution, onTick, listenerGuid, onResetCacheNeededCallback) {
}
subscribeBars(symbolInfo, resolution, onTick, listenerGuid, onResetCacheNeededCallback) {
this._dataPulseProvider.subscribeBars(symbolInfo, resolution, onTick, listenerGuid);
};
UDFCompatibleDatafeedBase.prototype.unsubscribeBars = function (listenerGuid) {
}
unsubscribeBars(listenerGuid) {
this._dataPulseProvider.unsubscribeBars(listenerGuid);
};
UDFCompatibleDatafeedBase.prototype._requestConfiguration = function () {
}
_requestConfiguration() {
return this._send('config')
.catch(function (reason) {
logMessage("UdfCompatibleDatafeed: Cannot get datafeed configuration - use default, error=" + getErrorMessage(reason));
.catch((reason) => {
logMessage(`UdfCompatibleDatafeed: Cannot get datafeed configuration - use default, error=${getErrorMessage(reason)}`);
return null;
});
};
UDFCompatibleDatafeedBase.prototype._send = function (urlPath, params) {
}
_send(urlPath, params) {
return this._requester.sendRequest(this._datafeedURL, urlPath, params);
};
UDFCompatibleDatafeedBase.prototype._setupWithConfiguration = function (configurationData) {
}
_setupWithConfiguration(configurationData) {
this._configuration = configurationData;
if (configurationData.exchanges === undefined) {
configurationData.exchanges = [];
@@ -228,11 +229,9 @@ var UDFCompatibleDatafeedBase = /** @class */ (function () {
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 };
logMessage(`UdfCompatibleDatafeed: Initialized with ${JSON.stringify(configurationData)}`);
}
}
function defaultConfiguration() {
return {
supports_search: false,

19
datafeeds/udf/lib/udf-compatible-datafeed.js
View File

@@ -1,17 +1,10 @@
import { __extends } from "tslib";
import { UDFCompatibleDatafeedBase } from './udf-compatible-datafeed-base';
import { QuotesProvider } from './quotes-provider';
import { Requester } from './requester';
var UDFCompatibleDatafeed = /** @class */ (function (_super) {
__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;
export class UDFCompatibleDatafeed extends UDFCompatibleDatafeedBase {
constructor(datafeedURL, updateFrequency = 10 * 1000) {
const requester = new Requester();
const quotesProvider = new QuotesProvider(datafeedURL, requester);
super(datafeedURL, quotesProvider, requester, updateFrequency);
}
return UDFCompatibleDatafeed;
}(UDFCompatibleDatafeedBase));
export { UDFCompatibleDatafeed };
}

9
datafeeds/udf/package.json
View File

@@ -1,16 +1,13 @@
{
"private": true,
"dependencies": {
"promise-polyfill": "6.0.2",
"tslib": "2.0.3",
"whatwg-fetch": "2.0.3"
"tslib": "2.1.0"
},
"devDependencies": {
"@rollup/plugin-buble": "~0.21.3",
"@rollup/plugin-node-resolve": "~9.0.0",
"rollup": "~2.28.2",
"rollup-plugin-uglify": "~6.0.4",
"typescript": "4.1.2"
"rollup-plugin-terser": "~7.0.2",
"typescript": "4.2.3"
},
"scripts": {
"compile": "tsc",

23
datafeeds/udf/rollup.config.js
View File

@@ -1,7 +1,6 @@
/* globals process */
import buble from '@rollup/plugin-buble';
import { uglify } from 'rollup-plugin-uglify';
import { terser } from 'rollup-plugin-terser';
import { nodeResolve } from '@rollup/plugin-node-resolve';
const environment = process.env.ENV || 'development';
@@ -17,21 +16,11 @@ export default [
},
plugins: [
nodeResolve(),
buble(),
!isDevelopmentEnv && uglify({ output: { inline_script: true } }),
],
},
{
input: 'src/polyfills.es6',
context: 'window',
output: {
format: 'iife',
file: 'dist/polyfills.js',
},
plugins: [
nodeResolve(),
buble(),
uglify({ output: { inline_script: true } }),
!isDevelopmentEnv && terser({
ecma: 2017,
safari10: true,
output: { inline_script: true },
}),
],
},
];

4
datafeeds/udf/src/history-provider.ts
View File

@@ -71,6 +71,10 @@ export class HistoryProvider {
requestParams.currencyCode = symbolInfo.currency_code;
}
if (symbolInfo.unit_id !== undefined) {
requestParams.unitId = symbolInfo.unit_id;
}
return new Promise((resolve: (result: GetBarsResult) => void, reject: (reason: string) => void) => {
this._requester.sendRequest<HistoryResponse>(this._datafeedUrl, 'history', requestParams)
.then((response: HistoryResponse | UdfErrorResponse) => {

2
datafeeds/udf/src/polyfills.es6
View File

@@ -1,2 +0,0 @@
import 'promise-polyfill';
import 'whatwg-fetch';

23
datafeeds/udf/src/symbols-storage.ts
View File

@@ -47,6 +47,9 @@ interface ExchangeDataResponseSymbolData {
'has-no-volume'?: boolean;
'currency-code'?: string;
'original-currency-code'?: string;
'unit-id'?: string;
'original-unit-id'?: string;
'unit-conversion-types'?: string[];
'volume-precision'?: number;
}
@@ -80,9 +83,9 @@ function extractField<Field extends keyof ExchangeDataResponseSymbolData>(data:
return value as ExchangeDataResponseSymbolData[Field];
}
function symbolWithCurrencyKey(symbol: string, currency?: string): string {
function symbolKey(symbol: string, currency?: string, unit?: string): string {
// here we're using a separator that quite possible shouldn't be in a real symbol name
return symbol + (currency !== undefined ? '_%|#|%_' + currency : '');
return symbol + (currency !== undefined ? '_%|#|%_' + currency : '') + (unit !== undefined ? '_%|#|%_' + unit : '');
}
export class SymbolsStorage {
@@ -107,9 +110,9 @@ export class SymbolsStorage {
}
// BEWARE: this function does not consider symbol's exchange
public resolveSymbol(symbolName: string, currencyCode?: string): Promise<LibrarySymbolInfo> {
public resolveSymbol(symbolName: string, currencyCode?: string, unitId?: string): Promise<LibrarySymbolInfo> {
return this._readyPromise.then(() => {
const symbolInfo = this._symbolsInfo[symbolWithCurrencyKey(symbolName, currencyCode)];
const symbolInfo = this._symbolsInfo[symbolKey(symbolName, currencyCode, unitId)];
if (symbolInfo === undefined) {
return Promise.reject('invalid symbol');
}
@@ -234,6 +237,7 @@ export class SymbolsStorage {
const tradedExchange = extractField(data, 'exchange-traded', symbolIndex);
const fullName = tradedExchange + ':' + symbolName;
const currencyCode = extractField(data, 'currency-code', symbolIndex);
const unitId = extractField(data, 'unit-id', symbolIndex);
const ticker = tickerPresent ? (extractField(data, 'ticker', symbolIndex) as string) : symbolName;
@@ -246,6 +250,9 @@ export class SymbolsStorage {
exchange: tradedExchange,
currency_code: currencyCode,
original_currency_code: extractField(data, 'original-currency-code', symbolIndex),
unit_id: unitId,
original_unit_id: extractField(data, 'original-unit-id', symbolIndex),
unit_conversion_types: extractField(data, 'unit-conversion-types', symbolIndex, true),
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),
@@ -268,10 +275,10 @@ export class SymbolsStorage {
this._symbolsInfo[ticker] = symbolInfo;
this._symbolsInfo[symbolName] = symbolInfo;
this._symbolsInfo[fullName] = symbolInfo;
if (currencyCode !== undefined) {
this._symbolsInfo[symbolWithCurrencyKey(ticker, currencyCode)] = symbolInfo;
this._symbolsInfo[symbolWithCurrencyKey(symbolName, currencyCode)] = symbolInfo;
this._symbolsInfo[symbolWithCurrencyKey(fullName, currencyCode)] = symbolInfo;
if (currencyCode !== undefined || unitId !== undefined) {
this._symbolsInfo[symbolKey(ticker, currencyCode, unitId)] = symbolInfo;
this._symbolsInfo[symbolKey(symbolName, currencyCode, unitId)] = symbolInfo;
this._symbolsInfo[symbolKey(fullName, currencyCode, unitId)] = symbolInfo;
}
this._symbolsList.push(symbolName);

6
datafeeds/udf/src/udf-compatible-datafeed-base.ts
View File

@@ -262,6 +262,7 @@ export class UDFCompatibleDatafeedBase implements IExternalDatafeed, IDatafeedQu
logMessage('Resolve requested');
const currencyCode = extension && extension.currencyCode;
const unitId = extension && extension.unitId;
const resolveRequestStartTime = Date.now();
function onResultReady(symbolInfo: LibrarySymbolInfo): void {
@@ -276,6 +277,9 @@ export class UDFCompatibleDatafeedBase implements IExternalDatafeed, IDatafeedQu
if (currencyCode !== undefined) {
params.currencyCode = currencyCode;
}
if (unitId !== undefined) {
params.unitId = unitId;
}
this._send<ResolveSymbolResponse | UdfErrorResponse>('symbols', params)
.then((response: ResolveSymbolResponse | UdfErrorResponse) => {
@@ -294,7 +298,7 @@ export class UDFCompatibleDatafeedBase implements IExternalDatafeed, IDatafeedQu
throw new Error('UdfCompatibleDatafeed: inconsistent configuration (symbols storage)');
}
this._symbolsStorage.resolveSymbol(symbolName, currencyCode).then(onResultReady).catch(onError);
this._symbolsStorage.resolveSymbol(symbolName, currencyCode, unitId).then(onResultReady).catch(onError);
}
}

7
datafeeds/udf/tsconfig.json
View File

@@ -4,10 +4,7 @@
"importHelpers": true,
"lib": [
"dom",
"es2015.promise",
"es2015.iterable",
"es2015.symbol.wellknown",
"es5"
"es2017"
],
"module": "es6",
"moduleResolution": "node",
@@ -19,7 +16,7 @@
"rootDir": "src",
"sourceMap": false,
"strict": true,
"target": "es5",
"target": "es2017",
"types": []
},
"include": [