180 lines
9.3 KiB
JavaScript
180 lines
9.3 KiB
JavaScript
import { getErrorMessage, logMessage, } from './helpers';
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function extractField(data, field, arrayIndex, valueIsArray) {
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const value = data[field];
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if (Array.isArray(value) && (!valueIsArray || Array.isArray(value[0]))) {
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return value[arrayIndex];
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}
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return value;
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}
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function symbolKey(symbol, currency, unit) {
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// here we're using a separator that quite possible shouldn't be in a real symbol name
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return symbol + (currency !== undefined ? '_%|#|%_' + currency : '') + (unit !== undefined ? '_%|#|%_' + unit : '');
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}
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export class SymbolsStorage {
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constructor(datafeedUrl, datafeedSupportedResolutions, requester) {
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this._exchangesList = ['NYSE', 'FOREX', 'AMEX'];
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this._symbolsInfo = {};
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this._symbolsList = [];
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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) => {
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// seems it is impossible
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// tslint:disable-next-line:no-console
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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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resolveSymbol(symbolName, currencyCode, unitId) {
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return this._readyPromise.then(() => {
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const symbolInfo = this._symbolsInfo[symbolKey(symbolName, currencyCode, unitId)];
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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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searchSymbols(searchString, exchange, symbolType, maxSearchResults) {
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return this._readyPromise.then(() => {
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const weightedResult = [];
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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) => 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, item2) => item1.weight - item2.weight)
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.slice(0, maxSearchResults)
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.map((item) => {
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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.exchange}:${symbolInfo.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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_init() {
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const promises = [];
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const alreadyRequestedExchanges = {};
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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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_requestExchangeData(exchange) {
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return new Promise((resolve, reject) => {
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this._requester.sendRequest(this._datafeedUrl, 'symbol_info', { group: exchange })
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.then((response) => {
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try {
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this._onExchangeDataReceived(exchange, response);
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}
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catch (error) {
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reject(error instanceof Error ? error : new Error(`SymbolsStorage: Unexpected exception ${error}`));
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return;
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}
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resolve();
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})
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.catch((reason) => {
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logMessage(`SymbolsStorage: Request data for exchange '${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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_onExchangeDataReceived(exchange, data) {
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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 currencyCode = extractField(data, 'currency-code', symbolIndex);
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const unitId = extractField(data, 'unit-id', symbolIndex);
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const ticker = tickerPresent ? extractField(data, 'ticker', symbolIndex) : symbolName;
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const symbolInfo = {
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ticker: ticker,
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name: symbolName,
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base_name: [listedExchange + ':' + symbolName],
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listed_exchange: listedExchange,
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exchange: tradedExchange,
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currency_code: currencyCode,
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original_currency_code: extractField(data, 'original-currency-code', symbolIndex),
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unit_id: unitId,
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original_unit_id: extractField(data, 'original-unit-id', symbolIndex),
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unit_conversion_types: extractField(data, 'unit-conversion-types', symbolIndex, true),
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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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visible_plots_set: definedValueOrDefault(extractField(data, 'visible-plots-set', symbolIndex), undefined),
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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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session_holidays: extractField(data, 'session-holidays', symbolIndex),
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corrections: extractField(data, 'corrections', symbolIndex),
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timezone: extractField(data, 'timezone', symbolIndex),
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supported_resolutions: definedValueOrDefault(extractField(data, 'supported-resolutions', symbolIndex, true), this._datafeedSupportedResolutions),
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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, true), ['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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format: 'price',
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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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if (currencyCode !== undefined || unitId !== undefined) {
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this._symbolsInfo[symbolKey(ticker, currencyCode, unitId)] = symbolInfo;
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this._symbolsInfo[symbolKey(symbolName, currencyCode, unitId)] = symbolInfo;
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this._symbolsInfo[symbolKey(fullName, currencyCode, unitId)] = symbolInfo;
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}
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this._symbolsList.push(symbolName);
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}
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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]}): ${Object(error).message}`);
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}
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}
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}
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function definedValueOrDefault(value, defaultValue) {
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return value !== undefined ? value : defaultValue;
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}
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