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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);
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 prevRealtimeDataArr: Candle[] = [];
private prevRealtimeData: Candle | undefined;
private realtimeShouldBeConvoluted = false;
private realtimeSessionStart: number | null = null;
private realtimeTimer: ReturnType<typeof setInterval> | null = null;
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;
}
cb?.(timeframe);
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);
if (issTimeframe === timeframe) {
this.realtimeShouldBeConvoluted = false;
if (!until) {
this.prevRealtimeData = data[data.length - 1];
this.prevRealtimeDataArr = [];
this.realtimeSessionStart = null;
}
return data;
}
this.realtimeShouldBeConvoluted = true;
return this.timeframeConvolution(data, timeframe, !until);
};
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;
}
if (this.prevRealtimeData && JSON.stringify(data) === JSON.stringify(this.prevRealtimeData)) {
return;
}
if (!this.realtimeShouldBeConvoluted) {
this.prevRealtimeData = data;
update(symbol, data);
return;
}
this.realtimeConvolution(timeframe, data, (candle) => {
update(symbol, candle);
});
}),
);
}, periodMs);
return () => {
if (this.realtimeTimer) {
clearInterval(this.realtimeTimer);
}
this.realtimeTimer = null;
};
}
private timeframeConvolution(data: Candle[], requestedTimeframe: Timeframes, syncRealtime: boolean): 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) {
this.realtimeSessionStart = sessionStart;
this.prevRealtimeDataArr = [...candleGroup];
this.prevRealtimeData = sortedData[sortedData.length - 1];
}
return result;
}
private realtimeConvolution(timeframe: Timeframes, data: Candle, update: (candle: Candle) => void): void {
const timeframeSeconds = getTimeframeSeconds(timeframe);
if (!this.prevRealtimeData || this.realtimeSessionStart === null) {
this.realtimeSessionStart = data.time;
this.prevRealtimeDataArr = [data];
} else {
const isNewSession = data.time - this.prevRealtimeData.time > timeframeSeconds;
if (isNewSession) {
this.realtimeSessionStart = data.time;
this.prevRealtimeDataArr = [data];
} else {
const previousBucketStart =
this.realtimeSessionStart +
Math.floor((this.prevRealtimeData.time - this.realtimeSessionStart) / timeframeSeconds) * timeframeSeconds;
const currentBucketStart =
this.realtimeSessionStart +
Math.floor((data.time - this.realtimeSessionStart) / timeframeSeconds) * timeframeSeconds;
if (currentBucketStart !== previousBucketStart) {
this.prevRealtimeDataArr = [data];
} else {
const candleIndex = this.prevRealtimeDataArr.findIndex((candle) => candle.time === data.time);
if (candleIndex === -1) {
this.prevRealtimeDataArr.push(data);
} else {
this.prevRealtimeDataArr[candleIndex] = data;
}
}
}
}
this.prevRealtimeData = data;
const sessionStart = this.realtimeSessionStart;
if (sessionStart === null) {
return;
}
const bucketStart = sessionStart + Math.floor((data.time - sessionStart) / timeframeSeconds) * timeframeSeconds;
const candle = aggregateCandles(this.prevRealtimeDataArr, bucketStart);
if (candle) {
update(candle);
}
}
}
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 mockMoexChartToIssTimeframe = jest.fn();
const mockParseTimeframe = 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('@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 createMinuteBar = (startTime: number, minute: number) => ({
time: startTime + minute * 60,
open: 100 + minute,
close: 101 + minute,
high: 102 + minute,
low: 99 - minute,
volume: minute + 1,
});
const createHourBar = (startTime: number, hour: number) => ({
time: startTime + hour * 60 * 60,
open: 100 + hour,
close: 101 + hour,
high: 102 + hour,
low: 99 - hour,
volume: hour + 1,
});
const flushPromises = async (): Promise<void> => {
await Promise.resolve();
await Promise.resolve();
await Promise.resolve();
};
const runRealtimeTick = async (): Promise<void> => {
jest.advanceTimersByTime(1000);
await flushPromises();
};
describe('DataSourceProvider', () => {
beforeEach(() => {
jest.clearAllMocks();
jest.useFakeTimers();
jest.setSystemTime(new Date('2026-05-19T10:00:00Z'));
mockMoexChartTimeConverter.mockImplementation((timeframe: TimeframesType) => {
switch (timeframe) {
case Timeframes['1m']:
case Timeframes['5m']:
return '1';
case Timeframes['1h']:
case Timeframes['2h']:
case Timeframes['3h']:
case Timeframes['4h']:
return '60';
default:
return undefined;
}
});
mockMoexChartToIssTimeframe.mockImplementation((timeframe: TimeframesType) => {
switch (timeframe) {
case Timeframes['5m']:
return Timeframes['1m'];
case Timeframes['2h']:
case Timeframes['3h']:
case Timeframes['4h']:
return Timeframes['1h'];
default:
return 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 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 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 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 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 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 for history request', async () => {
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['1m'], 'MOEX:SBER', 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 return history data without convolution when ISS timeframe matches requested timeframe', async () => {
const historyData = [createHourBar(baseTime, 0), createHourBar(baseTime, 1), createHourBar(baseTime, 2)];
mockRequestBars.mockResolvedValue(historyData);
const provider = new DataSourceProvider();
const dataSource = provider.getDataSource();
const result = await dataSource(Timeframes['1h'], 'MOEX:SBER');
expect(result).toEqual(historyData);
});
it('should convolve five minute history from one minute candles', async () => {
const sessionStart = Math.floor(Date.parse('2026-05-19T07:00:00Z') / 1000);
const historyData = Array.from({ length: 11 }, (_, minute) => createMinuteBar(sessionStart, minute));
mockRequestBars.mockResolvedValue(historyData);
const provider = new DataSourceProvider();
const dataSource = provider.getDataSource();
const result = await dataSource(Timeframes['5m'], 'MOEX:SBER');
expect(result).toEqual([
{
time: sessionStart,
open: 100,
close: 105,
high: 106,
low: 95,
volume: 15,
},
{
time: sessionStart + 5 * 60,
open: 105,
close: 110,
high: 111,
low: 90,
volume: 40,
},
{
time: sessionStart + 10 * 60,
open: 110,
close: 111,
high: 112,
low: 89,
volume: 11,
},
]);
});
it.each([
{
timeframe: Timeframes['2h'],
sourceCount: 5,
expectedOffsets: [0, 2, 4],
},
{
timeframe: Timeframes['3h'],
sourceCount: 7,
expectedOffsets: [0, 3, 6],
},
])(
'should convolve $timeframe history from one hour candles',
async ({ timeframe, sourceCount, expectedOffsets }) => {
const sessionStart = Math.floor(Date.parse('2026-07-31T03:00:00Z') / 1000);
const historyData = Array.from({ length: sourceCount }, (_, 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(expectedOffsets.map((hour) => sessionStart + hour * 60 * 60));
},
);
it('should build four hour candles from the beginning of the trading session', async () => {
const sessionStart = Math.floor(Date.parse('2026-07-31T03:00:00Z') / 1000);
const historyData = Array.from({ length: 17 }, (_, hour) => createHourBar(sessionStart, hour));
mockRequestBars.mockResolvedValue(historyData);
const provider = new DataSourceProvider();
const dataSource = provider.getDataSource();
const result = await dataSource(Timeframes['4h'], 'MOEX:LKOH');
expect(mockRequestBars).toHaveBeenCalledWith(
expect.objectContaining({
interval: '60',
}),
);
expect(result?.map(({ time }) => new Date(time * 1000).toISOString())).toEqual([
'2026-07-31T03:00:00.000Z',
'2026-07-31T07:00:00.000Z',
'2026-07-31T11:00:00.000Z',
'2026-07-31T15:00:00.000Z',
'2026-07-31T19:00:00.000Z',
]);
});
it('should aggregate four hour OHLCV data correctly', async () => {
const sessionStart = Math.floor(Date.parse('2026-07-31T03:00:00Z') / 1000);
const historyData = Array.from({ length: 4 }, (_, hour) => createHourBar(sessionStart, hour));
mockRequestBars.mockResolvedValue(historyData);
const provider = new DataSourceProvider();
const dataSource = provider.getDataSource();
const result = await dataSource(Timeframes['4h'], 'MOEX:LKOH');
expect(result).toEqual([
{
time: sessionStart,
open: 100,
close: 104,
high: 105,
low: 96,
volume: 10,
},
]);
});
it('should reset four hour convolution for the next trading session', async () => {
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: 18 }, (_, hour) => createHourBar(firstSessionStart, hour)),
...Array.from({ length: 17 }, (_, hour) => createHourBar(secondSessionStart, hour)),
];
mockRequestBars.mockResolvedValue(historyData);
const provider = new DataSourceProvider();
const dataSource = provider.getDataSource();
const result = await dataSource(Timeframes['4h'], 'MOEX:LKOH');
expect(result?.map(({ time }) => new Date(time * 1000).toISOString())).toEqual([
'2026-07-30T03:00:00.000Z',
'2026-07-30T07:00:00.000Z',
'2026-07-30T11:00:00.000Z',
'2026-07-30T15:00:00.000Z',
'2026-07-30T19:00:00.000Z',
'2026-07-31T03:00:00.000Z',
'2026-07-31T07:00:00.000Z',
'2026-07-31T11:00:00.000Z',
'2026-07-31T15:00:00.000Z',
'2026-07-31T19:00:00.000Z',
]);
});
it('should keep current realtime state when older history is loaded', async () => {
const currentSessionStart = Math.floor(Date.parse('2026-07-31T03:00:00Z') / 1000);
const olderSessionStart = Math.floor(Date.parse('2026-07-30T03:00:00Z') / 1000);
const currentHistory = Array.from({ length: 15 }, (_, hour) => createHourBar(currentSessionStart, hour));
const olderHistory = Array.from({ length: 10 }, (_, hour) => createHourBar(olderSessionStart, hour));
mockRequestBars.mockResolvedValueOnce(currentHistory).mockResolvedValueOnce(olderHistory);
const provider = new DataSourceProvider();
const dataSource = provider.getDataSource();
await dataSource(Timeframes['4h'], 'MOEX:LKOH');
await dataSource(Timeframes['4h'], 'MOEX:LKOH', {
time: olderSessionStart,
} as NonNullable<Parameters<typeof dataSource>[2]>);
const realtimeCandle = {
time: currentSessionStart + 15 * 60 * 60,
open: 118,
high: 120,
low: 84,
close: 119,
volume: 30,
};
mockRequestRealtimeBars.mockResolvedValue(realtimeCandle);
const mockUpdate = jest.fn();
const unsubscribe = provider.startRealtime({
getSymbols: () => ['MOEX:LKOH'],
getTimeframe: () => Timeframes['4h'],
update: mockUpdate,
periodMs: 1000,
});
await runRealtimeTick();
unsubscribe();
expect(mockUpdate).toHaveBeenCalledWith('MOEX:LKOH', {
time: currentSessionStart + 12 * 60 * 60,
open: 112,
high: 120,
low: 84,
close: 119,
volume: 72,
});
});
it('should continue current four hour candle in realtime', async () => {
const sessionStart = Math.floor(Date.parse('2026-07-31T03:00:00Z') / 1000);
const historyData = Array.from({ length: 15 }, (_, hour) => createHourBar(sessionStart, hour));
mockRequestBars.mockResolvedValue(historyData);
const provider = new DataSourceProvider();
await provider.getDataSource()(Timeframes['4h'], 'MOEX:LKOH');
const realtimeCandle = {
time: sessionStart + 15 * 60 * 60,
open: 118,
high: 120,
low: 84,
close: 119,
volume: 30,
};
mockRequestRealtimeBars.mockResolvedValue(realtimeCandle);
const mockUpdate = jest.fn();
const unsubscribe = provider.startRealtime({
getSymbols: () => ['MOEX:LKOH'],
getTimeframe: () => Timeframes['4h'],
update: mockUpdate,
periodMs: 1000,
});
await runRealtimeTick();
unsubscribe();
expect(mockUpdate).toHaveBeenCalledWith('MOEX:LKOH', {
time: sessionStart + 12 * 60 * 60,
open: 112,
high: 120,
low: 84,
close: 119,
volume: 72,
});
});
it('should start next four hour candle in realtime', async () => {
const sessionStart = Math.floor(Date.parse('2026-07-31T03:00:00Z') / 1000);
const historyData = Array.from({ length: 16 }, (_, hour) => createHourBar(sessionStart, hour));
mockRequestBars.mockResolvedValue(historyData);
const provider = new DataSourceProvider();
await provider.getDataSource()(Timeframes['4h'], 'MOEX:LKOH');
const realtimeCandle = {
time: sessionStart + 16 * 60 * 60,
open: 116,
high: 118,
low: 115,
close: 117,
volume: 30,
};
mockRequestRealtimeBars.mockResolvedValue(realtimeCandle);
const mockUpdate = jest.fn();
const unsubscribe = provider.startRealtime({
getSymbols: () => ['MOEX:LKOH'],
getTimeframe: () => Timeframes['4h'],
update: mockUpdate,
periodMs: 1000,
});
await runRealtimeTick();
unsubscribe();
expect(mockUpdate).toHaveBeenCalledWith('MOEX:LKOH', realtimeCandle);
});
it('should reset realtime convolution for a new trading session', async () => {
const sessionStart = Math.floor(Date.parse('2026-07-30T03:00:00Z') / 1000);
const historyData = Array.from({ length: 18 }, (_, hour) => createHourBar(sessionStart, hour));
mockRequestBars.mockResolvedValue(historyData);
const provider = new DataSourceProvider();
await provider.getDataSource()(Timeframes['4h'], 'MOEX:LKOH');
const nextSessionStart = Math.floor(Date.parse('2026-07-31T03:00:00Z') / 1000);
const realtimeCandle = {
time: nextSessionStart,
open: 200,
high: 202,
low: 198,
close: 201,
volume: 50,
};
mockRequestRealtimeBars.mockResolvedValue(realtimeCandle);
const mockUpdate = jest.fn();
const unsubscribe = provider.startRealtime({
getSymbols: () => ['MOEX:LKOH'],
getTimeframe: () => Timeframes['4h'],
update: mockUpdate,
periodMs: 1000,
});
await runRealtimeTick();
unsubscribe();
expect(mockUpdate).toHaveBeenCalledWith('MOEX:LKOH', realtimeCandle);
});
it('should request realtime data and update normalized symbol', 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();
unsubscribe();
expect(mockRequestRealtimeBars).toHaveBeenCalledWith({
currencyPair: 'moex.sber',
interval: '1',
ticker: 'moex:sber',
indicativeData: undefined,
});
expect(mockUpdate).toHaveBeenCalledWith('moex:sber', mockBar);
});
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 empty 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 not 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();
const unsubscribe = provider.startRealtime({
getSymbols: () => [],
getTimeframe: () => Timeframes['1m'],
update: jest.fn(),
periodMs: 1000,
});
await runRealtimeTick();
unsubscribe();
expect(mockRequestRealtimeBars).not.toHaveBeenCalled();
});
it('should not update duplicated realtime candle twice', 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 update distinct realtime candles without convolution', async () => {
const provider = new DataSourceProvider();
const mockUpdate = jest.fn();
const firstCandle = {
...mockBar,
close: 111,
};
const secondCandle = {
...mockBar,
time: mockBar.time + 60,
close: 112,
};
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 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);
});
});