@363045841yyt/klinechart-core 0.8.12 → 0.8.13-alpha.0

package/src/data-fetchers/depthTypes.ts

@@ -0,0 +1,69 @@
+/**
+ * Depth/L2 data source interfaces.
+ *
+ * These types are data-fetcher-level abstractions — independent of any
+ * specific exchange or rendering component. The connector layer
+ * (depthConnector.ts) maps these into e.g. OrderBookHeatmap's types.
+ */
+
+// ---------------------------------------------------------------------------
+// Delta — one exchange-pushed depth update
+// ---------------------------------------------------------------------------
+
+/**
+ * A single price-level change in the L2 order book.
+ * `size === 0` means the price level was removed.
+ */
+export interface DepthDelta {
+  side: 'bid' | 'ask'
+  price: number
+  size: number
+  /** Exchange wall-clock ms — used as the data source's clock */
+  timestamp: number
+}
+
+// ---------------------------------------------------------------------------
+// Snapshot — full book at one instant
+// ---------------------------------------------------------------------------
+
+/**
+ * Immutable point-in-time view of the order book.
+ * Bids sorted descending (best first), asks ascending (best first).
+ */
+export interface DepthSnapshot {
+  readonly bids: ReadonlyArray<readonly [number, number]>
+  readonly asks: ReadonlyArray<readonly [number, number]>
+  readonly timestamp: number
+}
+
+// ---------------------------------------------------------------------------
+// Source — abstraction over any real-time depth provider
+// ---------------------------------------------------------------------------
+
+export type DepthSourceStatus = 'connecting' | 'connected' | 'disconnected'
+
+/**
+ * Real-time depth data source (SSE, WS, polling — whatever).
+ * Every exchange adapter implements this interface so the connector
+ * layer is exchange-agnostic.
+ */
+export interface DepthSource {
+  readonly exchange: string
+  readonly symbol: string
+
+  /** Register a delta callback. Returns unsubscribe. */
+  onDelta(cb: (deltas: ReadonlyArray<DepthDelta>) => void): () => void
+  /** Register a snapshot callback (full book replace). Returns unsubscribe. */
+  onSnapshot(cb: (snapshot: DepthSnapshot) => void): () => void
+  /** Register a status callback. Returns unsubscribe. */
+  onStatus(cb: (status: DepthSourceStatus) => void): () => void
+  /** Register an error callback. Returns unsubscribe. */
+  onError(cb: (err: Error) => void): () => void
+
+  /** Start the connection. Safe to call multiple times. */
+  connect(): void
+  /** Stop the connection. Safe to call multiple times. */
+  disconnect(): void
+  /** Tear down permanently — no reconnects. */
+  destroy(): void
+}

package/src/data-fetchers/fetcherDefinitionRegistry.ts

@@ -1,8 +1,13 @@
 import { KLineChartError } from '../errors'
-import type { DataFetcherDefinitionConfig, DataFetcherDefinition, DataFetcherFn, TimeShareFetcherFn } from './types'
+import type {
+  DataFetcherDefinitionConfig,
+  DataFetcherDefinition,
+  DataFetcherFn,
+  TimeShareFetcherFn,
+} from './types'
 
 type DataFetcherClass = {
-  new(...args: never[]): unknown
+  new (...args: never[]): unknown
   fetcher: DataFetcherFn
   timeShareFetcher?: TimeShareFetcherFn
 }
@@ -13,7 +18,8 @@ export function DataFetcher(config: DataFetcherDefinitionConfig) {
   return function <T extends DataFetcherClass>(value: T, context: ClassDecoratorContext<T>): T {
     context.addInitializer(function (this: T) {
       if (typeof this.fetcher !== 'function') {
-        throw new KLineChartError('NOT_REGISTERED',
+        throw new KLineChartError(
+          'NOT_REGISTERED',
           `[DataFetcher] '${config.name}' definition must expose static fetcher`,
         )
       }
@@ -27,9 +33,7 @@ export function DataFetcher(config: DataFetcherDefinitionConfig) {
   }
 }
 
-export function getRegisteredFetcher(
-  name: string,
-): DataFetcherDefinition | undefined {
+export function getRegisteredFetcher(name: string): DataFetcherDefinition | undefined {
   return definitions.get(name)
 }
 
@@ -58,4 +62,4 @@ export function fetcherSupportsTimeShare(name: string): boolean {
 
 export function clearRegisteredFetchersForTest(): void {
   definitions.clear()
-}
+}

package/src/data-fetchers/gotdx.ts

@@ -35,10 +35,14 @@ const BASE_URL = 'http://127.0.0.1:8080'
 function getShanghaiDateYYYYMMDD(): number {
   const formatter = new Intl.DateTimeFormat('zh-CN', {
     timeZone: 'Asia/Shanghai',
-    year: 'numeric', month: '2-digit', day: '2-digit',
+    year: 'numeric',
+    month: '2-digit',
+    day: '2-digit',
   })
   const parts = formatter.formatToParts(new Date())
-  let y = '', m = '', d = ''
+  let y = '',
+    m = '',
+    d = ''
   for (const p of parts) {
     if (p.type === 'year') y = p.value
     else if (p.type === 'month') m = p.value
@@ -61,8 +65,13 @@ async function fetchGotdxHistoryTick(
     headers: { 'Content-Type': 'application/json' },
     body: JSON.stringify(body),
   })
-  if (!res.ok) throw new KLineChartError('FETCH_FAILED', `[gotdx] history-tick failed: ${res.status} ${res.statusText}`)
-  const list: Array<{ timestamp: string; Price: number; Avg: number; Vol: number }> = await res.json()
+  if (!res.ok)
+    throw new KLineChartError(
+      'FETCH_FAILED',
+      `[gotdx] history-tick failed: ${res.status} ${res.statusText}`,
+    )
+  const list: Array<{ timestamp: string; Price: number; Avg: number; Vol: number }> =
+    await res.json()
   return list.map((item) => ({
     timestamp: new Date(item.timestamp).getTime(),
     price: item.Price,
@@ -138,10 +147,7 @@ function mapExItem(item: ExKLineItem, code: string): KLineData {
   }
 }
 
-async function fetchGotdx(
-  _source: string,
-  config: FetchConfig,
-): Promise<ReadonlyArray<KLineData>> {
+async function fetchGotdx(_source: string, config: FetchConfig): Promise<ReadonlyArray<KLineData>> {
   if (config.exchange && config.exchange in EXCHANGE_EX_CATEGORY) {
     const category = EXCHANGE_EX_CATEGORY[config.exchange]
     const period = PERIOD_TO_CATEGORY[config.period] ?? 4
@@ -158,7 +164,11 @@ async function fetchGotdx(
       headers: { 'Content-Type': 'application/json' },
       body: JSON.stringify(body),
     })
-    if (!res.ok) throw new KLineChartError('FETCH_FAILED', `[gotdx] ex/kline-by-date failed: ${res.status} ${res.statusText}`)
+    if (!res.ok)
+      throw new KLineChartError(
+        'FETCH_FAILED',
+        `[gotdx] ex/kline-by-date failed: ${res.status} ${res.statusText}`,
+      )
     const list: ExKLineItem[] = await res.json()
     return list.map((item) => mapExItem(item, config.symbol))
   }
@@ -180,7 +190,11 @@ async function fetchGotdx(
     headers: { 'Content-Type': 'application/json' },
     body: JSON.stringify(body),
   })
-  if (!res.ok) throw new KLineChartError('FETCH_FAILED', `[gotdx] stock/kline-by-date failed: ${res.status} ${res.statusText}`)
+  if (!res.ok)
+    throw new KLineChartError(
+      'FETCH_FAILED',
+      `[gotdx] stock/kline-by-date failed: ${res.status} ${res.statusText}`,
+    )
   const list: SecurityBar[] = await res.json()
   return list.map((item) => mapBar(item, config.symbol))
 }
@@ -191,11 +205,19 @@ async function fetchGotdx(
   description: 'TDX data source via local proxy',
   version: '1.0.0',
   capabilities: [
-    '1min', '5min', '15min', '30min', '60min',
-    'daily', 'weekly', 'monthly', 'quarterly', 'yearly',
+    '1min',
+    '5min',
+    '15min',
+    '30min',
+    '60min',
+    'daily',
+    'weekly',
+    'monthly',
+    'quarterly',
+    'yearly',
   ],
 })
 class GotdxFetcher {
   static fetcher = fetchGotdx
   static timeShareFetcher = fetchGotdxHistoryTick
-}
+}

package/src/data-fetchers/index.ts

@@ -6,7 +6,11 @@ export { DataBuffer } from './dataBuffer'
 export type { DataWindow } from './dataBuffer'
 export { TimeShareBuffer } from './timeShareBuffer'
 export type { DataBufferLike } from './dataBufferTypes'
-export { getRegisteredFetcher, getTimeShareFetcher, fetcherSupportsTimeShare } from './fetcherDefinitionRegistry'
+export {
+  getRegisteredFetcher,
+  getTimeShareFetcher,
+  fetcherSupportsTimeShare,
+} from './fetcherDefinitionRegistry'
 export type { TimeShareFetcherFn, TimeShareFetchConfig } from './types'
 export {
   getPeriodDays,
@@ -15,5 +19,8 @@ export {
   KLineFetchService,
   TimeShareFetchService,
 } from './dataBuffer.effects'
+export { BinanceSSESource, DEFAULT_BINANCE_SSE_URL } from './binance'
+export { DepthConnector } from './depthConnector'
+export type { DepthSource, DepthDelta, DepthSnapshot, DepthSourceStatus } from './depthTypes'
 import './gotdx'
-import './tradingview'
+import './tradingview'

package/src/data-fetchers/router.ts

@@ -1,16 +1,18 @@
 import type { DataFetcher } from '../controllers/types'
 import type { TimeShareFetcherFn } from './types'
 import { KLineChartError } from '../errors'
-import { getRegisteredFetcher, fetcherSupportsPeriod, getTimeShareFetcher } from './fetcherDefinitionRegistry'
+import {
+  getRegisteredFetcher,
+  fetcherSupportsPeriod,
+  getTimeShareFetcher,
+} from './fetcherDefinitionRegistry'
 
 const FALLBACK_SOURCE = 'baostock'
 
 export const routerDataFetcher: DataFetcher = (source, config) => {
   const def = getRegisteredFetcher(source)
   if (!def) {
-    console.warn(
-      `[DataFetcher] unknown source "${source}", falling back to "${FALLBACK_SOURCE}"`,
-    )
+    console.warn(`[DataFetcher] unknown source "${source}", falling back to "${FALLBACK_SOURCE}"`)
     const fallback = getRegisteredFetcher(FALLBACK_SOURCE)
     if (!fallback) {
       return Promise.reject(
@@ -39,7 +41,10 @@ export const routerTimeShareFetcher: TimeShareFetcherFn = (source, config) => {
   const fetcher = getTimeShareFetcher(source)
   if (!fetcher) {
     return Promise.reject(
-      new KLineChartError('FETCH_FAILED', `[DataFetcher] "${source}" does not support timeshare data fetching`),
+      new KLineChartError(
+        'FETCH_FAILED',
+        `[DataFetcher] "${source}" does not support timeshare data fetching`,
+      ),
     )
   }
   return fetcher(source, config)

package/src/data-fetchers/timeShareBuffer.ts

@@ -75,7 +75,10 @@ export class TimeShareBuffer implements DataBufferLike {
     this._loadingSignal.set(true)
 
     const timeShareService: {
-      readonly fetch: (s: SymbolSpec, date?: number) => EffectType<ReadonlyArray<TimeShareData>, unknown>
+      readonly fetch: (
+        s: SymbolSpec,
+        date?: number,
+      ) => EffectType<ReadonlyArray<TimeShareData>, unknown>
     } = {
       fetch: (s, date) =>
         Effect.tryPromise(() => {
@@ -128,4 +131,4 @@ export class TimeShareBuffer implements DataBufferLike {
     this._data = []
     this._loadingSignal.set(false)
   }
-}
+}

package/src/data-fetchers/tradingview.ts

@@ -35,7 +35,10 @@ async function fetchTradingview(
   try {
     const res = await fetch(url)
     if (!res.ok) {
-      throw new KLineChartError('FETCH_FAILED', `[tradingview] fetch failed: ${res.status} ${res.statusText}`)
+      throw new KLineChartError(
+        'FETCH_FAILED',
+        `[tradingview] fetch failed: ${res.status} ${res.statusText}`,
+      )
     }
     const json = await res.json()
     if (!json.success) {

package/src/data-fetchers/types.ts

@@ -37,4 +37,4 @@ export interface DataFetcherDefinitionConfig {
 export interface DataFetcherDefinition extends DataFetcherDefinitionConfig {
   fetcher: DataFetcherFn
   timeShareFetcher?: TimeShareFetcherFn
-}
+}

package/src/engine/__tests__/chart.dpr.test.ts

@@ -151,7 +151,9 @@ describe('Chart DPR pipeline', () => {
     const ro = ResizeObserverMock.instances[0]
     expect(ro).toBeDefined()
     expect(ro?.observe).toHaveBeenCalledTimes(2)
-    expect(ro?.observe).toHaveBeenNthCalledWith(1, chart.getDom().container, { box: 'device-pixel-content-box' })
+    expect(ro?.observe).toHaveBeenNthCalledWith(1, chart.getDom().container, {
+      box: 'device-pixel-content-box',
+    })
     expect(ro?.observe).toHaveBeenNthCalledWith(2, chart.getDom().container)
 
     await chart.destroy()
@@ -169,7 +171,9 @@ describe('Chart DPR pipeline', () => {
 
     ro?.emit({
       contentRect: { width: 1000, height: 600 } as DOMRectReadOnly,
-      devicePixelContentBoxSize: [{ inlineSize: 2000, blockSize: 1200 }] as unknown as ResizeObserverSize[],
+      devicePixelContentBoxSize: [
+        { inlineSize: 2000, blockSize: 1200 },
+      ] as unknown as ResizeObserverSize[],
       contentBoxSize: [{ inlineSize: 1000, blockSize: 600 }] as unknown as ResizeObserverSize[],
     })
 

package/src/engine/__tests__/subPaneManager.test.ts

@@ -11,7 +11,12 @@ function createMockScheduler(): Partial<IndicatorScheduler> {
       category: 'sub' as const,
       stateKey: _id,
       defaultPaneId: 'sub',
-      rendererFactory: vi.fn(() => ({ name: 'custom_rsi_rsi_0', paneId: 'sub', priority: 0, draw: vi.fn() })),
+      rendererFactory: vi.fn(() => ({
+        name: 'custom_rsi_rsi_0',
+        paneId: 'sub',
+        priority: 0,
+        draw: vi.fn(),
+      })),
       updateConfig: vi.fn(),
       scale: { indicatorKey: 'test', label: 'Test', decimals: 2 },
     })),
@@ -28,6 +33,7 @@ function createMockContext(): SubPaneContext {
     getRenderer: vi.fn(),
     useRenderer: vi.fn(),
     removeRenderer: vi.fn(),
+    setRendererEnabled: vi.fn(),
     removePaneDefinition: vi.fn(),
     updateRendererConfig: vi.fn(),
     getRightAxisWidth: vi.fn(() => 60),
@@ -36,6 +42,11 @@ function createMockContext(): SubPaneContext {
     getCrosshairPos: vi.fn(() => null),
     getCrosshairPrice: vi.fn(() => null),
     getActivePaneId: vi.fn(() => null),
+    addLayer: vi.fn(),
+    removeLayer: vi.fn(() => true),
+    getLayer: vi.fn(() => null),
+    setLayerVisibility: vi.fn(),
+    getRenderContext: vi.fn(() => null),
   }
 }
 
@@ -64,10 +75,10 @@ describe('SubPaneManager', () => {
       const newParams = { period1: 10, period2: 20, period3: 30 }
       manager.updateParams(ctx, 'RSI_0', newParams)
 
-      expect(ctx.updateRendererConfig).toHaveBeenCalledWith(
-        entry!.paneTitleRendererName,
-        { params: newParams, indicatorId: 'RSI' },
-      )
+      expect(ctx.updateRendererConfig).toHaveBeenCalledWith(entry!.paneTitleRendererName, {
+        params: newParams,
+        indicatorId: 'RSI',
+      })
     })
 
     it('should update main indicator renderer config with new params', () => {
@@ -84,10 +95,7 @@ describe('SubPaneManager', () => {
       const newParams = { period1: 10, period2: 20, period3: 30 }
       manager.updateParams(ctx, 'RSI_0', newParams)
 
-      expect(ctx.updateRendererConfig).toHaveBeenCalledWith(
-        entry!.rendererName,
-        newParams,
-      )
+      expect(ctx.updateRendererConfig).toHaveBeenCalledWith(entry!.rendererName, newParams)
     })
 
     it('should update scheduler config via definition.updateConfig', () => {
@@ -99,7 +107,12 @@ describe('SubPaneManager', () => {
           category: 'sub' as const,
           stateKey: _id,
           defaultPaneId: 'sub',
-          rendererFactory: vi.fn(() => ({ name: 'custom_rsi_rsi_0', paneId: 'sub', priority: 0, draw: vi.fn() })),
+          rendererFactory: vi.fn(() => ({
+            name: 'custom_rsi_rsi_0',
+            paneId: 'sub',
+            priority: 0,
+            draw: vi.fn(),
+          })),
           updateConfig: updateConfigSpy,
           scale: { indicatorKey: 'test', label: 'Test', decimals: 2 },
         })),