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Datafeed limping

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This commit is contained in:
7400
2024-02-28 13:52:06 -08:00
parent 9a5d7a1ce5
commit d65af4e3b7
5 changed files with 262 additions and 44 deletions
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66
src/charts/jBars.js
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@@ -2,29 +2,36 @@ export async function jBars (from, to, res) {
console.log('[jBars]: Method call', res, from, to);
var fromDate = new Date(from*1000);
var toDate = new Date(to*1000);
var fromDate = new Date(from*1000);
if (res=="1W") { // for 1W, day must be Sunday
const day = fromDate.getUTCDay(); // 0<=day<7
fromDate.setDate(fromDate.getDate() + (7-day)%7 );
}
// Set fromDate to be compatible with Tim's datafiles.
// This potentially increases number of samples returned.
if (res.endsWith("W") || res.endsWith("D")) { // Days/Weeks -- set to midnight
fromDate.setUTCHours(0, 0, 0);
} else {
let minutesRes = parseInt(res);
if (minutesRes >= 60) { // Hours
let hoursRes = Math.floor(minutesRes/60);
let fromHours = fromDate.getUTCHours();
fromDate.setUTCHours(fromHours - fromHours % hoursRes, 0, 0, 0);
} else { // Minutes
let fromMinutes = fromDate.getUTCMinutes();
fromDate.setUTCMinutes(fromMinutes - fromMinutes % minutesRes, 0, 0);
}
}
console.log("fromDate:", fromDate.toUTCString());
console.log("toDate: ", toDate.toUTCString());
const contract = "0xC31E54c7a869B9FcBEcc14363CF510d1c41fa443";
// check parameters
// 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}${mo}.json`
// const response = await fetch(url);
// spoof = await response.json();
// }
// const contract = "0xC6962004f452bE9203591991D15f6b388e09E8D0";
const file_res = ['1m', '3m', '5m', '10m', '15m', '30m', '1H', '2H', '4H', '8H', '12H', '1D', '2D', '3D', '1W',];
const supported_res = ['1', '3', '5', '10', '15', '30', '60', '120', '240', '480', '720', '1D', '2D', '3D', '1W',];
@@ -64,13 +71,18 @@ export async function jBars (from, to, res) {
const mo = String(iDate.getUTCMonth()+1).padStart(2, '0'); // January is month 0 in Date object
const date = is_daily_res ? String(iDate.getUTCDate()).padStart(2, '0') : "";
const yrmo = !is_single_res ? `-${yr}${mo}` : "";
const server = "https://alpha.dexorder.trade"
let url = `/ohlc/42161/${contract}/${fres}${yrdir}/${contract}-${fres}${yrmo}${date}.json`;
let url = `${server}/ohlc/42161/${contract}/${fres}${yrdir}/${contract}-${fres}${yrmo}${date}.json`;
let response = await fetch(url);
if (response.ok) {
ohlc = await response.json();
console.log(`Fetch: ${ohlc.length} samples from ${url}`)
console.log(`from: ${new Date(ohlc[0][0]*1000)}`)
console.log(`to: ${new Date(ohlc[ohlc.length-1][0]*1000)}`)
} else {
console.log(`Fetch: file not found: ${url}`)
ohlc = []; // no file, then empty data
}
iFile = new Date(iDate);
@@ -80,14 +92,18 @@ export async function jBars (from, to, res) {
// Skip samples not for our time
for(; iohlc < ohlc.length; iohlc++ ) {
if ( new Date(ohlc[iohlc][0]+'Z').getTime() >= iDate.getTime() ) break;
// if ( new Date(ohlc[iohlc][0]+'Z').getTime() >= iDate.getTime() ) break;
if ( ohlc[iohlc][0]*1000 >= iDate.getTime() ) break;
}
let ohlcDate = iohlc >= ohlc.length ? undefined : new Date(ohlc[iohlc][0]+'Z');
// console.log(`iohlc: ${iohlc}`);
// let ohlcDate = iohlc >= ohlc.length ? undefined : new Date(ohlc[iohlc][0]+'Z');
let ohlcDate = iohlc >= ohlc.length ? undefined : new Date(ohlc[iohlc][0]*1000);
// no ohlc sample file, insert missing sample
const visible_missing_samples = true;
const visible_missing_samples = false;
if (ohlcDate == undefined) {
bar = {
time: iDate.getTime(),
@@ -102,9 +118,7 @@ export async function jBars (from, to, res) {
}
// file exists, but ohlc sample not for this time, insert missing sample
else if ( iDate.getTime() != ohlcDate.getTime() ) {
bar = {
time: iDate.getTime(),
}
@@ -114,10 +128,10 @@ export async function jBars (from, to, res) {
low: 0,
close: 0,
});
}
// Copy ohlc sample
} else {
else {
bar = {
time: iDate.getTime(),
open: ohlc[iohlc][1] ?? ohlc[iohlc][4], // open