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All time selectors work for OHLC

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This commit is contained in:
7400
2024-02-11 11:34:09 -08:00
parent 16cce66fba
commit 00ac45dafc
3 changed files with 94 additions and 86 deletions
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2
src/charts/chart.js
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@@ -30,7 +30,7 @@ export function initWidget(el) {
// debug: true,
autosize: true,
symbol: 'AAPL',
// symbol: 'Bitfinex:BTC/USD', // use this for ohlc
// symbol: 'Uniswap:WETH/USD', // use this for ohlc
interval: '1D',
container: el,
datafeed: new Datafeeds.UDFCompatibleDatafeed("https://demo-feed-data.tradingview.com"),

55
src/charts/datafeed.js
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@@ -1,12 +1,3 @@
// import {
// makeApiRequest,
// generateSymbol,
// parseFullSymbol,
// } from './helpers.js';
// import {
// subscribeOnStream,
// unsubscribeFromStream,
// } from './streaming.js';
import {jBars} from './jBars.js';
const lastBarsCache = new Map();
@@ -14,14 +5,14 @@ const lastBarsCache = new Map();
// DatafeedConfiguration implementation
const configurationData = {
// Represents the resolutions for bars supported by your datafeed
// supported_resolutions: ['1D', '1W', '1M'],
supported_resolutions: ['1D'],
supported_resolutions:
['1', '3', '5', '10', '15', '30', '60', '120', '240', '480', '720', '1D', '2D', '3D', '1W'],
// The `exchanges` arguments are used for the `searchSymbols` method if a user selects the exchange
exchanges: [{
value: 'Bitfinex',
name: 'Bitfinex',
desc: 'Bitfinex',
value: 'Uniswap',
name: 'Uniswap',
desc: 'Uniswap',
},
],
// The `symbols_types` arguments are used for the `searchSymbols` method if a user selects this symbol type
@@ -34,13 +25,11 @@ const configurationData = {
// Obtains all symbols for all exchanges supported by CryptoCompare API
async function getAllSymbols() {
// const data = await makeApiRequest('data/v3/all/exchanges');
// let allSymbols = [];
return [{
symbol: 'BTC/USD',
full_name: 'Bitfinex:BTC/USD',
description: 'BTC/USD',
exchange: 'Bitfinex',
symbol: 'WETH/USD',
full_name: 'Uniswap:WETH/USD',
description: 'WETH/USD 42161/0xC31E54c7a869B9Fc',
exchange: 'Uniswap',
type: 'crypto'}
];
}
@@ -96,9 +85,9 @@ export default {
exchange: symbolItem.exchange,
minmov: 1,
pricescale: 100,
has_intraday: false,
has_intraday: true, // Added to allow less than one day to work
has_no_volume: true,
has_weekly_and_monthly: false,
has_weekly_and_monthly: true, // Added to allow greater than one day to work
supported_resolutions: configurationData.supported_resolutions,
volume_precision: 2,
data_status: 'streaming',
@@ -112,17 +101,8 @@ export default {
const { from, to, firstDataRequest } = periodParams;
console.log('[getBars]: Method call', symbolInfo, resolution, from, to);
// const parsedSymbol = parseFullSymbol(symbolInfo.full_name);
// const urlParameters = {
// e: parsedSymbol.exchange,
// fsym: parsedSymbol.fromSymbol,
// tsym: parsedSymbol.toSymbol,
// toTs: to,
// limit: 2000,
// };
try {
var bars = await jBars(from, to, resolution);
var bars = await jBars(from, to, resolution); // This is the one that does all the work
if (firstDataRequest) {
lastBarsCache.set(symbolInfo.full_name, {
@@ -147,20 +127,9 @@ export default {
onResetCacheNeededCallback,
) => {
console.log('[subscribeBars]: Method call with subscriberUID:', subscriberUID);
// throw Error('subscribeBars unimplemented');
// subscribeOnStream(
// symbolInfo,
// resolution,
// onRealtimeCallback,
// subscriberUID,
// onResetCacheNeededCallback,
// lastBarsCache.get(symbolInfo.full_name),
// );
},
unsubscribeBars: (subscriberUID) => {
console.log('[unsubscribeBars]: Method call with subscriberUID:', subscriberUID);
// throw Error('unsubscribeBars unimplemented');
// unsubscribeFromStream(subscriberUID);
},
};

115
src/charts/jBars.js
View File

@@ -10,97 +10,136 @@ export async function jBars (from, to, res) {
const contract = "0xC31E54c7a869B9FcBEcc14363CF510d1c41fa443";
// check parameters
if (res != "1D") throw Error("Only 1D resolution currently supported");
console.assert(fromDate.getUTCHours() == 0, "hours should be zero");
console.assert(fromDate.getUTCMinutes() == 0, "minutes should be zero");
console.assert(fromDate.getUTCSeconds() == 0, "seconds should be zero");
console.assert(fromDate.getUTCMilliseconds() == 0, "milliseconds should be zero");
// console.assert(fromDate.getUTCHours() == 0, "hours should be zero");
// console.assert(fromDate.getUTCMinutes() == 0, "minutes should be zero");
// console.assert(fromDate.getUTCSeconds() == 0, "seconds should be zero");
// console.assert(fromDate.getUTCMilliseconds() == 0, "milliseconds should be zero");
// Spoof data
var spoof;
{
const yr = "2022";
const mo = "01";
const url = `/ohlc/42161/${contract}/${res}/${yr}/${contract}-${res}-${yr}${mo}.json`
const response = await fetch(url);
spoof = await response.json();
}
// var spoof;
// {
// const yr = "2022";
// const mo = "01";
// const url = `/ohlc/42161/${contract}/${res}/${yr}/${contract}-${res}-${yr}${mo}.json`
// const response = await fetch(url);
// spoof = await response.json();
// }
const file_res = ['1m', '3m', '5m', '10m', '15m', '30m', '1H', '2H', '4H', '8H', '12H', '1D', '2D', '3D', '1W',];
const supported_res = ['1', '3', '5', '10', '15', '30', '60', '120', '240', '480', '720', '1D', '2D', '3D', '1W',];
const daily_res = ['1', '3', '5', '10', '15', '30'];
const single_res = ['1W'];
if (!supported_res.includes(res)) throw Error(`resolution ${res} not supported.`);
const is_daily_res = daily_res.includes(res);
const is_single_res = single_res.includes(res);
const is_monthly_res = !is_single_res && !is_daily_res;
var bars = [];
for ( // Once around for each sample in from-to range
let iDate = fromDate,
// loop state
iMonth = -1,
iolhc = 0,
iFile = undefined,
iohlc = 0,
ohlc;
iDate < toDate;
iDate.setUTCDate(iDate.getUTCDate()+1)
) {
let bar = undefined;
// Fetch one sample file as needed
if (iMonth != iDate.getUTCMonth()) {
if (iFile == undefined ? true :
is_monthly_res ? iFile.getUTCMonth() != iDate.getUTCMonth() :
is_daily_res ? iFile.getUTCDate() != iDate.getUTCDate() :
false // is_single_res
) {
const fres = file_res[supported_res.indexOf(res)]
const yr = iDate.getUTCFullYear();
const mo = String(iDate.getUTCMonth()+1).padStart(2, '0');
const url = `/ohlc/42161/${contract}/${res}/${yr}/${contract}-${res}-${yr}${mo}.json`
const yrdir = is_single_res ? "" : `/${yr}`;
const mo = String(iDate.getUTCMonth()+1).padStart(2, '0'); // January is month 0 in Date object
const date = is_daily_res ? String(iDate.getUTCDate()).padStart(2, '0') : "";
const yrmo = !is_single_res ? `-${yr}${mo}` : "";
let url = `/ohlc/42161/${contract}/${fres}${yrdir}/${contract}-${fres}${yrmo}${date}.json`;
let response = await fetch(url);
if (response.ok) {
ohlc = await response.json();
} else {
ohlc = []; // no file, then empty data
}
iMonth = iDate.getUTCMonth();
iolhc = 0;
iFile = new Date(iDate);
iohlc = 0;
}
let ohlcDate = iolhc >= ohlc.length ? undefined : new Date(ohlc[iolhc][0]+'Z');
// Skip samples not for our time
// no ohlc sample, insert a visible sample
for(; iohlc < ohlc.length; iohlc++ ) {
if ( new Date(ohlc[iohlc][0]+'Z').getTime() >= iDate.getTime() ) break;
}
let ohlcDate = iohlc >= ohlc.length ? undefined : new Date(ohlc[iohlc][0]+'Z');
// no ohlc sample file, insert missing sample
const visible_missing_samples = true;
if (ohlcDate == undefined) {
bar = {
time: iDate.getTime(),
}
if (visible_missing_samples) bar = Object.assign(bar, {
// Comment these to make invisible
open: 50,
high: 50,
low: 0,
close: 0,
}
});
}
// ohlc sample not for this time, insert invisible sample
// file exists, but ohlc sample not for this time, insert missing sample
else if ( iDate.getTime() != ohlcDate.getTime() ) {
bar = {
time: iDate.getTime(),
// open: 100,
// high: 100,
// low: 0,
// close: 0,
}
if (visible_missing_samples) bar = Object.assign(bar, {
open: 100,
high: 100,
low: 0,
close: 0,
});
// Copy ohlc sample
} else {
bar = {
time: iDate.getTime(),
open: ohlc[iolhc][1],
high: ohlc[iolhc][2],
low: ohlc[iolhc][3],
close: ohlc[iolhc][4],
open: ohlc[iohlc][1] ?? ohlc[iohlc][4], // open
high: ohlc[iohlc][2] ?? ohlc[iohlc][4], // high
low: ohlc[iohlc][3] ?? ohlc[iohlc][4], // low
close: ohlc[iohlc][4], // close
}
iolhc++;
iohlc++;
}
if (bar==undefined) throw "bar==undefined";
bars.push(bar);
if (bar != undefined) bars.push(bar);
// Increment loop variable
if (supported_res.indexOf(res)<supported_res.indexOf('1D')) { // <1day
const mins = parseInt(res);
iDate.setUTCMinutes(iDate.getUTCMinutes()+mins)
} else if (res=='1W') { // 1W
iDate.setUTCDate(iDate.getUTCDate()+7);
} else { // <1W >1day
iDate.setUTCDate(iDate.getUTCDate()+1);
}
}
return bars;