@himalaya-quant/ctrader-x 0.0.7

package/dist/src/classes/managers/symbols/symbols-updates.manager.js

@@ -0,0 +1,250 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.SymbolsUpdatesManager = void 0;
+const base_manager_1 = require("../models/base.manager");
+const ProtoOASubscribeLiveTrendbarReq_1 = require("../../../models/proto/messages/symbols/ProtoOASubscribeLiveTrendbarReq");
+const rxjs_1 = require("rxjs");
+const ProtoOASubscribeSpotsReq_1 = require("../../../models/proto/messages/common/ProtoOASubscribeSpotsReq");
+const subscribe_spot_events_error_1 = require("./errors/subscribe-spot-events.error");
+const subscribe_live_trend_bars_error_1 = require("./errors/subscribe-live-trend-bars.error");
+const ProtoOASpotEvent_1 = require("../../../models/proto/models/ProtoOASpotEvent");
+const ohlcv_1 = require("../../../models/common/ohlcv");
+const price_utils_1 = require("../../../utils/price.utils");
+const ProtoOATrendbarPeriod_1 = require("../../../models/proto/models/ProtoOATrendbarPeriod");
+const ProtoOAUnsubscribeLiveTrendbarReq_1 = require("../../../models/proto/messages/symbols/ProtoOAUnsubscribeLiveTrendbarReq");
+const ctrader_x_error_model_1 = require("../../models/ctrader-x-error.model");
+const unsubscribe_live_trend_bars_error_1 = require("./errors/unsubscribe-live-trend-bars.error");
+class SymbolsUpdatesManager extends base_manager_1.BaseManager {
+    credentials;
+    connection;
+    logger;
+    symbolsManager;
+    liveBarsSubscriptions$ = new rxjs_1.BehaviorSubject([]);
+    liveBarsSubscriptionsMapper$ = this.liveBarsSubscriptions$.pipe((0, rxjs_1.tap)((values) => values.forEach(({ symbolId }, idx) => {
+        this.liveBarsSubsSymbolsToSubscribersMap.set(symbolId, idx);
+    })));
+    liveBarsSubsSymbolsToSubscribersMap = new Map();
+    constructor(credentials, connection, logger, symbolsManager) {
+        super();
+        this.credentials = credentials;
+        this.connection = connection;
+        this.logger = logger;
+        this.symbolsManager = symbolsManager;
+        this.liveBarsSubscriptionsMapper$.subscribe();
+        this.connection.on(ProtoOASpotEvent_1.ProtoOASpotEvent.name, (event) => {
+            if (this.isTrackedSubscribeLiveTrendBarsDescriptor(event)) {
+                const { subscribers, idx } = this.getSubscribeLiveTrendBarsSubscriptions(+event.descriptor.symbolId);
+                if (idx === null)
+                    return;
+                subscribers.subscribers.forEach(({ lastBar, lastBarTime, period, subscriber, isInitialized, }, idx) => {
+                    const update = this.spotEventDescriptorToSubscribeLiveBarsEvent(event, period, lastBar, lastBarTime, isInitialized);
+                    if (!update)
+                        return;
+                    lastBar = update.ohlcv;
+                    lastBarTime = update.lastBarTime;
+                    subscriber.next({
+                        ohlcv: update.ohlcv,
+                        period: update.period,
+                        symbolId: update.symbolId,
+                    });
+                    subscribers.subscribers[idx].isInitialized =
+                        update.isInitialized;
+                    subscribers.subscribers[idx].lastBar = lastBar;
+                    subscribers.subscribers[idx].lastBarTime = lastBarTime;
+                });
+                this.updateSubscribeLiveTrendBarsSubscriptions(subscribers, idx);
+            }
+        });
+    }
+    async unsubscribeLiveTrendBars(opts) {
+        this.removeSubscribeLiveTrendBarsSubscription(opts.symbolId, opts.period);
+        const symbolSubscriptions = this.getSubscribeLiveTrendBarsSubscriptions(+opts.symbolId);
+        if (!symbolSubscriptions.subscribers.subscribers.length) {
+            this.logCallAttempt(this.unsubscribeLiveTrendBars, opts);
+            const payload = {
+                ...opts,
+                ctidTraderAccountId: this.credentials.ctidTraderAccountId,
+            };
+            try {
+                await this.connection.sendCommand(ProtoOAUnsubscribeLiveTrendbarReq_1.ProtoOAUnsubscribeLiveTrendbarReq.name, payload);
+            }
+            catch (e) {
+                throw this.handleCTraderCallError(e, this.unsubscribeLiveTrendBars, new unsubscribe_live_trend_bars_error_1.UnsubscribeLiveTrendBarsError(e));
+            }
+            this.logCallAttemptSuccess(this.unsubscribeLiveTrendBars, opts);
+        }
+    }
+    subscribeLiveTrendBars(opts) {
+        const subject = new rxjs_1.Subject();
+        this.addSubscribeLiveTrendBarsSubscription(opts.symbolId, {
+            lastBar: null,
+            lastBarTime: null,
+            period: opts.period,
+            subscriber: subject,
+            isInitialized: false,
+        });
+        return (0, rxjs_1.from)(this.subscribeSpotEvents({
+            symbolId: opts.symbolId,
+            ctidTraderAccountId: this.credentials.ctidTraderAccountId,
+        })).pipe((0, rxjs_1.switchMap)(() => this.subscribeLiveTrendBarsInternal(opts)), (0, rxjs_1.switchMap)(() => subject), (0, rxjs_1.catchError)((e) => {
+            this.logger.error(`[Symbol: ${opts.symbolId} Period: ${opts.period}] Error subscribing to live trend bars: ${ctrader_x_error_model_1.cTraderXError.getMessageError(e)}`);
+            this.removeSubscribeLiveTrendBarsSubscription(opts.symbolId, opts.period);
+            throw e;
+        }));
+    }
+    spotEventDescriptorToSubscribeLiveBarsEvent(event, period, lastBar, lastBarTime, isInitialized) {
+        let lastBarClone = structuredClone(lastBar);
+        let lastBarTimeClone = structuredClone(lastBarTime);
+        const price = price_utils_1.Price.getPrice(+event.descriptor.bid, +event.descriptor.ask);
+        if (price === null)
+            return null;
+        const trendbar = event.descriptor.trendbar?.find((tb) => tb.period === ProtoOATrendbarPeriod_1.ProtoOATrendbarPeriod[period]);
+        if (!trendbar) {
+            return null;
+        }
+        const barTimestamp = trendbar.utcTimestampInMinutes * 60000;
+        const LOW = trendbar.low / 100000;
+        const OPEN = this.normalizePrice(LOW, trendbar.deltaOpen);
+        const HIGH = this.normalizePrice(LOW, trendbar.deltaHigh);
+        const VOLUME = trendbar.volume;
+        if (!lastBarTimeClone || barTimestamp !== lastBarTimeClone) {
+            lastBarClone = [barTimestamp, OPEN, HIGH, LOW, price, VOLUME];
+            lastBarTimeClone = barTimestamp;
+            isInitialized = true;
+            return {
+                period,
+                isInitialized,
+                ohlcv: lastBarClone,
+                symbolId: event.descriptor.symbolId,
+                lastBarTime: barTimestamp,
+            };
+        }
+        if (!lastBarClone) {
+            lastBarClone = [barTimestamp, OPEN, HIGH, LOW, price, VOLUME];
+        }
+        else {
+            lastBarClone[ohlcv_1.OHLCVPositions.OPEN] = OPEN;
+            lastBarClone[ohlcv_1.OHLCVPositions.HIGH] = HIGH;
+            lastBarClone[ohlcv_1.OHLCVPositions.LOW] = LOW;
+            lastBarClone[ohlcv_1.OHLCVPositions.CLOSE] = price;
+            lastBarClone[ohlcv_1.OHLCVPositions.VOLUME] = VOLUME;
+        }
+        return {
+            period,
+            isInitialized,
+            ohlcv: lastBarClone,
+            symbolId: event.descriptor.symbolId,
+            lastBarTime: barTimestamp,
+        };
+    }
+    normalizePrice(low, priceDelta) {
+        return low + (priceDelta || 0) / 100000;
+    }
+    isTrackedSubscribeLiveTrendBarsDescriptor(event) {
+        return this.liveBarsSubsSymbolsToSubscribersMap.has(+event.descriptor.symbolId);
+    }
+    getSubscribeLiveTrendBarsSubscriptions(symbolId) {
+        const idx = this.liveBarsSubsSymbolsToSubscribersMap.get(symbolId);
+        if (idx === undefined) {
+            this.logger.warn(`Received LiveTrendBars update, but no subscriber was found.`);
+            return {
+                idx: null,
+                subscribers: {
+                    symbolId,
+                    subscribers: [],
+                    pricePrecision: null,
+                },
+            };
+        }
+        return {
+            subscribers: this.liveBarsSubscriptions$.getValue()[idx],
+            idx,
+        };
+    }
+    removeSubscribeLiveTrendBarsSubscription(symbolId, period) {
+        const subscriptionIdx = this.liveBarsSubsSymbolsToSubscribersMap.get(symbolId);
+        if (subscriptionIdx === undefined)
+            return;
+        const symbolSubscriptions = this.liveBarsSubscriptions$.getValue()[subscriptionIdx];
+        symbolSubscriptions.subscribers =
+            symbolSubscriptions.subscribers.filter((s) => {
+                if (period === '*' || s.period === period) {
+                    s.subscriber.complete();
+                    return false;
+                }
+                return true;
+            });
+        const allSubscriptions = this.liveBarsSubscriptions$.getValue();
+        allSubscriptions[subscriptionIdx] = symbolSubscriptions;
+        this.liveBarsSubscriptions$.next([...allSubscriptions]);
+    }
+    addSubscribeLiveTrendBarsSubscription(symbolId, subscriber) {
+        const allSubscriptions = this.liveBarsSubscriptions$.getValue();
+        const existingSubscriptionIdx = this.liveBarsSubsSymbolsToSubscribersMap.get(symbolId);
+        if (existingSubscriptionIdx === undefined) {
+            allSubscriptions.push({
+                symbolId,
+                subscribers: [subscriber],
+            });
+        }
+        else {
+            const existingSubscriberIdx = allSubscriptions[existingSubscriptionIdx].subscribers.findIndex(({ period }) => period === subscriber.period);
+            if (existingSubscriberIdx !== -1) {
+                const existingSubscriber = allSubscriptions[existingSubscriptionIdx].subscribers[existingSubscriberIdx];
+                this.logger.warn(`[Symbol: ${symbolId} Period: ${subscriber.period}] Completing previous subscriber subscription in favor of new subscriber`);
+                existingSubscriber.subscriber.complete();
+                existingSubscriber.subscriber = subscriber.subscriber;
+            }
+            else {
+                allSubscriptions[existingSubscriptionIdx].subscribers.push(subscriber);
+            }
+        }
+        this.liveBarsSubscriptions$.next([...allSubscriptions]);
+    }
+    updateSubscribeLiveTrendBarsSubscriptions(subscribers, idx) {
+        const allSubscriptions = this.liveBarsSubscriptions$.getValue();
+        allSubscriptions[idx] = subscribers;
+        this.liveBarsSubscriptions$.next([...allSubscriptions]);
+    }
+    async subscribeSpotEvents(opts) {
+        this.logCallAttempt(this.subscribeSpotEvents);
+        const optsClone = structuredClone(opts);
+        optsClone.ctidTraderAccountId = this.credentials.ctidTraderAccountId;
+        optsClone.subscribeToSpotTimestamp = true;
+        try {
+            const result = (await this.connection.sendCommand(ProtoOASubscribeSpotsReq_1.ProtoOASubscribeSpotsReq.name, optsClone));
+            this.logCallAttemptSuccess(this.subscribeSpotEvents);
+            return result;
+        }
+        catch (e) {
+            if (ctrader_x_error_model_1.cTraderXError.isProtoOAErrorRes(e)) {
+                if (e.errorCode === 'ALREADY_SUBSCRIBED')
+                    return (0, rxjs_1.of)({
+                        ctidTraderAccountId: optsClone.ctidTraderAccountId,
+                    });
+            }
+            throw this.handleCTraderCallError(e, this.subscribeSpotEvents, new subscribe_spot_events_error_1.SubscribeSpotEventsError(e));
+        }
+    }
+    async subscribeLiveTrendBarsInternal(opts) {
+        this.logCallAttempt(this.subscribeLiveTrendBarsInternal);
+        const optsClone = structuredClone(opts);
+        optsClone.ctidTraderAccountId = this.credentials.ctidTraderAccountId;
+        try {
+            const result = (await this.connection.sendCommand(ProtoOASubscribeLiveTrendbarReq_1.ProtoOASubscribeLiveTrendbarReq.name, optsClone));
+            this.logCallAttemptSuccess(this.subscribeLiveTrendBarsInternal);
+            return result;
+        }
+        catch (e) {
+            if (ctrader_x_error_model_1.cTraderXError.isProtoOAErrorRes(e)) {
+                if (e.errorCode === 'ALREADY_SUBSCRIBED')
+                    return (0, rxjs_1.of)({
+                        ctidTraderAccountId: optsClone.ctidTraderAccountId,
+                    });
+            }
+            throw this.handleCTraderCallError(e, this.subscribeLiveTrendBarsInternal, new subscribe_live_trend_bars_error_1.SubscribeLiveTrendBarsInternalError(e));
+        }
+    }
+}
+exports.SymbolsUpdatesManager = SymbolsUpdatesManager;
+//# sourceMappingURL=symbols-updates.manager.js.map

package/dist/src/classes/managers/symbols/symbols-updates.manager.js.map

@@ -0,0 +1 @@
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package/dist/src/classes/managers/symbols/symbols.manager.d.ts

@@ -0,0 +1,30 @@
+import { CTraderConnection } from '@reiryoku/ctrader-layer';
+import { ILogger } from '../../logger';
+import { BaseManager } from '../models/base.manager';
+import { ICredentials } from '../models/credentials.model';
+import { ProtoOAGetTrendbarsReq } from '../../../models/proto/messages/symbols/ProtoOAGetTrendbarsReq';
+import { ProtoOASymbolByIdRes } from '../../../models/proto/messages/symbols/ProtoOASymbolByIdRes';
+import { ProtoOASymbol } from '../../../models/proto/models/ProtoOASymbol';
+import { ProtoOALightSymbol } from '../../../models/proto/models/ProtoOALightSymbol';
+import { OHLCV } from '../../../models/common/ohlcv';
+import { ProtoOATrendbarPeriod } from '../../../models/proto/models/ProtoOATrendbarPeriod';
+export interface IGetSymbolsListOptions {
+    includeArchivedSymbols?: boolean;
+}
+export type GetSymbolsListResult = (ProtoOASymbol & ProtoOALightSymbol)[];
+export interface SubscribeLiveTrendBarsEvent {
+    symbolId: number;
+    ohlcv: OHLCV;
+    lastBarTime: number;
+    period: ProtoOATrendbarPeriod;
+}
+export declare class SymbolsManager extends BaseManager {
+    protected readonly credentials: ICredentials;
+    protected readonly connection: CTraderConnection;
+    protected readonly logger: ILogger;
+    constructor(credentials: ICredentials, connection: CTraderConnection, logger: ILogger);
+    getSymbolsList(opts?: IGetSymbolsListOptions): Promise<GetSymbolsListResult>;
+    getSymbolsDetails(symbolsIds: number[]): Promise<ProtoOASymbolByIdRes>;
+    getTrendBars(opts: Omit<ProtoOAGetTrendbarsReq, 'ctidTraderAccountId'>): Promise<OHLCV[]>;
+}
+//# sourceMappingURL=symbols.manager.d.ts.map

package/dist/src/classes/managers/symbols/symbols.manager.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"symbols.manager.d.ts","sourceRoot":"","sources":["../../../../../src/classes/managers/symbols/symbols.manager.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,iBAAiB,EAAE,MAAM,yBAAyB,CAAC;AAC5D,OAAO,EAAE,OAAO,EAAE,MAAM,cAAc,CAAC;AACvC,OAAO,EAAE,WAAW,EAAE,MAAM,wBAAwB,CAAC;AAErD,OAAO,EAAE,YAAY,EAAE,MAAM,6BAA6B,CAAC;AAI3D,OAAO,EAAE,sBAAsB,EAAE,MAAM,+DAA+D,CAAC;AAEvG,OAAO,EAAE,oBAAoB,EAAE,MAAM,6DAA6D,CAAC;AAGnG,OAAO,EAAE,aAAa,EAAE,MAAM,4CAA4C,CAAC;AAC3E,OAAO,EAAE,kBAAkB,EAAE,MAAM,iDAAiD,CAAC;AAErF,OAAO,EAAE,KAAK,EAAE,MAAM,8BAA8B,CAAC;AACrD,OAAO,EAAE,qBAAqB,EAAE,MAAM,oDAAoD,CAAC;AAE3F,MAAM,WAAW,sBAAsB;IACnC,sBAAsB,CAAC,EAAE,OAAO,CAAC;CACpC;AAED,MAAM,MAAM,oBAAoB,GAAG,CAAC,aAAa,GAAG,kBAAkB,CAAC,EAAE,CAAC;AAE1E,MAAM,WAAW,2BAA2B;IACxC,QAAQ,EAAE,MAAM,CAAC;IACjB,KAAK,EAAE,KAAK,CAAC;IACb,WAAW,EAAE,MAAM,CAAC;IACpB,MAAM,EAAE,qBAAqB,CAAC;CACjC;AAED,qBAAa,cAAe,SAAQ,WAAW;IAEvC,SAAS,CAAC,QAAQ,CAAC,WAAW,EAAE,YAAY;IAC5C,SAAS,CAAC,QAAQ,CAAC,UAAU,EAAE,iBAAiB;IAChD,SAAS,CAAC,QAAQ,CAAC,MAAM,EAAE,OAAO;gBAFf,WAAW,EAAE,YAAY,EACzB,UAAU,EAAE,iBAAiB,EAC7B,MAAM,EAAE,OAAO;IAKhC,cAAc,CAChB,IAAI,CAAC,EAAE,sBAAsB,GAC9B,OAAO,CAAC,oBAAoB,CAAC;IAkC1B,iBAAiB,CACnB,UAAU,EAAE,MAAM,EAAE,GACrB,OAAO,CAAC,oBAAoB,CAAC;IA0B1B,YAAY,CACd,IAAI,EAAE,IAAI,CAAC,sBAAsB,EAAE,qBAAqB,CAAC,GAC1D,OAAO,CAAC,KAAK,EAAE,CAAC;CA0BtB"}

package/dist/src/classes/managers/symbols/symbols.manager.js

@@ -0,0 +1,78 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.SymbolsManager = void 0;
+const base_manager_1 = require("../models/base.manager");
+const ProtoOASymbolsListReq_1 = require("../../../models/proto/messages/symbols/ProtoOASymbolsListReq");
+const get_symbols_list_error_1 = require("./errors/get-symbols-list.error");
+const ProtoOAGetTrendbarsReq_1 = require("../../../models/proto/messages/symbols/ProtoOAGetTrendbarsReq");
+const get_trend_bars_error_1 = require("./errors/get-trend-bars.error");
+const ProtoOASymbolByIdReq_1 = require("../../../models/proto/messages/symbols/ProtoOASymbolByIdReq");
+const get_symbols_details_error_1 = require("./errors/get-symbols-details.error");
+const trendbar_utils_1 = require("../../../utils/trendbar.utils");
+class SymbolsManager extends base_manager_1.BaseManager {
+    credentials;
+    connection;
+    logger;
+    constructor(credentials, connection, logger) {
+        super();
+        this.credentials = credentials;
+        this.connection = connection;
+        this.logger = logger;
+    }
+    async getSymbolsList(opts) {
+        this.logCallAttempt(this.getSymbolsList);
+        const payload = {
+            includeArchivedSymbols: opts?.includeArchivedSymbols,
+            ctidTraderAccountId: this.credentials.ctidTraderAccountId,
+        };
+        let result;
+        try {
+            result = (await this.connection.sendCommand(ProtoOASymbolsListReq_1.ProtoOASymbolsListReq.name, payload));
+        }
+        catch (e) {
+            throw this.handleCTraderCallError(e, this.getSymbolsList, new get_symbols_list_error_1.GetSymbolsListError(e));
+        }
+        this.logCallAttemptSuccess(this.getSymbolsList);
+        const fullSymbols = await this.getSymbolsDetails(result.symbol.map(({ symbolId }) => +symbolId));
+        return fullSymbols.symbol.map((symbol) => ({
+            ...symbol,
+            ...result.symbol.find((s) => s.symbolId === symbol.symbolId),
+        }));
+    }
+    async getSymbolsDetails(symbolsIds) {
+        this.logCallAttempt(this.getSymbolsDetails);
+        const payload = {
+            symbolId: symbolsIds,
+            ctidTraderAccountId: this.credentials.ctidTraderAccountId,
+        };
+        let result;
+        try {
+            result = (await this.connection.sendCommand(ProtoOASymbolByIdReq_1.ProtoOASymbolByIdReq.name, payload));
+        }
+        catch (e) {
+            throw this.handleCTraderCallError(e, this.getSymbolsDetails, new get_symbols_details_error_1.GetSymbolsDetailsError(e));
+        }
+        this.logCallAttemptSuccess(this.getSymbolsDetails);
+        return result;
+    }
+    async getTrendBars(opts) {
+        this.logCallAttempt(this.getTrendBars);
+        let result;
+        try {
+            const payload = {
+                ...opts,
+                ctidTraderAccountId: this.credentials.ctidTraderAccountId,
+            };
+            result = (await this.connection.sendCommand(ProtoOAGetTrendbarsReq_1.ProtoOAGetTrendbarsReq.name, payload));
+        }
+        catch (e) {
+            throw this.handleCTraderCallError(e, this.getTrendBars, new get_trend_bars_error_1.GetTrendBarsError(e));
+        }
+        this.logCallAttemptSuccess(this.getTrendBars);
+        const symbolInfo = await this.getSymbolsDetails([opts.symbolId]);
+        const precision = +symbolInfo.symbol[0].digits;
+        return trendbar_utils_1.TrendBarUtils.mapTrendbarsToOHLCV(result.trendbar, precision);
+    }
+}
+exports.SymbolsManager = SymbolsManager;
+//# sourceMappingURL=symbols.manager.js.map

package/dist/src/classes/managers/symbols/symbols.manager.js.map

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package/dist/src/classes/managers/symbols/symbols.manager.test.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=symbols.manager.test.d.ts.map

package/dist/src/classes/managers/symbols/symbols.manager.test.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"symbols.manager.test.d.ts","sourceRoot":"","sources":["../../../../../src/classes/managers/symbols/symbols.manager.test.ts"],"names":[],"mappings":""}