binbot-charts 0.0.1

package/public/datafeeds/udf/rollup.config.js

@@ -0,0 +1,25 @@
+/* globals process */
+
+import { terser } from 'rollup-plugin-terser';
+import { nodeResolve } from '@rollup/plugin-node-resolve';
+
+const environment = process.env.ENV || 'development';
+const isDevelopmentEnv = (environment === 'development');
+
+export default [
+	{
+		input: 'lib/udf-compatible-datafeed.js',
+		output: {
+			name: 'Datafeeds',
+			format: 'umd',
+			file: 'dist/bundle.js',
+		},
+		plugins: [
+			nodeResolve(),
+			!isDevelopmentEnv && terser({
+				ecma: 2018,
+				output: { inline_script: true },
+			}),
+		],
+	},
+];

package/public/datafeeds/udf/src/data-pulse-provider.ts

@@ -0,0 +1,152 @@
+import {
+	LibrarySymbolInfo,
+	SubscribeBarsCallback,
+} from '../../../charting_library/datafeed-api';
+
+import {
+	GetBarsResult,
+	HistoryProvider,
+} from './history-provider';
+
+import {
+	getErrorMessage,
+	logMessage,
+} from './helpers';
+
+interface DataSubscriber {
+	symbolInfo: LibrarySymbolInfo;
+	resolution: string;
+	lastBarTime: number | null;
+	listener: SubscribeBarsCallback;
+}
+
+interface DataSubscribers {
+	[guid: string]: DataSubscriber;
+}
+
+export class DataPulseProvider {
+	private readonly _subscribers: DataSubscribers = {};
+	private _requestsPending: number = 0;
+	private readonly _historyProvider: HistoryProvider;
+
+	public constructor(historyProvider: HistoryProvider, updateFrequency: number) {
+		this._historyProvider = historyProvider;
+		setInterval(this._updateData.bind(this), updateFrequency);
+	}
+
+	public subscribeBars(symbolInfo: LibrarySymbolInfo, resolution: string, newDataCallback: SubscribeBarsCallback, listenerGuid: string): void {
+		if (this._subscribers.hasOwnProperty(listenerGuid)) {
+			logMessage(`DataPulseProvider: already has subscriber with id=${listenerGuid}`);
+			return;
+		}
+
+		this._subscribers[listenerGuid] = {
+			lastBarTime: null,
+			listener: newDataCallback,
+			resolution: resolution,
+			symbolInfo: symbolInfo,
+		};
+
+		logMessage(`DataPulseProvider: subscribed for #${listenerGuid} - {${symbolInfo.name}, ${resolution}}`);
+	}
+
+	public unsubscribeBars(listenerGuid: string): void {
+		delete this._subscribers[listenerGuid];
+		logMessage(`DataPulseProvider: unsubscribed for #${listenerGuid}`);
+	}
+
+	private _updateData(): void {
+		if (this._requestsPending > 0) {
+			return;
+		}
+
+		this._requestsPending = 0;
+		for (const listenerGuid in this._subscribers) { // tslint:disable-line:forin
+			this._requestsPending += 1;
+			this._updateDataForSubscriber(listenerGuid)
+				.then(() => {
+					this._requestsPending -= 1;
+					logMessage(`DataPulseProvider: data for #${listenerGuid} updated successfully, pending=${this._requestsPending}`);
+				})
+				.catch((reason?: string | Error) => {
+					this._requestsPending -= 1;
+					logMessage(`DataPulseProvider: data for #${listenerGuid} updated with error=${getErrorMessage(reason)}, pending=${this._requestsPending}`);
+				});
+		}
+	}
+
+	private _updateDataForSubscriber(listenerGuid: string): Promise<void> {
+		const subscriptionRecord = this._subscribers[listenerGuid];
+
+		const rangeEndTime = parseInt((Date.now() / 1000).toString());
+
+		// BEWARE: please note we really need 2 bars, not the only last one
+		// see the explanation below. `10` is the `large enough` value to work around holidays
+		const rangeStartTime = rangeEndTime - periodLengthSeconds(subscriptionRecord.resolution, 10);
+
+		return this._historyProvider.getBars(
+			subscriptionRecord.symbolInfo,
+			subscriptionRecord.resolution,
+			{
+				from: rangeStartTime,
+				to: rangeEndTime,
+				countBack: 2,
+				firstDataRequest: false,
+			})
+			.then((result: GetBarsResult) => {
+				this._onSubscriberDataReceived(listenerGuid, result);
+			});
+	}
+
+	private _onSubscriberDataReceived(listenerGuid: string, result: GetBarsResult): void {
+		// means the subscription was cancelled while waiting for data
+		if (!this._subscribers.hasOwnProperty(listenerGuid)) {
+			logMessage(`DataPulseProvider: Data comes for already unsubscribed subscription #${listenerGuid}`);
+			return;
+		}
+
+		const bars = result.bars;
+		if (bars.length === 0) {
+			return;
+		}
+
+		const lastBar = bars[bars.length - 1];
+		const subscriptionRecord = this._subscribers[listenerGuid];
+
+		if (subscriptionRecord.lastBarTime !== null && lastBar.time < subscriptionRecord.lastBarTime) {
+			return;
+		}
+
+		const isNewBar = subscriptionRecord.lastBarTime !== null && lastBar.time > subscriptionRecord.lastBarTime;
+
+		// Pulse updating may miss some trades data (ie, if pulse period = 10 secods and new bar is started 5 seconds later after the last update, the
+		// old bar's last 5 seconds trades will be lost). Thus, at fist we should broadcast old bar updates when it's ready.
+		if (isNewBar) {
+			if (bars.length < 2) {
+				throw new Error('Not enough bars in history for proper pulse update. Need at least 2.');
+			}
+
+			const previousBar = bars[bars.length - 2];
+			subscriptionRecord.listener(previousBar);
+		}
+
+		subscriptionRecord.lastBarTime = lastBar.time;
+		subscriptionRecord.listener(lastBar);
+	}
+}
+
+function periodLengthSeconds(resolution: string, requiredPeriodsCount: number): number {
+	let daysCount = 0;
+
+	if (resolution === 'D' || resolution === '1D') {
+		daysCount = requiredPeriodsCount;
+	} else if (resolution === 'M' || resolution === '1M') {
+		daysCount = 31 * requiredPeriodsCount;
+	} else if (resolution === 'W' || resolution === '1W') {
+		daysCount = 7 * requiredPeriodsCount;
+	} else {
+		daysCount = requiredPeriodsCount * parseInt(resolution) / (24 * 60);
+	}
+
+	return daysCount * 24 * 60 * 60;
+}

package/public/datafeeds/udf/src/helpers.ts

@@ -0,0 +1,38 @@
+export interface RequestParams {
+	[paramName: string]: string | string[] | number;
+}
+
+export interface UdfResponse {
+	s: string;
+}
+
+export interface UdfOkResponse extends UdfResponse {
+	s: 'ok';
+}
+
+export interface UdfErrorResponse {
+	s: 'error';
+	errmsg: string;
+}
+
+/**
+ * If you want to enable logs from datafeed set it to `true`
+ */
+const isLoggingEnabled = false;
+export function logMessage(message: string): void {
+	if (isLoggingEnabled) {
+		const now = new Date();
+		// tslint:disable-next-line:no-console
+		console.log(`${now.toLocaleTimeString()}.${now.getMilliseconds()}> ${message}`);
+	}
+}
+
+export function getErrorMessage(error: string | Error | undefined): string {
+	if (error === undefined) {
+		return '';
+	} else if (typeof error === 'string') {
+		return error;
+	}
+
+	return error.message;
+}

package/public/datafeeds/udf/src/history-provider.ts

@@ -0,0 +1,134 @@
+import {
+	Bar,
+	HistoryMetadata,
+	LibrarySymbolInfo,
+	PeriodParams,
+} from '../../../charting_library/datafeed-api';
+
+import {
+	getErrorMessage,
+	RequestParams,
+	UdfErrorResponse,
+	UdfOkResponse,
+	UdfResponse,
+} from './helpers';
+
+import { Requester } from './requester';
+// tslint:disable: no-any
+interface HistoryPartialDataResponse extends UdfOkResponse {
+	t: any;
+	c: any;
+	o?: never;
+	h?: never;
+	l?: never;
+	v?: never;
+}
+
+interface HistoryFullDataResponse extends UdfOkResponse {
+	t: any;
+	c: any;
+	o: any;
+	h: any;
+	l: any;
+	v: any;
+}
+// tslint:enable: no-any
+interface HistoryNoDataResponse extends UdfResponse {
+	s: 'no_data';
+	nextTime?: number;
+}
+
+type HistoryResponse = HistoryFullDataResponse | HistoryPartialDataResponse | HistoryNoDataResponse;
+
+export type PeriodParamsWithOptionalCountback = Omit<PeriodParams, 'countBack'> & { countBack?: number };
+
+export interface GetBarsResult {
+	bars: Bar[];
+	meta: HistoryMetadata;
+}
+
+export class HistoryProvider {
+	private _datafeedUrl: string;
+	private readonly _requester: Requester;
+
+	public constructor(datafeedUrl: string, requester: Requester) {
+		this._datafeedUrl = datafeedUrl;
+		this._requester = requester;
+	}
+
+	public getBars(symbolInfo: LibrarySymbolInfo, resolution: string, periodParams: PeriodParamsWithOptionalCountback): Promise<GetBarsResult> {
+		const requestParams: RequestParams = {
+			symbol: symbolInfo.ticker || '',
+			resolution: resolution,
+			from: periodParams.from,
+			to: periodParams.to,
+		};
+		if (periodParams.countBack !== undefined) {
+			requestParams.countback = periodParams.countBack;
+		}
+
+		if (symbolInfo.currency_code !== undefined) {
+			requestParams.currencyCode = symbolInfo.currency_code;
+		}
+
+		if (symbolInfo.unit_id !== undefined) {
+			requestParams.unitId = symbolInfo.unit_id;
+		}
+
+		return new Promise((resolve: (result: GetBarsResult) => void, reject: (reason: string) => void) => {
+			this._requester.sendRequest<HistoryResponse>(this._datafeedUrl, 'history', requestParams)
+				.then((response: HistoryResponse | UdfErrorResponse) => {
+					if (response.s !== 'ok' && response.s !== 'no_data') {
+						reject(response.errmsg);
+						return;
+					}
+
+					const bars: Bar[] = [];
+					const meta: HistoryMetadata = {
+						noData: false,
+					};
+
+					if (response.s === 'no_data') {
+						meta.noData = true;
+						meta.nextTime = response.nextTime;
+					} else {
+						const volumePresent = response.v !== undefined;
+						const ohlPresent = response.o !== undefined;
+
+						for (let i = 0; i < response.t.length; ++i) {
+							const barValue: Bar = {
+								time: response.t[i] * 1000,
+								close: parseFloat(response.c[i]),
+								open: parseFloat(response.c[i]),
+								high: parseFloat(response.c[i]),
+								low: parseFloat(response.c[i]),
+							};
+
+							if (ohlPresent) {
+								barValue.open = parseFloat((response as HistoryFullDataResponse).o[i]);
+								barValue.high = parseFloat((response as HistoryFullDataResponse).h[i]);
+								barValue.low = parseFloat((response as HistoryFullDataResponse).l[i]);
+							}
+
+							if (volumePresent) {
+								barValue.volume = parseFloat((response as HistoryFullDataResponse).v[i]);
+							}
+
+							bars.push(barValue);
+						}
+					}
+
+					resolve({
+						bars: bars,
+						meta: meta,
+					});
+				})
+				.catch((reason?: string | Error) => {
+					const reasonString = getErrorMessage(reason);
+					// tslint:disable-next-line:no-console
+					console.warn(`HistoryProvider: getBars() failed, error=${reasonString}`);
+					reject(reasonString);
+				});
+		});
+	}
+}

package/public/datafeeds/udf/src/iquotes-provider.ts

@@ -0,0 +1,14 @@
+import { QuoteData } from '../../../charting_library/datafeed-api';
+
+import {
+	UdfOkResponse,
+} from './helpers';
+
+export interface UdfQuotesResponse extends UdfOkResponse {
+	d: QuoteData[];
+}
+
+export interface IQuotesProvider {
+	// tslint:disable-next-line:variable-name tv-variable-name
+	getQuotes(symbols: string[]): Promise<QuoteData[]>;
+}

package/public/datafeeds/udf/src/quotes-provider.ts

@@ -0,0 +1,37 @@
+import { UdfQuotesResponse, IQuotesProvider } from './iquotes-provider';
+import { QuoteData } from '../../../charting_library/datafeed-api';
+
+import {
+	getErrorMessage,
+	logMessage,
+	UdfErrorResponse,
+} from './helpers';
+import { Requester } from './requester';
+
+export class QuotesProvider implements IQuotesProvider {
+	private readonly _datafeedUrl: string;
+	private readonly _requester: Requester;
+
+	public constructor(datafeedUrl: string, requester: Requester) {
+		this._datafeedUrl = datafeedUrl;
+		this._requester = requester;
+	}
+
+	public getQuotes(symbols: string[]): Promise<QuoteData[]> {
+		return new Promise((resolve: (data: QuoteData[]) => void, reject: (reason: string) => void) => {
+			this._requester.sendRequest<UdfQuotesResponse>(this._datafeedUrl, 'quotes', { symbols: symbols })
+				.then((response: UdfQuotesResponse | UdfErrorResponse) => {
+					if (response.s === 'ok') {
+						resolve(response.d);
+					} else {
+						reject(response.errmsg);
+					}
+				})
+				.catch((error?: string | Error) => {
+					const errorMessage = getErrorMessage(error);
+					logMessage(`QuotesProvider: getQuotes failed, error=${errorMessage}`);
+					reject(`network error: ${errorMessage}`);
+				});
+		});
+	}
+}

package/public/datafeeds/udf/src/quotes-pulse-provider.ts

@@ -0,0 +1,85 @@
+import {
+	QuoteData,
+	QuotesCallback,
+} from '../../../charting_library/datafeed-api';
+
+import {
+	getErrorMessage,
+	logMessage,
+} from './helpers';
+
+import { IQuotesProvider } from './iquotes-provider';
+
+interface QuoteSubscriber {
+	symbols: string[];
+	fastSymbols: string[];
+	listener: QuotesCallback;
+}
+
+interface QuoteSubscribers {
+	[listenerId: string]: QuoteSubscriber;
+}
+
+const enum SymbolsType {
+	General,
+	Fast,
+}
+
+const enum UpdateTimeouts {
+	Fast = 10 * 1000,
+	General = 60 * 1000,
+}
+
+export class QuotesPulseProvider {
+	private readonly _quotesProvider: IQuotesProvider;
+	private readonly _subscribers: QuoteSubscribers = {};
+	private _requestsPending: number = 0;
+
+	public constructor(quotesProvider: IQuotesProvider) {
+		this._quotesProvider = quotesProvider;
+
+		setInterval(this._updateQuotes.bind(this, SymbolsType.Fast), UpdateTimeouts.Fast);
+		setInterval(this._updateQuotes.bind(this, SymbolsType.General), UpdateTimeouts.General);
+	}
+
+	public subscribeQuotes(symbols: string[], fastSymbols: string[], onRealtimeCallback: QuotesCallback, listenerGuid: string): void {
+		this._subscribers[listenerGuid] = {
+			symbols: symbols,
+			fastSymbols: fastSymbols,
+			listener: onRealtimeCallback,
+		};
+
+		logMessage(`QuotesPulseProvider: subscribed quotes with #${listenerGuid}`);
+	}
+
+	public unsubscribeQuotes(listenerGuid: string): void {
+		delete this._subscribers[listenerGuid];
+		logMessage(`QuotesPulseProvider: unsubscribed quotes with #${listenerGuid}`);
+	}
+
+	private _updateQuotes(updateType: SymbolsType): void {
+		if (this._requestsPending > 0) {
+			return;
+		}
+
+		for (const listenerGuid in this._subscribers) { // tslint:disable-line:forin
+			this._requestsPending++;
+
+			const subscriptionRecord = this._subscribers[listenerGuid];
+			this._quotesProvider.getQuotes(updateType === SymbolsType.Fast ? subscriptionRecord.fastSymbols : subscriptionRecord.symbols)
+				.then((data: QuoteData[]) => {
+					this._requestsPending--;
+					if (!this._subscribers.hasOwnProperty(listenerGuid)) {
+						return;
+					}
+
+					subscriptionRecord.listener(data);
+					logMessage(`QuotesPulseProvider: data for #${listenerGuid} (${updateType}) updated successfully, pending=${this._requestsPending}`);
+				})
+				.catch((reason?: string | Error) => {
+					this._requestsPending--;
+					logMessage(`QuotesPulseProvider: data for #${listenerGuid} (${updateType}) updated with error=${getErrorMessage(reason)}, pending=${this._requestsPending}`);
+				});
+		}
+	}
+}

package/public/datafeeds/udf/src/requester.ts

@@ -0,0 +1,39 @@
+import { RequestParams, UdfResponse, UdfErrorResponse, logMessage } from './helpers';
+
+export class Requester {
+	private _headers: HeadersInit | undefined;
+
+	public constructor(headers?: HeadersInit) {
+		if (headers) {
+			this._headers = headers;
+		}
+	}
+
+	public sendRequest<T extends UdfResponse>(datafeedUrl: string, urlPath: string, params?: RequestParams): Promise<T | UdfErrorResponse>;
+	public sendRequest<T>(datafeedUrl: string, urlPath: string, params?: RequestParams): Promise<T>;
+	public sendRequest<T>(datafeedUrl: string, urlPath: string, params?: RequestParams): Promise<T> {
+		if (params !== undefined) {
+			const paramKeys = Object.keys(params);
+			if (paramKeys.length !== 0) {
+				urlPath += '?';
+			}
+
+			urlPath += paramKeys.map((key: string) => {
+				return `${encodeURIComponent(key)}=${encodeURIComponent(params[key].toString())}`;
+			}).join('&');
+		}
+
+		logMessage('New request: ' + urlPath);
+
+		// Send user cookies if the URL is on the same origin as the calling script.
+		const options: RequestInit = { credentials: 'same-origin' };
+
+		if (this._headers !== undefined) {
+			options.headers = this._headers;
+		}
+
+		return fetch(`${datafeedUrl}/${urlPath}`, options)
+			.then((response: Response) => response.text())
+			.then((responseTest: string) => JSON.parse(responseTest));
+	}
+}