import { getErrorMessage, logMessage, } from './helpers'; function extractField(data, field, arrayIndex, valueIsArray) { const value = data[field]; if (Array.isArray(value) && (!valueIsArray || Array.isArray(value[0]))) { return value[arrayIndex]; } return value; } 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 : '') + (unit !== undefined ? '_%|#|%_' + unit : ''); } export class SymbolsStorage { constructor(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((error) => { // seems it is impossible // tslint:disable-next-line:no-console console.error(`SymbolsStorage: Cannot init, error=${error.toString()}`); }); } // BEWARE: this function does not consider symbol's exchange 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); }); } searchSymbols(searchString, exchange, symbolType, maxSearchResults) { return this._readyPromise.then(() => { const weightedResult = []; const queryIsEmpty = searchString.length === 0; searchString = searchString.toUpperCase(); for (const symbolName of this._symbolsList) { const symbolInfo = this._symbolsInfo[symbolName]; if (symbolInfo === undefined) { continue; } if (symbolType.length > 0 && symbolInfo.type !== symbolType) { continue; } if (exchange && exchange.length > 0 && symbolInfo.exchange !== exchange) { continue; } const positionInName = symbolInfo.name.toUpperCase().indexOf(searchString); const positionInDescription = symbolInfo.description.toUpperCase().indexOf(searchString); if (queryIsEmpty || positionInName >= 0 || positionInDescription >= 0) { const alreadyExists = weightedResult.some((item) => item.symbolInfo === symbolInfo); if (!alreadyExists) { const weight = positionInName >= 0 ? positionInName : 8000 + positionInDescription; weightedResult.push({ symbolInfo: symbolInfo, weight: weight }); } } } const result = weightedResult .sort((item1, item2) => item1.weight - item2.weight) .slice(0, maxSearchResults) .map((item) => { const 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); }); } _init() { const promises = []; const alreadyRequestedExchanges = {}; for (const exchange of this._exchangesList) { if (alreadyRequestedExchanges[exchange]) { continue; } alreadyRequestedExchanges[exchange] = true; promises.push(this._requestExchangeData(exchange)); } return Promise.all(promises) .then(() => { this._symbolsList.sort(); logMessage('SymbolsStorage: All exchanges data loaded'); }); } _requestExchangeData(exchange) { return new Promise((resolve, reject) => { this._requester.sendRequest(this._datafeedUrl, 'symbol_info', { group: exchange }) .then((response) => { try { this._onExchangeDataReceived(exchange, response); } catch (error) { reject(error instanceof Error ? error : new Error(`SymbolsStorage: Unexpected exception ${error}`)); return; } resolve(); }) .catch((reason) => { logMessage(`SymbolsStorage: Request data for exchange '${exchange}' failed, reason=${getErrorMessage(reason)}`); resolve(); }); }); } _onExchangeDataReceived(exchange, data) { let symbolIndex = 0; try { const symbolsCount = data.symbol.length; const tickerPresent = data.ticker !== undefined; for (; symbolIndex < symbolsCount; ++symbolIndex) { 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], full_name: fullName, listed_exchange: listedExchange, 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), undefined), visible_plots_set: definedValueOrDefault(extractField(data, 'visible-plots-set', symbolIndex), undefined), 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), session_holidays: extractField(data, 'session-holidays', symbolIndex), corrections: extractField(data, 'corrections', symbolIndex), timezone: extractField(data, 'timezone', symbolIndex), supported_resolutions: definedValueOrDefault(extractField(data, 'supported-resolutions', symbolIndex, true), this._datafeedSupportedResolutions), 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), format: 'price', }; this._symbolsInfo[ticker] = symbolInfo; this._symbolsInfo[symbolName] = symbolInfo; this._symbolsInfo[fullName] = 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]}): ${Object(error).message}`); } } } function definedValueOrDefault(value, defaultValue) { return value !== undefined ? value : defaultValue; }