binbot-charts 0.0.21 → 0.1.1

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

@@ -1,152 +0,0 @@
-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/dist/datafeeds/udf/src/helpers.ts

@@ -1,38 +0,0 @@
-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/dist/datafeeds/udf/src/history-provider.ts

@@ -1,134 +0,0 @@
-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

@@ -1,14 +0,0 @@
-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

@@ -1,37 +0,0 @@
-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

@@ -1,85 +0,0 @@
-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

@@ -1,39 +0,0 @@
-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));
-	}
-}