Загрузка данных


import dayjs from 'dayjs';
import duration from 'dayjs/plugin/duration';

import { parseTimeframe } from 'moex-chart';

import { moexChartTimeConverter, moexChartToIssTimeframe } from '@utils/chartToReqTimeConverter';
import { DEFAULT_SYMBOL } from '@widgets/Chart/const';

import { requestBars, requestRealtimeBars } from '../../requestBars';
import { ChartIndicativeData } from '../../types';

import type { Candle, Timeframes } from 'moex-chart';

dayjs.extend(duration);

interface RealtimeState {
  previousTime: number | null;
  candles: Candle[];
  sessionStart: number | null;
}

function getRequestSymbol(symbolRaw?: string): string | undefined {
  const symbol = String(symbolRaw ?? '').trim();

  if (!symbol || symbol === DEFAULT_SYMBOL) {
    return undefined;
  }

  return symbol;
}

function getTimeframeSeconds(timeframe: Timeframes): number {
  const { candleWidth, dayjsUnit } = parseTimeframe(timeframe);

  return dayjs.duration(candleWidth, dayjsUnit).asSeconds();
}

function isValidCandle({ time, open, high, low, close, volume }: Candle): boolean {
  const valuesAreValid = [time, open, high, low, close].every(Number.isFinite);

  return (
    valuesAreValid &&
    (volume === undefined || Number.isFinite(volume)) &&
    high >= Math.max(open, close) &&
    low <= Math.min(open, close)
  );
}

function aggregateCandles(candles: Candle[], time: number): Candle | undefined {
  const firstCandle = candles[0];
  const lastCandle = candles[candles.length - 1];

  if (!firstCandle || !lastCandle) {
    return undefined;
  }

  const high = Math.max(...candles.map((candle) => candle.high));
  const low = Math.min(...candles.map((candle) => candle.low));
  const volume = candles.reduce((total, candle) => total + (candle.volume ?? 0), 0);

  return {
    time,
    open: firstCandle.open,
    high,
    low,
    close: lastCandle.close,
    volume,
  };
}

function timeframeConvolution(
  data: Candle[],
  requestedTimeframe: Timeframes,
): {
  candles: Candle[];
  state: RealtimeState;
} {
  const timeframeSeconds = getTimeframeSeconds(requestedTimeframe);
  const sortedData = [...data].sort((first, second) => first.time - second.time);
  const firstCandle = sortedData[0];

  if (!firstCandle) {
    return {
      candles: [],
      state: {
        previousTime: null,
        candles: [],
        sessionStart: null,
      },
    };
  }

  const result: Candle[] = [];

  let sessionStart = firstCandle.time;
  let bucketStart = sessionStart;
  let previousTime: number | null = null;
  let candleGroup: Candle[] = [];

  sortedData.forEach((candle) => {
    const isNewSession = previousTime !== null && candle.time - previousTime > timeframeSeconds;

    if (isNewSession) {
      const aggregatedCandle = aggregateCandles(candleGroup, bucketStart);

      if (aggregatedCandle) {
        result.push(aggregatedCandle);
      }

      sessionStart = candle.time;
      bucketStart = candle.time;
      candleGroup = [candle];
    } else {
      const currentBucketStart =
        sessionStart + Math.floor((candle.time - sessionStart) / timeframeSeconds) * timeframeSeconds;

      if (currentBucketStart !== bucketStart) {
        const aggregatedCandle = aggregateCandles(candleGroup, bucketStart);

        if (aggregatedCandle) {
          result.push(aggregatedCandle);
        }

        bucketStart = currentBucketStart;
        candleGroup = [];
      }

      candleGroup.push(candle);
    }

    previousTime = candle.time;
  });

  const aggregatedCandle = aggregateCandles(candleGroup, bucketStart);

  if (aggregatedCandle) {
    result.push(aggregatedCandle);
  }

  return {
    candles: result,
    state: {
      previousTime,
      candles: candleGroup,
      sessionStart,
    },
  };
}

function realtimeConvolution(
  timeframe: Timeframes,
  data: Candle,
  currentState: RealtimeState,
): {
  candle: Candle | undefined;
  state: RealtimeState;
} {
  const timeframeSeconds = getTimeframeSeconds(timeframe);
  const previousTime = currentState.previousTime;

  let sessionStart = currentState.sessionStart;
  let candles = [...currentState.candles];

  const isNewSession =
    previousTime === null ||
    sessionStart === null ||
    data.time - previousTime > timeframeSeconds;

  if (isNewSession) {
    sessionStart = data.time;
    candles = [data];
  } else {
    const previousBucketStart =
      sessionStart + Math.floor((previousTime - sessionStart) / timeframeSeconds) * timeframeSeconds;

    const currentBucketStart =
      sessionStart + Math.floor((data.time - sessionStart) / timeframeSeconds) * timeframeSeconds;

    if (currentBucketStart !== previousBucketStart) {
      candles = [data];
    } else {
      const candleIndex = candles.findIndex((candle) => candle.time === data.time);

      if (candleIndex === -1) {
        candles.push(data);
      } else {
        candles[candleIndex] = data;
      }
    }
  }

  const bucketStart =
    sessionStart + Math.floor((data.time - sessionStart) / timeframeSeconds) * timeframeSeconds;

  return {
    candle: aggregateCandles(candles, bucketStart),
    state: {
      previousTime: data.time,
      candles,
      sessionStart,
    },
  };
}

// По хорошему - класс должен быть синглтоном, чтобы кормить MoexChart одинаковой датой,
// и не плодить несколько подключений на одни символа
class DataSourceProvider {
  private readonly realtimeStates = new Map<string, RealtimeState>();

  private realtimeTimer: ReturnType<typeof setInterval> | null = null;

  public getDataSource =
    (indicativeData?: ChartIndicativeData, cb?: (timeframe: Timeframes) => void) =>
    async (timeframe: Timeframes, symbolId: string, until?: Candle): Promise<Candle[] | null> => {
      const symbol = getRequestSymbol(symbolId);

      if (!symbol) {
        return null;
      }

      cb?.(timeframe);

      const interval = moexChartTimeConverter(timeframe);
      const date = until?.time ?? Math.round(Date.now() / 1000);

      const data = await requestBars({
        currencyPair: symbol.replaceAll(':', '.'),
        interval,
        periodParams: {
          firstDataRequest: true,
          to: date,
          from: Math.round(Date.now() / 1000),
          countBack: 2000,
        },
        ticker: symbol,
        indicativeData,
      });

      const validData = data.filter(isValidCandle);

      if (validData.length === 0) {
        return null;
      }

      if (moexChartToIssTimeframe(timeframe) === timeframe) {
        if (!until) {
          this.realtimeStates.set(symbol, {
            previousTime: validData[validData.length - 1]?.time ?? null,
            candles: [],
            sessionStart: null,
          });
        }

        return validData;
      }

      const { candles, state } = timeframeConvolution(validData, timeframe);

      if (!until) {
        this.realtimeStates.set(symbol, state);
      }

      return candles;
    };

  public startRealtime({
    getSymbols,
    getTimeframe,
    update,
    periodMs = 5000,
    indicativeData,
  }: {
    getSymbols: () => string[];
    getTimeframe: () => Timeframes;
    update: (symbolId: string, candle: Candle) => void;
    periodMs?: number;
    indicativeData?: ChartIndicativeData;
  }): () => void {
    if (this.realtimeTimer) {
      clearInterval(this.realtimeTimer);
    }

    this.realtimeTimer = setInterval(() => {
      const timeframe = getTimeframe();

      Promise.allSettled(
        getSymbols().map((symbolId) =>
          this.updateRealtimeSymbol(symbolId, timeframe, update, indicativeData),
        ),
      );
    }, periodMs);

    return () => {
      if (this.realtimeTimer) {
        clearInterval(this.realtimeTimer);
      }

      this.realtimeTimer = null;
    };
  }

  private async updateRealtimeSymbol(
    symbolId: string,
    timeframe: Timeframes,
    update: (symbolId: string, candle: Candle) => void,
    indicativeData?: ChartIndicativeData,
  ): Promise<void> {
    const symbol = getRequestSymbol(symbolId);

    if (!symbol) {
      return;
    }

    const data = await requestRealtimeBars({
      currencyPair: symbol.replaceAll(':', '.'),
      interval: moexChartTimeConverter(timeframe),
      ticker: symbol,
      indicativeData,
    });

    if (!data || !isValidCandle(data)) {
      return;
    }

    if (moexChartToIssTimeframe(timeframe) === timeframe) {
      this.realtimeStates.set(symbol, {
        previousTime: data.time,
        candles: [],
        sessionStart: null,
      });

      update(symbol, data);
      return;
    }

    const currentState = this.realtimeStates.get(symbol) ?? {
      previousTime: null,
      candles: [],
      sessionStart: null,
    };

    const { candle, state } = realtimeConvolution(timeframe, data, currentState);

    this.realtimeStates.set(symbol, state);

    if (candle) {
      update(symbol, candle);
    }
  }
}

export { DataSourceProvider };