ai/datafeeds/udf/lib/symbols-storage.js

import { getErrorMessage, logMessage, } from './helpers';
function extractField(data, field, arrayIndex, valueIsArray) {
    var value = data[field];
    if (Array.isArray(value) && (!valueIsArray || Array.isArray(value[0]))) {
        return value[arrayIndex];
    }
    return value;
}
var SymbolsStorage = /** @class */ (function () {
    function SymbolsStorage(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(function (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
    SymbolsStorage.prototype.resolveSymbol = function (symbolName) {
        var _this = this;
        return this._readyPromise.then(function () {
            var symbolInfo = _this._symbolsInfo[symbolName];
            if (symbolInfo === undefined) {
                return Promise.reject('invalid symbol');
            }
            return Promise.resolve(symbolInfo);
        });
    };
    SymbolsStorage.prototype.searchSymbols = function (searchString, exchange, symbolType, maxSearchResults) {
        var _this = this;
        return this._readyPromise.then(function () {
            var weightedResult = [];
            var queryIsEmpty = searchString.length === 0;
            searchString = searchString.toUpperCase();
            var _loop_1 = function (symbolName) {
                var symbolInfo = _this._symbolsInfo[symbolName];
                if (symbolInfo === undefined) {
                    return "continue";
                }
                if (symbolType.length > 0 && symbolInfo.type !== symbolType) {
                    return "continue";
                }
                if (exchange && exchange.length > 0 && symbolInfo.exchange !== exchange) {
                    return "continue";
                }
                var positionInName = symbolInfo.name.toUpperCase().indexOf(searchString);
                var positionInDescription = symbolInfo.description.toUpperCase().indexOf(searchString);
                if (queryIsEmpty || positionInName >= 0 || positionInDescription >= 0) {
                    var alreadyExists = weightedResult.some(function (item) { return item.symbolInfo === symbolInfo; });
                    if (!alreadyExists) {
                        var weight = positionInName >= 0 ? positionInName : 8000 + positionInDescription;
                        weightedResult.push({ symbolInfo: symbolInfo, weight: weight });
                    }
                }
            };
            for (var _i = 0, _a = _this._symbolsList; _i < _a.length; _i++) {
                var symbolName = _a[_i];
                _loop_1(symbolName);
            }
            var result = weightedResult
                .sort(function (item1, item2) { return item1.weight - item2.weight; })
                .slice(0, maxSearchResults)
                .map(function (item) {
                var 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);
        });
    };
    SymbolsStorage.prototype._init = function () {
        var _this = this;
        var promises = [];
        var alreadyRequestedExchanges = {};
        for (var _i = 0, _a = this._exchangesList; _i < _a.length; _i++) {
            var exchange = _a[_i];
            if (alreadyRequestedExchanges[exchange]) {
                continue;
            }
            alreadyRequestedExchanges[exchange] = true;
            promises.push(this._requestExchangeData(exchange));
        }
        return Promise.all(promises)
            .then(function () {
            _this._symbolsList.sort();
            logMessage('SymbolsStorage: All exchanges data loaded');
        });
    };
    SymbolsStorage.prototype._requestExchangeData = function (exchange) {
        var _this = this;
        return new Promise(function (resolve, reject) {
            _this._requester.sendRequest(_this._datafeedUrl, 'symbol_info', { group: exchange })
                .then(function (response) {
                try {
                    _this._onExchangeDataReceived(exchange, response);
                }
                catch (error) {
                    reject(error);
                    return;
                }
                resolve();
            })
                .catch(function (reason) {
                logMessage("SymbolsStorage: Request data for exchange '" + exchange + "' failed, reason=" + getErrorMessage(reason));
                resolve();
            });
        });
    };
    SymbolsStorage.prototype._onExchangeDataReceived = function (exchange, data) {
        var symbolIndex = 0;
        try {
            var symbolsCount = data.symbol.length;
            var tickerPresent = data.ticker !== undefined;
            for (; symbolIndex < symbolsCount; ++symbolIndex) {
                var symbolName = data.symbol[symbolIndex];
                var listedExchange = extractField(data, 'exchange-listed', symbolIndex);
                var tradedExchange = extractField(data, 'exchange-traded', symbolIndex);
                var fullName = tradedExchange + ':' + symbolName;
                var ticker = tickerPresent ? extractField(data, 'ticker', symbolIndex) : symbolName;
                var symbolInfo = {
                    ticker: ticker,
                    name: symbolName,
                    base_name: [listedExchange + ':' + symbolName],
                    full_name: fullName,
                    listed_exchange: listedExchange,
                    exchange: tradedExchange,
                    description: extractField(data, 'description', symbolIndex),
                    has_intraday: definedValueOrDefault(extractField(data, 'has-intraday', symbolIndex), false),
                    has_no_volume: definedValueOrDefault(extractField(data, 'has-no-volume', symbolIndex), false),
                    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),
                    timezone: extractField(data, 'timezone', symbolIndex),
                    supported_resolutions: definedValueOrDefault(extractField(data, 'supported-resolutions', symbolIndex, true), this._datafeedSupportedResolutions),
                    force_session_rebuild: extractField(data, 'force-session-rebuild', symbolIndex),
                    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;
                this._symbolsList.push(symbolName);
            }
        }
        catch (error) {
            throw new Error("SymbolsStorage: API error when processing exchange " + exchange + " symbol #" + symbolIndex + " (" + data.symbol[symbolIndex] + "): " + error.message);
        }
    };
    return SymbolsStorage;
}());
export { SymbolsStorage };
function definedValueOrDefault(value, defaultValue) {
    return value !== undefined ? value : defaultValue;
}