125 lines
3.1 KiB
TypeScript
125 lines
3.1 KiB
TypeScript
import {
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Bar,
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HistoryMetadata,
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LibrarySymbolInfo,
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} from '../../../charting_library/datafeed-api';
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import {
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getErrorMessage,
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RequestParams,
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UdfErrorResponse,
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UdfOkResponse,
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UdfResponse,
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} from './helpers';
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import { Requester } from './requester';
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// tslint:disable: no-any
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interface HistoryPartialDataResponse extends UdfOkResponse {
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t: any;
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c: any;
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o?: never;
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h?: never;
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l?: never;
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v?: never;
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}
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interface HistoryFullDataResponse extends UdfOkResponse {
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t: any;
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c: any;
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o: any;
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h: any;
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l: any;
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v: any;
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}
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// tslint:enable: no-any
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interface HistoryNoDataResponse extends UdfResponse {
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s: 'no_data';
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nextTime?: number;
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}
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type HistoryResponse = HistoryFullDataResponse | HistoryPartialDataResponse | HistoryNoDataResponse;
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export interface GetBarsResult {
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bars: Bar[];
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meta: HistoryMetadata;
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}
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export class HistoryProvider {
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private _datafeedUrl: string;
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private readonly _requester: Requester;
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public constructor(datafeedUrl: string, requester: Requester) {
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this._datafeedUrl = datafeedUrl;
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this._requester = requester;
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}
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public getBars(symbolInfo: LibrarySymbolInfo, resolution: string, rangeStartDate: number, rangeEndDate: number): Promise<GetBarsResult> {
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const requestParams: RequestParams = {
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symbol: symbolInfo.ticker || '',
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resolution: resolution,
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from: rangeStartDate,
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to: rangeEndDate,
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};
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if (symbolInfo.currency_code !== undefined) {
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requestParams.currencyCode = symbolInfo.currency_code;
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}
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return new Promise((resolve: (result: GetBarsResult) => void, reject: (reason: string) => void) => {
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this._requester.sendRequest<HistoryResponse>(this._datafeedUrl, 'history', requestParams)
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.then((response: HistoryResponse | UdfErrorResponse) => {
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if (response.s !== 'ok' && response.s !== 'no_data') {
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reject(response.errmsg);
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return;
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}
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const bars: Bar[] = [];
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const meta: HistoryMetadata = {
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noData: false,
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};
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if (response.s === 'no_data') {
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meta.noData = true;
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meta.nextTime = response.nextTime;
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} else {
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const volumePresent = response.v !== undefined;
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const ohlPresent = response.o !== undefined;
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for (let i = 0; i < response.t.length; ++i) {
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const barValue: Bar = {
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time: response.t[i] * 1000,
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close: parseFloat(response.c[i]),
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open: parseFloat(response.c[i]),
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high: parseFloat(response.c[i]),
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low: parseFloat(response.c[i]),
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};
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if (ohlPresent) {
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barValue.open = parseFloat((response as HistoryFullDataResponse).o[i]);
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barValue.high = parseFloat((response as HistoryFullDataResponse).h[i]);
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barValue.low = parseFloat((response as HistoryFullDataResponse).l[i]);
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}
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if (volumePresent) {
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barValue.volume = parseFloat((response as HistoryFullDataResponse).v[i]);
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}
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bars.push(barValue);
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}
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}
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resolve({
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bars: bars,
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meta: meta,
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});
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})
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.catch((reason?: string | Error) => {
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const reasonString = getErrorMessage(reason);
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// tslint:disable-next-line:no-console
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console.warn(`HistoryProvider: getBars() failed, error=${reasonString}`);
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reject(reasonString);
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});
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});
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}
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}
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