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;
mainSymbolId$: Observable<string>;
mainSymbol$: Observable<string>;
mainSerie$: BehaviorSubject<SeriesStrategies | null>;
customFormatter?: (params: IndicatorDataFormatter<TSeries>) => SeriesDataItemTypeMap<Time>[TSeries][];
seriesOptions?: SeriesPartialOptionsMap[TSeries];
priceScaleOptions?: DeepPartial<PriceScaleOptions>;
showSymbolLabel?: boolean;
paneIndex?: number;
indicatorReference?: Indicator;
}
export abstract class BaseSeries<TSeries extends SeriesType> implements IBaseSeries<TSeries> {
protected lwcSeries: ISeriesApi<TSeries>;
protected customFormatter?: (params: IndicatorDataFormatter<TSeries>) => SeriesDataItemTypeMap<Time>[TSeries][];
protected lwcChart: IChartApi;
protected mainSymbolId$: Observable<string>;
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,
mainSymbolId$,
mainSymbol$,
mainSerie$,
customFormatter,
seriesOptions,
priceScaleOptions,
showSymbolLabel = true,
paneIndex,
indicatorReference,
}: BaseSeriesParams<TSeries>) {
this.lwcSeries = this.createSeries({
chart: lwcChart,
seriesOptions,
paneIndex,
priceScaleOptions,
});
this.lwcChart = lwcChart;
this.customFormatter = customFormatter;
this.mainSymbolId$ = mainSymbolId$;
this.mainSymbol$ = 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[seriesData.length - 1];
if (!currentBar) {
return {};
}
return this.formatLegendValues(currentBar, seriesData[seriesData.length - 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 data = this.lwcSeries.data();
const lastBar = data[data.length - 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 formatData(inputData: Candle[]): SeriesDataItemTypeMap<Time>[TSeries][] {
if (!this.customFormatter) {
return this.formatMainSerie(inputData);
}
const mainSeriesData = (this.mainSerie$.value?.data() ?? []) as unknown as SerieData[];
const selfData = this.data() as unknown as ChartTypeToCandleData[TSeries][];
if (inputData.length !== 1) {
return this.customFormatter({
mainSeriesData,
selfData,
indicatorReference: this.indicatorReference ?? undefined,
});
}
const candle = this.formatMainSerie(inputData)[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.lwcSeries.applyOptions({
priceFormat: {
type: 'custom',
minMove,
formatter: (price: number) => formatPrice(price) ?? String(price),
},
});
this.subscriptions.add(
this.mainSymbol$.pipe(distinctUntilChanged()).subscribe((symbol) => {
this.lwcSeries.applyOptions({
title: this.showSymbolLabel ? symbol : '',
});
}),
);
this.subscriptions.add(
this.mainSymbolId$.pipe(distinctUntilChanged()).subscribe((symbolId) => {
this.dataSub?.unsubscribe();
this.realtimeSub?.unsubscribe();
this.dataSub = dataSource.subscribe(symbolId, (next) => {
this.dataSourceSubscription(next);
});
this.realtimeSub = dataSource.subscribeRealtime(symbolId, (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: Number.isNaN(percentageChange) ? 0 : 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: Number.isNaN(percentageChange) ? 0 : percentageChange,
customValues: current.customValues,
};
}
return null;
}
import dayjs from 'dayjs';
import duration from 'dayjs/plugin/duration';
import localizedFormat from 'dayjs/plugin/localizedFormat';
import 'dayjs/locale/ru';
import { TickMarkType, UTCTimestamp } from 'lightweight-charts';
import { TimeFormat, Timeframes } from '@src/types';
// плагины для работы с локализацией
dayjs.extend(localizedFormat);
dayjs.extend(duration);
export enum DateFormat {
DOW_Q_YY = 'Mon Q3 \'97',
DOW_Q_YYYY = 'Mon Q3 1997',
DOW_D_MMM_YY = 'Mon 29 Sep \'97',
DOW_MMM_YY = 'Mon Sep \'97',
DOW_MMM_D_YYYY = 'Mon Sep 29, 1997',
DOW_MMM_YYYY = 'Mon Sep 1997',
DOW_MMM_D = 'Mon Sep 29',
DOW_D_MMM = 'Mon 29 Sep',
DOW_YYYY_MM_DD_DASH = 'Mon 1997-09-29',
DOW_YY_MM_DD_DASH = 'Mon 97-09-29',
DOW_YY_MM_DD_SLASH = 'Mon 97/09/29',
DOW_YYYY_MM_DD_SLASH = 'Mon 1997/09/29',
DOW_DD_MM_YYYY_DASH = 'Mon 29-09-1997',
DOW_DD_MM_YY_DASH = 'Mon 29-09-97',
DOW_DD_MM_YY_SLASH = 'Mon 29/09/97',
DOW_DD_MM_YYYY_SLASH = 'Mon 29/09/1997',
DOW_MM_DD_YY_SLASH = 'Mon 09/29/97',
DOW_MM_DD_YYYY_SLASH = 'Mon 09/29/1997',
DD_MM_YYYY_HH_mm_ss = '09.29.1997 00:00:00',
}
export const dateFormatOptions = Object.entries(DateFormat).map(([_, value]) => ({
label: value,
value,
}));
const customTimeFormatter = (time: UTCTimestamp, timeFormat: string, locale: string) => {
const d = dayjs.unix(time).locale(locale);
if (timeFormat === '12h') {
return d.format('h:mm:ss A'); // 12-часовой формат
}
return d.format('HH:mm:ss'); // 24-часовой формат
};
export function shouldShowTime(tf: Timeframes): boolean {
return !(tf.endsWith('d') || tf.endsWith('w') || tf.endsWith('M') || tf.endsWith('М') || tf.endsWith('Y'));
}
/**
* Форматирует UTC timestamp в локальном часовом поясе пользователя согласно выбранному формату.
* @param time - UTCTimestamp (секунды)
* @param format - Значение из enum DateFormat
* @param timeFormat - Значение из enum TimeFormat
* @param showTime - Отображать ли время в строке даты
* @param locale - Языковая локаль (например, 'en-US', 'ru-RU')
* @returns Отформатированная строка с датой
*/
export function formatDate(
time: UTCTimestamp,
format: DateFormat,
timeFormat: TimeFormat,
showTime = true,
locale = 'ru-RU',
): string {
const d = dayjs.unix(time).locale(locale);
const findPart = (type: string) => d.format(type);
let dateString: string;
switch (format) {
case DateFormat.DOW_Q_YY: {
const quarter = Math.floor(d.month() / 3) + 1;
dateString = `${findPart('ddd')} Q${quarter} '${d.format('YY')}`;
break;
}
case DateFormat.DOW_Q_YYYY: {
const quarter = Math.floor(d.month() / 3) + 1;
dateString = `${findPart('ddd')} Q${quarter} ${d.format('YYYY')}`;
break;
}
case DateFormat.DOW_D_MMM_YY:
dateString = `${findPart('ddd')} ${d.date()} ${d.format('MMM')} '${d.format('YY')}`;
break;
case DateFormat.DOW_MMM_YY:
dateString = `${findPart('ddd')} ${d.format('MMM')} '${d.format('YY')}`;
break;
case DateFormat.DOW_MMM_D_YYYY:
dateString = `${findPart('ddd')} ${d.format('MMM')} ${d.date()}, ${d.format('YYYY')}`;
break;
case DateFormat.DOW_MMM_YYYY:
dateString = `${findPart('ddd')} ${d.format('MMM')} ${d.format('YYYY')}`;
break;
case DateFormat.DOW_MMM_D:
dateString = `${findPart('ddd')} ${d.format('MMM')} ${d.date()}`;
break;
case DateFormat.DOW_D_MMM:
dateString = `${findPart('ddd')} ${d.date()} ${d.format('MMM')}`;
break;
case DateFormat.DOW_YYYY_MM_DD_DASH:
dateString = `${findPart('ddd')} ${d.format('YYYY-MM-DD')}`;
break;
case DateFormat.DOW_YY_MM_DD_DASH:
dateString = `${findPart('ddd')} ${d.format('YY-MM-DD')}`;
break;
case DateFormat.DOW_YY_MM_DD_SLASH:
dateString = `${findPart('ddd')} ${d.format('YY/MM/DD')}`;
break;
case DateFormat.DOW_YYYY_MM_DD_SLASH:
dateString = `${findPart('ddd')} ${d.format('YYYY/MM/DD')}`;
break;
case DateFormat.DOW_DD_MM_YYYY_DASH:
dateString = `${findPart('ddd')} ${d.format('DD-MM-YYYY')}`;
break;
case DateFormat.DOW_DD_MM_YY_DASH:
dateString = `${findPart('ddd')} ${d.format('DD-MM-YY')}`;
break;
case DateFormat.DOW_DD_MM_YY_SLASH:
dateString = `${findPart('ddd')} ${d.format('DD/MM/YY')}`;
break;
case DateFormat.DOW_DD_MM_YYYY_SLASH:
dateString = `${findPart('ddd')} ${d.format('DD/MM/YYYY')}`;
break;
case DateFormat.DOW_MM_DD_YY_SLASH:
dateString = `${findPart('ddd')} ${d.format('MM/DD/YY')}`;
break;
case DateFormat.DOW_MM_DD_YYYY_SLASH:
dateString = `${findPart('ddd')} ${d.format('MM/DD/YYYY')}`;
break;
case DateFormat.DD_MM_YYYY_HH_mm_ss:
dateString = d.format('DD.MM.YYYY');
break;
default:
dateString = `${findPart('ddd')} ${d.format('DD-MM-YYYY')}`;
}
if (!showTime) return dateString;
const timeString = customTimeFormatter(time, timeFormat, locale);
return `${dateString} ${timeString}`;
}
export function createTickMarkFormatter(
timeFormatString: string,
locale = 'ru-RU',
): (time: UTCTimestamp, tickMarkType: TickMarkType) => string {
return (time, tickMarkType) => {
const d = dayjs.unix(time).locale(locale);
switch (tickMarkType) {
case TickMarkType.Year:
return d.format('YYYY');
case TickMarkType.Month:
return d.format('MMM');
case TickMarkType.DayOfMonth:
return d.format('DD');
case TickMarkType.Time:
return d.format(timeFormatString);
default:
return '';
}
};
}
export function formatUtcOffset(date = dayjs()): string {
const offsetMinutes = date.utcOffset();
const sign = offsetMinutes >= 0 ? '+' : '-';
const abs = Math.abs(offsetMinutes);
const hours = Math.floor(abs / 60);
const minutes = abs % 60;
if (minutes === 0) return `${sign}${hours}`;
return `${sign}${hours}:${String(minutes).padStart(2, '0')}`;
}
export function formatDisplayText(value: unknown): string {
if (value === null || value === undefined) {
return '';
}
if (typeof value === 'string') {
return value;
}
if (typeof value === 'number' || typeof value === 'boolean' || typeof value === 'bigint') {
return String(value);
}
if (typeof value === 'object' && 'year' in value && 'month' in value && 'day' in value) {
const businessDay = value as { year: number; month: number; day: number };
return `${businessDay.year}.${String(businessDay.month).padStart(2, '0')}.${String(businessDay.day).padStart(2, '0')}`;
}
return String(value);
}