VERSION 1.12 @ 2018-02-14 07:05:47.033501

Cannot read property 'contains' of null #2442 Terminal: custom sorting for account manager tables #2344 Datafeed not closed after removing chart #2270 order.setPrice() has stopped working #2267 Volume in DOM rounded to 0 #2255 Error on bars request and update order lines #2237 Console error: Uncaught (in promise) formatter not received #2228 DOME doesn't work in new version #2211 Add featureset to hide toolbars by default #2209 Add possibility to move studies through z-order #2187 Unexpected resolution values in getBars #2179 Session breaks line is stuck to the left on reload #2153 Typescript declaration has mistakes #2144 Terminal: cannot specify step less than 1 #2141 Namespace the types in charting_library.d.ts #2137 Widget logo showing momentarily on paid account #2132 Add API to apply overrides for created studies #2098 Baseline chart style #2097 How to hide legend "Data Provided by ICE Data services" #2046 Stoch RSI Calculation #2038 Customize loading screen #2012 Supertrend indicator #1950 Translations in market details widget #1946 "Track time" chart setting #1918 Add tabs for positions #1906 Trading Terminal: Notifications Log #1896 Previous Close Price Line #1843 Set Overlay/Compare styles using createStudy/overrides and applyStudiesOverrides #1812 Session under Symbol info is displaying wrong trading interval(s)? #1787 Add "Go to" specific date #1753 Add session breaks #1752 Allow users to specify a volume for the Long/Short Position drawing tools #1691 Add API to use own charts save/load adapter #1679 Drawing toolbar not available in mobile #1673 Typescript definitions #1591 Support for symbols containing lowercase letters #1581 createMultipointShape long_position stop&profit setting #1459 Cannot change awesome oscillator width #1213 New adaptive drawings panel #1145 Edit shapes, studies and series #1101 Hide an indicator with API #1025 VWAP INDICATOR #106
2018-02-14 01:10:34 -06:00
parent 7feb3edc93
commit d15c5cfb60
98 changed files with 4647 additions and 2034 deletions
--- a/datafeeds/udf/src/data-pulse-provider.ts
+++ b/datafeeds/udf/src/data-pulse-provider.ts
@@ -0,0 +1,144 @@
+import {
+	LibrarySymbolInfo,
+	SubscribeBarsCallback,
+} from '../../../charting_library/datafeed-api';
+
+import {
+	GetBarsResult,
+	HistoryProvider,
+} from './history-provider';
+
+import {
+	getErrorMessage,
+	logMessage,
+} from './helpers';
+
+interface DataSubscriber {
+	symbolInfo: LibrarySymbolInfo;
+	resolution: string;
+	lastBarTime: number | null;
+	listener: SubscribeBarsCallback;
+}
+
+interface DataSubscribers {
+	[guid: string]: DataSubscriber;
+}
+
+export class DataPulseProvider {
+	private readonly _subscribers: DataSubscribers = {};
+	private _requestsPending: number = 0;
+	private readonly _historyProvider: HistoryProvider;
+
+	public constructor(historyProvider: HistoryProvider, updateFrequency: number) {
+		this._historyProvider = historyProvider;
+		setInterval(this._updateData.bind(this), updateFrequency);
+	}
+
+	public subscribeBars(symbolInfo: LibrarySymbolInfo, resolution: string, newDataCallback: SubscribeBarsCallback, listenerGuid: string): void {
+		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}, ${resolution}}`);
+	}
+
+	public unsubscribeBars(listenerGuid: string): void {
+		delete this._subscribers[listenerGuid];
+		logMessage(`DataPulseProvider: unsubscribed for #${listenerGuid}`);
+	}
+
+	private _updateData(): void {
+		if (this._requestsPending > 0) {
+			return;
+		}
+
+		this._requestsPending = 0;
+		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((reason?: string | Error) => {
+					this._requestsPending -= 1;
+					logMessage(`DataPulseProvider: data for #${listenerGuid} updated with error=${getErrorMessage(reason)}, pending=${this._requestsPending}`);
+				});
+		}
+	}
+
+	private _updateDataForSubscriber(listenerGuid: string): Promise<void> {
+		const subscriptionRecord = this._subscribers[listenerGuid];
+
+		const rangeEndTime = parseInt((Date.now() / 1000).toString());
+
+		// BEWARE: please note we really need 2 bars, not the only last one
+		// see the explanation below. `10` is the `large enough` value to work around holidays
+		const rangeStartTime = rangeEndTime - periodLengthSeconds(subscriptionRecord.resolution, 10);
+
+		return this._historyProvider.getBars(subscriptionRecord.symbolInfo, subscriptionRecord.resolution, rangeStartTime, rangeEndTime)
+			.then((result: GetBarsResult) => {
+				this._onSubscriberDataReceived(listenerGuid, result);
+			});
+	}
+
+	private _onSubscriberDataReceived(listenerGuid: string, result: GetBarsResult): void {
+		// means the subscription was cancelled while waiting for data
+		if (!this._subscribers.hasOwnProperty(listenerGuid)) {
+			logMessage(`DataPulseProvider: Data comes for already unsubscribed subscription #${listenerGuid}`);
+			return;
+		}
+
+		const bars = result.bars;
+		if (bars.length === 0) {
+			return;
+		}
+
+		const lastBar = bars[bars.length - 1];
+		const subscriptionRecord = this._subscribers[listenerGuid];
+
+		if (subscriptionRecord.lastBarTime !== null && lastBar.time < subscriptionRecord.lastBarTime) {
+			return;
+		}
+
+		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.');
+			}
+
+			const previousBar = bars[bars.length - 2];
+			subscriptionRecord.listener(previousBar);
+		}
+
+		subscriptionRecord.lastBarTime = lastBar.time;
+		subscriptionRecord.listener(lastBar);
+	}
+}
+
+function periodLengthSeconds(resolution: string, requiredPeriodsCount: number): number {
+	let daysCount = 0;
+
+	if (resolution === 'D') {
+		daysCount = requiredPeriodsCount;
+	} else if (resolution === 'M') {
+		daysCount = 31 * requiredPeriodsCount;
+	} else if (resolution === 'W') {
+		daysCount = 7 * requiredPeriodsCount;
+	} else {
+		daysCount = requiredPeriodsCount * parseInt(resolution) / (24 * 60);
+	}
+
+	return daysCount * 24 * 60 * 60;
+}