Загрузка данных


import dayjs from 'dayjs';
import duration from 'dayjs/plugin/duration';

import { getStartTime, parseTimeframe } from 'moex-chart';

import {
  getISSOddTimeframePart,
  moexChartTimeConverter,
  moexChartToIssTimeframe,
} from '@utils/chartToReqTimeConverter';
import { DEFAULT_SYMBOL } from '@widgets/Chart/const';

import { requestBars, requestRealtimeBars } from '../../requestBars';
import { ChartIndicativeData } from '../../types';

import type { ManipulateType } from 'dayjs';
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;
}

const collectCandleGroup = ({
  data,
  startIndex,
  iterationCounter,
  startTime,
}: {
  data: Candle[];
  startIndex: number;
  iterationCounter: number;
  startTime: number;
}): {
  aggregatedCandle: Candle | undefined;
  consumedCount: number;
} => {
  let aggregatedCandle: Candle | undefined;
  let offset = 0;
  let consumedCount = 0;

  while (offset < iterationCounter) {
    const currentCandle = data[startIndex + offset];

    if (!currentCandle) {
      break;
    }

    if (!aggregatedCandle) {
      aggregatedCandle = currentCandle;
    } else {
      aggregatedCandle = {
        ...aggregatedCandle,
        high: Math.max(currentCandle.high, aggregatedCandle.high),
        low: Math.min(currentCandle.low, aggregatedCandle.low),
        close: currentCandle.close,
        volume: (aggregatedCandle.volume ?? 0) + (currentCandle.volume ?? 0),
      };
    }

    consumedCount += 1;

    if (startIndex + offset + 1 === data.length || currentCandle.time > startTime * 1000) {
      break;
    }

    offset += 1;
  }

  return {
    aggregatedCandle,
    consumedCount,
  };
};

const proceedConvolution = ({
  data,
  moexCandle,
  requestedTimeframe,
  dayjsUnit,
  iterationCounter,
}: {
  data: Candle[];
  moexCandle: number;
  requestedTimeframe: Timeframes;
  dayjsUnit: ManipulateType;
  iterationCounter: number;
}): Candle[] => {
  const result: Candle[] = [];

  let index = 0;

  while (index < data.length - 1) {
    const firstCandle = data[index];

    if (!firstCandle) {
      break;
    }

    const startTime = getStartTime(
      requestedTimeframe,
      dayjs(firstCandle.time).add(moexCandle, dayjsUnit).unix() * 1000,
    );

    const { aggregatedCandle, consumedCount } = collectCandleGroup({
      data,
      startIndex: index,
      iterationCounter,
      startTime,
    });

    if (!aggregatedCandle || consumedCount === 0) {
      break;
    }

    result.push(aggregatedCandle);
    index += consumedCount;
  }

  return result;
};

const timeframeConvolution = (data: Candle[], requestedTimeframe: Timeframes): Candle[] => {
  const issTimeframe = moexChartToIssTimeframe(requestedTimeframe);

  if (issTimeframe === requestedTimeframe) {
    return data;
  }

  const { candleWidth: moexCandle, dayjsUnit } = parseTimeframe(requestedTimeframe);

  const firstCandle = data[0];

  if (!firstCandle) {
    return [];
  }

  const dataStartTime = getStartTime(
    requestedTimeframe,
    dayjs(firstCandle.time).add(moexCandle, dayjsUnit).unix() * 1000,
  );

  const { value, unit } = getISSOddTimeframePart(issTimeframe);

  let startIndex = 0;

  while (
    startIndex < data.length &&
    startIndex < 60 &&
    dataStartTime !== dayjs(data[startIndex].time).subtract(value, unit).unix()
  ) {
    startIndex += 1;
  }

  if (startIndex >= data.length || startIndex >= 60) {
    return [];
  }

  const { candleWidth: issCandle } = parseTimeframe(issTimeframe);

  return proceedConvolution({
    data: data.slice(startIndex),
    moexCandle,
    requestedTimeframe,
    dayjsUnit,
    iterationCounter: moexCandle / issCandle,
  });
};

// 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;

  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.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) {
            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);
            });
          }
        }),
      );
    }, periodMs);

    return () => {
      if (this.realtimeTimer) {
        clearInterval(this.realtimeTimer);
      }

      this.realtimeTimer = null;
    };
  }

  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 };