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frontend/datafeeds/udf/src/data-pulse-provider.ts

@@ -0,0 +1,146 @@
+import { LibrarySymbolInfo, ResolutionString, SubscribeBarsCallback } from '../../../charting_library/datafeed-api';
+
+import {
+	getErrorMessage,
+	logMessage,
+} from './helpers';
+import { IDataPulseProvider, IHistoryProvider, GetBarsResult } from './provider-interfaces';
+
+interface DataSubscriber {
+	symbolInfo: LibrarySymbolInfo;
+	resolution: ResolutionString;
+	lastBarTime: number | null;
+	listener: SubscribeBarsCallback;
+}
+
+interface DataSubscribers {
+	[guid: string]: DataSubscriber;
+}
+
+export class DataPulseProvider implements IDataPulseProvider {
+	private readonly _subscribers: DataSubscribers = {};
+	private _requestsPending: number = 0;
+	private readonly _historyProvider: IHistoryProvider;
+
+	public constructor(historyProvider: IHistoryProvider, updateFrequency: number) {
+		this._historyProvider = historyProvider;
+		setInterval(this._updateData.bind(this), updateFrequency);
+	}
+
+	public subscribeBars(symbolInfo: LibrarySymbolInfo, resolution: ResolutionString, newDataCallback: SubscribeBarsCallback, listenerGuid: string): void {
+		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}, ${resolution}}`);
+	}
+
+	public unsubscribeBars(listenerGuid: string): void {
+		delete this._subscribers[listenerGuid];
+		logMessage(`DataPulseProvider: unsubscribed for #${listenerGuid}`);
+	}
+
+	private _updateData(): void {
+		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?: string | Error) => {
+					this._requestsPending -= 1;
+					logMessage(`DataPulseProvider: data for #${listenerGuid} updated with error=${getErrorMessage(reason)}, pending=${this._requestsPending}`);
+				});
+		}
+	}
+
+	private _updateDataForSubscriber(listenerGuid: string): Promise<void> {
+		const subscriptionRecord = this._subscribers[listenerGuid];
+
+		const rangeEndTime = parseInt((Date.now() / 1000).toString());
+
+		// BEWARE: please note we really need 2 bars, not the only last one
+		// see the explanation below. `10` is the `large enough` value to work around holidays
+		const rangeStartTime = rangeEndTime - periodLengthSeconds(subscriptionRecord.resolution, 10);
+
+		return this._historyProvider.getBars(
+			subscriptionRecord.symbolInfo,
+			subscriptionRecord.resolution,
+			{
+				from: rangeStartTime,
+				to: rangeEndTime,
+				countBack: 2,
+				firstDataRequest: false,
+			})
+			.then((result: GetBarsResult) => {
+				this._onSubscriberDataReceived(listenerGuid, result);
+			});
+	}
+
+	private _onSubscriberDataReceived(listenerGuid: string, result: GetBarsResult): void {
+		// means the subscription was cancelled while waiting for data
+		if (!this._subscribers.hasOwnProperty(listenerGuid)) {
+			logMessage(`DataPulseProvider: Data comes for already unsubscribed subscription #${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: string, requiredPeriodsCount: number): number {
+	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;
+}

frontend/datafeeds/udf/src/helpers.ts

@@ -0,0 +1,38 @@
+export interface RequestParams {
+	[paramName: string]: string | string[] | number;
+}
+
+export interface UdfResponse {
+	s: string;
+}
+
+export interface UdfOkResponse extends UdfResponse {
+	s: 'ok';
+}
+
+export interface UdfErrorResponse {
+	s: 'error';
+	errmsg: string;
+}
+
+/**
+ * If you want to enable logs from datafeed set it to `true`
+ */
+const isLoggingEnabled = false;
+export function logMessage(message: string): void {
+	if (isLoggingEnabled) {
+		const now = new Date();
+		// tslint:disable-next-line:no-console
+		console.log(`${now.toLocaleTimeString()}.${now.getMilliseconds()}> ${message}`);
+	}
+}
+
+export function getErrorMessage(error: string | Error | undefined): string {
+	if (error === undefined) {
+		return '';
+	} else if (typeof error === 'string') {
+		return error;
+	}
+
+	return error.message;
+}

frontend/datafeeds/udf/src/history-provider.ts

@@ -0,0 +1,239 @@
+import {
+	Bar,
+	HistoryMetadata,
+	LibrarySymbolInfo,
+	PeriodParams,
+} from '../../../charting_library/datafeed-api';
+
+import {
+	getErrorMessage,
+	RequestParams,
+	UdfErrorResponse,
+	UdfOkResponse,
+	UdfResponse,
+} from './helpers';
+
+import { IRequester } from './irequester';
+// tslint:disable: no-any
+interface HistoryPartialDataResponse extends UdfOkResponse {
+	t: any;
+	c: any;
+	o?: never;
+	h?: never;
+	l?: never;
+	v?: never;
+}
+
+interface HistoryFullDataResponse extends UdfOkResponse {
+	t: any;
+	c: any;
+	o: any;
+	h: any;
+	l: any;
+	v: any;
+}
+// tslint:enable: no-any
+interface HistoryNoDataResponse extends UdfResponse {
+	s: 'no_data';
+	nextTime?: number;
+}
+
+type HistoryResponse = HistoryFullDataResponse | HistoryPartialDataResponse | HistoryNoDataResponse;
+
+export type PeriodParamsWithOptionalCountback = Omit<PeriodParams, 'countBack'> & { countBack?: number };
+
+export interface GetBarsResult {
+	bars: Bar[];
+	meta: HistoryMetadata;
+}
+
+export interface LimitedResponseConfiguration {
+	/**
+	 * Set this value to the maximum number of bars which
+	 * the data backend server can supply in a single response.
+	 * This doesn't affect or change the library behavior regarding
+	 * how many bars it will request. It just allows this Datafeed
+	 * implementation to correctly handle this situation.
+	 */
+	maxResponseLength: number;
+	/**
+	 * If the server can't return all the required bars in a single
+	 * response then `expectedOrder` specifies whether the server
+	 * will send the latest (newest) or earliest (older) data first.
+	 */
+	expectedOrder: 'latestFirst' | 'earliestFirst';
+}
+
+export class HistoryProvider {
+	private _datafeedUrl: string;
+	private readonly _requester: IRequester;
+	private readonly _limitedServerResponse?: LimitedResponseConfiguration;
+
+	public constructor(
+		datafeedUrl: string,
+		requester: IRequester,
+		limitedServerResponse?: LimitedResponseConfiguration
+	) {
+		this._datafeedUrl = datafeedUrl;
+		this._requester = requester;
+		this._limitedServerResponse = limitedServerResponse;
+	}
+
+	public getBars(
+		symbolInfo: LibrarySymbolInfo,
+		resolution: string,
+		periodParams: PeriodParamsWithOptionalCountback
+	): Promise<GetBarsResult> {
+		const requestParams: RequestParams = {
+			symbol: symbolInfo.ticker || '',
+			resolution: resolution,
+			from: periodParams.from,
+			to: periodParams.to,
+		};
+		if (periodParams.countBack !== undefined) {
+			requestParams.countback = periodParams.countBack;
+		}
+
+		if (symbolInfo.currency_code !== undefined) {
+			requestParams.currencyCode = symbolInfo.currency_code;
+		}
+
+		if (symbolInfo.unit_id !== undefined) {
+			requestParams.unitId = symbolInfo.unit_id;
+		}
+
+		return new Promise(
+			async (
+				resolve: (result: GetBarsResult) => void,
+				reject: (reason: string) => void
+			) => {
+				try {
+					const initialResponse = await this._requester.sendRequest<HistoryResponse>(
+						this._datafeedUrl,
+						'history',
+						requestParams
+					);
+					const result = this._processHistoryResponse(initialResponse);
+
+					if (this._limitedServerResponse) {
+						await this._processTruncatedResponse(result, requestParams);
+					}
+					resolve(result);
+				} catch (e: unknown) {
+					if (e instanceof Error || typeof e === 'string') {
+						const reasonString = getErrorMessage(e);
+						// tslint:disable-next-line:no-console
+						console.warn(
+							`HistoryProvider: getBars() failed, error=${reasonString}`
+						);
+						reject(reasonString);
+					}
+				}
+			}
+		);
+	}
+
+	private async _processTruncatedResponse(result: GetBarsResult, requestParams: RequestParams) {
+		let lastResultLength = result.bars.length;
+		try {
+			while (this._limitedServerResponse &&
+				this._limitedServerResponse.maxResponseLength > 0 &&
+				this._limitedServerResponse.maxResponseLength === lastResultLength &&
+				requestParams.from < requestParams.to) {
+				// adjust request parameters for follow-up request
+				if (requestParams.countback) {
+					requestParams.countback = (requestParams.countback as number) - lastResultLength;
+				}
+				if (this._limitedServerResponse.expectedOrder === 'earliestFirst') {
+					requestParams.from = Math.round(result.bars[result.bars.length - 1].time / 1000);
+				} else {
+					requestParams.to = Math.round(result.bars[0].time / 1000);
+				}
+
+				const followupResponse = await this._requester.sendRequest<HistoryResponse>(
+					this._datafeedUrl,
+					'history',
+					requestParams
+				);
+				const followupResult = this._processHistoryResponse(
+					followupResponse
+				);
+				lastResultLength = followupResult.bars.length;
+				// merge result with results collected so far
+				if (this._limitedServerResponse.expectedOrder === 'earliestFirst') {
+					if (followupResult.bars[0].time === result.bars[result.bars.length - 1].time) {
+						// Datafeed shouldn't include a value exactly matching the `to` timestamp but in case it does
+						// we will remove the duplicate.
+						followupResult.bars.shift();
+					}
+					result.bars.push(...followupResult.bars);
+				} else {
+					if (followupResult.bars[followupResult.bars.length - 1].time === result.bars[0].time) {
+						// Datafeed shouldn't include a value exactly matching the `to` timestamp but in case it does
+						// we will remove the duplicate.
+						followupResult.bars.pop();
+					}
+					result.bars.unshift(...followupResult.bars);
+				}
+			}
+		} catch (e: unknown) {
+			/**
+			 * Error occurred during followup request. We won't reject the original promise
+			 * because the initial response was valid so we will return what we've got so far.
+			 */
+			if (e instanceof Error || typeof e === 'string') {
+				const reasonString = getErrorMessage(e);
+				// tslint:disable-next-line:no-console
+				console.warn(
+					`HistoryProvider: getBars() warning during followup request, error=${reasonString}`
+				);
+			}
+		}
+	}
+
+	private _processHistoryResponse(response: HistoryResponse | UdfErrorResponse) {
+		if (response.s !== 'ok' && response.s !== 'no_data') {
+			throw new Error(response.errmsg);
+		}
+
+		const bars: Bar[] = [];
+		const meta: HistoryMetadata = {
+			noData: false,
+		};
+
+		if (response.s === 'no_data') {
+			meta.noData = true;
+			meta.nextTime = response.nextTime;
+		} else {
+			const volumePresent = response.v !== undefined;
+			const ohlPresent = response.o !== undefined;
+
+			for (let i = 0; i < response.t.length; ++i) {
+				const barValue: Bar = {
+					time: response.t[i] * 1000,
+					close: parseFloat(response.c[i]),
+					open: parseFloat(response.c[i]),
+					high: parseFloat(response.c[i]),
+					low: parseFloat(response.c[i]),
+				};
+
+				if (ohlPresent) {
+					barValue.open = parseFloat((response as HistoryFullDataResponse).o[i]);
+					barValue.high = parseFloat((response as HistoryFullDataResponse).h[i]);
+					barValue.low = parseFloat((response as HistoryFullDataResponse).l[i]);
+				}
+
+				if (volumePresent) {
+					barValue.volume = parseFloat((response as HistoryFullDataResponse).v[i]);
+				}
+
+				bars.push(barValue);
+			}
+		}
+
+		return {
+			bars: bars,
+			meta: meta,
+		};
+	}
+}

frontend/datafeeds/udf/src/iquotes-provider.ts

@@ -0,0 +1,13 @@
+import { QuoteData } from '../../../charting_library/datafeed-api';
+
+import {
+	UdfOkResponse,
+} from './helpers';
+
+export interface UdfQuotesResponse extends UdfOkResponse {
+	d: QuoteData[];
+}
+
+export interface IQuotesProvider {
+	getQuotes(symbols: string[]): Promise<QuoteData[]>;
+}

frontend/datafeeds/udf/src/irequester.ts

@@ -0,0 +1,7 @@
+import { RequestParams, UdfErrorResponse, UdfResponse } from './helpers';
+
+export interface IRequester {
+	sendRequest<T extends UdfResponse>(datafeedUrl: string, urlPath: string, params?: RequestParams): Promise<T | UdfErrorResponse>;
+	sendRequest<T>(datafeedUrl: string, urlPath: string, params?: RequestParams): Promise<T>;
+	sendRequest<T>(datafeedUrl: string, urlPath: string, params?: RequestParams): Promise<T>;
+}

frontend/datafeeds/udf/src/provider-interfaces.ts

@@ -0,0 +1,19 @@
+import { Bar, HistoryMetadata, LibrarySymbolInfo, PeriodParams, ResolutionString, SubscribeBarsCallback, SymbolResolveExtension } from '../../../charting_library/datafeed-api';
+
+export interface IDataPulseProvider {
+	subscribeBars(symbolInfo: LibrarySymbolInfo, resolution: ResolutionString, newDataCallback: SubscribeBarsCallback, listenerGuid: string): void;
+	unsubscribeBars(listenerGuid: string): void;
+}
+
+export interface GetBarsResult {
+	bars: Bar[];
+	meta: HistoryMetadata;
+}
+
+export interface IHistoryProvider {
+	getBars(symbolInfo: LibrarySymbolInfo, resolution: ResolutionString, periodParams: PeriodParams): Promise<GetBarsResult>;
+}
+
+export interface IResolveProvider {
+	resolveSymbol(symbolName: string, extension?: SymbolResolveExtension | undefined): Promise<LibrarySymbolInfo>;
+}

frontend/datafeeds/udf/src/quotes-provider.ts

@@ -0,0 +1,37 @@
+import { UdfQuotesResponse, IQuotesProvider } from './iquotes-provider';
+import { QuoteData } from '../../../charting_library/datafeed-api';
+
+import {
+	getErrorMessage,
+	logMessage,
+	UdfErrorResponse,
+} from './helpers';
+import { IRequester } from './irequester';
+
+export class QuotesProvider implements IQuotesProvider {
+	private readonly _datafeedUrl: string;
+	private readonly _requester: IRequester;
+
+	public constructor(datafeedUrl: string, requester: IRequester) {
+		this._datafeedUrl = datafeedUrl;
+		this._requester = requester;
+	}
+
+	public getQuotes(symbols: string[]): Promise<QuoteData[]> {
+		return new Promise((resolve: (data: QuoteData[]) => void, reject: (reason: string) => void) => {
+			this._requester.sendRequest<UdfQuotesResponse>(this._datafeedUrl, 'quotes', { symbols: symbols })
+				.then((response: UdfQuotesResponse | UdfErrorResponse) => {
+					if (response.s === 'ok') {
+						resolve(response.d);
+					} else {
+						reject(response.errmsg);
+					}
+				})
+				.catch((error?: string | Error) => {
+					const errorMessage = getErrorMessage(error);
+					logMessage(`QuotesProvider: getQuotes failed, error=${errorMessage}`);
+					reject(`network error: ${errorMessage}`);
+				});
+		});
+	}
+}

frontend/datafeeds/udf/src/quotes-pulse-provider.ts

@@ -0,0 +1,109 @@
+import {
+	QuoteData,
+	QuotesCallback,
+} from '../../../charting_library/datafeed-api';
+
+import {
+	getErrorMessage,
+	logMessage,
+} from './helpers';
+
+import { IQuotesProvider } from './iquotes-provider';
+
+interface QuoteSubscriber {
+	symbols: string[];
+	fastSymbols: string[];
+	listener: QuotesCallback;
+}
+
+interface QuoteSubscribers {
+	[listenerId: string]: QuoteSubscriber;
+}
+
+const enum SymbolsType {
+	General,
+	Fast,
+}
+
+const enum UpdateTimeouts {
+	Fast = 10 * 1000,
+	General = 60 * 1000,
+}
+
+interface Timers {
+	fastTimer: number;
+	generalTimer: number;
+}
+
+export class QuotesPulseProvider {
+	private readonly _quotesProvider: IQuotesProvider;
+	private readonly _subscribers: QuoteSubscribers = {};
+	private _requestsPending: number = 0;
+
+	private _timers: Timers | null = null;
+
+	public constructor(quotesProvider: IQuotesProvider) {
+		this._quotesProvider = quotesProvider;
+	}
+
+	public subscribeQuotes(symbols: string[], fastSymbols: string[], onRealtimeCallback: QuotesCallback, listenerGuid: string): void {
+		this._subscribers[listenerGuid] = {
+			symbols: symbols,
+			fastSymbols: fastSymbols,
+			listener: onRealtimeCallback,
+		};
+		this._createTimersIfRequired();
+		logMessage(`QuotesPulseProvider: subscribed quotes with #${listenerGuid}`);
+	}
+
+	public unsubscribeQuotes(listenerGuid: string): void {
+		delete this._subscribers[listenerGuid];
+		if (Object.keys(this._subscribers).length === 0) {
+			this._destroyTimers();
+		}
+		logMessage(`QuotesPulseProvider: unsubscribed quotes with #${listenerGuid}`);
+	}
+
+	private _createTimersIfRequired(): void {
+		if (this._timers === null) {
+			const fastTimer = window.setInterval(this._updateQuotes.bind(this, SymbolsType.Fast), UpdateTimeouts.Fast);
+			const generalTimer = window.setInterval(this._updateQuotes.bind(this, SymbolsType.General), UpdateTimeouts.General);
+			this._timers = { fastTimer, generalTimer };
+		}
+	}
+
+	private _destroyTimers(): void {
+		if (this._timers !== null) {
+			clearInterval(this._timers.fastTimer);
+			clearInterval(this._timers.generalTimer);
+			this._timers = null;
+		}
+	}
+
+	private _updateQuotes(updateType: SymbolsType): void {
+		if (this._requestsPending > 0) {
+			return;
+		}
+
+		// eslint-disable-next-line guard-for-in
+		for (const listenerGuid in this._subscribers) {
+			this._requestsPending++;
+
+			const subscriptionRecord = this._subscribers[listenerGuid];
+			this._quotesProvider.getQuotes(updateType === SymbolsType.Fast ? subscriptionRecord.fastSymbols : subscriptionRecord.symbols)
+				.then((data: QuoteData[]) => {
+					this._requestsPending--;
+					if (!this._subscribers.hasOwnProperty(listenerGuid)) {
+						return;
+					}
+
+					subscriptionRecord.listener(data);
+					logMessage(`QuotesPulseProvider: data for #${listenerGuid} (${updateType}) updated successfully, pending=${this._requestsPending}`);
+				})
+				.catch((reason?: string | Error) => {
+					this._requestsPending--;
+					logMessage(`QuotesPulseProvider: data for #${listenerGuid} (${updateType}) updated with error=${getErrorMessage(reason)}, pending=${this._requestsPending}`);
+				});
+		}
+	}
+}

frontend/datafeeds/udf/src/requester.ts

@@ -0,0 +1,41 @@
+import { RequestParams, UdfResponse, UdfErrorResponse, logMessage } from './helpers';
+import { IRequester } from './irequester';
+
+export class Requester implements IRequester {
+	private _headers: HeadersInit | undefined;
+
+	public constructor(headers?: HeadersInit) {
+		if (headers) {
+			this._headers = headers;
+		}
+	}
+
+	public sendRequest<T extends UdfResponse>(datafeedUrl: string, urlPath: string, params?: RequestParams): Promise<T | UdfErrorResponse>;
+	public sendRequest<T>(datafeedUrl: string, urlPath: string, params?: RequestParams): Promise<T>;
+	public sendRequest<T>(datafeedUrl: string, urlPath: string, params?: RequestParams): Promise<T> {
+		if (params !== undefined) {
+			const paramKeys = Object.keys(params);
+			if (paramKeys.length !== 0) {
+				urlPath += '?';
+			}
+
+			urlPath += paramKeys.map((key: string) => {
+				return `${encodeURIComponent(key)}=${encodeURIComponent(params[key].toString())}`;
+			}).join('&');
+		}
+
+		logMessage('New request: ' + urlPath);
+
+		// Send user cookies if the URL is on the same origin as the calling script.
+		const options: RequestInit = { credentials: 'same-origin' };
+
+		if (this._headers !== undefined) {
+			options.headers = this._headers;
+		}
+
+		// eslint-disable-next-line no-restricted-globals
+		return fetch(`${datafeedUrl}/${urlPath}`, options)
+			.then((response: Response) => response.text())
+			.then((responseTest: string) => JSON.parse(responseTest));
+	}
+}

frontend/datafeeds/udf/src/symbols-storage.ts

@@ -0,0 +1,298 @@
+import {
+	LibrarySymbolInfo,
+	SearchSymbolResultItem,
+	ResolutionString,
+	VisiblePlotsSet,
+} from '../../../charting_library/datafeed-api';
+
+import {
+	getErrorMessage,
+	logMessage,
+} from './helpers';
+
+import { IRequester } from './irequester';
+
+interface SymbolInfoMap {
+	[symbol: string]: LibrarySymbolInfo | undefined;
+}
+
+interface ExchangeDataResponseSymbolData {
+	'type': string;
+	'timezone': LibrarySymbolInfo['timezone'];
+	'description': string;
+
+	'exchange-listed': string;
+	'exchange-traded': string;
+
+	'session-regular': string;
+	'corrections'?: string;
+	'session-holidays'?: string;
+
+	'fractional': boolean;
+
+	'pricescale': number;
+
+	'ticker'?: string;
+
+	'minmov2'?: number;
+	'minmove2'?: number;
+
+	'minmov'?: number;
+	'minmovement'?: number;
+
+	'supported-resolutions'?: ResolutionString[];
+	'intraday-multipliers'?: string[];
+
+	'has-intraday'?: boolean;
+	'has-daily'?: boolean;
+	'has-weekly-and-monthly'?: boolean;
+	'has-empty-bars'?: boolean;
+	'visible-plots-set'?: VisiblePlotsSet;
+	'currency-code'?: string;
+	'original-currency-code'?: string;
+	'unit-id'?: string;
+	'original-unit-id'?: string;
+	'unit-conversion-types'?: string[];
+
+	'volume-precision'?: number;
+}
+
+// Here is some black magic with types to get compile-time checks of names and types
+type PickArrayedObjectFields<T> = Pick<T, {
+	// tslint:disable-next-line:no-any
+	[K in keyof T]-?: NonNullable<T[K]> extends any[] ? K : never;
+}[keyof T]>;
+
+type ExchangeDataResponseArrayedSymbolData = PickArrayedObjectFields<ExchangeDataResponseSymbolData>;
+type ExchangeDataResponseNonArrayedSymbolData = Pick<ExchangeDataResponseSymbolData, Exclude<keyof ExchangeDataResponseSymbolData, keyof ExchangeDataResponseArrayedSymbolData>>;
+
+type ExchangeDataResponse =
+	{
+		symbol: string[];
+	} &
+	{
+		[K in keyof ExchangeDataResponseSymbolData]: ExchangeDataResponseSymbolData[K] | NonNullable<ExchangeDataResponseSymbolData[K]>[];
+	};
+
+function extractField<Field extends keyof ExchangeDataResponseNonArrayedSymbolData>(data: ExchangeDataResponse, field: Field, arrayIndex: number): ExchangeDataResponseNonArrayedSymbolData[Field];
+function extractField<Field extends keyof ExchangeDataResponseArrayedSymbolData>(data: ExchangeDataResponse, field: Field, arrayIndex: number, valueIsArray: true): ExchangeDataResponseArrayedSymbolData[Field];
+function extractField<Field extends keyof ExchangeDataResponseSymbolData>(data: ExchangeDataResponse, field: Field, arrayIndex: number, valueIsArray?: boolean): ExchangeDataResponseSymbolData[Field] {
+	const value: ExchangeDataResponse[keyof ExchangeDataResponseSymbolData] = data[field];
+
+	if (Array.isArray(value) && (!valueIsArray || Array.isArray(value[0]))) {
+		return value[arrayIndex] as ExchangeDataResponseSymbolData[Field];
+	}
+
+	return value as ExchangeDataResponseSymbolData[Field];
+}
+
+function symbolKey(symbol: string, currency?: string, unit?: string): string {
+	// here we're using a separator that quite possible shouldn't be in a real symbol name
+	return symbol + (currency !== undefined ? '_%|#|%_' + currency : '') + (unit !== undefined ? '_%|#|%_' + unit : '');
+}
+
+export class SymbolsStorage {
+	private readonly _exchangesList: string[] = ['NYSE', 'FOREX', 'AMEX'];
+	private readonly _symbolsInfo: SymbolInfoMap = {};
+	private readonly _symbolsList: string[] = [];
+	private readonly _datafeedUrl: string;
+	private readonly _readyPromise: Promise<void>;
+	private readonly _datafeedSupportedResolutions: ResolutionString[];
+	private readonly _requester: IRequester;
+
+	public constructor(datafeedUrl: string, datafeedSupportedResolutions: ResolutionString[], requester: IRequester) {
+		this._datafeedUrl = datafeedUrl;
+		this._datafeedSupportedResolutions = datafeedSupportedResolutions;
+		this._requester = requester;
+		this._readyPromise = this._init();
+		this._readyPromise.catch((error: Error) => {
+			// seems it is impossible
+			// tslint:disable-next-line:no-console
+			console.error(`SymbolsStorage: Cannot init, error=${error.toString()}`);
+		});
+	}
+
+	// BEWARE: this function does not consider symbol's exchange
+	public resolveSymbol(symbolName: string, currencyCode?: string, unitId?: string): Promise<LibrarySymbolInfo> {
+		return this._readyPromise.then(() => {
+			const symbolInfo = this._symbolsInfo[symbolKey(symbolName, currencyCode, unitId)];
+			if (symbolInfo === undefined) {
+				return Promise.reject('invalid symbol');
+			}
+
+			return Promise.resolve(symbolInfo);
+		});
+	}
+
+	public searchSymbols(searchString: string, exchange: string, symbolType: string, maxSearchResults: number): Promise<SearchSymbolResultItem[]> {
+		interface WeightedItem {
+			symbolInfo: LibrarySymbolInfo;
+			weight: number;
+		}
+
+		return this._readyPromise.then(() => {
+			const weightedResult: WeightedItem[] = [];
+			const queryIsEmpty = searchString.length === 0;
+
+			searchString = searchString.toUpperCase();
+
+			for (const symbolName of this._symbolsList) {
+				const symbolInfo = this._symbolsInfo[symbolName];
+
+				if (symbolInfo === undefined) {
+					continue;
+				}
+
+				if (symbolType.length > 0 && symbolInfo.type !== symbolType) {
+					continue;
+				}
+
+				if (exchange && exchange.length > 0 && symbolInfo.exchange !== exchange) {
+					continue;
+				}
+
+				const positionInName = symbolInfo.name.toUpperCase().indexOf(searchString);
+				const positionInDescription = symbolInfo.description.toUpperCase().indexOf(searchString);
+
+				if (queryIsEmpty || positionInName >= 0 || positionInDescription >= 0) {
+					const alreadyExists = weightedResult.some((item: WeightedItem) => item.symbolInfo === symbolInfo);
+					if (!alreadyExists) {
+						const weight = positionInName >= 0 ? positionInName : 8000 + positionInDescription;
+						weightedResult.push({ symbolInfo: symbolInfo, weight: weight });
+					}
+				}
+			}
+
+			const result = weightedResult
+				.sort((item1: WeightedItem, item2: WeightedItem) => item1.weight - item2.weight)
+				.slice(0, maxSearchResults)
+				.map((item: WeightedItem) => {
+					const symbolInfo = item.symbolInfo;
+					return {
+						symbol: symbolInfo.name,
+						full_name: `${symbolInfo.exchange}:${symbolInfo.name}`,
+						description: symbolInfo.description,
+						exchange: symbolInfo.exchange,
+						params: [],
+						type: symbolInfo.type,
+						ticker: symbolInfo.name,
+					};
+				});
+
+			return Promise.resolve(result);
+		});
+	}
+
+	private _init(): Promise<void> {
+		interface BooleanMap {
+			[key: string]: boolean | undefined;
+		}
+
+		const promises: Promise<void>[] = [];
+		const alreadyRequestedExchanges: BooleanMap = {};
+
+		for (const exchange of this._exchangesList) {
+			if (alreadyRequestedExchanges[exchange]) {
+				continue;
+			}
+
+			alreadyRequestedExchanges[exchange] = true;
+			promises.push(this._requestExchangeData(exchange));
+		}
+
+		return Promise.all(promises)
+			.then(() => {
+				this._symbolsList.sort();
+				logMessage('SymbolsStorage: All exchanges data loaded');
+			});
+	}
+
+	private _requestExchangeData(exchange: string): Promise<void> {
+		return new Promise((resolve: () => void, reject: (error: Error) => void) => {
+			this._requester.sendRequest<ExchangeDataResponse>(this._datafeedUrl, 'symbol_info', { group: exchange })
+				.then((response: ExchangeDataResponse) => {
+					try {
+						this._onExchangeDataReceived(exchange, response);
+					} catch (error) {
+						reject(error instanceof Error ? error : new Error(`SymbolsStorage: Unexpected exception ${error}`));
+						return;
+					}
+
+					resolve();
+				})
+				.catch((reason?: string | Error) => {
+					logMessage(`SymbolsStorage: Request data for exchange '${exchange}' failed, reason=${getErrorMessage(reason)}`);
+					resolve();
+				});
+		});
+	}
+
+	private _onExchangeDataReceived(exchange: string, data: ExchangeDataResponse): void {
+		let symbolIndex = 0;
+
+		try {
+			const symbolsCount = data.symbol.length;
+			const tickerPresent = data.ticker !== undefined;
+
+			for (; symbolIndex < symbolsCount; ++symbolIndex) {
+				const symbolName = data.symbol[symbolIndex];
+				const listedExchange = extractField(data, 'exchange-listed', symbolIndex);
+				const tradedExchange = extractField(data, 'exchange-traded', symbolIndex);
+				const fullName = tradedExchange + ':' + symbolName;
+				const currencyCode = extractField(data, 'currency-code', symbolIndex);
+				const unitId = extractField(data, 'unit-id', symbolIndex);
+
+				const ticker = tickerPresent ? (extractField(data, 'ticker', symbolIndex) as string) : symbolName;
+
+				const symbolInfo: LibrarySymbolInfo = {
+					ticker: ticker,
+					name: symbolName,
+					base_name: [listedExchange + ':' + symbolName],
+					listed_exchange: listedExchange,
+					exchange: tradedExchange,
+					currency_code: currencyCode,
+					original_currency_code: extractField(data, 'original-currency-code', symbolIndex),
+					unit_id: unitId,
+					original_unit_id: extractField(data, 'original-unit-id', symbolIndex),
+					unit_conversion_types: extractField(data, 'unit-conversion-types', symbolIndex, true),
+					description: extractField(data, 'description', symbolIndex),
+					has_intraday: definedValueOrDefault(extractField(data, 'has-intraday', symbolIndex), false),
+					visible_plots_set: definedValueOrDefault(extractField(data, 'visible-plots-set', symbolIndex), undefined),
+					minmov: extractField(data, 'minmovement', symbolIndex) || extractField(data, 'minmov', symbolIndex) || 0,
+					minmove2: extractField(data, 'minmove2', symbolIndex) || extractField(data, 'minmov2', symbolIndex),
+					fractional: extractField(data, 'fractional', symbolIndex),
+					pricescale: extractField(data, 'pricescale', symbolIndex),
+					type: extractField(data, 'type', symbolIndex),
+					session: extractField(data, 'session-regular', symbolIndex),
+					session_holidays: extractField(data, 'session-holidays', symbolIndex),
+					corrections: extractField(data, 'corrections', symbolIndex),
+					timezone: extractField(data, 'timezone', symbolIndex),
+					supported_resolutions: definedValueOrDefault(extractField(data, 'supported-resolutions', symbolIndex, true), this._datafeedSupportedResolutions),
+					has_daily: definedValueOrDefault(extractField(data, 'has-daily', symbolIndex), true),
+					intraday_multipliers: definedValueOrDefault(extractField(data, 'intraday-multipliers', symbolIndex, true), ['1', '5', '15', '30', '60']),
+					has_weekly_and_monthly: extractField(data, 'has-weekly-and-monthly', symbolIndex),
+					has_empty_bars: extractField(data, 'has-empty-bars', symbolIndex),
+					volume_precision: definedValueOrDefault(extractField(data, 'volume-precision', symbolIndex), 0),
+					format: 'price',
+				};
+
+				this._symbolsInfo[ticker] = symbolInfo;
+				this._symbolsInfo[symbolName] = symbolInfo;
+				this._symbolsInfo[fullName] = symbolInfo;
+				if (currencyCode !== undefined || unitId !== undefined) {
+					this._symbolsInfo[symbolKey(ticker, currencyCode, unitId)] = symbolInfo;
+					this._symbolsInfo[symbolKey(symbolName, currencyCode, unitId)] = symbolInfo;
+					this._symbolsInfo[symbolKey(fullName, currencyCode, unitId)] = symbolInfo;
+				}
+
+				this._symbolsList.push(symbolName);
+			}
+		} catch (error) {
+			throw new Error(`SymbolsStorage: API error when processing exchange ${exchange} symbol #${symbolIndex} (${data.symbol[symbolIndex]}): ${Object(error).message}`);
+		}
+	}
+}
+
+function definedValueOrDefault<T>(value: T | undefined, defaultValue: T): T {
+	return value !== undefined ? value : defaultValue;
+}

frontend/datafeeds/udf/src/udf-compatible-datafeed-base.ts

@@ -0,0 +1,439 @@
+import {
+	DatafeedConfiguration,
+	DatafeedErrorCallback,
+	GetMarksCallback,
+	HistoryCallback,
+	IDatafeedChartApi,
+	IDatafeedQuotesApi,
+	IExternalDatafeed,
+	LibrarySymbolInfo,
+	Mark,
+	OnReadyCallback,
+	QuotesCallback,
+	ResolutionString,
+	ResolveCallback,
+	SearchSymbolResultItem,
+	SearchSymbolsCallback,
+	ServerTimeCallback,
+	SubscribeBarsCallback,
+	TimescaleMark,
+	SymbolResolveExtension,
+	VisiblePlotsSet,
+} from '../../../charting_library/datafeed-api';
+
+import {
+	getErrorMessage,
+	logMessage,
+	RequestParams,
+	UdfErrorResponse,
+} from './helpers';
+
+import {
+	GetBarsResult,
+	HistoryProvider,
+	LimitedResponseConfiguration,
+	PeriodParamsWithOptionalCountback,
+} from './history-provider';
+
+import { IQuotesProvider } from './iquotes-provider';
+import { DataPulseProvider } from './data-pulse-provider';
+import { QuotesPulseProvider } from './quotes-pulse-provider';
+import { SymbolsStorage } from './symbols-storage';
+import { IRequester } from './irequester';
+
+export interface UdfCompatibleConfiguration extends DatafeedConfiguration {
+	supports_search?: boolean;
+	supports_group_request?: boolean;
+}
+
+export interface ResolveSymbolResponse extends LibrarySymbolInfo {
+	s: undefined;
+
+	'exchange-listed': string;
+	'exchange-traded': string;
+
+	'currency-code': string;
+	'unit-id': string;
+
+	'original-currency-code': string;
+
+	'original-unit-id': string;
+
+	'unit-conversion-types': string[];
+	'has-intraday': boolean;
+	'visible-plots-set'?: VisiblePlotsSet;
+	minmovement: number;
+	minmovement2?: number;
+	'session-regular': string;
+	'session-holidays': string;
+	'supported-resolutions': ResolutionString[];
+	'has-daily': boolean;
+	'intraday-multipliers': string[];
+	'has-weekly-and-monthly'?: boolean;
+	'has-empty-bars'?: boolean;
+	'volume-precision'?: number;
+}
+
+// it is hack to let's TypeScript make code flow analysis
+export interface UdfSearchSymbolsResponse extends Array<SearchSymbolResultItem> {
+	s?: undefined;
+}
+
+export const enum Constants {
+	SearchItemsLimit = 30,
+}
+
+type UdfDatafeedMarkType<T extends TimescaleMark | Mark> = {
+	[K in keyof T]: T[K] | T[K][];
+} & {
+	id: (string | number)[];
+};
+
+type UdfDatafeedMark = UdfDatafeedMarkType<Mark>;
+type UdfDatafeedTimescaleMark = UdfDatafeedMarkType<TimescaleMark>;
+
+function extractField<Field extends keyof Mark>(data: UdfDatafeedMark, field: Field, arrayIndex: number): Mark[Field];
+function extractField<Field extends keyof TimescaleMark>(data: UdfDatafeedTimescaleMark, field: Field, arrayIndex: number): TimescaleMark[Field];
+function extractField<T, TField extends keyof T>(data: T, field: TField, arrayIndex: number): T[TField] {
+	const value = data[field];
+	return Array.isArray(value) ? value[arrayIndex] : value;
+}
+
+/**
+ * This class implements interaction with UDF-compatible datafeed.
+ * See [UDF protocol reference](@docs/connecting_data/UDF.md)
+ */
+export class UDFCompatibleDatafeedBase implements IExternalDatafeed, IDatafeedQuotesApi, IDatafeedChartApi {
+	protected _configuration: UdfCompatibleConfiguration = defaultConfiguration();
+	private readonly _datafeedURL: string;
+	private readonly _configurationReadyPromise: Promise<void>;
+
+	private _symbolsStorage: SymbolsStorage | null = null;
+
+	private readonly _historyProvider: HistoryProvider;
+	private readonly _dataPulseProvider: DataPulseProvider;
+
+	private readonly _quotesProvider: IQuotesProvider;
+	private readonly _quotesPulseProvider: QuotesPulseProvider;
+
+	private readonly _requester: IRequester;
+
+	protected constructor(
+		datafeedURL: string,
+		quotesProvider: IQuotesProvider,
+		requester: IRequester,
+		updateFrequency: number = 10 * 1000,
+		limitedServerResponse?: LimitedResponseConfiguration
+	) {
+		this._datafeedURL = datafeedURL;
+		this._requester = requester;
+		this._historyProvider = new HistoryProvider(
+			datafeedURL,
+			this._requester,
+			limitedServerResponse
+		);
+		this._quotesProvider = quotesProvider;
+
+		this._dataPulseProvider = new DataPulseProvider(this._historyProvider, updateFrequency);
+		this._quotesPulseProvider = new QuotesPulseProvider(this._quotesProvider);
+
+		this._configurationReadyPromise = this._requestConfiguration()
+			.then((configuration: UdfCompatibleConfiguration | null) => {
+				if (configuration === null) {
+					configuration = defaultConfiguration();
+				}
+
+				this._setupWithConfiguration(configuration);
+			});
+	}
+
+	public onReady(callback: OnReadyCallback): void {
+		this._configurationReadyPromise.then(() => {
+			callback(this._configuration);
+		});
+	}
+
+	public getQuotes(symbols: string[], onDataCallback: QuotesCallback, onErrorCallback: (msg: string) => void): void {
+		this._quotesProvider.getQuotes(symbols).then(onDataCallback).catch(onErrorCallback);
+	}
+
+	public subscribeQuotes(symbols: string[], fastSymbols: string[], onRealtimeCallback: QuotesCallback, listenerGuid: string): void {
+		this._quotesPulseProvider.subscribeQuotes(symbols, fastSymbols, onRealtimeCallback, listenerGuid);
+	}
+
+	public unsubscribeQuotes(listenerGuid: string): void {
+		this._quotesPulseProvider.unsubscribeQuotes(listenerGuid);
+	}
+
+	public getMarks(symbolInfo: LibrarySymbolInfo, from: number, to: number, onDataCallback: GetMarksCallback<Mark>, resolution: ResolutionString): void {
+		if (!this._configuration.supports_marks) {
+			return;
+		}
+
+		const requestParams: RequestParams = {
+			symbol: symbolInfo.ticker || '',
+			from: from,
+			to: to,
+			resolution: resolution,
+		};
+
+		this._send<Mark[] | UdfDatafeedMark>('marks', requestParams)
+			.then((response: Mark[] | UdfDatafeedMark) => {
+				if (!Array.isArray(response)) {
+					const result: Mark[] = [];
+					for (let i = 0; i < response.id.length; ++i) {
+						result.push({
+							id: extractField(response, 'id', i),
+							time: extractField(response, 'time', i),
+							color: extractField(response, 'color', i),
+							text: extractField(response, 'text', i),
+							label: extractField(response, 'label', i),
+							labelFontColor: extractField(response, 'labelFontColor', i),
+							minSize: extractField(response, 'minSize', i),
+							borderWidth: extractField(response, 'borderWidth', i),
+							hoveredBorderWidth: extractField(response, 'hoveredBorderWidth', i),
+							imageUrl: extractField(response, 'imageUrl', i),
+							showLabelWhenImageLoaded: extractField(response, 'showLabelWhenImageLoaded', i),
+						});
+					}
+
+					response = result;
+				}
+
+				onDataCallback(response);
+			})
+			.catch((error?: string | Error) => {
+				logMessage(`UdfCompatibleDatafeed: Request marks failed: ${getErrorMessage(error)}`);
+				onDataCallback([]);
+			});
+	}
+
+	public getTimescaleMarks(symbolInfo: LibrarySymbolInfo, from: number, to: number, onDataCallback: GetMarksCallback<TimescaleMark>, resolution: ResolutionString): void {
+		if (!this._configuration.supports_timescale_marks) {
+			return;
+		}
+
+		const requestParams: RequestParams = {
+			symbol: symbolInfo.ticker || '',
+			from: from,
+			to: to,
+			resolution: resolution,
+		};
+
+		this._send<TimescaleMark[] | UdfDatafeedTimescaleMark>('timescale_marks', requestParams)
+			.then((response: TimescaleMark[] | UdfDatafeedTimescaleMark) => {
+				if (!Array.isArray(response)) {
+					const result: TimescaleMark[] = [];
+					for (let i = 0; i < response.id.length; ++i) {
+						result.push({
+							id: extractField(response, 'id', i),
+							time: extractField(response, 'time', i),
+							color: extractField(response, 'color', i),
+							label: extractField(response, 'label', i),
+							tooltip: extractField(response, 'tooltip', i),
+							imageUrl: extractField(response, 'imageUrl', i),
+							showLabelWhenImageLoaded: extractField(response, 'showLabelWhenImageLoaded', i),
+						});
+					}
+
+					response = result;
+				}
+
+				onDataCallback(response);
+			})
+			.catch((error?: string | Error) => {
+				logMessage(`UdfCompatibleDatafeed: Request timescale marks failed: ${getErrorMessage(error)}`);
+				onDataCallback([]);
+			});
+	}
+
+	public getServerTime(callback: ServerTimeCallback): void {
+		if (!this._configuration.supports_time) {
+			return;
+		}
+
+		this._send<string>('time')
+			.then((response: string) => {
+				const time = parseInt(response);
+				if (!isNaN(time)) {
+					callback(time);
+				}
+			})
+			.catch((error?: string | Error) => {
+				logMessage(`UdfCompatibleDatafeed: Fail to load server time, error=${getErrorMessage(error)}`);
+			});
+	}
+
+	public searchSymbols(userInput: string, exchange: string, symbolType: string, onResult: SearchSymbolsCallback): void {
+		if (this._configuration.supports_search) {
+			const params: RequestParams = {
+				limit: Constants.SearchItemsLimit,
+				query: userInput.toUpperCase(),
+				type: symbolType,
+				exchange: exchange,
+			};
+
+			this._send<UdfSearchSymbolsResponse | UdfErrorResponse>('search', params)
+				.then((response: UdfSearchSymbolsResponse | UdfErrorResponse) => {
+					if (response.s !== undefined) {
+						logMessage(`UdfCompatibleDatafeed: search symbols error=${response.errmsg}`);
+						onResult([]);
+						return;
+					}
+
+					onResult(response);
+				})
+				.catch((reason?: string | Error) => {
+					logMessage(`UdfCompatibleDatafeed: Search symbols for '${userInput}' failed. Error=${getErrorMessage(reason)}`);
+					onResult([]);
+				});
+		} else {
+			if (this._symbolsStorage === null) {
+				throw new Error('UdfCompatibleDatafeed: inconsistent configuration (symbols storage)');
+			}
+
+			this._symbolsStorage.searchSymbols(userInput, exchange, symbolType, Constants.SearchItemsLimit)
+				.then(onResult)
+				.catch(onResult.bind(null, []));
+		}
+	}
+
+	public resolveSymbol(symbolName: string, onResolve: ResolveCallback, onError: DatafeedErrorCallback, extension?: SymbolResolveExtension): void {
+		logMessage('Resolve requested');
+
+		const currencyCode = extension && extension.currencyCode;
+		const unitId = extension && extension.unitId;
+
+		const resolveRequestStartTime = Date.now();
+		function onResultReady(symbolInfo: LibrarySymbolInfo): void {
+			logMessage(`Symbol resolved: ${Date.now() - resolveRequestStartTime}ms`);
+			onResolve(symbolInfo);
+		}
+
+		if (!this._configuration.supports_group_request) {
+			const params: RequestParams = {
+				symbol: symbolName,
+			};
+			if (currencyCode !== undefined) {
+				params.currencyCode = currencyCode;
+			}
+			if (unitId !== undefined) {
+				params.unitId = unitId;
+			}
+
+			this._send<ResolveSymbolResponse | UdfErrorResponse>('symbols', params)
+				.then((response: ResolveSymbolResponse | UdfErrorResponse) => {
+					if (response.s !== undefined) {
+						onError('unknown_symbol');
+					} else {
+						const symbol = response.name;
+						const listedExchange = response.listed_exchange ?? response['exchange-listed'];
+						const tradedExchange = response.exchange ?? response['exchange-traded'];
+
+						const result: LibrarySymbolInfo = {
+							...response,
+							name: symbol,
+							base_name: [listedExchange + ':' + symbol],
+							listed_exchange: listedExchange,
+							exchange: tradedExchange,
+							ticker: response.ticker,
+							currency_code: response.currency_code ?? response['currency-code'],
+							original_currency_code: response.original_currency_code ?? response['original-currency-code'],
+							unit_id: response.unit_id ?? response['unit-id'],
+							original_unit_id: response.original_unit_id ?? response['original-unit-id'],
+							unit_conversion_types: response.unit_conversion_types ?? response['unit-conversion-types'],
+							has_intraday: response.has_intraday ?? response['has-intraday'] ?? false,
+							visible_plots_set: response.visible_plots_set ?? response['visible-plots-set'],
+							minmov: response.minmovement ?? response.minmov ?? 0,
+							minmove2: response.minmovement2 ?? response.minmove2,
+							session: response.session ?? response['session-regular'],
+							session_holidays: response.session_holidays ?? response['session-holidays'],
+							supported_resolutions: response.supported_resolutions ?? response['supported-resolutions'] ?? this._configuration.supported_resolutions ?? [],
+							has_daily: response.has_daily ?? response['has-daily'] ?? true,
+							intraday_multipliers: response.intraday_multipliers ?? response['intraday-multipliers'] ?? ['1', '5', '15', '30', '60'],
+							has_weekly_and_monthly: response.has_weekly_and_monthly ?? response['has-weekly-and-monthly'],
+							has_empty_bars: response.has_empty_bars ?? response['has-empty-bars'],
+							volume_precision: response.volume_precision ?? response['volume-precision'],
+							format: response.format ?? 'price',
+						};
+						onResultReady(result);
+					}
+				})
+				.catch((reason?: string | Error) => {
+					logMessage(`UdfCompatibleDatafeed: Error resolving symbol: ${getErrorMessage(reason)}`);
+					onError('unknown_symbol');
+				});
+		} else {
+			if (this._symbolsStorage === null) {
+				throw new Error('UdfCompatibleDatafeed: inconsistent configuration (symbols storage)');
+			}
+
+			this._symbolsStorage.resolveSymbol(symbolName, currencyCode, unitId).then(onResultReady).catch(onError);
+		}
+	}
+
+	public getBars(symbolInfo: LibrarySymbolInfo, resolution: ResolutionString, periodParams: PeriodParamsWithOptionalCountback, onResult: HistoryCallback, onError: DatafeedErrorCallback): void {
+		this._historyProvider.getBars(symbolInfo, resolution, periodParams)
+			.then((result: GetBarsResult) => {
+				onResult(result.bars, result.meta);
+			})
+			.catch(onError);
+	}
+
+	public subscribeBars(symbolInfo: LibrarySymbolInfo, resolution: ResolutionString, onTick: SubscribeBarsCallback, listenerGuid: string, _onResetCacheNeededCallback: () => void): void {
+		this._dataPulseProvider.subscribeBars(symbolInfo, resolution, onTick, listenerGuid);
+	}
+
+	public unsubscribeBars(listenerGuid: string): void {
+		this._dataPulseProvider.unsubscribeBars(listenerGuid);
+	}
+
+	protected _requestConfiguration(): Promise<UdfCompatibleConfiguration | null> {
+		return this._send<UdfCompatibleConfiguration>('config')
+			.catch((reason?: string | Error) => {
+				logMessage(`UdfCompatibleDatafeed: Cannot get datafeed configuration - use default, error=${getErrorMessage(reason)}`);
+				return null;
+			});
+	}
+
+	private _send<T>(urlPath: string, params?: RequestParams): Promise<T> {
+		return this._requester.sendRequest<T>(this._datafeedURL, urlPath, params);
+	}
+
+	private _setupWithConfiguration(configurationData: UdfCompatibleConfiguration): void {
+		this._configuration = configurationData;
+
+		if (configurationData.exchanges === undefined) {
+			configurationData.exchanges = [];
+		}
+
+		if (!configurationData.supports_search && !configurationData.supports_group_request) {
+			throw new Error('Unsupported datafeed configuration. Must either support search, or support group request');
+		}
+
+		if (configurationData.supports_group_request || !configurationData.supports_search) {
+			this._symbolsStorage = new SymbolsStorage(this._datafeedURL, configurationData.supported_resolutions || [], this._requester);
+		}
+
+		logMessage(`UdfCompatibleDatafeed: Initialized with ${JSON.stringify(configurationData)}`);
+	}
+}
+
+function defaultConfiguration(): UdfCompatibleConfiguration {
+	return {
+		supports_search: false,
+		supports_group_request: true,
+		supported_resolutions: [
+			'1' as ResolutionString,
+			'5' as ResolutionString,
+			'15' as ResolutionString,
+			'30' as ResolutionString,
+			'60' as ResolutionString,
+			'1D' as ResolutionString,
+			'1W' as ResolutionString,
+			'1M' as ResolutionString,
+		],
+		supports_marks: false,
+		supports_timescale_marks: false,
+	};
+}

frontend/datafeeds/udf/src/udf-compatible-datafeed.ts

@@ -0,0 +1,16 @@
+import { UDFCompatibleDatafeedBase } from './udf-compatible-datafeed-base';
+import { QuotesProvider } from './quotes-provider';
+import { Requester } from './requester';
+import { LimitedResponseConfiguration } from './history-provider';
+
+export class UDFCompatibleDatafeed extends UDFCompatibleDatafeedBase {
+	public constructor(
+		datafeedURL: string,
+		updateFrequency: number = 10 * 1000,
+		limitedServerResponse?: LimitedResponseConfiguration
+	) {
+		const requester = new Requester();
+		const quotesProvider = new QuotesProvider(datafeedURL, requester);
+		super(datafeedURL, quotesProvider, requester, updateFrequency, limitedServerResponse);
+	}
+}