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import {
Bar,
HistoryMetadata,
LibrarySymbolInfo,
} from '../../../charting_library/datafeed-api';
import {
getErrorMessage,
RequestParams,
UdfErrorResponse,
UdfOkResponse,
UdfResponse,
} from './helpers';
import { Requester } from './requester';
interface HistoryPartialDataResponse extends UdfOkResponse {
t: number[];
c: number[];
o?: never;
h?: never;
l?: never;
v?: never;
}
interface HistoryFullDataResponse extends UdfOkResponse {
t: number[];
c: number[];
o: number[];
h: number[];
l: number[];
v: number[];
}
interface HistoryNoDataResponse extends UdfResponse {
s: 'no_data';
nextTime?: number;
}
type HistoryResponse = HistoryFullDataResponse | HistoryPartialDataResponse | HistoryNoDataResponse;
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, rangeStartDate: number, rangeEndDate: number): Promise<GetBarsResult> {
const requestParams: RequestParams = {
symbol: symbolInfo.ticker || '',
resolution: resolution,
from: rangeStartDate,
to: rangeEndDate,
};
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: Number(response.c[i]),
open: Number(response.c[i]),
high: Number(response.c[i]),
low: Number(response.c[i]),
};
if (ohlPresent) {
barValue.open = Number((response as HistoryFullDataResponse).o[i]);
barValue.high = Number((response as HistoryFullDataResponse).h[i]);
barValue.low = Number((response as HistoryFullDataResponse).l[i]);
}
if (volumePresent) {
barValue.volume = Number((response as HistoryFullDataResponse).v[i]);
}
bars.push(barValue);
}
}
resolve({
bars: bars,
meta: meta,
});
})
.catch((reason?: string | Error) => {
const reasonString = getErrorMessage(reason);
console.warn(`HistoryProvider: getBars() failed, error=${reasonString}`);
reject(reasonString);
});
});
}
}