Загрузка данных
// По хорошему - класс должен быть синглтоном, чтобы кормить MoexChart одинаковой датой,
// и не плодить несколько подключений на одни символа
class DataSourceProvider {
private prevRealtimeDataArr: Candle[] = [];
private prevRealtimeData: Candle | undefined;
private realtimeShouldBeConvoluted = false;
private realtimeTimer: ReturnType<typeof setInterval> | null = null;
private isRealtimeRequestPending = false;
public getDataSource =
(indicativeData?: ChartIndicativeData, cb?: (timeframe: Timeframes) => void) =>
async (timeframe: Timeframes, symbolId: string, until?: Candle) => {
cb?.(timeframe);
const symbol = getRequestSymbol(symbolId);
if (!symbol) {
return 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: Date.now(),
countBack: 2000,
},
ticker: symbol,
indicativeData,
});
if (data.length === 0) {
return null;
}
const issTimeframe = moexChartToIssTimeframe(timeframe);
if (issTimeframe === timeframe) {
this.realtimeShouldBeConvoluted = false;
return data;
}
this.realtimeShouldBeConvoluted = true;
return timeframeConvolution(data, timeframe);
};
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.isRealtimeRequestPending = false;
this.realtimeTimer = setInterval(async () => {
if (this.isRealtimeRequestPending) {
return;
}
const symbols = Array.from(
new Set(
getSymbols()
.map(getRequestSymbol)
.filter((symbol): symbol is string => Boolean(symbol)),
),
);
if (symbols.length === 0) {
return;
}
this.isRealtimeRequestPending = true;
try {
const timeframe = getTimeframe();
await Promise.all(
symbols.map(async (symbol) => {
const data = await requestRealtimeBars({
currencyPair: symbol.replaceAll(':', '.'),
interval: moexChartTimeConverter(timeframe),
ticker: symbol,
indicativeData,
});
if (!data) {
return;
}
if (!this.prevRealtimeData) {
this.prevRealtimeData = data;
this.prevRealtimeDataArr = [data];
update(symbol, data);
return;
}
if (JSON.stringify(data) !== JSON.stringify(this.prevRealtimeData)) {
this.realtimeConvolution(timeframe, data, (candle) => {
update(symbol, candle);
});
}
}),
);
} finally {
this.isRealtimeRequestPending = false;
}
}, periodMs);
return () => {
if (this.realtimeTimer) {
clearInterval(this.realtimeTimer);
}
this.realtimeTimer = null;
this.isRealtimeRequestPending = false;
};
}
private realtimeConvolution(timeframe: Timeframes, data: Candle, update: (candle: Candle) => void): void {
let candle = data;
if (this.realtimeShouldBeConvoluted && this.prevRealtimeData) {
const { candleWidth: moexCandle, dayjsUnit } = parseTimeframe(timeframe);
const dataStartTimeFromPrevData = getStartTime(
timeframe,
dayjs(this.prevRealtimeData.time).add(moexCandle, dayjsUnit).unix() * 1000,
);
const dataStartTime = getStartTime(
timeframe,
dayjs(data.time).add(moexCandle, dayjsUnit).unix() * 1000,
);
const isNextTimeframeStep = dataStartTime !== dataStartTimeFromPrevData;
if (isNextTimeframeStep) {
this.prevRealtimeDataArr = [data];
} else {
const isNewBarInsideTimeframe = this.prevRealtimeData.time !== data.time;
if (isNewBarInsideTimeframe) {
this.prevRealtimeDataArr.push(data);
} else {
this.prevRealtimeDataArr[this.prevRealtimeDataArr.length - 1] = data;
}
const firstCandle = this.prevRealtimeDataArr[0];
const lastCandle = this.prevRealtimeDataArr[this.prevRealtimeDataArr.length - 1];
if (firstCandle && lastCandle) {
candle = {
time: firstCandle.time,
open: firstCandle.open,
high: Math.max(...this.prevRealtimeDataArr.map(({ high }) => high)),
low: Math.min(...this.prevRealtimeDataArr.map(({ low }) => low)),
close: lastCandle.close,
volume: this.prevRealtimeDataArr.reduce(
(total, currentCandle) => total + (currentCandle.volume ?? 0),
0,
),
};
}
}
}
this.prevRealtimeData = data;
update(candle);
}
}
export { DataSourceProvider };