Загрузка данных


import type {
  BarData,
  BarPrice,
  BarsInfo,
  Coordinate,
  CreatePriceLineOptions,
  CustomData,
  DataChangedHandler,
  DeepPartial,
  HistogramData,
  IChartApi,
  IPaneApi,
  IPriceFormatter,
  IPriceLine,
  IPriceScaleApi,
  IRange,
  ISeriesApi,
  ISeriesPrimitive,
  LineData,
  MismatchDirection,
  MouseEventParams,
  PriceScaleOptions,
  SeriesDataItemTypeMap,
  SeriesDefinition,
  SeriesOptionsMap,
  SeriesPartialOptionsMap,
  SeriesType,
  Time,
} from 'lightweight-charts';
import {
  distinctUntilChanged,
  Subscription,
  type BehaviorSubject,
  type Observable,
} from 'rxjs';

import type { DataSource } from '@core/DataSource';
import type { Indicator } from '@core/Indicator';
import type {
  ChartTypeToCandleData,
  IndicatorDataFormatter,
} from '@core/Indicators';
import type { Ohlc } from '@core/Legend';
import { MAIN_PANE_INDEX } from '@src/constants';
import type { SeriesStrategies } from '@src/modules/series-strategies/SeriesFactory';
import { Direction, type Candle } from '@src/types';
import {
  formatPrice,
  getPricePrecisionStep,
  isBarData,
  isLineData,
  normalizeSeriesData,
} from '@src/utils';

export interface SerieData {
  time: Time;
  customValues: Candle;
}

export interface CreateSeriesParams<
  TSeries extends SeriesType,
> {
  chart: IChartApi;
  seriesOptions?: SeriesPartialOptionsMap[TSeries];
  paneIndex?: number;
  priceScaleOptions?: DeepPartial<PriceScaleOptions>;
}

export interface IBaseSeries<
  TSeries extends SeriesType,
> extends ISeriesApi<TSeries> {
  getLwcSeries: () => ISeriesApi<TSeries>;
  getLegendData: (
    param?: MouseEventParams,
  ) => Partial<
    Record<
      keyof Ohlc,
      {
        value: number | string | Time;
        color: string;
        name: string;
      }
    >
  >;
}

export interface BaseSeriesParams<
  TSeries extends SeriesType = SeriesType,
> {
  lwcChart: IChartApi;
  dataSource: DataSource;
  mainSymbol$: Observable<string>;
  mainSerie$: BehaviorSubject<SeriesStrategies | null>;
  customFormatter?: (
    params: IndicatorDataFormatter<TSeries>,
  ) => SeriesDataItemTypeMap<Time>[TSeries][];
  seriesOptions?: SeriesPartialOptionsMap[TSeries];
  priceScaleOptions?: DeepPartial<PriceScaleOptions>;
  showSymbolLabel?: boolean;
  paneIndex?: number;
  indicatorReference?: Indicator;
}

function applyMoscowTimezone(
  candles: Candle[],
): ChartTypeToCandleData['Candlestick'][] {
  // todo this approach is too slow, for timezones impl we should shift timeScale instead of mutating the data
  const offsetMinutes = -180; // utc.time - moscow.time in minutes
  const secondsInMinute = 60;

  return candles.flatMap((candle) => {
    if (
      typeof candle.time !== 'number' ||
      !Number.isFinite(candle.time)
    ) {
      return [];
    }

    return [
      {
        ...candle,
        time:
          candle.time -
          offsetMinutes * secondsInMinute,
      },
    ];
  });
}

export abstract class BaseSeries<
  TSeries extends SeriesType,
> implements IBaseSeries<TSeries> {
  protected lwcSeries: ISeriesApi<TSeries>;

  protected customFormatter:
    | ((
        params: IndicatorDataFormatter<TSeries>,
      ) => SeriesDataItemTypeMap<Time>[TSeries][])
    | undefined;

  protected lwcChart: IChartApi;

  protected mainSymbol$: Observable<string>;

  protected mainSerie$: BehaviorSubject<
    SeriesStrategies | null
  >;

  protected paneIndex: number | null = null;

  protected indicatorReference: Indicator | null = null;

  protected showSymbolLabel: boolean;

  private subscriptions = new Subscription();

  private dataSub: Subscription | null = null;

  private realtimeSub: Subscription | null = null;

  constructor({
    lwcChart,
    mainSymbol$,
    mainSerie$,
    customFormatter,
    seriesOptions,
    priceScaleOptions,
    showSymbolLabel = true,
    paneIndex,
    indicatorReference,
  }: BaseSeriesParams<TSeries>) {
    this.lwcSeries = this.createSeries({
      chart: lwcChart,
      seriesOptions,
      paneIndex,
      priceScaleOptions,
    });

    this.lwcChart = lwcChart;
    this.customFormatter = customFormatter;
    this.mainSymbol$ = mainSymbol$;
    this.mainSerie$ = mainSerie$;
    this.showSymbolLabel = showSymbolLabel;
    this.indicatorReference =
      indicatorReference ?? null;
  }

  public getLegendData = (
    param?: MouseEventParams,
  ): Partial<
    Record<
      keyof Ohlc,
      {
        value: number | string | Time;
        color: string;
        name: string;
      }
    >
  > => {
    if (!param) {
      const seriesData = this.data();
      const currentBar = seriesData.at(-1);

      if (!currentBar) {
        return {};
      }

      return this.formatLegendValues(
        currentBar,
        seriesData.at(-2) ?? null,
      );
    }

    const currentBar =
      param.seriesData.get(this.lwcSeries) ?? null;

    const previousBar =
      param.logical === null
        ? null
        : this.dataByIndex(param.logical - 1);

    return this.formatLegendValues(
      currentBar,
      previousBar,
    );
  };

  public show(): void {
    this.lwcSeries.applyOptions({
      visible: true,
    });
  }

  public hide(): void {
    this.lwcSeries.applyOptions({
      visible: false,
    });
  }

  public isVisible(): boolean {
    return this.lwcSeries.options().visible;
  }

  public destroy(): void {
    this.dataSub?.unsubscribe();
    this.realtimeSub?.unsubscribe();
    this.subscriptions.unsubscribe();
    this.lwcChart.removeSeries(this.lwcSeries);
  }

  public getLwcSeries(): ISeriesApi<TSeries> {
    return this.lwcSeries;
  }

  public applyOptions(
    options: SeriesPartialOptionsMap[TSeries],
  ): void {
    this.lwcSeries.applyOptions(options);
  }

  public attachPrimitive(
    primitive: ISeriesPrimitive<Time>,
  ): void {
    this.lwcSeries.attachPrimitive(primitive);
  }

  public barsInLogicalRange(
    range: IRange<number>,
  ): BarsInfo<Time> | null {
    return this.lwcSeries.barsInLogicalRange(range);
  }

  public coordinateToPrice(
    coordinate: number,
  ): BarPrice | null {
    return this.lwcSeries.coordinateToPrice(
      coordinate,
    );
  }

  public createPriceLine(
    options: CreatePriceLineOptions,
  ): IPriceLine {
    return this.lwcSeries.createPriceLine(options);
  }

  public data(): readonly SeriesDataItemTypeMap<
    Time
  >[TSeries][] {
    return this.lwcSeries.data();
  }

  public dataByIndex(
    logicalIndex: number,
    mismatchDirection?: MismatchDirection,
  ): SeriesDataItemTypeMap<Time>[TSeries] | null {
    return this.lwcSeries.dataByIndex(
      logicalIndex,
      mismatchDirection,
    );
  }

  public detachPrimitive(
    primitive: ISeriesPrimitive<Time>,
  ): void {
    this.lwcSeries.detachPrimitive(primitive);
  }

  public getPane(): IPaneApi<Time> {
    return this.lwcSeries.getPane();
  }

  public moveToPane(paneIndex: number): void {
    this.lwcSeries.moveToPane(paneIndex);
  }

  public options(): Readonly<
    SeriesOptionsMap[TSeries]
  > {
    return this.lwcSeries.options();
  }

  public priceFormatter(): IPriceFormatter {
    return this.lwcSeries.priceFormatter();
  }

  public priceLines(): IPriceLine[] {
    return this.lwcSeries.priceLines();
  }

  public priceScale(): IPriceScaleApi {
    return this.lwcSeries.priceScale();
  }

  public priceToCoordinate(
    price: number,
  ): Coordinate | null {
    return this.lwcSeries.priceToCoordinate(price);
  }

  public removePriceLine(line: IPriceLine): void {
    this.lwcSeries.removePriceLine(line);
  }

  public seriesOrder(): number {
    return this.lwcSeries.seriesOrder();
  }

  public seriesType(): TSeries {
    return this.lwcSeries.seriesType();
  }

  public setData(
    data: SeriesDataItemTypeMap<Time>[TSeries][],
  ): void {
    this.lwcSeries.setData(
      normalizeSeriesData(data),
    );
  }

  public setSeriesOrder(order: number): void {
    this.lwcSeries.setSeriesOrder(order);
  }

  public subscribeDataChanged(
    handler: DataChangedHandler,
  ): void {
    this.lwcSeries.subscribeDataChanged(handler);
  }

  public unsubscribeDataChanged(
    handler: DataChangedHandler,
  ): void {
    this.lwcSeries.unsubscribeDataChanged(handler);
  }

  public update(
    bar: SeriesDataItemTypeMap<Time>[TSeries],
    historicalUpdate?: boolean,
  ): void {
    const lastBar = this.lwcSeries.data().at(-1);

    if (!lastBar) {
      this.lwcSeries.update(bar, false);

      return;
    }

    const isHistoricalUpdate =
      historicalUpdate ??
      (typeof lastBar.time === 'number' &&
        typeof bar.time === 'number' &&
        bar.time < lastBar.time);

    this.lwcSeries.update(
      bar,
      isHistoricalUpdate,
    );
  }

  protected createSeries({
    chart,
    seriesOptions,
    paneIndex = MAIN_PANE_INDEX,
    priceScaleOptions = {},
  }: CreateSeriesParams<TSeries>): ISeriesApi<TSeries> {
    this.paneIndex = paneIndex;

    const options = {
      ...this.getDefaultOptions(),
      ...seriesOptions,
    };

    const series = chart.addSeries<TSeries>(
      this.seriesDefinition(),
      options,
      paneIndex,
    );

    chart
      .priceScale(
        options.priceScaleId ?? Direction.Right,
        paneIndex,
      )
      .applyOptions(priceScaleOptions);

    return series;
  }

  protected abstract dataSourceSubscription(
    next: Candle[],
  ): void;

  protected abstract seriesDefinition():
    SeriesDefinition<TSeries>;

  protected abstract dataSourceRealtimeSubscription(
    next: Candle,
  ): void;

  protected abstract getDefaultOptions():
    SeriesPartialOptionsMap[TSeries];

  protected abstract formatMainSerie(
    inputData: Candle[],
  ): SeriesDataItemTypeMap<Time>[TSeries][];

  protected abstract formatLegendValues(
    currentBar:
      | BarData
      | LineData
      | HistogramData
      | CustomData
      | null,
    prevBar:
      | BarData
      | LineData
      | HistogramData
      | CustomData
      | null,
  ): Partial<
    Record<
      keyof Ohlc,
      {
        value: number | string | Time;
        color: string;
        name: string;
      }
    >
  >;

  protected applyTimezone(
    data: Candle[],
  ): Candle[] {
    return applyMoscowTimezone(data);
  }

  protected formatData(
    inputData: Candle[],
  ): SeriesDataItemTypeMap<Time>[TSeries][] {
    const data = this.applyTimezone(inputData);

    if (!this.customFormatter) {
      return this.formatMainSerie(data);
    }

    const mainSeriesData =
      (this.mainSerie$.value?.data() ??
        []) as unknown as SerieData[];

    const selfData =
      this.data() as unknown as ChartTypeToCandleData[TSeries][];

    if (data.length !== 1) {
      return this.customFormatter({
        mainSeriesData,
        selfData,
        indicatorReference:
          this.indicatorReference ?? undefined,
      });
    }

    const candle = this.formatMainSerie(data)[0];

    if (!candle) {
      return [];
    }

    return this.customFormatter({
      mainSeriesData,
      selfData,
      candle: candle as unknown as SerieData,
      indicatorReference:
        this.indicatorReference ?? undefined,
    });
  }

  protected subscribeDataSource = (
    dataSource: DataSource,
  ): void => {
    const minMove = getPricePrecisionStep();

    this.subscriptions.add(
      this.mainSymbol$
        .pipe(distinctUntilChanged())
        .subscribe((symbol) => {
          this.lwcSeries.applyOptions({
            // todo: на каждый апдейт dataSource сеттим options. Не оптимально
            title: this.showSymbolLabel
              ? symbol
              : '',
            priceFormat: {
              type: 'custom',
              minMove,
              formatter: (price: number) =>
                formatPrice(price) ?? String(price),
            },
          });

          this.dataSub?.unsubscribe();
          this.realtimeSub?.unsubscribe();

          this.dataSub = dataSource.subscribe(
            symbol,
            (next) => {
              this.dataSourceSubscription(next);
            },
          );

          this.realtimeSub =
            dataSource.subscribeRealtime(
              symbol,
              (next: Candle) => {
                this.dataSourceRealtimeSubscription(
                  next,
                );
              },
            );
        }),
    );
  };
}

export function calcCandleChange(
  prev:
    | BarData
    | LineData
    | HistogramData
    | CustomData
    | null,
  current:
    | BarData
    | LineData
    | HistogramData
    | CustomData
    | null,
): (Ohlc & {
  customValues?: Record<string, unknown>;
}) | null {
  if (!current) {
    return null;
  }

  if (!prev) {
    return current;
  }

  if (isBarData(prev) && isBarData(current)) {
    const absoluteChange =
      current.close - prev.close;

    const percentageChange =
      ((current.close - prev.close) /
        prev.close) *
      100;

    return {
      ...current,
      absoluteChange,
      percentageChange,
    };
  }

  if (isLineData(prev) && isLineData(current)) {
    const absoluteChange =
      current.value - prev.value;

    const percentageChange =
      ((current.value - prev.value) /
        prev.value) *
      100;

    const high = current.customValues?.high;
    const low = current.customValues?.low;

    return {
      time: current.time,
      value: current.value,
      high:
        typeof high === 'number'
          ? high
          : current.value,
      low:
        typeof low === 'number'
          ? low
          : current.value,
      absoluteChange,
      percentageChange,
      customValues: current.customValues,
    };
  }

  return null;
}