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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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2
index.html
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@@ -6,6 +6,8 @@
<link rel="icon" href="/favicon.ico"/> <link rel="icon" href="/favicon.ico"/>
<meta name="viewport" content="width=device-width, initial-scale=1.0"/> <meta name="viewport" content="width=device-width, initial-scale=1.0"/>
<title>dexorder</title> <title>dexorder</title>
<!-- The script for CryptoCompare WebSocket -->
<script src="https://cdnjs.cloudflare.com/ajax/libs/socket.io/4.5.4/socket.io.js"></script>
</head> </head>
<body> <body>

35
src/charts/datafeed.js
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@@ -1,3 +1,8 @@
import {
subscribeOnStream,
unsubscribeFromStream,
} from './streaming.js';
import {jBars} from './jBars.js'; import {jBars} from './jBars.js';
import {metadata} from "@/version.js"; import {metadata} from "@/version.js";
import FlexSearch from "flexsearch"; import FlexSearch from "flexsearch";
@@ -121,24 +126,6 @@ export default {
setTimeout(() => callback(configurationData)); setTimeout(() => callback(configurationData));
}, },
// searchSymbols: async (
// userInput,
// exchange,
// symbolType,
// onResultReadyCallback,
// ) => {
// console.log('[searchSymbols]: Method call');
// const symbols = await getAllSymbols();
// const newSymbols = symbols.filter(symbol => {
// const isExchangeValid = exchange === '' || symbol.exchange === exchange;
// const isFullSymbolContainsInput = symbol.full_name
// .toLowerCase()
// .indexOf(userInput.toLowerCase()) !== -1;
// return isExchangeValid && isFullSymbolContainsInput;
// });
// onResultReadyCallback(newSymbols);
// },
searchSymbols: async ( searchSymbols: async (
userInput, userInput,
exchange, exchange,
@@ -207,6 +194,7 @@ export default {
}); });
} }
console.log(`[getBars]: returned ${bars.length} bar(s)`); console.log(`[getBars]: returned ${bars.length} bar(s)`);
console.log(bars);
onHistoryCallback(bars, { onHistoryCallback(bars, {
noData: false, noData: false,
}); });
@@ -224,9 +212,20 @@ export default {
onResetCacheNeededCallback, onResetCacheNeededCallback,
) => { ) => {
console.log('[subscribeBars]: Method call with subscriberUID:', subscriberUID); console.log('[subscribeBars]: Method call with subscriberUID:', subscriberUID);
return; // disable
subscribeOnStream(
symbolInfo,
resolution,
onRealtimeCallback,
subscriberUID,
onResetCacheNeededCallback,
lastBarsCache.get(symbolInfo.full_name),
);
}, },
unsubscribeBars: (subscriberUID) => { unsubscribeBars: (subscriberUID) => {
console.log('[unsubscribeBars]: Method call with subscriberUID:', subscriberUID); console.log('[unsubscribeBars]: Method call with subscriberUID:', subscriberUID);
return; // disable
unsubscribeFromStream(subscriberUID);
}, },
}; };

32
src/charts/helpers.js Normal file
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@@ -0,0 +1,32 @@
// Makes requests to CryptoCompare API
export async function makeApiRequest(path) {
try {
const response = await fetch(`https://min-api.cryptocompare.com/${path}`);
return response.json();
} catch (error) {
throw new Error(`CryptoCompare request error: ${error.status}`);
}
}
// Generates a symbol ID from a pair of the coins
export function generateSymbol(exchange, fromSymbol, toSymbol) {
const short = `${fromSymbol}/${toSymbol}`;
return {
short,
full: `${exchange}:${short}`,
};
}
// Returns all parts of the symbol
export function parseFullSymbol(fullSymbol) {
const match = fullSymbol.match(/^(\w+):(\w+)\/(\w+)$/);
if (!match) {
return null;
}
return {
exchange: match[1],
fromSymbol: match[2],
toSymbol: match[3],
};
}

66
src/charts/jBars.js
View File

@@ -2,29 +2,36 @@ export async function jBars (from, to, res) {
console.log('[jBars]: Method call', res, from, to); console.log('[jBars]: Method call', res, from, to);
var fromDate = new Date(from*1000);
var toDate = new Date(to*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("fromDate:", fromDate.toUTCString());
console.log("toDate: ", toDate.toUTCString()); console.log("toDate: ", toDate.toUTCString());
const contract = "0xC31E54c7a869B9FcBEcc14363CF510d1c41fa443"; const contract = "0xC31E54c7a869B9FcBEcc14363CF510d1c41fa443";
// const contract = "0xC6962004f452bE9203591991D15f6b388e09E8D0";
// 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}${mo}.json`
// const response = await fetch(url);
// spoof = await response.json();
// }
const file_res = ['1m', '3m', '5m', '10m', '15m', '30m', '1H', '2H', '4H', '8H', '12H', '1D', '2D', '3D', '1W',]; const file_res = ['1m', '3m', '5m', '10m', '15m', '30m', '1H', '2H', '4H', '8H', '12H', '1D', '2D', '3D', '1W',];
const supported_res = ['1', '3', '5', '10', '15', '30', '60', '120', '240', '480', '720', '1D', '2D', '3D', '1W',]; const supported_res = ['1', '3', '5', '10', '15', '30', '60', '120', '240', '480', '720', '1D', '2D', '3D', '1W',];
@@ -64,13 +71,18 @@ export async function jBars (from, to, res) {
const mo = String(iDate.getUTCMonth()+1).padStart(2, '0'); // January is month 0 in Date object const mo = String(iDate.getUTCMonth()+1).padStart(2, '0'); // January is month 0 in Date object
const date = is_daily_res ? String(iDate.getUTCDate()).padStart(2, '0') : ""; const date = is_daily_res ? String(iDate.getUTCDate()).padStart(2, '0') : "";
const yrmo = !is_single_res ? `-${yr}${mo}` : ""; const yrmo = !is_single_res ? `-${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); let response = await fetch(url);
if (response.ok) { if (response.ok) {
ohlc = await response.json(); 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 { } else {
console.log(`Fetch: file not found: ${url}`)
ohlc = []; // no file, then empty data ohlc = []; // no file, then empty data
} }
iFile = new Date(iDate); iFile = new Date(iDate);
@@ -80,14 +92,18 @@ export async function jBars (from, to, res) {
// Skip samples not for our time // Skip samples not for our time
for(; iohlc < ohlc.length; iohlc++ ) { 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 // no ohlc sample file, insert missing sample
const visible_missing_samples = true; const visible_missing_samples = false;
if (ohlcDate == undefined) { if (ohlcDate == undefined) {
bar = { bar = {
time: iDate.getTime(), 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 // file exists, but ohlc sample not for this time, insert missing sample
else if ( iDate.getTime() != ohlcDate.getTime() ) { else if ( iDate.getTime() != ohlcDate.getTime() ) {
bar = { bar = {
time: iDate.getTime(), time: iDate.getTime(),
} }
@@ -114,10 +128,10 @@ export async function jBars (from, to, res) {
low: 0, low: 0,
close: 0, close: 0,
}); });
}
// Copy ohlc sample // Copy ohlc sample
else {
} else {
bar = { bar = {
time: iDate.getTime(), time: iDate.getTime(),
open: ohlc[iohlc][1] ?? ohlc[iohlc][4], // open open: ohlc[iohlc][1] ?? ohlc[iohlc][4], // open

171
src/charts/streaming.js Normal file
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@@ -0,0 +1,171 @@
import { parseFullSymbol } from './helpers.js';
const socket = io('wss://streamer.cryptocompare.com');
const channelToSubscription = new Map();
socket.on('connect', () => {
console.log('[socket] Connected');
});
socket.on('disconnect', (reason) => {
console.log('[socket] Disconnected:', reason);
});
socket.on('error', (error) => {
console.log('[socket] Error:', error);
});
socket.on('m', data => {
console.log('[socket] Message:', data);
const [
eventTypeStr,
exchange,
fromSymbol,
toSymbol,
,
,
tradeTimeStr,
,
tradePriceStr,
] = data.split('~');
if (parseInt(eventTypeStr) !== 0) {
// Skip all non-trading events
return;
}
const tradePrice = parseFloat(tradePriceStr);
const tradeTime = parseInt(tradeTimeStr);
const channelString = `0~${exchange}~${fromSymbol}~${toSymbol}`;
const subscriptionItem = channelToSubscription.get(channelString);
if (subscriptionItem === undefined) {
return;
}
const lastDailyBar = subscriptionItem.lastDailyBar;
const nextDailyBarTime = getNextDailyBarTime(lastDailyBar.time, subscriptionItem.resolution);
console.log("tradeTime ", tradeTime, new Date(tradeTime))
console.log("lastDailyBar.time", lastDailyBar.time, new Date(lastDailyBar.time))
console.log("nextDailyBarTime ", nextDailyBarTime, new Date(nextDailyBarTime))
let bar;
if (tradeTime >= nextDailyBarTime) {
bar = {
time: nextDailyBarTime,
open: tradePrice,
high: tradePrice,
low: tradePrice,
close: tradePrice,
};
console.log('[socket] Generate new bar', bar);
console.log("time:", bar.time.toString(), new Date(bar.time).toUTCString())
} else {
bar = {
...lastDailyBar,
high: Math.max(lastDailyBar.high, tradePrice),
low: Math.min(lastDailyBar.low, tradePrice),
close: tradePrice,
};
console.log('[socket] Update the latest bar by price', tradePrice);
}
subscriptionItem.lastDailyBar = bar;
// Send data to every subscriber of that symbol
subscriptionItem.handlers.forEach(handler => handler.callback(bar));
});
function getNextDailyBarTime(barTime, res) {
const date = new Date(barTime);
const resDigits = res.slice(0, -1)
if (res.endsWith("W")) {
date.setDate(date.getDate() + parseInt(resDigits)*7);
} else if (res.endsWith("D")) {
date.setDate(date.getDate() + parseInt(resDigits));
} else {
date.setMinutes(date.getMinutes() + parseInt(res))
}
return date.getTime();
}
export function subscribeOnStream(
symbolInfo,
resolution,
onRealtimeCallback,
subscriberUID,
onResetCacheNeededCallback,
lastDailyBar,
) {
// return;
const parsedSymbol = parseFullSymbol(symbolInfo.full_name);
const channelString = `0~${parsedSymbol.exchange}~${parsedSymbol.fromSymbol}~${parsedSymbol.toSymbol}`;
const handler = {
id: subscriberUID,
callback: onRealtimeCallback,
};
let subscriptionItem = channelToSubscription.get(channelString);
if (subscriptionItem) {
// Already subscribed to the channel, use the existing subscription
subscriptionItem.handlers.push(handler);
return;
}
subscriptionItem = {
subscriberUID,
resolution,
lastDailyBar,
handlers: [handler],
};
channelToSubscription.set(channelString, subscriptionItem);
console.log('[subscribeBars]: Subscribe to streaming. Channel:', channelString);
socket.emit('SubAdd', { subs: [channelString] });
}
export function unsubscribeFromStream(subscriberUID) {
// return;
// Find a subscription with id === subscriberUID
for (const channelString of channelToSubscription.keys()) {
const subscriptionItem = channelToSubscription.get(channelString);
const handlerIndex = subscriptionItem.handlers
.findIndex(handler => handler.id === subscriberUID);
if (handlerIndex !== -1) {
// Remove from handlers
subscriptionItem.handlers.splice(handlerIndex, 1);
if (subscriptionItem.handlers.length === 0) {
// Unsubscribe from the channel if it was the last handler
console.log('[unsubscribeBars]: Unsubscribe from streaming. Channel:', channelString);
socket.emit('SubRemove', { subs: [channelString] });
channelToSubscription.delete(channelString);
break;
}
}
}
}
function sim() {
// Assuming these variables hold the data you extracted earlier
const eventTypeStr = "0";
const exchange = "Uniswap";
const fromSymbol = "WETH";
const toSymbol = "USD";
const tradeTimeStr = (Date.now()).toString();
const tradePriceStr = (55+Date.now()%23).toString();
// Constructing the original string
const data = [
eventTypeStr,
exchange,
fromSymbol,
toSymbol,
'', // Placeholder for the fifth element
'', // Placeholder for the sixth element
tradeTimeStr,
'', // Placeholder for the eighth element
tradePriceStr,
].join('~');
socket._callbacks['$m'][0](data);
}
// window.sim = sim;
socket._callbacks['$connect'][0]();
setInterval(sim, 10*1000);
;