@tradecanvas/commons 1.68.1 → 1.70.0

package/dist/types/feed.d.ts

@@ -0,0 +1,101 @@
+import { OHLCBar, TimeFrame } from './ohlc.js';
+import { SymbolInfo, SymbolSearchOptions } from './symbol.js';
+import { Quote } from './quote.js';
+import { NewsItem } from './news.js';
+import { ConnectionState, RawTick, Trade } from './realtime.js';
+/** Which bars the chart asks a feed for. */
+export interface BarsRequest {
+    symbol: string;
+    timeframe: TimeFrame;
+    /** How many bars, counted back from the newest asked for. */
+    countBack: number;
+    /**
+     * Only bars older than this: the time of the oldest bar the chart has, in
+     * the bars' own unit. Absent for the first load, which ends at the newest bar.
+     */
+    before?: number;
+    /**
+     * Aborted when the chart no longer needs the answer: its stream of this
+     * symbol and timeframe disconnected (a switch, a reconnect). Other
+     * requests, another symbol's for a compare, run to the end.
+     */
+    signal: AbortSignal;
+}
+/** Which live bars the chart subscribes to. */
+export interface BarsSubscription {
+    symbol: string;
+    timeframe: TimeFrame;
+}
+/**
+ * What a feed tells the chart while it is subscribed. Every method is there;
+ * a feed calls the ones it has news for.
+ */
+export interface FeedSubscriber {
+    /**
+     * A bar from the feed: the forming bar again with its latest values, a new
+     * one, or (with `closed`) its final values. An older closed bar corrects
+     * the bar loaded at its time.
+     */
+    bar(bar: OHLCBar, closed: boolean): void;
+    /** A trade or quote tick. The chart builds bars from ticks only with `aggregateTicks`. */
+    tick(tick: RawTick): void;
+    /**
+     * The connection's state. A feed that never calls it is taken as connected
+     * once `subscribeBars` returns. `'disconnected'` or `'error'` makes the
+     * chart load and subscribe again, with its reconnect backoff. The chart
+     * doesn't take a quiet feed for a dead one (a daily chart, a closed
+     * market): a feed whose socket can die silently says so here.
+     */
+    connection(state: ConnectionState): void;
+    /** What the feed learned about the symbol after the chart asked (`resolveSymbol`). */
+    symbolInfo(info: SymbolInfo): void;
+    /** Something went wrong that the chart should report; the subscription goes on. */
+    error(message: string): void;
+}
+/**
+ * A data source the chart pulls from: it asks for bars (`getBars`) and
+ * subscribes to live ones (`subscribeBars`). The chart pages back, reconnects,
+ * builds the timeframes the feed lacks and resubscribes on a switch; the feed
+ * only answers. One feed serves any number of charts: each subscription is
+ * its own.
+ *
+ * Give it to `chart.connect({ feed, symbol, timeframe })` or a widget's `feed`
+ * option. A `DataAdapter` works anywhere a feed does (`feedFromAdapter`).
+ */
+export interface DataFeed {
+    readonly name: string;
+    /**
+     * Optional: the timeframes the feed serves. Charts build any other (7m,
+     * 90m, 2d…) from the coarsest of these that divides it. Leave it out when
+     * the feed serves every timeframe.
+     */
+    readonly supportedTimeframes?: readonly TimeFrame[];
+    /**
+     * Optional: `false` when the feed has only the newest bars, so the chart
+     * never asks for older ones (no paging back, a replay asks for its bars in
+     * one request). Default `true`.
+     */
+    readonly pagesBack?: boolean;
+    /**
+     * Up to `countBack` bars, sorted by time ascending: the newest for the first
+     * load, or the ones before `request.before` when the chart pages back.
+     * Return an empty array when there are no more; a feed without older data
+     * returns one for any request with `before`.
+     */
+    getBars(request: BarsRequest): Promise<OHLCBar[]>;
+    /** Live bars of `request`'s symbol and timeframe until the function it returns is called. */
+    subscribeBars(request: BarsSubscription, subscriber: FeedSubscriber): () => void;
+    /** Optional: what the feed knows about `symbol` (price step, `timeZone`, hours), or null. */
+    resolveSymbol?(symbol: string): Promise<SymbolInfo | null>;
+    /** Optional: symbols matching `query`, best first, for a symbol search box. */
+    searchSymbols?(query: string, options?: SymbolSearchOptions): Promise<SymbolInfo[]>;
+    /** Optional: live quotes for many symbols until the function it returns is called (a watchlist). */
+    subscribeQuotes?(symbols: readonly string[], onQuotes: (quotes: Quote[]) => void): () => void;
+    /** Optional: recent headlines about `symbol`, newest first. */
+    fetchNews?(symbol: string, limit?: number): Promise<NewsItem[]>;
+    /** Optional, with `subscribeTrades`: up to `limit` recent trades, oldest first, for tick timeframes (`'100T'`). */
+    fetchTrades?(symbol: string, limit?: number): Promise<Trade[]>;
+    /** Optional, with `fetchTrades`: live trades of `symbol` until the function it returns is called. */
+    subscribeTrades?(symbol: string, onTrades: (trades: Trade[]) => void): () => void;
+}
+//# sourceMappingURL=feed.d.ts.map

package/dist/types/feed.d.ts.map

@@ -0,0 +1 @@
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package/dist/types/index.d.ts

@@ -13,6 +13,7 @@ export * from './trading.js';
 export * from './execution.js';
 export * from './signal.js';
 export * from './realtime.js';
+export * from './feed.js';
 export * from './finance.js';
 export * from './symbol.js';
 export * from './quote.js';

package/dist/types/index.d.ts.map

@@ -1 +1 @@
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package/dist/types/realtime.d.ts

@@ -2,6 +2,7 @@ import { OHLCBar, TimeFrame } from './ohlc.js';
 import { SymbolInfo, SymbolSearchOptions } from './symbol.js';
 import { Quote } from './quote.js';
 import { NewsItem } from './news.js';
+import { DataFeed } from './feed.js';
 /** One trade: when (ms), at what price, how much. */
 export interface Trade {
     time: number;
@@ -136,7 +137,10 @@ export interface DataAdapter {
     dispose(): void;
 }
 export interface StreamConfig {
-    adapter: DataAdapter;
+    /** Where the bars come from, as an adapter. Give this or `feed`, not both. */
+    adapter?: DataAdapter;
+    /** Where the bars come from, as a feed the chart pulls from (`DataFeed`). Give this or `adapter`, not both. */
+    feed?: DataFeed;
     symbol: string;
     timeframe: TimeFrame;
     /** Bars to load at the start. Default 500. */

package/dist/types/realtime.d.ts.map

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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradecanvas/commons",
-  "version": "1.68.1",
+  "version": "1.70.0",
   "type": "module",
   "description": "Shared types and utilities for @tradecanvas/chart",
   "license": "MIT",