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fix(candles-chart): ignore candles from before market open date (#5678)

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Art 2024-01-30 15:32:55 +01:00 committed by GitHub
parent 6d2f367987
commit efb746f373
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5 changed files with 37 additions and 1 deletions
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3
libs/candles-chart/src/lib/Candles.graphql
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@ -20,6 +20,9 @@ query Candles($marketId: ID!, $interval: Interval!, $since: String!) {
code
}
}
marketTimestamps {
open
}
candlesConnection(
interval: $interval
since: $since

5
libs/candles-chart/src/lib/__generated__/Candles.ts generated
View File

@ -12,7 +12,7 @@ export type CandlesQueryVariables = Types.Exact<{
}>;
export type CandlesQuery = { __typename?: 'Query', market?: { __typename?: 'Market', id: string, decimalPlaces: number, positionDecimalPlaces: number, tradableInstrument: { __typename?: 'TradableInstrument', instrument: { __typename?: 'Instrument', id: string, name: string, code: string } }, candlesConnection?: { __typename?: 'CandleDataConnection', edges?: Array<{ __typename?: 'CandleEdge', node: { __typename?: 'Candle', periodStart: any, lastUpdateInPeriod: any, high: string, low: string, open: string, close: string, volume: string } } | null> | null } | null } | null };
export type CandlesQuery = { __typename?: 'Query', market?: { __typename?: 'Market', id: string, decimalPlaces: number, positionDecimalPlaces: number, tradableInstrument: { __typename?: 'TradableInstrument', instrument: { __typename?: 'Instrument', id: string, name: string, code: string } }, marketTimestamps: { __typename?: 'MarketTimestamps', open: any }, candlesConnection?: { __typename?: 'CandleDataConnection', edges?: Array<{ __typename?: 'CandleEdge', node: { __typename?: 'Candle', periodStart: any, lastUpdateInPeriod: any, high: string, low: string, open: string, close: string, volume: string } } | null> | null } | null } | null };
export type CandlesEventsSubscriptionVariables = Types.Exact<{
marketId: Types.Scalars['ID'];
@ -46,6 +46,9 @@ export const CandlesDocument = gql`
code
}
}
marketTimestamps {
open
}
candlesConnection(interval: $interval, since: $since, pagination: {last: 5000}) {
edges {
node {

4
libs/candles-chart/src/lib/candles.mock.ts
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@ -15,6 +15,10 @@ export const candlesQuery = (
id: 'market-0',
decimalPlaces: 5,
positionDecimalPlaces: 0,
marketTimestamps: {
__typename: 'MarketTimestamps',
open: '2022-04-06T09:15:00Z',
},
tradableInstrument: {
instrument: {
id: '',

3
libs/candles-chart/src/lib/data-source.spec.ts
View File

@ -13,6 +13,9 @@ const returnDataMocks = (nodes: CandleFieldsFragment[]): CandlesQuery => {
market: {
decimalPlaces: 1,
positionDecimalPlaces: 1,
marketTimestamps: {
open: '2022-05-10T11:00:00Z',
},
candlesConnection: {
edges: nodes.map((node) => ({ node })),
},

23
libs/candles-chart/src/lib/data-source.ts
View File

@ -172,13 +172,30 @@ export class VegaDataSource implements DataSource {
},
fetchPolicy: 'no-cache',
});
if (data?.market?.candlesConnection?.edges) {
const decimalPlaces = data.market.decimalPlaces;
const positionDecimalPlaces = data.market.positionDecimalPlaces;
const openSince =
typeof data.market.marketTimestamps.open === 'string' &&
data.market.marketTimestamps.open.length > 0
? new Date(data.market.marketTimestamps.open)
: // this should never happen, but just in case let's have it as
// Date(0) if the market data is incomplete for some reason
new Date(0);
if (this.from < openSince) {
// overwrite `from` if requested value is before the market's open date
this.from = openSince;
}
const candles = data.market.candlesConnection.edges
.map((edge) => edge?.node)
.filter((node): node is CandleFieldsFragment => !!node)
.filter(
(node) => sinceMarketOpen(node, openSince) && !emptyCandle(node)
)
.map((node) =>
parseCandle(node, decimalPlaces, positionDecimalPlaces)
)
@ -326,3 +343,9 @@ function parseCandle(
volume: Number(addDecimal(candle.volume, positionDecimalPlaces)),
};
}
const sinceMarketOpen = (candle: CandleFieldsFragment, openSince: Date) =>
new Date(candle.periodStart) >= openSince;
const emptyCandle = (candle: CandleFieldsFragment) =>
candle.high === '' && candle.low === '';