288 lines
13 KiB
JavaScript
288 lines
13 KiB
JavaScript
import { getErrorMessage, logMessage, } from './helpers';
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import { HistoryProvider, } from './history-provider';
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import { DataPulseProvider } from './data-pulse-provider';
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import { QuotesPulseProvider } from './quotes-pulse-provider';
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import { SymbolsStorage } from './symbols-storage';
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function extractField(data, field, arrayIndex) {
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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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/**
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* This class implements interaction with UDF-compatible datafeed.
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* See [UDF protocol reference](@docs/connecting_data/UDF.md)
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*/
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export class UDFCompatibleDatafeedBase {
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constructor(datafeedURL, quotesProvider, requester, updateFrequency = 10 * 1000, limitedServerResponse) {
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this._configuration = defaultConfiguration();
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this._symbolsStorage = null;
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this._datafeedURL = datafeedURL;
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this._requester = requester;
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this._historyProvider = new HistoryProvider(datafeedURL, this._requester, limitedServerResponse);
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this._quotesProvider = quotesProvider;
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this._dataPulseProvider = new DataPulseProvider(this._historyProvider, updateFrequency);
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this._quotesPulseProvider = new QuotesPulseProvider(this._quotesProvider);
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this._configurationReadyPromise = this._requestConfiguration()
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.then((configuration) => {
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if (configuration === null) {
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configuration = defaultConfiguration();
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}
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this._setupWithConfiguration(configuration);
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});
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}
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onReady(callback) {
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this._configurationReadyPromise.then(() => {
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callback(this._configuration);
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});
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}
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getQuotes(symbols, onDataCallback, onErrorCallback) {
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this._quotesProvider.getQuotes(symbols).then(onDataCallback).catch(onErrorCallback);
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}
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subscribeQuotes(symbols, fastSymbols, onRealtimeCallback, listenerGuid) {
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this._quotesPulseProvider.subscribeQuotes(symbols, fastSymbols, onRealtimeCallback, listenerGuid);
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}
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unsubscribeQuotes(listenerGuid) {
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this._quotesPulseProvider.unsubscribeQuotes(listenerGuid);
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}
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getMarks(symbolInfo, from, to, onDataCallback, resolution) {
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if (!this._configuration.supports_marks) {
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return;
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}
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const requestParams = {
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symbol: symbolInfo.ticker || '',
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from: from,
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to: to,
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resolution: resolution,
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};
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this._send('marks', requestParams)
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.then((response) => {
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if (!Array.isArray(response)) {
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const result = [];
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for (let i = 0; i < response.id.length; ++i) {
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result.push({
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id: extractField(response, 'id', i),
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time: extractField(response, 'time', i),
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color: extractField(response, 'color', i),
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text: extractField(response, 'text', i),
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label: extractField(response, 'label', i),
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labelFontColor: extractField(response, 'labelFontColor', i),
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minSize: extractField(response, 'minSize', i),
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borderWidth: extractField(response, 'borderWidth', i),
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hoveredBorderWidth: extractField(response, 'hoveredBorderWidth', i),
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imageUrl: extractField(response, 'imageUrl', i),
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showLabelWhenImageLoaded: extractField(response, 'showLabelWhenImageLoaded', i),
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});
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}
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response = result;
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}
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onDataCallback(response);
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})
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.catch((error) => {
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logMessage(`UdfCompatibleDatafeed: Request marks failed: ${getErrorMessage(error)}`);
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onDataCallback([]);
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});
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}
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getTimescaleMarks(symbolInfo, from, to, onDataCallback, resolution) {
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if (!this._configuration.supports_timescale_marks) {
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return;
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}
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const requestParams = {
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symbol: symbolInfo.ticker || '',
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from: from,
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to: to,
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resolution: resolution,
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};
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this._send('timescale_marks', requestParams)
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.then((response) => {
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if (!Array.isArray(response)) {
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const result = [];
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for (let i = 0; i < response.id.length; ++i) {
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result.push({
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id: extractField(response, 'id', i),
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time: extractField(response, 'time', i),
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color: extractField(response, 'color', i),
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label: extractField(response, 'label', i),
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tooltip: extractField(response, 'tooltip', i),
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imageUrl: extractField(response, 'imageUrl', i),
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showLabelWhenImageLoaded: extractField(response, 'showLabelWhenImageLoaded', i),
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});
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}
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response = result;
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}
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onDataCallback(response);
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})
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.catch((error) => {
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logMessage(`UdfCompatibleDatafeed: Request timescale marks failed: ${getErrorMessage(error)}`);
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onDataCallback([]);
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});
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}
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getServerTime(callback) {
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if (!this._configuration.supports_time) {
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return;
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}
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this._send('time')
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.then((response) => {
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const time = parseInt(response);
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if (!isNaN(time)) {
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callback(time);
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}
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})
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.catch((error) => {
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logMessage(`UdfCompatibleDatafeed: Fail to load server time, error=${getErrorMessage(error)}`);
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});
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}
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searchSymbols(userInput, exchange, symbolType, onResult) {
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if (this._configuration.supports_search) {
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const params = {
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limit: 30 /* Constants.SearchItemsLimit */,
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query: userInput.toUpperCase(),
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type: symbolType,
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exchange: exchange,
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};
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this._send('search', params)
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.then((response) => {
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if (response.s !== undefined) {
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logMessage(`UdfCompatibleDatafeed: search symbols error=${response.errmsg}`);
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onResult([]);
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return;
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}
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onResult(response);
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})
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.catch((reason) => {
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logMessage(`UdfCompatibleDatafeed: Search symbols for '${userInput}' failed. Error=${getErrorMessage(reason)}`);
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onResult([]);
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});
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}
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else {
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if (this._symbolsStorage === null) {
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throw new Error('UdfCompatibleDatafeed: inconsistent configuration (symbols storage)');
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}
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this._symbolsStorage.searchSymbols(userInput, exchange, symbolType, 30 /* Constants.SearchItemsLimit */)
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.then(onResult)
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.catch(onResult.bind(null, []));
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}
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}
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resolveSymbol(symbolName, onResolve, onError, extension) {
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logMessage('Resolve requested');
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const currencyCode = extension && extension.currencyCode;
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const unitId = extension && extension.unitId;
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const resolveRequestStartTime = Date.now();
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function onResultReady(symbolInfo) {
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logMessage(`Symbol resolved: ${Date.now() - resolveRequestStartTime}ms`);
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onResolve(symbolInfo);
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}
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if (!this._configuration.supports_group_request) {
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const params = {
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symbol: symbolName,
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};
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if (currencyCode !== undefined) {
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params.currencyCode = currencyCode;
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}
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if (unitId !== undefined) {
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params.unitId = unitId;
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}
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this._send('symbols', params)
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.then((response) => {
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if (response.s !== undefined) {
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onError('unknown_symbol');
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}
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else {
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const symbol = response.name;
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const listedExchange = response.listed_exchange ?? response['exchange-listed'];
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const tradedExchange = response.exchange ?? response['exchange-traded'];
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const result = {
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...response,
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name: symbol,
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base_name: [listedExchange + ':' + symbol],
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listed_exchange: listedExchange,
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exchange: tradedExchange,
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ticker: response.ticker,
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currency_code: response.currency_code ?? response['currency-code'],
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original_currency_code: response.original_currency_code ?? response['original-currency-code'],
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unit_id: response.unit_id ?? response['unit-id'],
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original_unit_id: response.original_unit_id ?? response['original-unit-id'],
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unit_conversion_types: response.unit_conversion_types ?? response['unit-conversion-types'],
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has_intraday: response.has_intraday ?? response['has-intraday'] ?? false,
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visible_plots_set: response.visible_plots_set ?? response['visible-plots-set'],
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minmov: response.minmovement ?? response.minmov ?? 0,
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minmove2: response.minmovement2 ?? response.minmove2,
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session: response.session ?? response['session-regular'],
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session_holidays: response.session_holidays ?? response['session-holidays'],
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supported_resolutions: response.supported_resolutions ?? response['supported-resolutions'] ?? this._configuration.supported_resolutions ?? [],
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has_daily: response.has_daily ?? response['has-daily'] ?? true,
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intraday_multipliers: response.intraday_multipliers ?? response['intraday-multipliers'] ?? ['1', '5', '15', '30', '60'],
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has_weekly_and_monthly: response.has_weekly_and_monthly ?? response['has-weekly-and-monthly'],
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has_empty_bars: response.has_empty_bars ?? response['has-empty-bars'],
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volume_precision: response.volume_precision ?? response['volume-precision'],
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format: response.format ?? 'price',
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};
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onResultReady(result);
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}
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})
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.catch((reason) => {
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logMessage(`UdfCompatibleDatafeed: Error resolving symbol: ${getErrorMessage(reason)}`);
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onError('unknown_symbol');
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});
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}
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else {
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if (this._symbolsStorage === null) {
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throw new Error('UdfCompatibleDatafeed: inconsistent configuration (symbols storage)');
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}
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this._symbolsStorage.resolveSymbol(symbolName, currencyCode, unitId).then(onResultReady).catch(onError);
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}
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}
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getBars(symbolInfo, resolution, periodParams, onResult, onError) {
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this._historyProvider.getBars(symbolInfo, resolution, periodParams)
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.then((result) => {
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onResult(result.bars, result.meta);
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})
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.catch(onError);
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}
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subscribeBars(symbolInfo, resolution, onTick, listenerGuid, _onResetCacheNeededCallback) {
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this._dataPulseProvider.subscribeBars(symbolInfo, resolution, onTick, listenerGuid);
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}
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unsubscribeBars(listenerGuid) {
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this._dataPulseProvider.unsubscribeBars(listenerGuid);
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}
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_requestConfiguration() {
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return this._send('config')
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.catch((reason) => {
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logMessage(`UdfCompatibleDatafeed: Cannot get datafeed configuration - use default, error=${getErrorMessage(reason)}`);
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return null;
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});
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}
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_send(urlPath, params) {
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return this._requester.sendRequest(this._datafeedURL, urlPath, params);
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}
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_setupWithConfiguration(configurationData) {
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this._configuration = configurationData;
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if (configurationData.exchanges === undefined) {
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configurationData.exchanges = [];
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}
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if (!configurationData.supports_search && !configurationData.supports_group_request) {
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throw new Error('Unsupported datafeed configuration. Must either support search, or support group request');
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}
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if (configurationData.supports_group_request || !configurationData.supports_search) {
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this._symbolsStorage = new SymbolsStorage(this._datafeedURL, configurationData.supported_resolutions || [], this._requester);
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}
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logMessage(`UdfCompatibleDatafeed: Initialized with ${JSON.stringify(configurationData)}`);
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}
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}
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function defaultConfiguration() {
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return {
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supports_search: false,
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supports_group_request: true,
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supported_resolutions: [
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'1',
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'5',
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'15',
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'30',
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'60',
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'1D',
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'1W',
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'1M',
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],
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supports_marks: false,
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supports_timescale_marks: false,
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};
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}
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