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
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Jenkins
266
datafeeds/udf/src/symbols-storage.ts
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266
datafeeds/udf/src/symbols-storage.ts
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import {
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LibrarySymbolInfo,
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SearchSymbolResultItem,
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} from '../../../charting_library/datafeed-api';
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import {
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getErrorMessage,
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logMessage,
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} from './helpers';
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import { Requester } from './requester';
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interface SymbolInfoMap {
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[symbol: string]: LibrarySymbolInfo | undefined;
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}
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interface ExchangeDataResponseOptionalValues {
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'ticker': string;
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'minmov2': number;
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'minmove2': number;
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'minmov': number;
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'minmovement': number;
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'supported-resolutions': string[];
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'force-session-rebuild': boolean;
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'has-intraday': boolean;
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'has-daily': boolean;
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'has-weekly-and-monthly': boolean;
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'has-empty-bars': boolean;
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'has-no-volume': boolean;
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'intraday-multipliers': string[];
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'volume-precision': number;
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}
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interface ExchangeDataResponseMandatoryValues {
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'type': string;
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'timezone': LibrarySymbolInfo['timezone'];
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'description': string;
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'exchange-listed': string;
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'exchange-traded': string;
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'session-regular': string;
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'fractional': boolean;
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'pricescale': number;
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}
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// Here is some black magic with types to get compile-time checks of names and types
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type ValueOrArray<T> = T | T[];
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type ExchangeDataResponse =
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{
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symbol: string[];
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} &
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{
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[K in keyof ExchangeDataResponseMandatoryValues]: ValueOrArray<ExchangeDataResponseMandatoryValues[K]>;
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} &
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{
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[K in keyof ExchangeDataResponseOptionalValues]?: ValueOrArray<ExchangeDataResponseOptionalValues[K]>;
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};
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function extractField<Field extends keyof ExchangeDataResponseMandatoryValues>(data: ExchangeDataResponse, field: Field, arrayIndex: number): ExchangeDataResponseMandatoryValues[Field];
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function extractField<Field extends keyof ExchangeDataResponseOptionalValues>(data: ExchangeDataResponse, field: Field, arrayIndex: number): ExchangeDataResponseOptionalValues[Field] | undefined;
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function extractField<Field extends keyof ExchangeDataResponseMandatoryValues>(data: ExchangeDataResponse, field: Field, arrayIndex: number): (ExchangeDataResponseMandatoryValues & ExchangeDataResponseOptionalValues)[Field] | undefined {
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const value = data[field];
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return Array.isArray(value) ? value[arrayIndex] : value;
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}
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export class SymbolsStorage {
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private readonly _exchangesList: string[] = ['NYSE', 'FOREX', 'AMEX'];
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private readonly _symbolsInfo: SymbolInfoMap = {};
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private readonly _symbolsList: string[] = [];
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private readonly _datafeedUrl: string;
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private readonly _readyPromise: Promise<void>;
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private readonly _datafeedSupportedResolutions: string[];
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private readonly _requester: Requester;
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public constructor(datafeedUrl: string, datafeedSupportedResolutions: string[], requester: Requester) {
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this._datafeedUrl = datafeedUrl;
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this._datafeedSupportedResolutions = datafeedSupportedResolutions;
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this._requester = requester;
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this._readyPromise = this._init();
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this._readyPromise.catch((error: Error) => {
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// seems it is impossible
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console.error(`SymbolsStorage: Cannot init, error=${error.toString()}`);
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});
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}
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// BEWARE: this function does not consider symbol's exchange
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public resolveSymbol(symbolName: string): Promise<LibrarySymbolInfo> {
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return this._readyPromise.then(() => {
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const symbolInfo = this._symbolsInfo[symbolName];
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if (symbolInfo === undefined) {
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return Promise.reject('invalid symbol');
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}
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return Promise.resolve(symbolInfo);
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});
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}
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public searchSymbols(searchString: string, exchange: string, symbolType: string, maxSearchResults: number): Promise<SearchSymbolResultItem[]> {
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interface WeightedItem {
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symbolInfo: LibrarySymbolInfo;
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weight: number;
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}
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return this._readyPromise.then(() => {
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const weightedResult: WeightedItem[] = [];
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const queryIsEmpty = searchString.length === 0;
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searchString = searchString.toUpperCase();
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for (const symbolName of this._symbolsList) {
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const symbolInfo = this._symbolsInfo[symbolName];
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if (symbolInfo === undefined) {
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continue;
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}
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if (symbolType.length > 0 && symbolInfo.type !== symbolType) {
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continue;
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}
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if (exchange && exchange.length > 0 && symbolInfo.exchange !== exchange) {
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continue;
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}
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const positionInName = symbolInfo.name.toUpperCase().indexOf(searchString);
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const positionInDescription = symbolInfo.description.toUpperCase().indexOf(searchString);
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if (queryIsEmpty || positionInName >= 0 || positionInDescription >= 0) {
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const alreadyExists = weightedResult.some((item: WeightedItem) => item.symbolInfo === symbolInfo);
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if (!alreadyExists) {
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const weight = positionInName >= 0 ? positionInName : 8000 + positionInDescription;
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weightedResult.push({ symbolInfo: symbolInfo, weight: weight });
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}
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}
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}
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const result = weightedResult
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.sort((item1: WeightedItem, item2: WeightedItem) => item1.weight - item2.weight)
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.slice(0, maxSearchResults)
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.map((item: WeightedItem) => {
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const symbolInfo = item.symbolInfo;
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return {
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symbol: symbolInfo.name,
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full_name: symbolInfo.full_name,
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description: symbolInfo.description,
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exchange: symbolInfo.exchange,
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params: [],
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type: symbolInfo.type,
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ticker: symbolInfo.name,
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};
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});
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return Promise.resolve(result);
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});
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}
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private _init(): Promise<void> {
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interface BooleanMap {
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[key: string]: boolean | undefined;
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}
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const promises: Promise<void>[] = [];
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const alreadyRequestedExchanges: BooleanMap = {};
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for (const exchange of this._exchangesList) {
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if (alreadyRequestedExchanges[exchange]) {
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continue;
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}
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alreadyRequestedExchanges[exchange] = true;
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promises.push(this._requestExchangeData(exchange));
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}
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return Promise.all(promises)
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.then(() => {
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this._symbolsList.sort();
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logMessage('SymbolsStorage: All exchanges data loaded');
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});
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}
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private _requestExchangeData(exchange: string): Promise<void> {
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return new Promise((resolve: () => void, reject: (error: Error) => void) => {
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this._requester.sendRequest<ExchangeDataResponse>(this._datafeedUrl, 'symbol_info', { group: exchange })
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.then((response: ExchangeDataResponse) => {
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try {
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this._onExchangeDataReceived(exchange, response);
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} catch (error) {
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reject(error);
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return;
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}
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resolve();
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})
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.catch((reason?: string | Error) => {
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logMessage(`SymbolsStorage: Request data for exchange '${exchange}' failed, reason=${getErrorMessage(reason)}`);
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resolve();
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});
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});
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}
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private _onExchangeDataReceived(exchange: string, data: ExchangeDataResponse): void {
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let symbolIndex = 0;
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try {
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const symbolsCount = data.symbol.length;
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const tickerPresent = data.ticker !== undefined;
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for (; symbolIndex < symbolsCount; ++symbolIndex) {
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const symbolName = data.symbol[symbolIndex];
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const listedExchange = extractField(data, 'exchange-listed', symbolIndex);
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const tradedExchange = extractField(data, 'exchange-traded', symbolIndex);
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const fullName = tradedExchange + ':' + symbolName;
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const ticker = tickerPresent ? (extractField(data, 'ticker', symbolIndex) as string) : symbolName;
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const symbolInfo: LibrarySymbolInfo = {
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ticker: ticker,
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name: symbolName,
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base_name: [listedExchange + ':' + symbolName],
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full_name: fullName,
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listed_exchange: listedExchange,
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exchange: tradedExchange,
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description: extractField(data, 'description', symbolIndex),
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has_intraday: definedValueOrDefault(extractField(data, 'has-intraday', symbolIndex), false),
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has_no_volume: definedValueOrDefault(extractField(data, 'has-no-volume', symbolIndex), false),
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minmov: extractField(data, 'minmovement', symbolIndex) || extractField(data, 'minmov', symbolIndex) || 0,
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minmove2: extractField(data, 'minmove2', symbolIndex) || extractField(data, 'minmov2', symbolIndex),
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fractional: extractField(data, 'fractional', symbolIndex),
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pricescale: extractField(data, 'pricescale', symbolIndex),
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type: extractField(data, 'type', symbolIndex),
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session: extractField(data, 'session-regular', symbolIndex),
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timezone: extractField(data, 'timezone', symbolIndex),
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supported_resolutions: definedValueOrDefault(extractField(data, 'supported-resolutions', symbolIndex), this._datafeedSupportedResolutions),
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force_session_rebuild: extractField(data, 'force-session-rebuild', symbolIndex),
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has_daily: definedValueOrDefault(extractField(data, 'has-daily', symbolIndex), true),
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intraday_multipliers: definedValueOrDefault(extractField(data, 'intraday-multipliers', symbolIndex), ['1', '5', '15', '30', '60']),
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has_weekly_and_monthly: extractField(data, 'has-weekly-and-monthly', symbolIndex),
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has_empty_bars: extractField(data, 'has-empty-bars', symbolIndex),
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volume_precision: definedValueOrDefault(extractField(data, 'volume-precision', symbolIndex), 0),
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};
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this._symbolsInfo[ticker] = symbolInfo;
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this._symbolsInfo[symbolName] = symbolInfo;
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this._symbolsInfo[fullName] = symbolInfo;
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this._symbolsList.push(symbolName);
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}
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} catch (error) {
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throw new Error(`SymbolsStorage: API error when processing exchange ${exchange} symbol #${symbolIndex} (${data.symbol[symbolIndex]}): ${error.message}`);
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}
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}
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}
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function definedValueOrDefault<T>(value: T | undefined, defaultValue: T): T {
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return value !== undefined ? value : defaultValue;
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}
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