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 HistoryRequestState {
  untilTime?: number;
  request: Promise<Candle[] | null> | null;
}

interface RealtimeState {
  prevRealtimeDataArr: Candle[];
  prevRealtimeData?: Candle;
  realtimeShouldBeConvoluted: boolean;
  realtimeSessionStart: 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 aggregateCandles(candles: Candle[], time: number): Candle | undefined {
  const firstCandle = candles[0];
  const lastCandle = candles[candles.length - 1];

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

  return {
    time,
    open: firstCandle.open,
    high: Math.max(...candles.map(({ high }) => high)),
    low: Math.min(...candles.map(({ low }) => low)),
    close: lastCandle.close,
    volume: candles.reduce((total, candle) => total + (candle.volume ?? 0), 0),
  };
}

// По хорошему - класс должен быть синглтоном, чтобы кормить MoexChart одинаковой датой,
// и не плодить несколько подключений на одни символа
class DataSourceProvider {
  private realtimeTimer: ReturnType<typeof setInterval> | null = null;

  private historyRequests = new Map<string, HistoryRequestState>();

  private realtimeStates = new Map<string, RealtimeState>();

  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;
      }

      const historyRequestKey = `${symbol}:${timeframe}`;
      const historyRequestState = this.historyRequests.get(historyRequestKey);

      if (historyRequestState && historyRequestState.untilTime === until?.time) {
        if (historyRequestState.request) {
          return historyRequestState.request;
        }

        if (until) {
          return null;
        }
      }

      cb?.(timeframe);

      const historyRequest = this.requestHistoryData({
        timeframe,
        symbol,
        until,
        indicativeData,
      });

      this.historyRequests.set(historyRequestKey, {
        untilTime: until?.time,
        request: historyRequest,
      });

      try {
        return await historyRequest;
      } finally {
        if (this.historyRequests.get(historyRequestKey)?.request === historyRequest) {
          if (until) {
            this.historyRequests.set(historyRequestKey, {
              untilTime: until.time,
              request: null,
            });
          } else {
            this.historyRequests.delete(historyRequestKey);
          }
        }
      }
    };

  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();
      const symbolIds = getSymbols();

      Promise.all(
        symbolIds.map(async (symbolId) => {
          const symbol = getRequestSymbol(symbolId);

          if (!symbol) {
            return;
          }

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

          if (!data) {
            return;
          }

          const realtimeState = this.getRealtimeState(symbol, timeframe);

          if (
            realtimeState.prevRealtimeData &&
            JSON.stringify(data) === JSON.stringify(realtimeState.prevRealtimeData)
          ) {
            return;
          }

          if (!realtimeState.realtimeShouldBeConvoluted) {
            realtimeState.prevRealtimeData = data;
            update(symbol, data);
            return;
          }

          this.realtimeConvolution(timeframe, data, realtimeState, (candle) => {
            update(symbol, candle);
          });
        }),
      );
    }, periodMs);

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

      this.realtimeTimer = null;
    };
  }

  private async requestHistoryData({
    timeframe,
    symbol,
    until,
    indicativeData,
  }: {
    timeframe: Timeframes;
    symbol: string;
    until?: Candle;
    indicativeData?: ChartIndicativeData;
  }): Promise<Candle[] | null> {
    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,
    });

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

    const issTimeframe = moexChartToIssTimeframe(timeframe);
    const realtimeState = this.getRealtimeState(symbol, timeframe);

    if (issTimeframe === timeframe) {
      realtimeState.realtimeShouldBeConvoluted = false;

      if (!until) {
        realtimeState.prevRealtimeData = data[data.length - 1];
        realtimeState.prevRealtimeDataArr = [];
        realtimeState.realtimeSessionStart = null;
      }

      return data;
    }

    realtimeState.realtimeShouldBeConvoluted = true;

    return this.timeframeConvolution(data, timeframe, !until, realtimeState);
  }

  private timeframeConvolution(
    data: Candle[],
    requestedTimeframe: Timeframes,
    syncRealtime: boolean,
    realtimeState: RealtimeState,
  ): Candle[] {
    const timeframeSeconds = getTimeframeSeconds(requestedTimeframe);
    const sortedData = [...data].sort((first, second) => first.time - second.time);

    const firstCandle = sortedData[0];

    if (!firstCandle) {
      return [];
    }

    const result: Candle[] = [];

    let sessionStart = firstCandle.time;
    let bucketStart = sessionStart;
    let candleGroup: Candle[] = [];

    sortedData.forEach((candle, index) => {
      const previousCandle = sortedData[index - 1];

      const isNewSession = previousCandle && candle.time - previousCandle.time > timeframeSeconds;

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

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

        sessionStart = candle.time;
        bucketStart = candle.time;
        candleGroup = [candle];

        return;
      }

      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);
    });

    const aggregatedCandle = aggregateCandles(candleGroup, bucketStart);

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

    if (syncRealtime) {
      realtimeState.realtimeSessionStart = sessionStart;
      realtimeState.prevRealtimeDataArr = [...candleGroup];
      realtimeState.prevRealtimeData = sortedData[sortedData.length - 1];
    }

    return result;
  }

  private realtimeConvolution(
    timeframe: Timeframes,
    data: Candle,
    realtimeState: RealtimeState,
    update: (candle: Candle) => void,
  ): void {
    const timeframeSeconds = getTimeframeSeconds(timeframe);

    if (!realtimeState.prevRealtimeData || realtimeState.realtimeSessionStart === null) {
      realtimeState.realtimeSessionStart = data.time;
      realtimeState.prevRealtimeDataArr = [data];
    } else {
      const isNewSession = data.time - realtimeState.prevRealtimeData.time > timeframeSeconds;

      if (isNewSession) {
        realtimeState.realtimeSessionStart = data.time;
        realtimeState.prevRealtimeDataArr = [data];
      } else {
        const previousBucketStart =
          realtimeState.realtimeSessionStart +
          Math.floor(
            (realtimeState.prevRealtimeData.time - realtimeState.realtimeSessionStart) / timeframeSeconds,
          ) *
            timeframeSeconds;

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

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

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

    realtimeState.prevRealtimeData = data;

    const sessionStart = realtimeState.realtimeSessionStart;

    if (sessionStart === null) {
      return;
    }

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

    const candle = aggregateCandles(realtimeState.prevRealtimeDataArr, bucketStart);

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

  private getRealtimeState(symbol: string, timeframe: Timeframes): RealtimeState {
    const key = `${symbol}:${timeframe}`;

    let realtimeState = this.realtimeStates.get(key);

    if (!realtimeState) {
      realtimeState = {
        prevRealtimeDataArr: [],
        prevRealtimeData: undefined,
        realtimeShouldBeConvoluted: moexChartToIssTimeframe(timeframe) !== timeframe,
        realtimeSessionStart: null,
      };

      this.realtimeStates.set(key, realtimeState);
    }

    return realtimeState;
  }
}

export { DataSourceProvider };


import { DEFAULT_SYMBOL } from '@widgets/Chart/const';

import type { Timeframes as TimeframesType } from 'moex-chart';

type DataSourceProvideModule = typeof import('@widgets/Chart/components/MoexChart/dataSourceProvide');

const mockRequestBars = jest.fn();
const mockRequestRealtimeBars = jest.fn();
const mockMoexChartTimeConverter = jest.fn();
const mockParseTimeframe = jest.fn();
const mockMoexChartToIssTimeframe = jest.fn();

jest.mock('moex-chart', () => ({
  Timeframes: {
    '1m': '1m',
    '5m': '5m',
    '1h': '1h',
    '2h': '2h',
    '3h': '3h',
    '4h': '4h',
  },
  parseTimeframe: mockParseTimeframe,
}));

jest.mock('@utils/chartToReqTimeConverter', () => ({
  moexChartTimeConverter: mockMoexChartTimeConverter,
  moexChartToIssTimeframe: mockMoexChartToIssTimeframe,
}));

jest.mock('../requestBars', () => ({
  requestBars: mockRequestBars,
  requestRealtimeBars: mockRequestRealtimeBars,
}));

jest.mock('@widgets/Chart/requestBars', () => ({
  requestBars: mockRequestBars,
  requestRealtimeBars: mockRequestRealtimeBars,
}));

const { DataSourceProvider } = jest.requireActual(
  '@widgets/Chart/components/MoexChart/dataSourceProvide',
) as DataSourceProvideModule;

const Timeframes = {
  '1m': '1m' as TimeframesType,
  '5m': '5m' as TimeframesType,
  '1h': '1h' as TimeframesType,
  '2h': '2h' as TimeframesType,
  '3h': '3h' as TimeframesType,
  '4h': '4h' as TimeframesType,
};

const baseTime = Math.floor(Date.parse('2026-05-19T10:00:00Z') / 1000);

const mockBar = {
  time: baseTime,
  open: 100,
  close: 110,
  high: 120,
  low: 90,
  volume: 1000,
};

const createBar = (minute: number, overrides: Partial<typeof mockBar> = {}) => ({
  time: baseTime + minute * 60,
  open: 100 + minute,
  close: 101 + minute,
  high: 102 + minute,
  low: 99 - minute,
  volume: minute + 1,
  ...overrides,
});

const createHourBar = (startTime: number, hour: number, priceOffset = 0) => ({
  time: startTime + hour * 60 * 60,
  open: 100 + priceOffset + hour,
  close: 101 + priceOffset + hour,
  high: 102 + priceOffset + hour,
  low: 99 + priceOffset - hour,
  volume: hour + 1,
});

const flushPromises = async (): Promise<void> => {
  await Promise.resolve();
  await Promise.resolve();
  await Promise.resolve();
};

const runRealtimeTick = async (periodMs = 1000): Promise<void> => {
  jest.advanceTimersByTime(periodMs);
  await flushPromises();
};

const configureConvolution = (
  requestedTimeframe: TimeframesType,
  sourceTimeframe: TimeframesType,
): void => {
  mockMoexChartToIssTimeframe.mockImplementation((timeframe: TimeframesType) =>
    timeframe === requestedTimeframe ? sourceTimeframe : timeframe,
  );
};

describe('DataSourceProvider', () => {
  beforeEach(() => {
    jest.clearAllMocks();
    jest.useFakeTimers();
    jest.setSystemTime(new Date('2026-05-19T10:00:00Z'));

    mockMoexChartTimeConverter.mockReturnValue('1');
    mockMoexChartToIssTimeframe.mockImplementation((timeframe: TimeframesType) => timeframe);
    mockParseTimeframe.mockImplementation((timeframe: TimeframesType) => {
      switch (timeframe) {
        case Timeframes['5m']:
          return {
            candleWidth: 5,
            dayjsUnit: 'minute',
          };
        case Timeframes['1h']:
          return {
            candleWidth: 1,
            dayjsUnit: 'hour',
          };
        case Timeframes['2h']:
          return {
            candleWidth: 2,
            dayjsUnit: 'hour',
          };
        case Timeframes['3h']:
          return {
            candleWidth: 3,
            dayjsUnit: 'hour',
          };
        case Timeframes['4h']:
          return {
            candleWidth: 4,
            dayjsUnit: 'hour',
          };
        default:
          return {
            candleWidth: 1,
            dayjsUnit: 'minute',
          };
      }
    });
  });

  afterEach(() => {
    jest.clearAllTimers();
    jest.useRealTimers();
  });

  it('should request chart history data with converted timeframe', async () => {
    const mockTimeframeCallback = jest.fn();

    mockRequestBars.mockResolvedValue([mockBar]);

    const provider = new DataSourceProvider();
    const dataSource = provider.getDataSource(undefined, mockTimeframeCallback);

    const result = await dataSource(Timeframes['1m'], 'MOEX:SBER');
    const now = Math.round(Date.now() / 1000);

    expect(mockTimeframeCallback).toHaveBeenCalledWith(Timeframes['1m']);
    expect(mockMoexChartTimeConverter).toHaveBeenCalledWith(Timeframes['1m']);
    expect(mockRequestBars).toHaveBeenCalledWith({
      currencyPair: 'MOEX.SBER',
      interval: '1',
      periodParams: {
        firstDataRequest: true,
        to: now,
        from: now,
        countBack: 2000,
      },
      ticker: 'MOEX:SBER',
      indicativeData: undefined,
    });
    expect(result).toEqual([mockBar]);
  });

  it('should normalize symbol before requesting chart history data', async () => {
    mockRequestBars.mockResolvedValue([mockBar]);

    const provider = new DataSourceProvider();
    const dataSource = provider.getDataSource();

    await dataSource(Timeframes['1m'], '  MOEX:SBER  ');

    expect(mockRequestBars).toHaveBeenCalledWith(
      expect.objectContaining({
        currencyPair: 'MOEX.SBER',
        ticker: 'MOEX:SBER',
      }),
    );
  });

  it('should not request chart history data for default symbol', async () => {
    const provider = new DataSourceProvider();
    const dataSource = provider.getDataSource();

    const result = await dataSource(Timeframes['1m'], DEFAULT_SYMBOL);

    expect(result).toBeNull();
    expect(mockRequestBars).not.toHaveBeenCalled();
  });

  it('should not request chart history data for default symbol with surrounding spaces', async () => {
    const provider = new DataSourceProvider();
    const dataSource = provider.getDataSource();

    const result = await dataSource(Timeframes['1m'], `  ${DEFAULT_SYMBOL}  `);

    expect(result).toBeNull();
    expect(mockRequestBars).not.toHaveBeenCalled();
  });

  it('should not request chart history data for empty symbol', async () => {
    const provider = new DataSourceProvider();
    const dataSource = provider.getDataSource();

    const result = await dataSource(Timeframes['1m'], '   ');

    expect(result).toBeNull();
    expect(mockRequestBars).not.toHaveBeenCalled();
  });

  it('should request chart history data with indicative data', async () => {
    const indicativeData = {
      id: 1,
      title: 'Test instrument',
      secId: 'SBER',
      instrumentName: 'SBER',
      settlement: 'TQBR',
      firmName: 'Test firm',
      key: 'SBER_TBQR',
    };

    mockRequestBars.mockResolvedValue([mockBar]);

    const provider = new DataSourceProvider();
    const dataSource = provider.getDataSource(indicativeData);

    await dataSource(Timeframes['1m'], 'MOEX:SBER');

    expect(mockRequestBars).toHaveBeenCalledWith(
      expect.objectContaining({
        indicativeData,
      }),
    );
  });

  it('should use until time when it is provided', async () => {
    mockMoexChartTimeConverter.mockReturnValue('5');
    mockRequestBars.mockResolvedValue([mockBar]);

    const provider = new DataSourceProvider();
    const dataSource = provider.getDataSource();

    const until = {
      time: baseTime - 60,
    } as NonNullable<Parameters<typeof dataSource>[2]>;

    await dataSource(Timeframes['5m'], 'MOEX:GAZP', until);

    expect(mockRequestBars).toHaveBeenCalledWith(
      expect.objectContaining({
        periodParams: expect.objectContaining({
          to: until.time,
        }),
      }),
    );
  });

  it('should return null when history data is empty', async () => {
    mockRequestBars.mockResolvedValue([]);

    const provider = new DataSourceProvider();
    const dataSource = provider.getDataSource();

    const result = await dataSource(Timeframes['1m'], 'MOEX:SBER');

    expect(result).toBeNull();
  });

  it('should reuse pending history request for the same symbol, timeframe and until', async () => {
    let resolveRequest: ((value: (typeof mockBar)[]) => void) | undefined;

    mockRequestBars.mockImplementation(
      () =>
        new Promise<(typeof mockBar)[]>((resolve) => {
          resolveRequest = resolve;
        }),
    );

    const provider = new DataSourceProvider();
    const dataSource = provider.getDataSource();

    const until = {
      time: baseTime - 60,
    } as NonNullable<Parameters<typeof dataSource>[2]>;

    const firstRequest = dataSource(Timeframes['1m'], 'MOEX:SBER', until);
    const secondRequest = dataSource(Timeframes['1m'], 'MOEX:SBER', until);

    expect(mockRequestBars).toHaveBeenCalledTimes(1);

    resolveRequest?.([mockBar]);

    await expect(firstRequest).resolves.toEqual([mockBar]);
    await expect(secondRequest).resolves.toEqual([mockBar]);
  });

  it('should not repeat completed history request with the same until', async () => {
    mockRequestBars.mockResolvedValue([mockBar]);

    const provider = new DataSourceProvider();
    const dataSource = provider.getDataSource();

    const until = {
      time: baseTime - 60,
    } as NonNullable<Parameters<typeof dataSource>[2]>;

    const firstResult = await dataSource(Timeframes['1m'], 'MOEX:SBER', until);
    const secondResult = await dataSource(Timeframes['1m'], 'MOEX:SBER', until);

    expect(firstResult).toEqual([mockBar]);
    expect(secondResult).toBeNull();
    expect(mockRequestBars).toHaveBeenCalledTimes(1);
  });

  it('should request initial history again after previous initial request is completed', async () => {
    mockRequestBars.mockResolvedValue([mockBar]);

    const provider = new DataSourceProvider();
    const dataSource = provider.getDataSource();

    await dataSource(Timeframes['1m'], 'MOEX:SBER');
    await dataSource(Timeframes['1m'], 'MOEX:SBER');

    expect(mockRequestBars).toHaveBeenCalledTimes(2);
  });

  it('should request realtime data and update normalized symbol', async () => {
    const provider = new DataSourceProvider();
    const mockUpdate = jest.fn();

    const realtimeBar = {
      ...mockBar,
      volume: 500,
    };

    mockRequestRealtimeBars.mockResolvedValue(realtimeBar);

    const unsubscribe = provider.startRealtime({
      getSymbols: () => [' moex:sber '],
      getTimeframe: () => Timeframes['1m'],
      update: mockUpdate,
      periodMs: 1000,
    });

    await runRealtimeTick();

    unsubscribe();

    expect(mockRequestRealtimeBars).toHaveBeenCalledWith({
      currencyPair: 'moex.sber',
      interval: '1',
      ticker: 'moex:sber',
      indicativeData: undefined,
    });
    expect(mockUpdate).toHaveBeenCalledWith('moex:sber', realtimeBar);
  });

  it('should not request realtime data for default symbol', async () => {
    const provider = new DataSourceProvider();
    const mockUpdate = jest.fn();

    const unsubscribe = provider.startRealtime({
      getSymbols: () => [DEFAULT_SYMBOL],
      getTimeframe: () => Timeframes['1m'],
      update: mockUpdate,
      periodMs: 1000,
    });

    await runRealtimeTick();

    unsubscribe();

    expect(mockRequestRealtimeBars).not.toHaveBeenCalled();
    expect(mockUpdate).not.toHaveBeenCalled();
  });

  it('should not request realtime data for default symbol with surrounding spaces', async () => {
    const provider = new DataSourceProvider();
    const mockUpdate = jest.fn();

    const unsubscribe = provider.startRealtime({
      getSymbols: () => [`  ${DEFAULT_SYMBOL}  `],
      getTimeframe: () => Timeframes['1m'],
      update: mockUpdate,
      periodMs: 1000,
    });

    await runRealtimeTick();

    unsubscribe();

    expect(mockRequestRealtimeBars).not.toHaveBeenCalled();
    expect(mockUpdate).not.toHaveBeenCalled();
  });

  it('should not request realtime data for empty normalized symbol', async () => {
    const provider = new DataSourceProvider();

    const unsubscribe = provider.startRealtime({
      getSymbols: () => ['   '],
      getTimeframe: () => Timeframes['1m'],
      update: jest.fn(),
      periodMs: 1000,
    });

    await runRealtimeTick();

    unsubscribe();

    expect(mockRequestRealtimeBars).not.toHaveBeenCalled();
  });

  it('should request realtime data with indicative data', async () => {
    const provider = new DataSourceProvider();
    const mockUpdate = jest.fn();

    const indicativeData = {
      id: 1,
      title: 'Test instrument',
      secId: 'SBER',
      instrumentName: 'SBER',
      settlement: 'TQBR',
      firmName: 'Test firm',
      key: 'SBER_TBQR',
    };

    mockRequestRealtimeBars.mockResolvedValue(mockBar);

    const unsubscribe = provider.startRealtime({
      getSymbols: () => ['MOEX:SBER'],
      getTimeframe: () => Timeframes['1m'],
      update: mockUpdate,
      periodMs: 1000,
      indicativeData,
    });

    await runRealtimeTick();

    unsubscribe();

    expect(mockRequestRealtimeBars).toHaveBeenCalledWith(
      expect.objectContaining({
        indicativeData,
      }),
    );
  });

  it('should not call update when realtime data is empty', async () => {
    const provider = new DataSourceProvider();
    const mockUpdate = jest.fn();

    mockRequestRealtimeBars.mockResolvedValue(undefined);

    const unsubscribe = provider.startRealtime({
      getSymbols: () => ['MOEX:SBER'],
      getTimeframe: () => Timeframes['1m'],
      update: mockUpdate,
      periodMs: 1000,
    });

    await runRealtimeTick();

    unsubscribe();

    expect(mockUpdate).not.toHaveBeenCalled();
  });

  it('should not request realtime data when symbols list is empty', async () => {
    const provider = new DataSourceProvider();

    mockRequestRealtimeBars.mockResolvedValue(mockBar);

    const unsubscribe = provider.startRealtime({
      getSymbols: () => [],
      getTimeframe: () => Timeframes['1m'],
      update: jest.fn(),
      periodMs: 1000,
    });

    await runRealtimeTick();

    unsubscribe();

    expect(mockRequestRealtimeBars).not.toHaveBeenCalled();
  });

  it('should clear realtime timer on unsubscribe', async () => {
    const provider = new DataSourceProvider();

    mockRequestRealtimeBars.mockResolvedValue(mockBar);

    const unsubscribe = provider.startRealtime({
      getSymbols: () => ['MOEX:SBER'],
      getTimeframe: () => Timeframes['1m'],
      update: jest.fn(),
      periodMs: 1000,
    });

    unsubscribe();

    await runRealtimeTick();

    expect(mockRequestRealtimeBars).not.toHaveBeenCalled();
  });

  it('should replace existing realtime timer when startRealtime is called again', async () => {
    const provider = new DataSourceProvider();
    const mockUpdate = jest.fn();

    mockRequestRealtimeBars.mockResolvedValue(mockBar);

    provider.startRealtime({
      getSymbols: () => ['MOEX:SBER'],
      getTimeframe: () => Timeframes['1m'],
      update: mockUpdate,
      periodMs: 1000,
    });

    const unsubscribe = provider.startRealtime({
      getSymbols: () => ['MOEX:SBER'],
      getTimeframe: () => Timeframes['1m'],
      update: mockUpdate,
      periodMs: 1000,
    });

    await runRealtimeTick();

    unsubscribe();

    expect(mockRequestRealtimeBars).toHaveBeenCalledTimes(1);
    expect(mockUpdate).toHaveBeenCalledTimes(1);
  });

  it('should update distinct realtime candles without convolution', async () => {
    const provider = new DataSourceProvider();
    const mockUpdate = jest.fn();

    const firstCandle = {
      ...mockBar,
      close: 110,
    };

    const secondCandle = {
      ...mockBar,
      time: mockBar.time + 60,
      close: 111,
    };

    mockRequestRealtimeBars.mockResolvedValueOnce(firstCandle).mockResolvedValueOnce(secondCandle);

    const unsubscribe = provider.startRealtime({
      getSymbols: () => ['MOEX:SBER'],
      getTimeframe: () => Timeframes['1m'],
      update: mockUpdate,
      periodMs: 1000,
    });

    await runRealtimeTick();
    await runRealtimeTick();

    unsubscribe();

    expect(mockUpdate).toHaveBeenNthCalledWith(1, 'MOEX:SBER', firstCandle);
    expect(mockUpdate).toHaveBeenNthCalledWith(2, 'MOEX:SBER', secondCandle);
  });

  it('should not update chart for duplicated realtime candle', async () => {
    const provider = new DataSourceProvider();
    const mockUpdate = jest.fn();

    mockRequestRealtimeBars.mockResolvedValue(mockBar);

    const unsubscribe = provider.startRealtime({
      getSymbols: () => ['MOEX:SBER'],
      getTimeframe: () => Timeframes['1m'],
      update: mockUpdate,
      periodMs: 1000,
    });

    await runRealtimeTick();
    await runRealtimeTick();

    unsubscribe();

    expect(mockRequestRealtimeBars).toHaveBeenCalledTimes(2);
    expect(mockUpdate).toHaveBeenCalledTimes(1);
    expect(mockUpdate).toHaveBeenCalledWith('MOEX:SBER', mockBar);
  });

  it('should convolve five minute history data from one minute candles', async () => {
    configureConvolution(Timeframes['5m'], Timeframes['1m']);

    const historyData = Array.from({ length: 11 }, (_, minute) => createBar(minute));

    mockRequestBars.mockResolvedValue(historyData);

    const provider = new DataSourceProvider();
    const dataSource = provider.getDataSource();

    const result = await dataSource(Timeframes['5m'], 'MOEX:SBER');

    expect(result).toEqual([
      {
        time: baseTime,
        open: 100,
        close: 105,
        high: 106,
        low: 95,
        volume: 15,
      },
      {
        time: baseTime + 5 * 60,
        open: 105,
        close: 110,
        high: 111,
        low: 90,
        volume: 40,
      },
      {
        time: baseTime + 10 * 60,
        open: 110,
        close: 111,
        high: 112,
        low: 89,
        volume: 11,
      },
    ]);
  });

  it('should convolve incomplete history candle group', async () => {
    configureConvolution(Timeframes['5m'], Timeframes['1m']);

    const historyData = Array.from({ length: 8 }, (_, minute) => createBar(minute));

    mockRequestBars.mockResolvedValue(historyData);

    const provider = new DataSourceProvider();
    const dataSource = provider.getDataSource();

    const result = await dataSource(Timeframes['5m'], 'MOEX:SBER');

    expect(result).toEqual([
      {
        time: baseTime,
        open: 100,
        close: 105,
        high: 106,
        low: 95,
        volume: 15,
      },
      {
        time: baseTime + 5 * 60,
        open: 105,
        close: 108,
        high: 109,
        low: 92,
        volume: 21,
      },
    ]);
  });

  it('should start a new convolution session after a large gap', async () => {
    configureConvolution(Timeframes['5m'], Timeframes['1m']);

    const historyData = [
      createBar(0),
      createBar(1),
      createBar(2),
      createBar(3),
      createBar(4),
      createBar(5),
      createBar(11),
      createBar(12),
    ];

    mockRequestBars.mockResolvedValue(historyData);

    const provider = new DataSourceProvider();
    const dataSource = provider.getDataSource();

    const result = await dataSource(Timeframes['5m'], 'MOEX:SBER');

    expect(result).toEqual([
      {
        time: baseTime,
        open: 100,
        close: 105,
        high: 106,
        low: 95,
        volume: 15,
      },
      {
        time: baseTime + 5 * 60,
        open: 105,
        close: 106,
        high: 107,
        low: 94,
        volume: 6,
      },
      {
        time: baseTime + 11 * 60,
        open: 111,
        close: 113,
        high: 114,
        low: 87,
        volume: 25,
      },
    ]);
  });

  it.each([
    {
      timeframe: Timeframes['2h'],
      candlesCount: 5,
      expectedHourOffsets: [0, 2, 4],
    },
    {
      timeframe: Timeframes['3h'],
      candlesCount: 7,
      expectedHourOffsets: [0, 3, 6],
    },
  ])(
    'should convolve $timeframe history from one hour candles',
    async ({ timeframe, candlesCount, expectedHourOffsets }) => {
      configureConvolution(timeframe, Timeframes['1h']);
      mockMoexChartTimeConverter.mockReturnValue('60');

      const sessionStart = Math.floor(Date.parse('2026-07-31T03:00:00Z') / 1000);
      const historyData = Array.from({ length: candlesCount }, (_, hour) => createHourBar(sessionStart, hour));

      mockRequestBars.mockResolvedValue(historyData);

      const provider = new DataSourceProvider();
      const dataSource = provider.getDataSource();

      const result = await dataSource(timeframe, 'MOEX:SBER');

      expect(mockRequestBars).toHaveBeenCalledWith(
        expect.objectContaining({
          interval: '60',
        }),
      );
      expect(result?.map(({ time }) => time)).toEqual(
        expectedHourOffsets.map((hour) => sessionStart + hour * 60 * 60),
      );
    },
  );

  it('should align four hour candles to the beginning of the trading session', async () => {
    configureConvolution(Timeframes['4h'], Timeframes['1h']);
    mockMoexChartTimeConverter.mockReturnValue('60');

    const sessionStart = Math.floor(Date.parse('2026-07-31T03:00:00Z') / 1000);
    const historyData = Array.from({ length: 12 }, (_, hour) => createHourBar(sessionStart, hour));

    mockRequestBars.mockResolvedValue(historyData);

    const provider = new DataSourceProvider();
    const dataSource = provider.getDataSource();

    const result = await dataSource(Timeframes['4h'], 'MOEX:SBER');

    expect(result?.map(({ time }) => time)).toEqual([
      sessionStart,
      sessionStart + 4 * 60 * 60,
      sessionStart + 8 * 60 * 60,
    ]);
  });

  it('should reset four hour convolution at the next trading session', async () => {
    configureConvolution(Timeframes['4h'], Timeframes['1h']);

    const firstSessionStart = Math.floor(Date.parse('2026-07-30T03:00:00Z') / 1000);
    const secondSessionStart = Math.floor(Date.parse('2026-07-31T03:00:00Z') / 1000);

    const historyData = [
      ...Array.from({ length: 9 }, (_, hour) => createHourBar(firstSessionStart, hour)),
      ...Array.from({ length: 5 }, (_, hour) => createHourBar(secondSessionStart, hour)),
    ];

    mockRequestBars.mockResolvedValue(historyData);

    const provider = new DataSourceProvider();
    const dataSource = provider.getDataSource();

    const result = await dataSource(Timeframes['4h'], 'MOEX:SBER');

    expect(result?.map(({ time }) => time)).toEqual([
      firstSessionStart,
      firstSessionStart + 4 * 60 * 60,
      firstSessionStart + 8 * 60 * 60,
      secondSessionStart,
      secondSessionStart + 4 * 60 * 60,
    ]);
  });

  it('should keep realtime convolution state isolated between symbols', async () => {
    configureConvolution(Timeframes['4h'], Timeframes['1h']);
    mockMoexChartTimeConverter.mockReturnValue('60');

    const sberSessionStart = Math.floor(Date.parse('2026-07-31T03:00:00Z') / 1000);
    const compareSessionStart = Math.floor(Date.parse('2026-07-31T04:00:00Z') / 1000);

    const sberHistory = Array.from({ length: 8 }, (_, hour) => createHourBar(sberSessionStart, hour));
    const compareHistory = Array.from({ length: 8 }, (_, hour) =>
      createHourBar(compareSessionStart, hour, 100),
    );

    mockRequestBars.mockImplementation(({ ticker }: { ticker: string }) =>
      Promise.resolve(ticker === 'MOEX:SBER' ? sberHistory : compareHistory),
    );

    const provider = new DataSourceProvider();
    const dataSource = provider.getDataSource();

    await dataSource(Timeframes['4h'], 'MOEX:SBER');
    await dataSource(Timeframes['4h'], 'MOEX:GAZP');

    const realtimeCandle = {
      time: sberSessionStart + 9 * 60 * 60,
      open: 120,
      high: 124,
      low: 119,
      close: 123,
      volume: 50,
    };

    mockRequestRealtimeBars.mockResolvedValue(realtimeCandle);

    const mockUpdate = jest.fn();

    const unsubscribe = provider.startRealtime({
      getSymbols: () => ['MOEX:SBER'],
      getTimeframe: () => Timeframes['4h'],
      update: mockUpdate,
      periodMs: 1000,
    });

    await runRealtimeTick();

    unsubscribe();

    expect(mockUpdate).toHaveBeenCalledWith('MOEX:SBER', {
      ...realtimeCandle,
      time: sberSessionStart + 8 * 60 * 60,
    });
  });

  it('should append, replace and reset realtime candles during convolution', async () => {
    configureConvolution(Timeframes['5m'], Timeframes['1m']);

    mockRequestBars.mockResolvedValue(Array.from({ length: 11 }, (_, minute) => createBar(minute)));

    const provider = new DataSourceProvider();

    await provider.getDataSource()(Timeframes['5m'], 'MOEX:SBER');

    const firstCandle = {
      time: baseTime + 10 * 60,
      open: 100,
      high: 103,
      low: 99,
      close: 102,
      volume: 10,
    };

    const secondCandle = {
      time: baseTime + 11 * 60,
      open: 102,
      high: 106,
      low: 98,
      close: 105,
      volume: 20,
    };

    const updatedSecondCandle = {
      ...secondCandle,
      high: 107,
      low: 97,
      close: 106,
      volume: 25,
    };

    const nextTimeframeCandle = {
      time: baseTime + 15 * 60,
      open: 106,
      high: 108,
      low: 105,
      close: 107,
      volume: 30,
    };

    mockRequestRealtimeBars
      .mockResolvedValueOnce(firstCandle)
      .mockResolvedValueOnce(secondCandle)
      .mockResolvedValueOnce(updatedSecondCandle)
      .mockResolvedValueOnce(nextTimeframeCandle);

    const mockUpdate = jest.fn();

    const unsubscribe = provider.startRealtime({
      getSymbols: () => ['MOEX:SBER'],
      getTimeframe: () => Timeframes['5m'],
      update: mockUpdate,
      periodMs: 1000,
    });

    await runRealtimeTick();
    await runRealtimeTick();
    await runRealtimeTick();
    await runRealtimeTick();

    unsubscribe();

    expect(mockUpdate).toHaveBeenNthCalledWith(1, 'MOEX:SBER', {
      time: baseTime + 10 * 60,
      open: 110,
      high: 112,
      low: 89,
      close: 102,
      volume: 21,
    });

    expect(mockUpdate).toHaveBeenNthCalledWith(2, 'MOEX:SBER', {
      time: baseTime + 10 * 60,
      open: 110,
      high: 106,
      low: 89,
      close: 105,
      volume: 41,
    });

    expect(mockUpdate).toHaveBeenNthCalledWith(3, 'MOEX:SBER', {
      time: baseTime + 10 * 60,
      open: 110,
      high: 107,
      low: 89,
      close: 106,
      volume: 46,
    });

    expect(mockUpdate).toHaveBeenNthCalledWith(4, 'MOEX:SBER', nextTimeframeCandle);
  });
});