Загрузка данных
import {
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 { BehaviorSubject, distinctUntilChanged, Observable, Subscription } from 'rxjs';
import { DataSource } from '@core/DataSource';
import { Indicator } from '@core/Indicator';
import { ChartTypeToCandleData, IndicatorDataFormatter } from '@core/Indicators';
import { Ohlc } from '@core/Legend';
import { MAIN_PANE_INDEX } from '@src/constants';
import { SeriesStrategies } from '@src/modules/series-strategies/SeriesFactory';
import { Candle, Direction } 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
.filter((c) => typeof c.time === 'number' && Number.isFinite(c.time))
.map((c) => ({
...c,
time: (c.time as number) - offsetMinutes * secondsInMinute,
}));
}
export abstract class BaseSeries<TSeries extends SeriesType> implements IBaseSeries<TSeries> {
protected lwcSeries: ISeriesApi<TSeries>;
protected customFormatter:
| undefined
| ((params: IndicatorDataFormatter<TSeries>) => SeriesDataItemTypeMap<Time>[TSeries][]);
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();
if (seriesData.length < 1) return {};
const dataToFormat = seriesData[seriesData.length - 1];
const prevBarData = seriesData.length > 1 ? seriesData[seriesData.length - 2] : null;
return this.formatLegendValues(dataToFormat, prevBarData);
}
const dataToFormat = param?.seriesData.get(this.getLwcSeries()) ?? null;
const prevBarData = this.dataByIndex(param.logical! - 1) ?? null;
return this.formatLegendValues(dataToFormat, prevBarData);
};
public show(): void {
this.lwcSeries.applyOptions({ ...this.lwcSeries.options(), visible: true });
}
public hide(): void {
this.lwcSeries.applyOptions({ ...this.lwcSeries.options(), 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 {
const normalizedData = normalizeSeriesData(data);
this.lwcSeries.setData(normalizedData);
}
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 data = this.lwcSeries.data();
const last = data.length ? data[data.length - 1] : null;
if (!last) {
this.lwcSeries.update(bar, false);
return;
}
const lastTime = last.time;
const nextTime = bar.time;
const isHist =
historicalUpdate ?? (typeof lastTime === 'number' && typeof nextTime === 'number' && nextTime < lastTime);
this.lwcSeries.update(bar, isHist);
}
protected createSeries({
chart,
seriesOptions,
paneIndex = MAIN_PANE_INDEX,
priceScaleOptions = {},
}: CreateSeriesParams<TSeries>): ISeriesApi<TSeries> {
this.paneIndex = paneIndex;
const defaultOptions = this.getDefaultOptions();
const mergedOptions = {
...defaultOptions,
...seriesOptions,
};
const series = chart.addSeries<TSeries>(this.seriesDefinition(), mergedOptions, paneIndex);
chart.priceScale(mergedOptions.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: null | BarData | LineData | HistogramData | CustomData,
prevBar: null | BarData | LineData | HistogramData | CustomData,
): 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 formatter = this.customFormatter;
const data = this.applyTimezone(inputData);
if (formatter) {
const mainSeriesData = (this.mainSerie$.value?.data() ?? []) as unknown as SerieData[];
if (data.length === 1) {
return formatter({
mainSeriesData,
selfData: this.data() as unknown as ChartTypeToCandleData[TSeries][],
candle: this.formatMainSerie(data)[0] as unknown as SerieData,
indicatorReference: this.indicatorReference ?? undefined,
});
}
return formatter({
mainSeriesData,
indicatorReference: this.indicatorReference ?? undefined,
selfData: this.data() as unknown as ChartTypeToCandleData[TSeries][],
});
}
return this.formatMainSerie(data);
}
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),
},
});
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, any> }) | 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;
return {
time: current.time,
value: current.value,
high: current.customValues?.high as number,
low: current.customValues?.low as number,
absoluteChange,
percentageChange,
customValues: current.customValues,
};
}
return null;
}