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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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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;
}