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2026-08-09 06:54:43 +08:00 · 2026-02-12 08:11:37 +00:00
parent 47fa783913
commit b33ef907d4
2029 changed files with 53320 additions and 0 deletions
@@ -0,0 +1,105 @@
+import { getErrorMessage, logMessage, } from './helpers';
+export class DataPulseProvider {
+    constructor(historyProvider, updateFrequency) {
+        this._subscribers = {};
+        this._requestsPending = 0;
+        this._historyProvider = historyProvider;
+        setInterval(this._updateData.bind(this), updateFrequency);
+    }
+    subscribeBars(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}, ${resolution}}`);
+    }
+    unsubscribeBars(listenerGuid) {
+        delete this._subscribers[listenerGuid];
+        logMessage(`DataPulseProvider: unsubscribed for #${listenerGuid}`);
+    }
+    _updateData() {
+        if (this._requestsPending > 0) {
+            return;
+        }
+        this._requestsPending = 0;
+        // eslint-disable-next-line guard-for-in
+        for (const listenerGuid in this._subscribers) {
+            this._requestsPending += 1;
+            this._updateDataForSubscriber(listenerGuid)
+                .then(() => {
+                this._requestsPending -= 1;
+                logMessage(`DataPulseProvider: data for #${listenerGuid} updated successfully, pending=${this._requestsPending}`);
+            })
+                .catch((reason) => {
+                this._requestsPending -= 1;
+                logMessage(`DataPulseProvider: data for #${listenerGuid} updated with error=${getErrorMessage(reason)}, pending=${this._requestsPending}`);
+            });
+        }
+    }
+    _updateDataForSubscriber(listenerGuid) {
+        const subscriptionRecord = this._subscribers[listenerGuid];
+        const rangeEndTime = parseInt((Date.now() / 1000).toString());
+        // BEWARE: please note we really need 2 bars, not the only last one
+        // see the explanation below. `10` is the `large enough` value to work around holidays
+        const rangeStartTime = rangeEndTime - periodLengthSeconds(subscriptionRecord.resolution, 10);
+        return this._historyProvider.getBars(subscriptionRecord.symbolInfo, subscriptionRecord.resolution, {
+            from: rangeStartTime,
+            to: rangeEndTime,
+            countBack: 2,
+            firstDataRequest: false,
+        })
+            .then((result) => {
+            this._onSubscriberDataReceived(listenerGuid, result);
+        });
+    }
+    _onSubscriberDataReceived(listenerGuid, result) {
+        // means the subscription was cancelled while waiting for data
+        if (!this._subscribers.hasOwnProperty(listenerGuid)) {
+            logMessage(`DataPulseProvider: Data comes for already unsubscribed subscription #${listenerGuid}`);
+            return;
+        }
+        const bars = result.bars;
+        if (bars.length === 0) {
+            return;
+        }
+        const lastBar = bars[bars.length - 1];
+        const subscriptionRecord = this._subscribers[listenerGuid];
+        if (subscriptionRecord.lastBarTime !== null && lastBar.time < subscriptionRecord.lastBarTime) {
+            return;
+        }
+        const 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.');
+            }
+            const previousBar = bars[bars.length - 2];
+            subscriptionRecord.listener(previousBar);
+        }
+        subscriptionRecord.lastBarTime = lastBar.time;
+        subscriptionRecord.listener(lastBar);
+    }
+}
+function periodLengthSeconds(resolution, requiredPeriodsCount) {
+    let 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;
+}