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