import { DatafeedConfiguration, ErrorCallback, GetMarksCallback, HistoryCallback, HistoryDepth, IDatafeedChartApi, IDatafeedQuotesApi, IExternalDatafeed, LibrarySymbolInfo, Mark, OnReadyCallback, QuotesCallback, ResolutionBackValues, ResolutionString, ResolveCallback, SearchSymbolResultItem, SearchSymbolsCallback, ServerTimeCallback, SubscribeBarsCallback, TimescaleMark, } from '../../../charting_library/datafeed-api'; import { getErrorMessage, logMessage, RequestParams, UdfErrorResponse, } from './helpers'; import { GetBarsResult, HistoryProvider, } 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 { s?: undefined; } export const enum Constants { SearchItemsLimit = 30, } type UdfDatafeedMarkType = { [K in keyof T]: T[K] | T[K][]; } & { id: (string | number)[]; }; type UdfDatafeedMark = UdfDatafeedMarkType; type UdfDatafeedTimescaleMark = UdfDatafeedMarkType; function extractField(data: UdfDatafeedMark, field: Field, arrayIndex: number): Mark[Field]; function extractField(data: UdfDatafeedTimescaleMark, field: Field, arrayIndex: number): TimescaleMark[Field]; function extractField(data: UdfDatafeedMark | UdfDatafeedTimescaleMark, field: Field, arrayIndex: number): (TimescaleMark | Mark)[Field] { 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; 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 calculateHistoryDepth(resolution: ResolutionString, resolutionBack: ResolutionBackValues, intervalBack: number): HistoryDepth | undefined { return undefined; } public getMarks(symbolInfo: LibrarySymbolInfo, from: number, to: number, onDataCallback: GetMarksCallback, resolution: ResolutionString): void { if (!this._configuration.supports_marks) { return; } const requestParams: RequestParams = { symbol: symbolInfo.ticker || '', from: from, to: to, resolution: resolution, }; this._send('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, resolution: ResolutionString): void { if (!this._configuration.supports_timescale_marks) { return; } const requestParams: RequestParams = { symbol: symbolInfo.ticker || '', from: from, to: to, resolution: resolution, }; this._send('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: ${getErrorMessage(error)}`); onDataCallback([]); }); } public getServerTime(callback: ServerTimeCallback): void { if (!this._configuration.supports_time) { return; } this._send('time') .then((response: string) => { const time = parseInt(response); if (!isNaN(time)) { callback(time); } }) .catch((error?: string | Error) => { logMessage(`UdfCompatibleDatafeed: Fail to load server time, error=${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('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): void { logMessage('Resolve requested'); 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, }; this._send('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: ${getErrorMessage(reason)}`); onError('unknown_symbol'); }); } else { if (this._symbolsStorage === null) { throw new Error('UdfCompatibleDatafeed: inconsistent configuration (symbols storage)'); } this._symbolsStorage.resolveSymbol(symbolName).then(onResultReady).catch(onError); } } public getBars(symbolInfo: LibrarySymbolInfo, resolution: ResolutionString, rangeStartDate: number, rangeEndDate: number, onResult: HistoryCallback, onError: ErrorCallback): void { this._historyProvider.getBars(symbolInfo, resolution, rangeStartDate, rangeEndDate) .then((result: GetBarsResult) => { onResult(result.bars, result.meta); }) .catch(onError); } public subscribeBars(symbolInfo: LibrarySymbolInfo, resolution: ResolutionString, onTick: SubscribeBarsCallback, listenerGuid: string, onResetCacheNeededCallback: () => void): void { this._dataPulseProvider.subscribeBars(symbolInfo, resolution, onTick, listenerGuid); } public unsubscribeBars(listenerGuid: string): void { this._dataPulseProvider.unsubscribeBars(listenerGuid); } protected _requestConfiguration(): Promise { return this._send('config') .catch((reason?: string | Error) => { logMessage(`UdfCompatibleDatafeed: Cannot get datafeed configuration - use default, error=${getErrorMessage(reason)}`); return null; }); } private _send(urlPath: string, params?: RequestParams): Promise { return this._requester.sendRequest(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', '5', '15', '30', '60', '1D', '1W', '1M'], supports_marks: false, supports_timescale_marks: false, }; }