108 lines
5.0 KiB
JavaScript
108 lines
5.0 KiB
JavaScript
import { getErrorMessage, logMessage, } from './helpers';
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var DataPulseProvider = /** @class */ (function () {
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function DataPulseProvider(historyProvider, updateFrequency) {
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this._subscribers = {};
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this._requestsPending = 0;
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this._historyProvider = historyProvider;
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setInterval(this._updateData.bind(this), updateFrequency);
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}
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DataPulseProvider.prototype.subscribeBars = function (symbolInfo, resolution, newDataCallback, listenerGuid) {
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if (this._subscribers.hasOwnProperty(listenerGuid)) {
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logMessage("DataPulseProvider: already has subscriber with id=" + listenerGuid);
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return;
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}
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this._subscribers[listenerGuid] = {
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lastBarTime: null,
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listener: newDataCallback,
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resolution: resolution,
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symbolInfo: symbolInfo,
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};
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logMessage("DataPulseProvider: subscribed for #" + listenerGuid + " - {" + symbolInfo.name + ", " + resolution + "}");
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};
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DataPulseProvider.prototype.unsubscribeBars = function (listenerGuid) {
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delete this._subscribers[listenerGuid];
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logMessage("DataPulseProvider: unsubscribed for #" + listenerGuid);
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};
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DataPulseProvider.prototype._updateData = function () {
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var _this = this;
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if (this._requestsPending > 0) {
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return;
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}
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this._requestsPending = 0;
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var _loop_1 = function (listenerGuid) {
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this_1._requestsPending += 1;
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this_1._updateDataForSubscriber(listenerGuid)
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.then(function () {
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_this._requestsPending -= 1;
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logMessage("DataPulseProvider: data for #" + listenerGuid + " updated successfully, pending=" + _this._requestsPending);
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})
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.catch(function (reason) {
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_this._requestsPending -= 1;
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logMessage("DataPulseProvider: data for #" + listenerGuid + " updated with error=" + getErrorMessage(reason) + ", pending=" + _this._requestsPending);
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});
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};
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var this_1 = this;
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for (var listenerGuid in this._subscribers) {
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_loop_1(listenerGuid);
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}
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};
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DataPulseProvider.prototype._updateDataForSubscriber = function (listenerGuid) {
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var _this = this;
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var subscriptionRecord = this._subscribers[listenerGuid];
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var rangeEndTime = parseInt((Date.now() / 1000).toString());
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// BEWARE: please note we really need 2 bars, not the only last one
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// see the explanation below. `10` is the `large enough` value to work around holidays
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var rangeStartTime = rangeEndTime - periodLengthSeconds(subscriptionRecord.resolution, 10);
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return this._historyProvider.getBars(subscriptionRecord.symbolInfo, subscriptionRecord.resolution, rangeStartTime, rangeEndTime)
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.then(function (result) {
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_this._onSubscriberDataReceived(listenerGuid, result);
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});
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};
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DataPulseProvider.prototype._onSubscriberDataReceived = function (listenerGuid, result) {
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// means the subscription was cancelled while waiting for data
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if (!this._subscribers.hasOwnProperty(listenerGuid)) {
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logMessage("DataPulseProvider: Data comes for already unsubscribed subscription #" + listenerGuid);
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return;
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}
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var bars = result.bars;
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if (bars.length === 0) {
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return;
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}
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var lastBar = bars[bars.length - 1];
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var subscriptionRecord = this._subscribers[listenerGuid];
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if (subscriptionRecord.lastBarTime !== null && lastBar.time < subscriptionRecord.lastBarTime) {
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return;
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}
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var isNewBar = subscriptionRecord.lastBarTime !== null && lastBar.time > subscriptionRecord.lastBarTime;
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// Pulse updating may miss some trades data (ie, if pulse period = 10 secods and new bar is started 5 seconds later after the last update, the
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// old bar's last 5 seconds trades will be lost). Thus, at fist we should broadcast old bar updates when it's ready.
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if (isNewBar) {
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if (bars.length < 2) {
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throw new Error('Not enough bars in history for proper pulse update. Need at least 2.');
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}
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var previousBar = bars[bars.length - 2];
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subscriptionRecord.listener(previousBar);
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}
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subscriptionRecord.lastBarTime = lastBar.time;
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subscriptionRecord.listener(lastBar);
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};
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return DataPulseProvider;
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}());
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export { DataPulseProvider };
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function periodLengthSeconds(resolution, requiredPeriodsCount) {
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var daysCount = 0;
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if (resolution === 'D' || resolution === '1D') {
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daysCount = requiredPeriodsCount;
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}
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else if (resolution === 'M' || resolution === '1M') {
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daysCount = 31 * requiredPeriodsCount;
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}
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else if (resolution === 'W' || resolution === '1W') {
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daysCount = 7 * requiredPeriodsCount;
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}
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else {
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daysCount = requiredPeriodsCount * parseInt(resolution) / (24 * 60);
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}
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return daysCount * 24 * 60 * 60;
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}
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