dukascopy-node-plus 1.1.4 → 1.2.5
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/README.md +435 -23
- package/dist/cli/index.js +3529 -94
- package/dist/esm/chunk-5ZJB4AEL.js +154 -0
- package/dist/esm/{chunk-Z4O2KLFU.js → chunk-GDKYDWLQ.js} +5275 -52
- package/dist/esm/{chunk-KAQS2RYD.js → chunk-PVYCTSWT.js} +5 -7
- package/dist/esm/cli/index.js +36 -25
- package/dist/esm/index.example.nostream.js +5 -6
- package/dist/esm/index.example.stream.js +5 -5
- package/dist/esm/index.js +16 -13
- package/dist/index.d.ts +1823 -33
- package/dist/index.example.nostream.d.ts +0 -1
- package/dist/index.example.nostream.js +3480 -59
- package/dist/index.example.stream.d.ts +0 -1
- package/dist/index.example.stream.js +3539 -126
- package/dist/index.js +5675 -465
- package/package.json +82 -82
- package/dist/cli/index.d.mts +0 -1
- package/dist/esm/chunk-EN4CESUH.js +0 -164
- package/dist/esm/chunk-VHVSB2KI.js +0 -6
- package/dist/index.d.mts +0 -6818
- package/dist/index.example.nostream.d.mts +0 -2
- package/dist/index.example.stream.d.mts +0 -2
- /package/dist/esm/{chunk-476J4KQE.js → chunk-ASWACD3L.js} +0 -0
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import {
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candleHeaders,
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tickHeaders
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} from "./chunk-ASWACD3L.js";
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import {
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BufferFetcher,
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CacheManager,
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formatBytes,
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generateUrls,
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normaliseDates,
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processData,
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validateConfigNode,
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version
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} from "./chunk-GDKYDWLQ.js";
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// src/getHistoricalRatesToStream.ts
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import debug from "debug";
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import os from "os";
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import { Readable } from "stream";
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var DEBUG_NAMESPACE = "dukascopy-node";
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function getHistoricalRatesToStream(config) {
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const stream = new Readable({
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objectMode: true,
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async read(_size) {
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}
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});
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try {
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debug(`${DEBUG_NAMESPACE}:version`)(version);
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debug(`${DEBUG_NAMESPACE}:nodejs`)(process.version);
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debug(`${DEBUG_NAMESPACE}:os`)(`${os.type()}, ${os.release()} (${os.platform()})`);
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const { input, isValid, validationErrors } = validateConfigNode(config);
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debug(`${DEBUG_NAMESPACE}:config`)("%O", {
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input,
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isValid,
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validationErrors
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});
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if (!isValid) {
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const error = new Error("Configuration validation failed");
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Object.assign(error, { validationErrors });
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stream.emit("error", error);
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stream.push(null);
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return stream;
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}
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const {
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instrument,
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dates: { from, to },
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timeframe,
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priceType,
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volumes,
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volumeUnits,
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utcOffset,
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ignoreFlats,
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format,
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batchSize,
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pauseBetweenBatchesMs,
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useCache,
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cacheFolderPath,
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retryCount,
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pauseBetweenRetriesMs,
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retryOnEmpty
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} = input;
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const [startDate, endDate] = normaliseDates({
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instrument,
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startDate: from,
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endDate: to,
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timeframe,
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utcOffset
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});
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const [startDateMs, endDateMs] = [+startDate, +endDate];
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const urls = generateUrls({
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instrument,
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timeframe,
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priceType,
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startDate,
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endDate
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});
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debug(`${DEBUG_NAMESPACE}:urls`)(`Generated ${urls.length} urls`);
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debug(`${DEBUG_NAMESPACE}:urls`)("%O", urls);
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const onItemFetch = process.env.DEBUG ? (url, buffer, isCacheHit) => {
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debug(`${DEBUG_NAMESPACE}:fetcher`)(
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url,
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`| ${formatBytes(buffer.length)} |`,
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`${isCacheHit ? "cache" : "network"}`
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);
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} : void 0;
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const bufferFetcher = new BufferFetcher({
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batchSize,
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pauseBetweenBatchesMs,
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cacheManager: useCache ? new CacheManager({ cacheFolderPath }) : void 0,
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retryCount,
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pauseBetweenRetriesMs,
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onItemFetch,
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retryOnEmpty
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});
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const bodyHeaders = timeframe === "tick" /* tick */ ? tickHeaders : candleHeaders;
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let firstLine = true;
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bufferFetcher.fetch(urls).then((bufferredData) => {
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debug(`${DEBUG_NAMESPACE}:fetcher`)(`Fetched ${bufferredData.length} buffer objects`);
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const processedData = processData({
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instrument,
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requestedTimeframe: timeframe,
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bufferObjects: bufferredData,
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priceType,
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volumes,
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volumeUnits,
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ignoreFlats
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});
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debug(`${DEBUG_NAMESPACE}:data`)(
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`Generated ${processedData.length} ${timeframe === "tick" /* tick */ ? "ticks" : "OHLC candles"}`
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);
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const filteredData = processedData.filter(
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([timestamp]) => timestamp && timestamp >= startDateMs && timestamp < endDateMs
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);
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debug(`${DEBUG_NAMESPACE}:data`)(`Filtered to ${filteredData.length} items`);
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filteredData.forEach((item) => {
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if (format === "array" /* array */) {
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stream.push(item);
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} else if (format === "json" /* json */) {
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const data = item.reduce(
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(all, value, i) => {
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const name = bodyHeaders[i];
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all[name] = value;
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return all;
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},
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{}
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);
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stream.push(data);
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} else if (format === "csv" /* csv */) {
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if (firstLine) {
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const csvHeaders = bodyHeaders.join(",");
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stream.push(csvHeaders);
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firstLine = false;
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}
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stream.push(`
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${item.join(",")}`);
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}
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});
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stream.push(null);
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}).catch((err) => {
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debug(`${DEBUG_NAMESPACE}:error`)("Error fetching data: %O", err);
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stream.emit("error", err);
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stream.push(null);
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});
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} catch (err) {
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debug(`${DEBUG_NAMESPACE}:error`)("Unexpected error: %O", err);
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stream.emit("error", err);
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stream.push(null);
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}
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return stream;
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}
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export {
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getHistoricalRatesToStream
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};
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