binbot-charts 0.0.1

package/public/datafeeds/udf/src/symbols-storage.ts

@@ -0,0 +1,298 @@
+import {
+	LibrarySymbolInfo,
+	SearchSymbolResultItem,
+	ResolutionString,
+} from '../../../charting_library/datafeed-api';
+
+import {
+	getErrorMessage,
+	logMessage,
+} from './helpers';
+
+import { Requester } from './requester';
+
+interface SymbolInfoMap {
+	[symbol: string]: LibrarySymbolInfo | undefined;
+}
+
+interface ExchangeDataResponseSymbolData {
+	'type': string;
+	'timezone': LibrarySymbolInfo['timezone'];
+	'description': string;
+
+	'exchange-listed': string;
+	'exchange-traded': string;
+
+	'session-regular': string;
+	'corrections'?: string;
+	'session-holidays'?: string;
+
+	'fractional': boolean;
+
+	'pricescale': number;
+
+	'ticker'?: string;
+
+	'minmov2'?: number;
+	'minmove2'?: number;
+
+	'minmov'?: number;
+	'minmovement'?: number;
+
+	'supported-resolutions'?: ResolutionString[];
+	'intraday-multipliers'?: string[];
+
+	'has-intraday'?: boolean;
+	'has-daily'?: boolean;
+	'has-weekly-and-monthly'?: boolean;
+	'has-empty-bars'?: boolean;
+	'has-no-volume'?: boolean;
+	'currency-code'?: string;
+	'original-currency-code'?: string;
+	'unit-id'?: string;
+	'original-unit-id'?: string;
+	'unit-conversion-types'?: string[];
+
+	'volume-precision'?: number;
+}
+
+// Here is some black magic with types to get compile-time checks of names and types
+type PickArrayedObjectFields<T> = Pick<T, {
+	// tslint:disable-next-line:no-any
+	[K in keyof T]-?: NonNullable<T[K]> extends any[] ? K : never;
+}[keyof T]>;
+
+type ExchangeDataResponseArrayedSymbolData = PickArrayedObjectFields<ExchangeDataResponseSymbolData>;
+type ExchangeDataResponseNonArrayedSymbolData = Pick<ExchangeDataResponseSymbolData, Exclude<keyof ExchangeDataResponseSymbolData, keyof ExchangeDataResponseArrayedSymbolData>>;
+
+type ExchangeDataResponse =
+	{
+		symbol: string[];
+	} &
+	{
+		[K in keyof ExchangeDataResponseSymbolData]: ExchangeDataResponseSymbolData[K] | NonNullable<ExchangeDataResponseSymbolData[K]>[];
+	};
+
+function extractField<Field extends keyof ExchangeDataResponseNonArrayedSymbolData>(data: ExchangeDataResponse, field: Field, arrayIndex: number): ExchangeDataResponseNonArrayedSymbolData[Field];
+function extractField<Field extends keyof ExchangeDataResponseArrayedSymbolData>(data: ExchangeDataResponse, field: Field, arrayIndex: number, valueIsArray: true): ExchangeDataResponseArrayedSymbolData[Field];
+function extractField<Field extends keyof ExchangeDataResponseSymbolData>(data: ExchangeDataResponse, field: Field, arrayIndex: number, valueIsArray?: boolean): ExchangeDataResponseSymbolData[Field] {
+	const value: ExchangeDataResponse[keyof ExchangeDataResponseSymbolData] = data[field];
+
+	if (Array.isArray(value) && (!valueIsArray || Array.isArray(value[0]))) {
+		return value[arrayIndex] as ExchangeDataResponseSymbolData[Field];
+	}
+
+	return value as ExchangeDataResponseSymbolData[Field];
+}
+
+function symbolKey(symbol: string, currency?: string, unit?: string): string {
+	// here we're using a separator that quite possible shouldn't be in a real symbol name
+	return symbol + (currency !== undefined ? '_%|#|%_' + currency : '') + (unit !== undefined ? '_%|#|%_' + unit : '');
+}
+
+export class SymbolsStorage {
+	private readonly _exchangesList: string[] = ['NYSE', 'FOREX', 'AMEX'];
+	private readonly _symbolsInfo: SymbolInfoMap = {};
+	private readonly _symbolsList: string[] = [];
+	private readonly _datafeedUrl: string;
+	private readonly _readyPromise: Promise<void>;
+	private readonly _datafeedSupportedResolutions: ResolutionString[];
+	private readonly _requester: Requester;
+
+	public constructor(datafeedUrl: string, datafeedSupportedResolutions: ResolutionString[], requester: Requester) {
+		this._datafeedUrl = datafeedUrl;
+		this._datafeedSupportedResolutions = datafeedSupportedResolutions;
+		this._requester = requester;
+		this._readyPromise = this._init();
+		this._readyPromise.catch((error: Error) => {
+			// seems it is impossible
+			// tslint:disable-next-line:no-console
+			console.error(`SymbolsStorage: Cannot init, error=${error.toString()}`);
+		});
+	}
+
+	// BEWARE: this function does not consider symbol's exchange
+	public resolveSymbol(symbolName: string, currencyCode?: string, unitId?: string): Promise<LibrarySymbolInfo> {
+		return this._readyPromise.then(() => {
+			const symbolInfo = this._symbolsInfo[symbolKey(symbolName, currencyCode, unitId)];
+			if (symbolInfo === undefined) {
+				return Promise.reject('invalid symbol');
+			}
+
+			return Promise.resolve(symbolInfo);
+		});
+	}
+
+	public searchSymbols(searchString: string, exchange: string, symbolType: string, maxSearchResults: number): Promise<SearchSymbolResultItem[]> {
+		interface WeightedItem {
+			symbolInfo: LibrarySymbolInfo;
+			weight: number;
+		}
+
+		return this._readyPromise.then(() => {
+			const weightedResult: WeightedItem[] = [];
+			const queryIsEmpty = searchString.length === 0;
+
+			searchString = searchString.toUpperCase();
+
+			for (const symbolName of this._symbolsList) {
+				const symbolInfo = this._symbolsInfo[symbolName];
+
+				if (symbolInfo === undefined) {
+					continue;
+				}
+
+				if (symbolType.length > 0 && symbolInfo.type !== symbolType) {
+					continue;
+				}
+
+				if (exchange && exchange.length > 0 && symbolInfo.exchange !== exchange) {
+					continue;
+				}
+
+				const positionInName = symbolInfo.name.toUpperCase().indexOf(searchString);
+				const positionInDescription = symbolInfo.description.toUpperCase().indexOf(searchString);
+
+				if (queryIsEmpty || positionInName >= 0 || positionInDescription >= 0) {
+					const alreadyExists = weightedResult.some((item: WeightedItem) => item.symbolInfo === symbolInfo);
+					if (!alreadyExists) {
+						const weight = positionInName >= 0 ? positionInName : 8000 + positionInDescription;
+						weightedResult.push({ symbolInfo: symbolInfo, weight: weight });
+					}
+				}
+			}
+
+			const result = weightedResult
+				.sort((item1: WeightedItem, item2: WeightedItem) => item1.weight - item2.weight)
+				.slice(0, maxSearchResults)
+				.map((item: WeightedItem) => {
+					const symbolInfo = item.symbolInfo;
+					return {
+						symbol: symbolInfo.name,
+						full_name: symbolInfo.full_name,
+						description: symbolInfo.description,
+						exchange: symbolInfo.exchange,
+						params: [],
+						type: symbolInfo.type,
+						ticker: symbolInfo.name,
+					};
+				});
+
+			return Promise.resolve(result);
+		});
+	}
+
+	private _init(): Promise<void> {
+		interface BooleanMap {
+			[key: string]: boolean | undefined;
+		}
+
+		const promises: Promise<void>[] = [];
+		const alreadyRequestedExchanges: BooleanMap = {};
+
+		for (const exchange of this._exchangesList) {
+			if (alreadyRequestedExchanges[exchange]) {
+				continue;
+			}
+
+			alreadyRequestedExchanges[exchange] = true;
+			promises.push(this._requestExchangeData(exchange));
+		}
+
+		return Promise.all(promises)
+			.then(() => {
+				this._symbolsList.sort();
+				logMessage('SymbolsStorage: All exchanges data loaded');
+			});
+	}
+
+	private _requestExchangeData(exchange: string): Promise<void> {
+		return new Promise((resolve: () => void, reject: (error: Error) => void) => {
+			this._requester.sendRequest<ExchangeDataResponse>(this._datafeedUrl, 'symbol_info', { group: exchange })
+				.then((response: ExchangeDataResponse) => {
+					try {
+						this._onExchangeDataReceived(exchange, response);
+					} catch (error) {
+						reject(error);
+						return;
+					}
+
+					resolve();
+				})
+				.catch((reason?: string | Error) => {
+					logMessage(`SymbolsStorage: Request data for exchange '${exchange}' failed, reason=${getErrorMessage(reason)}`);
+					resolve();
+				});
+		});
+	}
+
+	private _onExchangeDataReceived(exchange: string, data: ExchangeDataResponse): void {
+		let symbolIndex = 0;
+
+		try {
+			const symbolsCount = data.symbol.length;
+			const tickerPresent = data.ticker !== undefined;
+
+			for (; symbolIndex < symbolsCount; ++symbolIndex) {
+				const symbolName = data.symbol[symbolIndex];
+				const listedExchange = extractField(data, 'exchange-listed', symbolIndex);
+				const tradedExchange = extractField(data, 'exchange-traded', symbolIndex);
+				const fullName = tradedExchange + ':' + symbolName;
+				const currencyCode = extractField(data, 'currency-code', symbolIndex);
+				const unitId = extractField(data, 'unit-id', symbolIndex);
+
+				const ticker = tickerPresent ? (extractField(data, 'ticker', symbolIndex) as string) : symbolName;
+
+				const symbolInfo: LibrarySymbolInfo = {
+					ticker: ticker,
+					name: symbolName,
+					base_name: [listedExchange + ':' + symbolName],
+					full_name: fullName,
+					listed_exchange: listedExchange,
+					exchange: tradedExchange,
+					currency_code: currencyCode,
+					original_currency_code: extractField(data, 'original-currency-code', symbolIndex),
+					unit_id: unitId,
+					original_unit_id: extractField(data, 'original-unit-id', symbolIndex),
+					unit_conversion_types: extractField(data, 'unit-conversion-types', symbolIndex, true),
+					description: extractField(data, 'description', symbolIndex),
+					has_intraday: definedValueOrDefault(extractField(data, 'has-intraday', symbolIndex), false),
+					has_no_volume: definedValueOrDefault(extractField(data, 'has-no-volume', symbolIndex), false),
+					minmov: extractField(data, 'minmovement', symbolIndex) || extractField(data, 'minmov', symbolIndex) || 0,
+					minmove2: extractField(data, 'minmove2', symbolIndex) || extractField(data, 'minmov2', symbolIndex),
+					fractional: extractField(data, 'fractional', symbolIndex),
+					pricescale: extractField(data, 'pricescale', symbolIndex),
+					type: extractField(data, 'type', symbolIndex),
+					session: extractField(data, 'session-regular', symbolIndex),
+					session_holidays: extractField(data, 'session-holidays', symbolIndex),
+					corrections: extractField(data, 'corrections', symbolIndex),
+					timezone: extractField(data, 'timezone', symbolIndex),
+					supported_resolutions: definedValueOrDefault(extractField(data, 'supported-resolutions', symbolIndex, true), this._datafeedSupportedResolutions),
+					has_daily: definedValueOrDefault(extractField(data, 'has-daily', symbolIndex), true),
+					intraday_multipliers: definedValueOrDefault(extractField(data, 'intraday-multipliers', symbolIndex, true), ['1', '5', '15', '30', '60']),
+					has_weekly_and_monthly: extractField(data, 'has-weekly-and-monthly', symbolIndex),
+					has_empty_bars: extractField(data, 'has-empty-bars', symbolIndex),
+					volume_precision: definedValueOrDefault(extractField(data, 'volume-precision', symbolIndex), 0),
+					format: 'price',
+				};
+
+				this._symbolsInfo[ticker] = symbolInfo;
+				this._symbolsInfo[symbolName] = symbolInfo;
+				this._symbolsInfo[fullName] = symbolInfo;
+				if (currencyCode !== undefined || unitId !== undefined) {
+					this._symbolsInfo[symbolKey(ticker, currencyCode, unitId)] = symbolInfo;
+					this._symbolsInfo[symbolKey(symbolName, currencyCode, unitId)] = symbolInfo;
+					this._symbolsInfo[symbolKey(fullName, currencyCode, unitId)] = symbolInfo;
+				}
+
+				this._symbolsList.push(symbolName);
+			}
+		} catch (error) {
+			throw new Error(`SymbolsStorage: API error when processing exchange ${exchange} symbol #${symbolIndex} (${data.symbol[symbolIndex]}): ${error.message}`);
+		}
+	}
+}
+
+function definedValueOrDefault<T>(value: T | undefined, defaultValue: T): T {
+	return value !== undefined ? value : defaultValue;
+}

package/public/datafeeds/udf/src/udf-compatible-datafeed-base.ts

@@ -0,0 +1,369 @@
+import {
+	DatafeedConfiguration,
+	ErrorCallback,
+	GetMarksCallback,
+	HistoryCallback,
+	IDatafeedChartApi,
+	IDatafeedQuotesApi,
+	IExternalDatafeed,
+	LibrarySymbolInfo,
+	Mark,
+	OnReadyCallback,
+	QuotesCallback,
+	ResolutionString,
+	ResolveCallback,
+	SearchSymbolResultItem,
+	SearchSymbolsCallback,
+	ServerTimeCallback,
+	SubscribeBarsCallback,
+	TimescaleMark,
+	SymbolResolveExtension,
+} from '../../../charting_library/datafeed-api';
+
+import {
+	getErrorMessage,
+	logMessage,
+	RequestParams,
+	UdfErrorResponse,
+} from './helpers';
+
+import {
+	GetBarsResult,
+	HistoryProvider,
+	PeriodParamsWithOptionalCountback,
+} from './history-provider';
+
+import { IQuotesProvider } from './iquotes-provider';
+import { DataPulseProvider } from './data-pulse-provider';
+import { QuotesPulseProvider } from './quotes-pulse-provider';
+import { SymbolsStorage } from './symbols-storage';
+import { Requester } from './requester';
+
+export interface UdfCompatibleConfiguration extends DatafeedConfiguration {
+	// tslint:disable:tv-variable-name
+	supports_search?: boolean;
+	supports_group_request?: boolean;
+	// tslint:enable:tv-variable-name
+}
+
+export interface ResolveSymbolResponse extends LibrarySymbolInfo {
+	s: undefined;
+}
+
+// it is hack to let's TypeScript make code flow analysis
+export interface UdfSearchSymbolsResponse extends Array<SearchSymbolResultItem> {
+	s?: undefined;
+}
+
+export const enum Constants {
+	SearchItemsLimit = 30,
+}
+
+type UdfDatafeedMarkType<T extends TimescaleMark | Mark> = {
+	[K in keyof T]: T[K] | T[K][];
+} & {
+	id: (string | number)[];
+};
+
+type UdfDatafeedMark = UdfDatafeedMarkType<Mark>;
+type UdfDatafeedTimescaleMark = UdfDatafeedMarkType<TimescaleMark>;
+
+function extractField<Field extends keyof Mark>(data: UdfDatafeedMark, field: Field, arrayIndex: number): Mark[Field];
+function extractField<Field extends keyof TimescaleMark>(data: UdfDatafeedTimescaleMark, field: Field, arrayIndex: number): TimescaleMark[Field];
+function extractField<T, TField extends keyof T>(data: T, field: TField, arrayIndex: number): T[TField] {
+	const value = data[field];
+	return Array.isArray(value) ? value[arrayIndex] : value;
+}
+
+/**
+ * This class implements interaction with UDF-compatible datafeed.
+ * See UDF protocol reference at https://github.com/tradingview/charting_library/wiki/UDF
+ */
+export class UDFCompatibleDatafeedBase implements IExternalDatafeed, IDatafeedQuotesApi, IDatafeedChartApi {
+	protected _configuration: UdfCompatibleConfiguration = defaultConfiguration();
+	private readonly _datafeedURL: string;
+	private readonly _configurationReadyPromise: Promise<void>;
+
+	private _symbolsStorage: SymbolsStorage | null = null;
+
+	private readonly _historyProvider: HistoryProvider;
+	private readonly _dataPulseProvider: DataPulseProvider;
+
+	private readonly _quotesProvider: IQuotesProvider;
+	private readonly _quotesPulseProvider: QuotesPulseProvider;
+
+	private readonly _requester: Requester;
+
+	protected constructor(datafeedURL: string, quotesProvider: IQuotesProvider, requester: Requester, updateFrequency: number = 10 * 1000) {
+		this._datafeedURL = datafeedURL;
+		this._requester = requester;
+		this._historyProvider = new HistoryProvider(datafeedURL, this._requester);
+		this._quotesProvider = quotesProvider;
+
+		this._dataPulseProvider = new DataPulseProvider(this._historyProvider, updateFrequency);
+		this._quotesPulseProvider = new QuotesPulseProvider(this._quotesProvider);
+
+		this._configurationReadyPromise = this._requestConfiguration()
+			.then((configuration: UdfCompatibleConfiguration | null) => {
+				if (configuration === null) {
+					configuration = defaultConfiguration();
+				}
+
+				this._setupWithConfiguration(configuration);
+			});
+	}
+
+	public onReady(callback: OnReadyCallback): void {
+		this._configurationReadyPromise.then(() => {
+			callback(this._configuration);
+		});
+	}
+
+	public getQuotes(symbols: string[], onDataCallback: QuotesCallback, onErrorCallback: (msg: string) => void): void {
+		this._quotesProvider.getQuotes(symbols).then(onDataCallback).catch(onErrorCallback);
+	}
+
+	public subscribeQuotes(symbols: string[], fastSymbols: string[], onRealtimeCallback: QuotesCallback, listenerGuid: string): void {
+		this._quotesPulseProvider.subscribeQuotes(symbols, fastSymbols, onRealtimeCallback, listenerGuid);
+	}
+
+	public unsubscribeQuotes(listenerGuid: string): void {
+		this._quotesPulseProvider.unsubscribeQuotes(listenerGuid);
+	}
+
+	public getMarks(symbolInfo: LibrarySymbolInfo, from: number, to: number, onDataCallback: GetMarksCallback<Mark>, resolution: ResolutionString): void {
+		if (!this._configuration.supports_marks) {
+			return;
+		}
+
+		const requestParams: RequestParams = {
+			symbol: symbolInfo.ticker || '',
+			from: from,
+			to: to,
+			resolution: resolution,
+		};
+
+		this._send<Mark[] | UdfDatafeedMark>('marks', requestParams)
+			.then((response: Mark[] | UdfDatafeedMark) => {
+				if (!Array.isArray(response)) {
+					const result: Mark[] = [];
+					for (let i = 0; i < response.id.length; ++i) {
+						result.push({
+							id: extractField(response, 'id', i),
+							time: extractField(response, 'time', i),
+							color: extractField(response, 'color', i),
+							text: extractField(response, 'text', i),
+							label: extractField(response, 'label', i),
+							labelFontColor: extractField(response, 'labelFontColor', i),
+							minSize: extractField(response, 'minSize', i),
+						});
+					}
+
+					response = result;
+				}
+
+				onDataCallback(response);
+			})
+			.catch((error?: string | Error) => {
+				logMessage(`UdfCompatibleDatafeed: Request marks failed: ${getErrorMessage(error)}`);
+				onDataCallback([]);
+			});
+	}
+
+	public getTimescaleMarks(symbolInfo: LibrarySymbolInfo, from: number, to: number, onDataCallback: GetMarksCallback<TimescaleMark>, resolution: ResolutionString): void {
+		if (!this._configuration.supports_timescale_marks) {
+			return;
+		}
+
+		const requestParams: RequestParams = {
+			symbol: symbolInfo.ticker || '',
+			from: from,
+			to: to,
+			resolution: resolution,
+		};
+
+		this._send<TimescaleMark[] | UdfDatafeedTimescaleMark>('timescale_marks', requestParams)
+			.then((response: TimescaleMark[] | UdfDatafeedTimescaleMark) => {
+				if (!Array.isArray(response)) {
+					const result: TimescaleMark[] = [];
+					for (let i = 0; i < response.id.length; ++i) {
+						result.push({
+							id: extractField(response, 'id', i),
+							time: extractField(response, 'time', i),
+							color: extractField(response, 'color', i),
+							label: extractField(response, 'label', i),
+							tooltip: extractField(response, 'tooltip', i),
+						});
+					}
+
+					response = result;
+				}
+
+				onDataCallback(response);
+			})
+			.catch((error?: string | Error) => {
+				logMessage(`UdfCompatibleDatafeed: Request timescale marks failed: ${getErrorMessage(error)}`);
+				onDataCallback([]);
+			});
+	}
+
+	public getServerTime(callback: ServerTimeCallback): void {
+		if (!this._configuration.supports_time) {
+			return;
+		}
+
+		this._send<string>('time')
+			.then((response: string) => {
+				const time = parseInt(response);
+				if (!isNaN(time)) {
+					callback(time);
+				}
+			})
+			.catch((error?: string | Error) => {
+				logMessage(`UdfCompatibleDatafeed: Fail to load server time, error=${getErrorMessage(error)}`);
+			});
+	}
+
+	public searchSymbols(userInput: string, exchange: string, symbolType: string, onResult: SearchSymbolsCallback): void {
+		if (this._configuration.supports_search) {
+			const params: RequestParams = {
+				limit: Constants.SearchItemsLimit,
+				query: userInput.toUpperCase(),
+				type: symbolType,
+				exchange: exchange,
+			};
+
+			this._send<UdfSearchSymbolsResponse | UdfErrorResponse>('search', params)
+				.then((response: UdfSearchSymbolsResponse | UdfErrorResponse) => {
+					if (response.s !== undefined) {
+						logMessage(`UdfCompatibleDatafeed: search symbols error=${response.errmsg}`);
+						onResult([]);
+						return;
+					}
+
+					onResult(response);
+				})
+				.catch((reason?: string | Error) => {
+					logMessage(`UdfCompatibleDatafeed: Search symbols for '${userInput}' failed. Error=${getErrorMessage(reason)}`);
+					onResult([]);
+				});
+		} else {
+			if (this._symbolsStorage === null) {
+				throw new Error('UdfCompatibleDatafeed: inconsistent configuration (symbols storage)');
+			}
+
+			this._symbolsStorage.searchSymbols(userInput, exchange, symbolType, Constants.SearchItemsLimit)
+				.then(onResult)
+				.catch(onResult.bind(null, []));
+		}
+	}
+
+	public resolveSymbol(symbolName: string, onResolve: ResolveCallback, onError: ErrorCallback, extension?: SymbolResolveExtension): void {
+		logMessage('Resolve requested');
+
+		const currencyCode = extension && extension.currencyCode;
+		const unitId = extension && extension.unitId;
+
+		const resolveRequestStartTime = Date.now();
+		function onResultReady(symbolInfo: LibrarySymbolInfo): void {
+			logMessage(`Symbol resolved: ${Date.now() - resolveRequestStartTime}ms`);
+			onResolve(symbolInfo);
+		}
+
+		if (!this._configuration.supports_group_request) {
+			const params: RequestParams = {
+				symbol: symbolName,
+			};
+			if (currencyCode !== undefined) {
+				params.currencyCode = currencyCode;
+			}
+			if (unitId !== undefined) {
+				params.unitId = unitId;
+			}
+
+			this._send<ResolveSymbolResponse | UdfErrorResponse>('symbols', params)
+				.then((response: ResolveSymbolResponse | UdfErrorResponse) => {
+					if (response.s !== undefined) {
+						onError('unknown_symbol');
+					} else {
+						onResultReady(response);
+					}
+				})
+				.catch((reason?: string | Error) => {
+					logMessage(`UdfCompatibleDatafeed: Error resolving symbol: ${getErrorMessage(reason)}`);
+					onError('unknown_symbol');
+				});
+		} else {
+			if (this._symbolsStorage === null) {
+				throw new Error('UdfCompatibleDatafeed: inconsistent configuration (symbols storage)');
+			}
+
+			this._symbolsStorage.resolveSymbol(symbolName, currencyCode, unitId).then(onResultReady).catch(onError);
+		}
+	}
+
+	public getBars(symbolInfo: LibrarySymbolInfo, resolution: ResolutionString, periodParams: PeriodParamsWithOptionalCountback, onResult: HistoryCallback, onError: ErrorCallback): void {
+		this._historyProvider.getBars(symbolInfo, resolution, periodParams)
+			.then((result: GetBarsResult) => {
+				onResult(result.bars, result.meta);
+			})
+			.catch(onError);
+	}
+
+	public subscribeBars(symbolInfo: LibrarySymbolInfo, resolution: ResolutionString, onTick: SubscribeBarsCallback, listenerGuid: string, onResetCacheNeededCallback: () => void): void {
+		this._dataPulseProvider.subscribeBars(symbolInfo, resolution, onTick, listenerGuid);
+	}
+
+	public unsubscribeBars(listenerGuid: string): void {
+		this._dataPulseProvider.unsubscribeBars(listenerGuid);
+	}
+
+	protected _requestConfiguration(): Promise<UdfCompatibleConfiguration | null> {
+		return this._send<UdfCompatibleConfiguration>('config')
+			.catch((reason?: string | Error) => {
+				logMessage(`UdfCompatibleDatafeed: Cannot get datafeed configuration - use default, error=${getErrorMessage(reason)}`);
+				return null;
+			});
+	}
+
+	private _send<T>(urlPath: string, params?: RequestParams): Promise<T> {
+		return this._requester.sendRequest<T>(this._datafeedURL, urlPath, params);
+	}
+
+	private _setupWithConfiguration(configurationData: UdfCompatibleConfiguration): void {
+		this._configuration = configurationData;
+
+		if (configurationData.exchanges === undefined) {
+			configurationData.exchanges = [];
+		}
+
+		if (!configurationData.supports_search && !configurationData.supports_group_request) {
+			throw new Error('Unsupported datafeed configuration. Must either support search, or support group request');
+		}
+
+		if (configurationData.supports_group_request || !configurationData.supports_search) {
+			this._symbolsStorage = new SymbolsStorage(this._datafeedURL, configurationData.supported_resolutions || [], this._requester);
+		}
+
+		logMessage(`UdfCompatibleDatafeed: Initialized with ${JSON.stringify(configurationData)}`);
+	}
+}
+
+function defaultConfiguration(): UdfCompatibleConfiguration {
+	return {
+		supports_search: false,
+		supports_group_request: true,
+		supported_resolutions: [
+			'1' as ResolutionString,
+			'5' as ResolutionString,
+			'15' as ResolutionString,
+			'30' as ResolutionString,
+			'60' as ResolutionString,
+			'1D' as ResolutionString,
+			'1W' as ResolutionString,
+			'1M' as ResolutionString,
+		],
+		supports_marks: false,
+		supports_timescale_marks: false,
+	};
+}

package/public/datafeeds/udf/src/udf-compatible-datafeed.ts

@@ -0,0 +1,11 @@
+import { UDFCompatibleDatafeedBase } from './udf-compatible-datafeed-base';
+import { QuotesProvider } from './quotes-provider';
+import { Requester } from './requester';
+
+export class UDFCompatibleDatafeed extends UDFCompatibleDatafeedBase {
+	public constructor(datafeedURL: string, updateFrequency: number = 10 * 1000) {
+		const requester = new Requester();
+		const quotesProvider = new QuotesProvider(datafeedURL, requester);
+		super(datafeedURL, quotesProvider, requester, updateFrequency);
+	}
+}

package/public/datafeeds/udf/tsconfig.json

@@ -0,0 +1,25 @@
+{
+	"compilerOptions": {
+		"allowSyntheticDefaultImports": true,
+		"importHelpers": true,
+		"lib": [
+			"dom",
+			"es2018"
+		],
+		"module": "es6",
+		"moduleResolution": "node",
+		"noEmitOnError": true,
+		"noFallthroughCasesInSwitch": true,
+		"noImplicitReturns": true,
+		"noUnusedLocals": true,
+		"outDir": "./lib/",
+		"rootDir": "src",
+		"sourceMap": false,
+		"strict": true,
+		"target": "es2018",
+		"types": []
+	},
+	"include": [
+		"./src/**/*.ts"
+	]
+}