@yuants/vendor-trading-view 0.3.13 → 0.3.15

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
package/dist/index.js CHANGED
@@ -1,3 +1,4 @@
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+ import { provideOHLCDurationService } from '@yuants/data-ohlc';
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  import { createSeriesProvider } from '@yuants/data-series';
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  import { Terminal } from '@yuants/protocol';
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  import { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';
@@ -23,6 +24,8 @@ const DURATION_TO_TRADINGVIEW_PERIOD = {
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  P6M: '6M',
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  P1Y: '12M',
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  };
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+ provideOHLCDurationService(terminal, 'TradingView', // datasource_id
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+ () => Object.keys(DURATION_TO_TRADINGVIEW_PERIOD));
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  createSeriesProvider(terminal, {
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  tableName: 'ohlc',
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  series_id_prefix_parts: ['TradingView'],
package/dist/index.js.map CHANGED
@@ -1 +1 @@
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started_at) / offset);\n if (range <= 0) {\n throw `range=${range} is invalid`;\n }\n\n console.info(\n formatTime(Date.now()),\n 'queryChartRequest',\n JSON.stringify({ series_id, product_id, duration, range }),\n );\n\n const data = await firstValueFrom(\n new Observable<IOHLC[]>((subscriber) => {\n const client = new TradingView.Client();\n const chart = new client.Session.Chart();\n chart.setMarket(product_id, {\n timeframe,\n range,\n to: ended_at,\n });\n chart.onError((e: any) => {\n subscriber.error(e);\n });\n chart.onUpdate(() => {\n const rawPeriods: any[] = chart.periods;\n if (rawPeriods.length !== 0) {\n const periods = rawPeriods.map(\n (v): IOHLC => ({\n series_id,\n created_at: formatTime(v.time * 1000),\n datasource_id,\n product_id,\n duration,\n closed_at: formatTime(v.time * 1000 + offset),\n open: `${v.open}`,\n high: `${v.max}`,\n low: `${v.min}`,\n close: `${v.close}`,\n volume: `${v.volume}`,\n open_interest: '0',\n }),\n );\n subscriber.next(periods);\n subscriber.complete();\n }\n });\n return () => {\n client.end();\n };\n }),\n );\n\n console.info(\n formatTime(Date.now()),\n 'queryChartResponse',\n JSON.stringify({\n series_id,\n product_id,\n duration,\n data_length: data.length,\n }),\n );\n\n return data;\n },\n});\n"]}
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+ {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAS,0BAA0B,EAAE,MAAM,mBAAmB,CAAC;AACtE,OAAO,EAAE,oBAAoB,EAAE,MAAM,qBAAqB,CAAC;AAC3D,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,uBAAuB,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAChF,OAAO,EAAE,UAAU,EAAE,cAAc,EAAE,MAAM,MAAM,CAAC;AAClD,YAAY;AACZ,OAAO,WAAW,MAAM,uBAAuB,CAAC;AAEhD,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,8BAA8B,GAA2B;IAC7D,IAAI,EAAE,GAAG;IACT,IAAI,EAAE,GAAG;IACT,IAAI,EAAE,GAAG;IACT,KAAK,EAAE,IAAI;IACX,KAAK,EAAE,IAAI;IACX,KAAK,EAAE,IAAI;IACX,IAAI,EAAE,IAAI;IACV,IAAI,EAAE,KAAK;IACX,IAAI,EAAE,KAAK;IACX,IAAI,EAAE,KAAK;IACX,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,IAAI;IACT,GAAG,EAAE,KAAK;CACX,CAAC;AAEF,0BAA0B,CACxB,QAAQ,EACR,aAAa,EAAE,gBAAgB;AAC/B,GAAG,EAAE,CAAC,MAAM,CAAC,IAAI,CAAC,8BAA8B,CAAC,CAClD,CAAC;AAEF,oBAAoB,CAAC,QAAQ,EAAE;IAC7B,SAAS,EAAE,MAAM;IACjB,sBAAsB,EAAE,CAAC,aAAa,CAAC;IACvC,QAAQ,EAAE,KAAK;IACf,cAAc,EAAE,EAAE,UAAU,EAAE,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,WAAW,IAAI,CAAC,CAAC,EAAE;IAC/D,OAAO,EAAE,KAAK,EAAE,EAAE,SAAS,EAAE,UAAU,EAAE,QAAQ,EAAE,EAAE,EAAE;QACrD,MAAM,CAAC,aAAa,EAAE,UAAU,EAAE,QAAQ,CAAC,GAAG,UAAU,CAAC,SAAS,CAAC,CAAC;QACpE,MAAM,MAAM,GAAG,uBAAuB,CAAC,QAAQ,CAAC,CAAC;QACjD,IAAI,CAAC,MAAM;YAAE,MAAM,IAAI,KAAK,CAAC,yBAAyB,QAAQ,EAAE,CAAC,CAAC;QAElE,MAAM,SAAS,GAAG,8BAA8B,CAAC,QAAQ,CAAC,CAAC;QAC3D,IAAI,CAAC,SAAS;YAAE,MAAM,IAAI,KAAK,CAAC,0BAA0B,QAAQ,EAAE,CAAC,CAAC;QAEtE,MAAM,KAAK,GAAG,IAAI,CAAC,IAAI,CAAC,CAAC,QAAQ,GAAG,UAAU,CAAC,GAAG,MAAM,CAAC,CAAC;QAC1D,IAAI,KAAK,IAAI,CAAC,EAAE;YACd,MAAM,SAAS,KAAK,aAAa,CAAC;SACnC;QAED,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,mBAAmB,EACnB,IAAI,CAAC,SAAS,CAAC,EAAE,SAAS,EAAE,UAAU,EAAE,QAAQ,EAAE,KAAK,EAAE,CAAC,CAC3D,CAAC;QAEF,MAAM,IAAI,GAAG,MAAM,cAAc,CAC/B,IAAI,UAAU,CAAU,CAAC,UAAU,EAAE,EAAE;YACrC,MAAM,MAAM,GAAG,IAAI,WAAW,CAAC,MAAM,EAAE,CAAC;YACxC,MAAM,KAAK,GAAG,IAAI,MAAM,CAAC,OAAO,CAAC,KAAK,EAAE,CAAC;YACzC,KAAK,CAAC,SAAS,CAAC,UAAU,EAAE;gBAC1B,SAAS;gBACT,KAAK;gBACL,EAAE,EAAE,QAAQ;aACb,CAAC,CAAC;YACH,KAAK,CAAC,OAAO,CAAC,CAAC,CAAM,EAAE,EAAE;gBACvB,UAAU,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;YACtB,CAAC,CAAC,CAAC;YACH,KAAK,CAAC,QAAQ,CAAC,GAAG,EAAE;gBAClB,MAAM,UAAU,GAAU,KAAK,CAAC,OAAO,CAAC;gBACxC,IAAI,UAAU,CAAC,MAAM,KAAK,CAAC,EAAE;oBAC3B,MAAM,OAAO,GAAG,UAAU,CAAC,GAAG,CAC5B,CAAC,CAAC,EAAS,EAAE,CAAC,CAAC;wBACb,SAAS;wBACT,UAAU,EAAE,UAAU,CAAC,CAAC,CAAC,IAAI,GAAG,IAAI,CAAC;wBACrC,aAAa;wBACb,UAAU;wBACV,QAAQ;wBACR,SAAS,EAAE,UAAU,CAAC,CAAC,CAAC,IAAI,GAAG,IAAI,GAAG,MAAM,CAAC;wBAC7C,IAAI,EAAE,GAAG,CAAC,CAAC,IAAI,EAAE;wBACjB,IAAI,EAAE,GAAG,CAAC,CAAC,GAAG,EAAE;wBAChB,GAAG,EAAE,GAAG,CAAC,CAAC,GAAG,EAAE;wBACf,KAAK,EAAE,GAAG,CAAC,CAAC,KAAK,EAAE;wBACnB,MAAM,EAAE,GAAG,CAAC,CAAC,MAAM,EAAE;wBACrB,aAAa,EAAE,GAAG;qBACnB,CAAC,CACH,CAAC;oBACF,UAAU,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;oBACzB,UAAU,CAAC,QAAQ,EAAE,CAAC;iBACvB;YACH,CAAC,CAAC,CAAC;YACH,OAAO,GAAG,EAAE;gBACV,MAAM,CAAC,GAAG,EAAE,CAAC;YACf,CAAC,CAAC;QACJ,CAAC,CAAC,CACH,CAAC;QAEF,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,oBAAoB,EACpB,IAAI,CAAC,SAAS,CAAC;YACb,SAAS;YACT,UAAU;YACV,QAAQ;YACR,WAAW,EAAE,IAAI,CAAC,MAAM;SACzB,CAAC,CACH,CAAC;QAEF,OAAO,IAAI,CAAC;IACd,CAAC;CACF,CAAC,CAAC","sourcesContent":["import { IOHLC, provideOHLCDurationService } from '@yuants/data-ohlc';\nimport { createSeriesProvider } from '@yuants/data-series';\nimport { Terminal } from '@yuants/protocol';\nimport { convertDurationToOffset, decodePath, formatTime } from '@yuants/utils';\nimport { Observable, firstValueFrom } from 'rxjs';\n//@ts-ignore\nimport TradingView from '@mathieuc/tradingview';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst DURATION_TO_TRADINGVIEW_PERIOD: Record<string, string> = {\n PT1M: '1',\n PT3M: '3',\n PT5M: '5',\n PT15M: '15',\n PT30M: '30',\n PT45M: '45',\n PT1H: '60',\n PT2H: '120',\n PT3H: '180',\n PT4H: '240',\n P1D: '1D',\n P1W: '1W',\n P1M: '1M',\n P3M: '3M',\n P6M: '6M',\n P1Y: '12M',\n};\n\nprovideOHLCDurationService(\n terminal,\n 'TradingView', // datasource_id\n () => Object.keys(DURATION_TO_TRADINGVIEW_PERIOD),\n);\n\ncreateSeriesProvider(terminal, {\n tableName: 'ohlc',\n series_id_prefix_parts: ['TradingView'],\n reversed: false,\n serviceOptions: { concurrent: +(process.env.CONCURRENCY || 2) },\n queryFn: async ({ series_id, started_at, ended_at }) => {\n const [datasource_id, product_id, duration] = decodePath(series_id);\n const offset = convertDurationToOffset(duration);\n if (!offset) throw new Error(`Unsupported duration: ${duration}`);\n\n const timeframe = DURATION_TO_TRADINGVIEW_PERIOD[duration];\n if (!timeframe) throw new Error(`Unsupported timeframe: ${duration}`);\n\n const range = Math.ceil((ended_at - started_at) / offset);\n if (range <= 0) {\n throw `range=${range} is invalid`;\n }\n\n console.info(\n formatTime(Date.now()),\n 'queryChartRequest',\n JSON.stringify({ series_id, product_id, duration, range }),\n );\n\n const data = await firstValueFrom(\n new Observable<IOHLC[]>((subscriber) => {\n const client = new TradingView.Client();\n const chart = new client.Session.Chart();\n chart.setMarket(product_id, {\n timeframe,\n range,\n to: ended_at,\n });\n chart.onError((e: any) => {\n subscriber.error(e);\n });\n chart.onUpdate(() => {\n const rawPeriods: any[] = chart.periods;\n if (rawPeriods.length !== 0) {\n const periods = rawPeriods.map(\n (v): IOHLC => ({\n series_id,\n created_at: formatTime(v.time * 1000),\n datasource_id,\n product_id,\n duration,\n closed_at: formatTime(v.time * 1000 + offset),\n open: `${v.open}`,\n high: `${v.max}`,\n low: `${v.min}`,\n close: `${v.close}`,\n volume: `${v.volume}`,\n open_interest: '0',\n }),\n );\n subscriber.next(periods);\n subscriber.complete();\n }\n });\n return () => {\n client.end();\n };\n }),\n );\n\n console.info(\n formatTime(Date.now()),\n 'queryChartResponse',\n JSON.stringify({\n series_id,\n product_id,\n duration,\n data_length: data.length,\n }),\n );\n\n return data;\n },\n});\n"]}
package/lib/index.js CHANGED
@@ -3,6 +3,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
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  return (mod && mod.__esModule) ? mod : { "default": mod };
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  };
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  Object.defineProperty(exports, "__esModule", { value: true });
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+ const data_ohlc_1 = require("@yuants/data-ohlc");
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  const data_series_1 = require("@yuants/data-series");
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  const protocol_1 = require("@yuants/protocol");
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  const utils_1 = require("@yuants/utils");
@@ -28,6 +29,8 @@ const DURATION_TO_TRADINGVIEW_PERIOD = {
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  P6M: '6M',
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  P1Y: '12M',
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  };
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+ (0, data_ohlc_1.provideOHLCDurationService)(terminal, 'TradingView', // datasource_id
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+ () => Object.keys(DURATION_TO_TRADINGVIEW_PERIOD));
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  (0, data_series_1.createSeriesProvider)(terminal, {
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  tableName: 'ohlc',
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  series_id_prefix_parts: ['TradingView'],
package/lib/index.js.map CHANGED
@@ -1 +1 @@
1
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started_at) / offset);\n if (range <= 0) {\n throw `range=${range} is invalid`;\n }\n\n console.info(\n formatTime(Date.now()),\n 'queryChartRequest',\n JSON.stringify({ series_id, product_id, duration, range }),\n );\n\n const data = await firstValueFrom(\n new Observable<IOHLC[]>((subscriber) => {\n const client = new TradingView.Client();\n const chart = new client.Session.Chart();\n chart.setMarket(product_id, {\n timeframe,\n range,\n to: ended_at,\n });\n chart.onError((e: any) => {\n subscriber.error(e);\n });\n chart.onUpdate(() => {\n const rawPeriods: any[] = chart.periods;\n if (rawPeriods.length !== 0) {\n const periods = rawPeriods.map(\n (v): IOHLC => ({\n series_id,\n created_at: formatTime(v.time * 1000),\n datasource_id,\n product_id,\n duration,\n closed_at: formatTime(v.time * 1000 + offset),\n open: `${v.open}`,\n high: `${v.max}`,\n low: `${v.min}`,\n close: `${v.close}`,\n volume: `${v.volume}`,\n open_interest: '0',\n }),\n );\n subscriber.next(periods);\n subscriber.complete();\n }\n });\n return () => {\n client.end();\n };\n }),\n );\n\n console.info(\n formatTime(Date.now()),\n 'queryChartResponse',\n JSON.stringify({\n series_id,\n product_id,\n duration,\n data_length: data.length,\n }),\n );\n\n return data;\n },\n});\n"]}
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started_at) / offset);\n if (range <= 0) {\n throw `range=${range} is invalid`;\n }\n\n console.info(\n formatTime(Date.now()),\n 'queryChartRequest',\n JSON.stringify({ series_id, product_id, duration, range }),\n );\n\n const data = await firstValueFrom(\n new Observable<IOHLC[]>((subscriber) => {\n const client = new TradingView.Client();\n const chart = new client.Session.Chart();\n chart.setMarket(product_id, {\n timeframe,\n range,\n to: ended_at,\n });\n chart.onError((e: any) => {\n subscriber.error(e);\n });\n chart.onUpdate(() => {\n const rawPeriods: any[] = chart.periods;\n if (rawPeriods.length !== 0) {\n const periods = rawPeriods.map(\n (v): IOHLC => ({\n series_id,\n created_at: formatTime(v.time * 1000),\n datasource_id,\n product_id,\n duration,\n closed_at: formatTime(v.time * 1000 + offset),\n open: `${v.open}`,\n high: `${v.max}`,\n low: `${v.min}`,\n close: `${v.close}`,\n volume: `${v.volume}`,\n open_interest: '0',\n }),\n );\n subscriber.next(periods);\n subscriber.complete();\n }\n });\n return () => {\n client.end();\n };\n }),\n );\n\n console.info(\n formatTime(Date.now()),\n 'queryChartResponse',\n JSON.stringify({\n series_id,\n product_id,\n duration,\n data_length: data.length,\n }),\n );\n\n return data;\n },\n});\n"]}
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@yuants/vendor-trading-view",
3
- "version": "0.3.13",
3
+ "version": "0.3.15",
4
4
  "bin": "lib/cli.js",
5
5
  "main": "lib/index.js",
6
6
  "files": [
@@ -12,9 +12,9 @@
12
12
  "@yuants/protocol": "0.45.0",
13
13
  "@yuants/data-series": "0.3.29",
14
14
  "@yuants/sql": "0.9.8",
15
- "@yuants/data-product": "0.2.18",
15
+ "@yuants/data-product": "0.3.0",
16
16
  "@yuants/utils": "0.8.0",
17
- "@yuants/data-ohlc": "0.3.25",
17
+ "@yuants/data-ohlc": "0.4.0",
18
18
  "rxjs": "~7.5.6",
19
19
  "@mathieuc/tradingview": "~3.4.2"
20
20
  },
@@ -1,22 +1,22 @@
1
1
  {
2
- "apps/vendor-trading-view/CHANGELOG.json": "0620e7dca9a0912581b354ecdbc46efcecaa8dec",
3
- "apps/vendor-trading-view/CHANGELOG.md": "94ae33e2f1c93c0a776e0450eb7a8be66b12aada",
2
+ "apps/vendor-trading-view/CHANGELOG.json": "5066a49eac84d2d1412f5ad38e1081a62fb47068",
3
+ "apps/vendor-trading-view/CHANGELOG.md": "4b6b38b38902e507e23d25431b567568c0705f4a",
4
4
  "apps/vendor-trading-view/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
5
5
  "apps/vendor-trading-view/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
6
6
  "apps/vendor-trading-view/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
7
7
  "apps/vendor-trading-view/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
8
8
  "apps/vendor-trading-view/etc/vendor-trading-view.api.md": "341d99a0258ce3dff77a871b518a458d33bb3df5",
9
- "apps/vendor-trading-view/package.json": "81b3c6ef595be31ca0d7f3c6ee5ceaf9cabfc7a6",
9
+ "apps/vendor-trading-view/package.json": "d5e2d878a1917ce24824c80a1b2cba4535934b60",
10
10
  "apps/vendor-trading-view/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
11
- "apps/vendor-trading-view/src/index.ts": "be3c727ebe6e6bfad920f66d3d75b39a91e1a755",
11
+ "apps/vendor-trading-view/src/index.ts": "dea893ca8ae94a70bc9ff8167e9ec53d5a93deb2",
12
12
  "apps/vendor-trading-view/tsconfig.json": "c96157f0fbf3503af6f84e03a0df4ac624a82d47",
13
13
  "apps/vendor-trading-view/.rush/temp/shrinkwrap-deps.json": "c7628aefb2275d409bfbd57b3355bd5f24683160",
14
14
  "libraries/protocol/temp/package-deps.json": "ff231b7689ff7d151498b496f70944d4598fcf33",
15
15
  "libraries/data-series/temp/package-deps.json": "dd0d2f8322b484f074ae09c050ceb53fbc1368f4",
16
16
  "libraries/sql/temp/package-deps.json": "2da55e5e704b1c1558acab11b6df163744d1b24a",
17
- "libraries/data-product/temp/package-deps.json": "fceed1ec7ecb23e7e3f9c36bc0abd3f053a27c75",
17
+ "libraries/data-product/temp/package-deps.json": "7c61716062e33869b203755b1b7db894e713b46f",
18
18
  "libraries/utils/temp/package-deps.json": "56def945d0e67a9d0ca13447d2333155be0138f2",
19
- "libraries/data-ohlc/temp/package-deps.json": "6ae0a1249855ee2e1aefd88a66f6d0c4a1f61dd5",
19
+ "libraries/data-ohlc/temp/package-deps.json": "01c6d44d10c9b10895a1a30ffee94d98975ce5d0",
20
20
  "libraries/extension/temp/package-deps.json": "1e2fec9acb35353b204eff0d4cc0af65c3b2582a",
21
21
  "tools/toolkit/temp/package-deps.json": "3bef053db16659f0cdaceea64c8a8580c0131633"
22
22
  }