Загрузка данных
import dayjs from 'dayjs';
import utc from 'dayjs/plugin/utc';
import { indicativeQuotesController } from '@api/controllers/indicativeQuotesController';
import api from '@api/index';
import { candleToBar } from '@utils/candleToBar';
import { ChartIndicativeData } from './types';
import { isIndicativeTicker } from './utils/isIndicativeTicker';
import { transformKeyToLowerCase } from './utils/transformKeyToLowerCase';
import type { Candle } from 'moex-chart';
dayjs.extend(utc);
export interface PeriodParams {
from: number;
to: number;
countBack: number;
firstDataRequest: boolean;
}
export interface HistoryMetadata {
noData: boolean;
}
export type HistoryCallback = (candles: Candle[], metadata: HistoryMetadata) => void;
export type SubscribeBarsCallback = (candle: Candle) => void;
interface RequestBarsArgs {
currencyPair: string;
interval: string;
periodParams: PeriodParams;
onHistoryCallback?: HistoryCallback;
ticker?: string;
indicativeData?: ChartIndicativeData;
}
interface RequestRealtimeBarsArgs {
currencyPair: string;
interval: string;
ticker?: string;
indicativeData?: ChartIndicativeData;
onRealtimeCallback?: SubscribeBarsCallback;
}
export type CustomBarsResolver = (args: {
ticker?: string;
currencyPair: string;
periodParams: PeriodParams;
interval: string;
}) => Promise<Candle[]>;
const barsResolvers = new Map<string, CustomBarsResolver>();
export const registerBarsResolver = (boardKey: string, resolver: CustomBarsResolver) => {
barsResolvers.set(boardKey, resolver);
};
const getResolverKey = (ticker?: string) => {
const [source, board] = ticker?.split(/[:.]/) ?? [];
if (!source || !board) {
return '';
}
return `${source}:${board}`;
};
const getBarsResolver = (ticker?: string) => barsResolvers.get(getResolverKey(ticker));
export async function requestBars({
currencyPair,
interval,
periodParams,
onHistoryCallback,
ticker,
indicativeData,
}: RequestBarsArgs): Promise<Candle[]> {
const customResolver = getBarsResolver(ticker);
if (customResolver) {
try {
const customBars = await customResolver({
ticker,
currencyPair,
periodParams,
interval,
});
const olderBars = customBars.filter((bar) => bar.time < periodParams.to);
onHistoryCallback?.(olderBars, {
noData: olderBars.length === 0,
});
return olderBars;
} catch {
onHistoryCallback?.([], {
noData: true,
});
return [];
}
}
const date = new Date(periodParams.to * 1000);
const year = date.getUTCFullYear();
const month = `0${date.getUTCMonth() + 1}`.slice(-2);
const day = `0${date.getUTCDate()}`.slice(-2);
const hours = `0${date.getUTCHours()}`.slice(-2);
const minutes = `0${date.getUTCMinutes()}`.slice(-2);
const seconds = `0${date.getUTCSeconds()}`.slice(-2);
const hasIndicativeBoardInTicker = isIndicativeTicker(ticker);
// если при инициализации графика были данные indicativeData и текущий инструмент совпадает
// то отправляем запрос на индикатив
// иначе на инструменты
const isIndicativeInstrument =
(indicativeData && indicativeData.key === ticker) || hasIndicativeBoardInTicker;
if (isIndicativeInstrument) {
const dateStr = `${year}-${month}-${day}T${hours}:${minutes}:${seconds}`;
const lowerCaseKey = transformKeyToLowerCase(currencyPair);
if (!lowerCaseKey) {
onHistoryCallback?.([], {
noData: true,
});
return [];
}
try {
const { data } = await indicativeQuotesController.getCandles({
count: periodParams.countBack,
key: lowerCaseKey,
date: dateStr,
interval,
});
const candles = data.indicativeCandles.reverse().map(candleToBar);
onHistoryCallback?.(candles, {
noData: candles.length === 0,
});
return candles;
} catch {
onHistoryCallback?.([], {
noData: true,
});
return [];
}
}
const dateStr = `${year}-${month}-${day}%20${hours}:${minutes}:${seconds}`;
try {
const { data } = await api.getBars({
currencyPair,
date: dateStr,
interval,
count: periodParams.countBack,
ticker,
});
const bars = data.reverse().map(candleToBar);
onHistoryCallback?.(bars, {
noData: bars.length === 0,
});
return bars;
} catch {
onHistoryCallback?.([], {
noData: true,
});
return [];
}
}
export async function requestRealtimeBars({
currencyPair,
interval,
ticker,
onRealtimeCallback,
indicativeData,
}: RequestRealtimeBarsArgs): Promise<Candle | undefined> {
if (getBarsResolver(ticker)) {
return;
}
const hasIndicativeBoardInTicker = isIndicativeTicker(ticker);
// если при инициализации графика были данные indicativeData и текущий инструмент совпадает
// то отправляем запрос на индикатив
// иначе на инструменты
const isIndicativeInstrument =
(indicativeData && indicativeData.key === ticker) || hasIndicativeBoardInTicker;
if (isIndicativeInstrument) {
const lowerCaseKey = transformKeyToLowerCase(currencyPair);
if (!lowerCaseKey) {
return undefined;
}
try {
const { data } = await indicativeQuotesController.getCandles({
count: 1,
key: lowerCaseKey,
date: dayjs().utc().add(1, 'minute').format('YYYY-MM-DDTHH:mm:ss'),
interval,
});
if (data.indicativeCandles.length === 0) {
return undefined;
}
const sortedData = [...data.indicativeCandles].sort(
(first, second) => new Date(first.end).valueOf() - new Date(second.end).valueOf(),
);
const firstCandle = sortedData[0];
if (!firstCandle) {
return undefined;
}
const bar = candleToBar(firstCandle);
onRealtimeCallback?.(bar);
return bar;
} catch (error) {
console.error('error from requestRealTimeBars indicativeQuotesController: ', error);
return undefined;
}
}
try {
const { data } = await api.getBars({
currencyPair,
date: dayjs().utc().add(1, 'minute').format('YYYY-MM-DD%20HH:mm:ss'),
interval,
count: 1,
ticker,
});
if (data.length === 0) {
return undefined;
}
const sortedData = [...data].sort(
(first, second) => new Date(first.end).valueOf() - new Date(second.end).valueOf(),
);
const firstCandle = sortedData[0];
if (!firstCandle) {
return undefined;
}
const bar = candleToBar(firstCandle);
onRealtimeCallback?.(bar);
return bar;
} catch (error) {
console.error('error from requestRealTimeBars: ', error);
return undefined;
}
}