fix(trading): do not add candles if they are older than requested date range (#5484)

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Bartłomiej Głownia 2023-12-13 09:06:02 +01:00 committed by GitHub
parent f178b85846
commit b82615a3d8
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@ -56,6 +56,7 @@ const defaultConfig = {
*/ */
export class VegaDataSource implements DataSource { export class VegaDataSource implements DataSource {
client: ApolloClient<object>; client: ApolloClient<object>;
from?: Date;
marketId: string; marketId: string;
partyId: null | string; partyId: null | string;
_decimalPlaces = 0; _decimalPlaces = 0;
@ -158,6 +159,7 @@ export class VegaDataSource implements DataSource {
*/ */
async query(interval: PennantInterval, from: string) { async query(interval: PennantInterval, from: string) {
try { try {
this.from = new Date(from);
const { data } = await this.client.query< const { data } = await this.client.query<
CandlesQuery, CandlesQuery,
CandlesQueryVariables CandlesQueryVariables
@ -215,7 +217,9 @@ export class VegaDataSource implements DataSource {
this.decimalPlaces, this.decimalPlaces,
this.positionDecimalPlaces this.positionDecimalPlaces
); );
if (!this.from || candle.date < this.from) {
return;
}
onSubscriptionData(candle); onSubscriptionData(candle);
} }
}); });