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