binbot-charts 0.0.20 → 0.0.21

package/dist/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/dist/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/dist/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/dist/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/dist/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));
+	}
+}

package/dist/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;
+}