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 {
BarPrice,
ChartOptions,
createChart,
CrosshairMode,
DeepPartial,
IChartApi,
IRange,
LocalizationOptionsBase,
LogicalRange,
Time,
UTCTimestamp,
} from 'lightweight-charts';
import { BehaviorSubject, combineLatest, Observable, Subscription } from 'rxjs';
import { map, withLatestFrom } from 'rxjs/operators';
import { ChartMouseEvents } from '@core/ChartMouseEvents';
import { DataSource } from '@core/DataSource';
import { DOMModel } from '@core/DOMModel';
import { DrawingsManager } from '@core/DrawingsManager';
import { EventManager } from '@core/EventManager';
import { Hotkeys } from '@core/Hotkeys';
import { IndicatorManager } from '@core/IndicatorManager';
import { ModalRenderer } from '@core/ModalRenderer';
import { PaneManager } from '@core/PaneManager';
import { CompareManager } from '@src/core/CompareManager';
import { SeriesStrategies } from '@src/modules/series-strategies/SeriesFactory';
import { getThemeStore } from '@src/theme/store';
import { ThemeKey, ThemeMode } from '@src/theme/types';
import { getLocale } from '@src/translations';
import {
Candle,
ChartOptionsModel,
ChartSeriesType,
ChartTypeOptions,
Direction,
OHLCConfig,
TooltipConfig,
} from '@src/types';
import { Defaults } from '@src/types/defaults';
import { DayjsOffset, Intervals, intervalsToDayjs } from '@src/types/intervals';
import { ChartSnapshot, CompareSnapshot, IndicatorSnapshot, ISerializable, PaneSnapshot } from '@src/types/snapshot';
import { formatCompactNumber } from '@src/utils';
import { createTickMarkFormatter, formatDate } from '@src/utils/formatter';
export interface ChartConfig extends Partial<ChartOptionsModel> {
container: HTMLElement;
seriesTypes: ChartSeriesType[];
theme: ThemeKey;
mode?: ThemeMode;
chartOptions?: ChartTypeOptions;
localization?: LocalizationOptionsBase;
}
export enum Resize {
Shrink,
Expand,
}
const HISTORY_LOAD_THRESHOLD = 500;
interface ChartParams {
params: {
dataSource: DataSource;
eventManager: EventManager;
modalRenderer: ModalRenderer;
ohlcConfig: OHLCConfig;
tooltipConfig: TooltipConfig;
panes: PaneSnapshot[];
hotkeys: Hotkeys;
};
lwcChartConfig: ChartConfig;
}
function splitIndicatorSnapshots(panes: PaneSnapshot[]): {
compareSnapshots: CompareSnapshot[];
indicatorSnapshots: IndicatorSnapshot[];
} {
const snapshots = panes.flatMap(({ id, indicators }) =>
indicators.map((indicator) => ({
...indicator,
paneId: id,
})),
);
function isIndicatorSnapshot(
input: (IndicatorSnapshot | CompareSnapshot) & { indicatorType?: unknown },
): input is IndicatorSnapshot {
return input.indicatorType !== undefined;
}
function isCompareSnapshot(
input: (IndicatorSnapshot | CompareSnapshot) & { indicatorType?: unknown },
): input is CompareSnapshot {
return input.indicatorType === undefined;
}
return {
indicatorSnapshots: snapshots.filter((x) => isIndicatorSnapshot(x)),
compareSnapshots: snapshots.filter((x) => isCompareSnapshot(x)),
};
}
/**
* Абстракция над библиотекой для построения графиков
*/
export class Chart implements ISerializable<ChartSnapshot> {
private lwcChart!: IChartApi;
private container: HTMLElement;
private eventManager: EventManager;
private paneManager!: PaneManager;
private compareManager: CompareManager;
private mouseEvents: ChartMouseEvents;
private indicatorManager: IndicatorManager;
private optionsSubscription: Subscription;
private dataSource: DataSource;
private chartConfig: ChartConfig;
private mainSeries: BehaviorSubject<SeriesStrategies | null>; // Main Series. Exists in a single copy
private DOM: DOMModel;
private isPointerDown = false;
private didResetOnDrag = false;
private subscriptions = new Subscription();
private currentInterval: Intervals | null = null;
private activeSymbolIds: string[] = [];
private historyBatchRunning = false;
constructor({ params, lwcChartConfig }: ChartParams) {
const { eventManager, dataSource, modalRenderer, ohlcConfig, tooltipConfig, panes: panesSnapshot } = params;
this.eventManager = eventManager;
this.dataSource = dataSource;
this.container = lwcChartConfig.container;
this.chartConfig = lwcChartConfig;
this.lwcChart = createChart(this.container, getOptions(lwcChartConfig));
this.optionsSubscription = this.eventManager
.getChartOptionsModel()
.subscribe(({ dateFormat, timeFormat, showTime }) => {
this.chartConfig = {
...this.chartConfig,
dateFormat,
timeFormat,
showTime,
};
this.lwcChart.applyOptions({
...getOptions(this.chartConfig),
localization: {
timeFormatter: (time: UTCTimestamp) => formatDate(time, dateFormat, timeFormat, showTime),
},
});
});
this.subscriptions.add(this.optionsSubscription);
this.mouseEvents = new ChartMouseEvents({
lwcChart: this.lwcChart,
container: this.container,
});
this.mouseEvents.subscribe('wheel', this.onWheel);
this.mouseEvents.subscribe('pointerDown', this.onPointerDown);
this.mouseEvents.subscribe('pointerMove', this.onPointerMove);
this.mouseEvents.subscribe('pointerUp', this.onPointerUp);
this.mouseEvents.subscribe('pointerCancel', this.onPointerUp);
this.DOM = new DOMModel({
modalRenderer,
});
this.paneManager = new PaneManager({
eventManager: this.eventManager,
panesSnapshot,
lwcChart: this.lwcChart,
dataSource,
DOM: this.DOM,
ohlcConfig,
subscribeChartEvent: this.subscribeChartEvent,
chartContainer: this.container,
tooltipConfig,
modalRenderer,
hotkeys: params.hotkeys,
});
this.mainSeries = this.paneManager.getMainPane().getMainSerie();
const { indicatorSnapshots, compareSnapshots } = splitIndicatorSnapshots(panesSnapshot);
this.indicatorManager = new IndicatorManager({
lwcChart: this.lwcChart,
eventManager,
dataSource: this.dataSource,
paneManager: this.paneManager,
initialIndicators: indicatorSnapshots,
DOM: this.DOM,
chartOptions: lwcChartConfig.chartOptions,
});
this.compareManager = new CompareManager({
chart: this.lwcChart,
eventManager,
dataSource: this.dataSource,
paneManager: this.paneManager,
initialIndicators: compareSnapshots,
indicatorManager: this.indicatorManager,
});
this.paneManager.start({
compareEntities$: this.compareManager.entities(),
indicatorEntities$: this.indicatorManager.entities(),
});
this.paneManager.setVisibleLogicalRange(this.lwcChart.timeScale().getVisibleLogicalRange());
this.paneManager.invalidate();
this.setupDataSourceSubs();
this.setupHistoricalDataLoading();
}
public getPriceScaleWidth(direction: Direction): number {
try {
const priceScale = this.lwcChart.priceScale(direction);
return priceScale ? priceScale.width() : 0;
} catch {
return 0;
}
}
public getDrawingsManager = (): DrawingsManager => {
return this.paneManager.getDrawingsManager();
};
public getIndicatorManager = (): IndicatorManager => {
return this.indicatorManager;
};
private onWheel = () => {
this.eventManager.resetInterval({
history: false,
});
};
private onPointerDown = () => {
this.isPointerDown = true;
this.didResetOnDrag = false;
};
private onPointerMove = () => {
if (!this.isPointerDown) return;
if (this.didResetOnDrag) return;
this.didResetOnDrag = true;
this.eventManager.resetInterval({
history: false,
});
};
private onPointerUp = () => {
this.isPointerDown = false;
};
public getDom(): DOMModel {
return this.DOM;
}
public getMainSeries(): Observable<SeriesStrategies | null> {
return this.mainSeries.asObservable();
}
public getCompareManager(): CompareManager {
return this.compareManager;
}
public updateTheme(theme: ThemeKey, mode: ThemeMode) {
this.chartConfig = {
...this.chartConfig,
theme,
mode,
};
this.lwcChart.applyOptions(getOptions(this.chartConfig));
this.paneManager.invalidate();
}
public destroy(): void {
this.subscriptions.unsubscribe();
this.mouseEvents.destroy();
this.compareManager.destroy();
this.paneManager.destroy();
this.lwcChart.remove();
}
public subscribeChartEvent: ChartMouseEvents['subscribe'] = (event, callback) =>
this.mouseEvents.subscribe(event, callback);
public unsubscribeChartEvent: ChartMouseEvents['unsubscribe'] = (event, callback) => {
this.mouseEvents.unsubscribe(event, callback);
};
// todo: add/move to undo/redo model(eventManager)
public scrollTimeScale = (direction: Direction) => {
this.eventManager.resetInterval({
history: false,
});
const diff = direction === Direction.Left ? -2 : 2;
const currentPosition = this.lwcChart.timeScale().scrollPosition();
this.lwcChart.timeScale().scrollToPosition(currentPosition + diff, false);
};
// todo: add/move to undo/redo model(eventManager)
public zoomTimeScale = (resize: Resize) => {
this.eventManager.resetInterval({
history: false,
});
const diff = resize === Resize.Shrink ? -1 : 1;
const currentRange = this.lwcChart.timeScale().getVisibleRange();
if (!currentRange) return;
const { from, to } = currentRange as IRange<number>;
if (!from || !to) return;
const next: IRange<Time> = {
from: (from + (to - from) * 0.1 * diff) as Time,
to: to as Time,
};
this.lwcChart.timeScale().setVisibleRange(next);
};
// todo: add to undo/redo model(eventManager)
public resetZoom = () => {
this.eventManager.resetInterval({
history: false,
});
this.lwcChart.timeScale().resetTimeScale();
this.paneManager.resetPriceScalesAutoScale();
};
public getRealtimeApi() {
return {
getTimeframe: () => this.eventManager.getTimeframe(),
getSymbols: () => this.activeSymbolIds,
update: (symbolId: string, candle: Candle) => {
this.dataSource.updateRealtime(symbolId, candle);
},
};
}
public getSnapshot(): ChartSnapshot {
const { seriesSelected, timeframe, dateFormat, timeFormat, interval, symbolInfo } =
this.eventManager.exportChartSettings();
return {
panes: this.paneManager.getSnapshot(),
chartSeriesType: seriesSelected,
timeframe,
dateFormat,
timeFormat,
interval,
...symbolInfo,
};
}
private scheduleHistoryBatch = () => {
if (this.historyBatchRunning) return;
this.historyBatchRunning = true;
requestAnimationFrame(() => {
const symbolIds = this.activeSymbolIds.slice();
Promise.all(symbolIds.map((symbolId) => this.dataSource.loadMoreHistory(symbolId))).finally(() => {
this.historyBatchRunning = false;
const range = this.lwcChart.timeScale().getVisibleLogicalRange();
if (range && range.from < HISTORY_LOAD_THRESHOLD) {
this.scheduleHistoryBatch();
}
});
});
};
private setupDataSourceSubs(): void {
const getWarmupFrom = (): number => {
if (this.currentInterval && this.currentInterval !== Intervals.All) {
return getIntervalRange(this.currentInterval).from;
}
const range = this.lwcChart.timeScale().getVisibleRange();
if (!range) return 0;
const { from } = range as IRange<number>;
return from;
};
const warmupSymbolIds = (symbolIds: string[]): void => {
const from = getWarmupFrom();
if (!from) return;
Promise.all(symbolIds.map((symbolId) => this.dataSource.loadTill(symbolId, from))).catch((error) => {
console.error('[Chart] Ошибка при прогреве символов:', error);
});
};
const symbolIds$ = combineLatest([this.eventManager.symbolId(), this.compareManager.itemsObs()]).pipe(
map(([mainSymbolId, items]) => Array.from(new Set([mainSymbolId, ...items.map(({ symbolId }) => symbolId)]))),
);
this.subscriptions.add(
this.eventManager
.getInterval()
.pipe(withLatestFrom(symbolIds$))
.subscribe(([interval, symbolIds]) => {
this.currentInterval = interval;
if (!interval) return;
if (interval === Intervals.All) {
Promise.all(symbolIds.map((symbolId) => this.dataSource.loadAllHistory(symbolId)))
.then(() => {
const firstTimes = symbolIds
.map((symbolId) => this.dataSource.getOldestTime(symbolId))
.filter((time): time is number => time !== null);
const lastTimes = symbolIds
.map((symbolId) => this.dataSource.getLastCandle(symbolId)?.time)
.filter((time): time is number => time !== undefined);
if (firstTimes.length === 0 || lastTimes.length === 0) {
return;
}
requestAnimationFrame(() => {
this.lwcChart.timeScale().setVisibleRange({
from: Math.min(...firstTimes) as Time,
to: Math.max(...lastTimes) as Time,
});
});
})
.catch((error) => console.error('[Chart] Ошибка при загрузке всей истории:', error));
return;
}
const { from, to } = getIntervalRange(interval);
Promise.all(symbolIds.map((symbolId) => this.dataSource.loadTill(symbolId, from)))
.then(() => {
this.lwcChart.timeScale().setVisibleRange({
from: from as Time,
to: to as Time,
});
})
.catch((error) => {
console.error('[Chart] Ошибка при применении интервала:', error);
});
}),
);
this.subscriptions.add(
symbolIds$.subscribe((symbolIds) => {
const previousSymbolIds = new Set(this.activeSymbolIds);
this.activeSymbolIds = symbolIds;
this.dataSource.setSymbols(symbolIds);
const addedSymbolIds = symbolIds.filter((symbolId) => !previousSymbolIds.has(symbolId));
if (addedSymbolIds.length) {
warmupSymbolIds(addedSymbolIds);
}
}),
);
}
private setupHistoricalDataLoading(): void {
// todo (не)вызвать loadMoreHistory после проверки на необходимость дозагрузки после смены таймфрейма
this.mouseEvents.subscribe('visibleLogicalRangeChange', (logicalRange: LogicalRange | null) => {
this.paneManager.setVisibleLogicalRange(logicalRange);
if (!logicalRange) return;
if (this.currentInterval === Intervals.All) {
return;
}
const needsMoreData = logicalRange.from < HISTORY_LOAD_THRESHOLD;
if (!needsMoreData) return;
this.scheduleHistoryBatch();
});
}
}
function getIntervalRange(interval: Intervals): {
from: number;
to: number;
} {
const { value, unit } = intervalsToDayjs[interval] as DayjsOffset;
const from = Math.floor(dayjs().subtract(value, unit).valueOf() / 1000);
const to = Math.floor(dayjs().valueOf() / 1000);
return {
from,
to,
};
}
function getOptions(config: ChartConfig): DeepPartial<ChartOptions> {
const timeFormat = config.timeFormat ?? Defaults.timeFormat;
const showTime = config.showTime ?? Defaults.showTime;
const use12HourFormat = timeFormat === '12h';
const timeFormatString = use12HourFormat ? 'h:mm A' : 'HH:mm';
const { colors } = getThemeStore();
const localization: LocalizationOptionsBase = {
locale: getLocale(),
priceFormatter: (priceValue: BarPrice) => {
return formatCompactNumber(priceValue);
},
};
return {
width: config.container.clientWidth,
height: config.container.clientHeight,
autoSize: true,
layout: {
background: {
color: colors.chartBackground,
},
textColor: colors.chartTextPrimary,
},
grid: {
vertLines: {
color: colors.chartGridLine,
},
horzLines: {
color: colors.chartGridLine,
},
},
crosshair: {
mode: CrosshairMode.Normal,
vertLine: {
color: colors.chartCrosshairLine,
labelBackgroundColor: colors.chartCrosshairLabel,
style: 0,
},
horzLine: {
color: colors.chartCrosshairLine,
labelBackgroundColor: colors.chartCrosshairLabel,
style: 2,
},
},
timeScale: {
timeVisible: showTime,
secondsVisible: false,
tickMarkFormatter: createTickMarkFormatter(timeFormatString),
borderVisible: false,
allowBoldLabels: false,
rightOffset: 25,
shiftVisibleRangeOnNewBar: true,
allowShiftVisibleRangeOnWhitespaceReplacement: true,
},
rightPriceScale: {
textColor: colors.chartTextPrimary,
borderVisible: false,
},
localization,
};
}
import dayjs from 'dayjs';
import { BehaviorSubject, firstValueFrom, Observable, Subject } from 'rxjs';
import { filter, take } from 'rxjs/operators';
import { Candle } from '@src/types';
import { Timeframes } from '@src/types/timeframes';
import { normalizeSeriesData, parseTimeframe } from '@src/utils';
const FUTURE_WHITESPACES = 5000;
export interface SymbolSourceParams {
symbol: string;
getData: (timeframe: Timeframes, symbol: string, until?: Candle) => Promise<Candle[] | null>;
getTimeframe: () => Timeframes;
}
export class SymbolSource {
public readonly symbol: string;
private readonly getData: SymbolSourceParams['getData'];
private readonly getTimeframe: SymbolSourceParams['getTimeframe'];
private readonly currentDataSubject = new BehaviorSubject<Candle[]>([]);
private readonly realtimeSubject = new Subject<Candle>();
private readonly lastCandleSubject = new BehaviorSubject<Candle | null>(null);
private readonly isLoadingSubject = new BehaviorSubject<boolean>(false);
private readonly isInitializedSubject = new BehaviorSubject<boolean>(false);
private realtimeCache: Candle[] = [];
private realtimeBuffer: Candle[] = [];
private oldestCandle: Candle | null = null;
private newestCandle: Candle | null = null;
private loadSeq = 0;
private loadingPromise: Promise<void> | null = null;
private isEndOfData = false;
constructor({ symbol, getData, getTimeframe }: SymbolSourceParams) {
this.symbol = symbol;
this.getData = getData;
this.getTimeframe = getTimeframe;
}
public init(): void {
this.reload(this.getTimeframe());
}
public data$(): Observable<Candle[]> {
return this.currentDataSubject.asObservable();
}
public realtime$(): Observable<Candle> {
return this.realtimeSubject.asObservable();
}
public lastCandle$(): Observable<Candle | null> {
return this.lastCandleSubject.asObservable();
}
public isInitialized$(): Observable<boolean> {
return this.isInitializedSubject.asObservable();
}
public isLoadingValue(): boolean {
return this.isLoadingSubject.value;
}
public getOldestTime(): number | null {
return this.oldestCandle?.time ?? null;
}
public getLastValue(): Candle | null {
return this.lastCandleSubject.value;
}
public destroy(): void {
this.loadSeq += 1;
this.loadingPromise = null;
this.currentDataSubject.complete();
this.realtimeSubject.complete();
this.lastCandleSubject.complete();
this.isLoadingSubject.complete();
this.isInitializedSubject.complete();
this.realtimeCache = [];
this.realtimeBuffer = [];
this.oldestCandle = null;
this.newestCandle = null;
}
public pushRealtime(next: Candle): void {
const candle = this.normalizeCandle(next);
this.realtimeCache = this.normalizeList(this.realtimeCache.concat(candle));
if (!this.newestCandle || candle.time >= this.newestCandle.time) {
this.newestCandle = candle;
this.lastCandleSubject.next(candle);
}
if (!this.isInitializedSubject.value) {
this.realtimeBuffer.push(candle);
return;
}
this.realtimeSubject.next(candle);
}
public saveRealtimeCache(): void {
if (this.realtimeCache.length === 0) return;
const timeframe = this.getTimeframe();
const current = this.currentDataSubject.value.filter((candle) => candle.open !== undefined);
const next = this.normalizeList(current.concat(this.realtimeCache));
this.newestCandle = next[next.length - 1] ?? null;
this.realtimeCache = [];
this.currentDataSubject.next(applyWhitespacesToFuture(next, timeframe));
this.lastCandleSubject.next(this.newestCandle);
}
public async loadMoreHistory(): Promise<void> {
await this.ready();
if (this.isEndOfData) return;
if (this.loadingPromise) {
return this.loadingPromise;
}
this.loadSeq += 1;
if (!this.oldestCandle) return;
const timeframe = this.getTimeframe();
const task = (async () => {
this.isLoadingSubject.next(true);
try {
if (!this.oldestCandle) return;
const olderData = await this.getData(timeframe, this.symbol, this.oldestCandle);
if (olderData === null) {
this.isEndOfData = true;
return;
}
const older = this.normalizeList(olderData);
if (older.length === 0) return;
const current = this.currentDataSubject.value.filter((candle) => candle.open !== undefined);
const combined = this.normalizeList(older.concat(current));
const nextOldest = combined[0] ?? null;
if (!nextOldest || !this.oldestCandle || nextOldest.time >= this.oldestCandle.time) {
return;
}
this.oldestCandle = nextOldest;
this.newestCandle = combined[combined.length - 1] ?? this.newestCandle;
this.currentDataSubject.next(applyWhitespacesToFuture(combined, timeframe));
this.lastCandleSubject.next(this.newestCandle);
this.saveRealtimeCache();
} catch (error) {
console.error('[DataSource] Ошибка при догрузке истории:', error);
} finally {
this.isLoadingSubject.next(false);
}
})();
this.loadingPromise = task;
task.finally(() => {
if (this.loadingPromise === task) {
this.loadingPromise = null;
}
});
await task;
}
public async loadAllHistory(): Promise<void> {
await this.ready();
if (this.isEndOfData) return;
if (this.loadingPromise) {
await this.loadingPromise;
}
const seq = ++this.loadSeq;
const timeframe = this.getTimeframe();
const task = (async () => {
this.isLoadingSubject.next(true);
try {
let current = this.currentDataSubject.value.filter((candle) => candle.open !== undefined);
let oldest = current[0] ?? null;
if (!oldest) return;
const seenOldestTimes = new Set<number>();
while (oldest) {
if (seq !== this.loadSeq) return;
if (seenOldestTimes.has(oldest.time)) {
break;
}
seenOldestTimes.add(oldest.time);
// eslint-disable-next-line no-await-in-loop
const olderData = await this.getData(timeframe, this.symbol, oldest);
if (seq !== this.loadSeq) return;
if (olderData === null) {
this.isEndOfData = true;
break;
}
const older = this.normalizeList(olderData);
if (older.length === 0) break;
const combined = this.normalizeList(older.concat(current));
const nextOldest = combined[0] ?? null;
if (!nextOldest || nextOldest.time >= oldest.time) {
break;
}
oldest = nextOldest;
current = combined;
}
this.oldestCandle = current[0] ?? null;
this.newestCandle = current[current.length - 1] ?? null;
this.currentDataSubject.next(applyWhitespacesToFuture(current, timeframe));
this.lastCandleSubject.next(this.newestCandle);
this.saveRealtimeCache();
} catch (error) {
console.error('[DataSource] Ошибка при полной загрузке истории:', error);
} finally {
if (seq === this.loadSeq) {
this.isLoadingSubject.next(false);
}
}
})();
this.loadingPromise = task;
task.finally(() => {
if (this.loadingPromise === task) {
this.loadingPromise = null;
}
});
await task;
}
public async loadTill(time: number): Promise<void> {
await this.ready();
while (this.oldestCandle && this.oldestCandle.time >= time) {
const before = this.oldestCandle.time;
// eslint-disable-next-line no-await-in-loop
await this.loadMoreHistory();
if (!this.oldestCandle) break;
if (this.oldestCandle.time === before) break;
}
}
public async reload(timeframe: Timeframes): Promise<void> {
this.loadSeq += 1;
const seq = this.loadSeq;
this.isInitializedSubject.next(false);
this.isLoadingSubject.next(true);
this.currentDataSubject.next([]);
this.realtimeCache = [];
this.realtimeBuffer = [];
this.oldestCandle = null;
this.newestCandle = null;
this.isEndOfData = false;
this.lastCandleSubject.next(null);
const task = (async () => {
try {
const loaded = (await this.getData(timeframe, this.symbol)) ?? [];
if (seq !== this.loadSeq) return;
const normalized = this.normalizeList(loaded);
this.oldestCandle = normalized[0] ?? null;
this.newestCandle = normalized[normalized.length - 1] ?? null;
this.currentDataSubject.next(applyWhitespacesToFuture(normalized, timeframe));
this.lastCandleSubject.next(this.newestCandle);
this.isInitializedSubject.next(true);
this.flushRealtimeBuffer();
} catch (error) {
console.error('[DataSource] Ошибка при загрузке данных:', error);
} finally {
if (seq === this.loadSeq) {
this.isLoadingSubject.next(false);
}
}
})();
this.loadingPromise = task;
task.finally(() => {
if (this.loadingPromise === task) {
this.loadingPromise = null;
}
});
await task;
}
private async ready(): Promise<void> {
if (this.isInitializedSubject.value) return;
await firstValueFrom(this.isInitializedSubject.pipe(filter(Boolean), take(1)));
}
private flushRealtimeBuffer(): void {
if (this.realtimeBuffer.length === 0) return;
const newestTime = this.newestCandle?.time ?? Number.NEGATIVE_INFINITY;
const bufferedCandles = this.normalizeList(this.realtimeBuffer.filter((candle) => candle.time >= newestTime));
for (const candle of bufferedCandles) {
this.realtimeSubject.next(candle);
}
this.realtimeBuffer = [];
}
private normalizeCandle(candle: Candle): Candle {
const time = candle.time > 1e10 ? Math.floor(candle.time / 1000) : Math.floor(candle.time);
if (time === candle.time) {
return candle;
}
return {
...candle,
time,
};
}
private normalizeList(candles: Candle[]): Candle[] {
return normalizeSeriesData(candles.map((candle) => this.normalizeCandle(candle)));
}
}
export function applyWhitespacesToFuture(data: Candle[], timeframe: Timeframes): Candle[] {
const lastCandle = data[data.length - 1];
if (!lastCandle) {
return data;
}
const { candleWidth, dayjsUnit } = parseTimeframe(timeframe);
const startTime = dayjs.unix(lastCandle.time).utc();
const result = data.slice();
for (let index = 1; index <= FUTURE_WHITESPACES; index += 1) {
result.push({
time: startTime.add(candleWidth * index, dayjsUnit).unix(),
} as Candle);
}
return result;
}
import dayjs from 'dayjs';
import duration from 'dayjs/plugin/duration';
import localizedFormat from 'dayjs/plugin/localizedFormat';
import utc from 'dayjs/plugin/utc';
import 'dayjs/locale/ru';
import { TickMarkType, UTCTimestamp } from 'lightweight-charts';
import { TimeFormat, Timeframes } from '@src/types';
// плагины для локализации и работы с duration
dayjs.extend(utc);
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 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',
)}.${String(businessDay.day).padStart(2, '0')}`;
}
return String(value);
}
import dayjs from 'dayjs';
import duration from 'dayjs/plugin/duration';
import { UTCTimestamp } from 'lightweight-charts';
import { BehaviorSubject } from 'rxjs';
import { Candle, getStartTime, parseTimeframe, Timeframes } from '@lib';
// todo: import from @lib, then this commit will be published into moex-chart
import { normalizeSymbol } from '@src/utils';
dayjs.extend(duration);
class DataSourceProvider {
// todo: add cache по `${symbol}${timeframe}`
static instance: DataSourceProvider | null = null;
private currentCandle: BehaviorSubject<Candle | null> = new BehaviorSubject<Candle | null>(null);
private historicalStartDate: dayjs.Dayjs;
private realtimeTimer: ReturnType<typeof setInterval> | null = null;
private realtimeLastBySymbol = new Map<string, Candle>();
constructor() {
this.historicalStartDate = dayjs(Date.now()).subtract(5, 'year');
}
static getInstance(): DataSourceProvider {
if (!this.instance) {
this.instance = new DataSourceProvider();
}
return this.instance;
}
public startRealtime(
getSymbols: () => string[],
getTimeframe: () => Timeframes,
update: (symbol: string, candle: Candle) => void,
periodMs = 500,
): () => void {
if (this.realtimeTimer) window.clearIntervalReliable(this.realtimeTimer);
this.realtimeTimer = window.setIntervalReliable(() => {
const tf = getTimeframe();
const symbols = getSymbols();
for (let i = 0; i < symbols.length; i += 1) {
const symbol = normalizeSymbol(symbols[i]);
if (!symbol) continue;
update(symbol, this.nextRealtimeCandle(tf, symbol, periodMs));
}
}, periodMs);
return () => {
if (this.realtimeTimer) window.clearIntervalReliable(this.realtimeTimer);
this.realtimeTimer = null;
};
}
private nextRealtimeCandle(timeframe: Timeframes, symbol: string, realtimePeriodMs: number): Candle {
const time = getStartTime(timeframe, Date.now()) as UTCTimestamp;
const prev = this.realtimeLastBySymbol.get(symbol);
const sameBar = !!prev && prev.time === time;
const basePrice = sameBar ? prev.open : prev ? prev.close : 100 + Math.random() * 20;
const open = sameBar ? prev.open : basePrice;
const close = basePrice + ((Math.random() - 0.5) * 2) / 10;
const high = Math.max(open, close) + Math.random() / 10;
const low = Math.min(open, close) - Math.random() / 10;
const { candleWidth, dayjsUnit } = parseTimeframe(timeframe);
const candleDuration = dayjs.duration(candleWidth, dayjsUnit);
const volume = Math.max(
1,
Math.floor((Math.random() * 1000000 + 100000) / (candleDuration.asMilliseconds() / realtimePeriodMs)),
);
const next: Candle = sameBar
? {
time,
open: prev.open,
high: Math.max(prev.high, high),
low: Math.min(prev.low, low),
close,
volume,
}
: {
time,
open,
high,
low,
close,
volume,
};
this.realtimeLastBySymbol.set(symbol, next);
return next;
}
/**
* Универсальная функция для генерации исторических свечей.
* @param timeframe - Таймфрейм.
* @param symbol - symbol.
* @param untilCandle - (Опционально) Свеча, ДО которой нужно генерировать данные.
*/
public async generateCandles(timeframe: Timeframes, _symbol: string, untilCandle?: Candle): Promise<Candle[] | null> {
const data: Candle[] = [];
const dataLength = 2000;
const { candleWidth, dayjsUnit } = parseTimeframe(timeframe);
const endSec = untilCandle ? untilCandle.time : (getStartTime(timeframe, Date.now()) as number);
const endTime = dayjs.unix(endSec);
const historyStartUnix = getStartTime(timeframe, this.historicalStartDate.unix() * 1000);
const historyStartTime = dayjs.unix(historyStartUnix);
if (untilCandle && untilCandle.time <= historyStartUnix) {
return null;
}
let startTime = dayjs(
getStartTime(timeframe, endTime.subtract(candleWidth * dataLength, dayjsUnit).unix() * 1000) * 1000,
);
if (startTime.isBefore(historyStartTime)) {
startTime = historyStartTime;
}
if (!startTime.isBefore(endTime)) {
return [];
}
let basePrice = untilCandle?.open ?? 100 + Math.random() * 20;
let currentTime = startTime.clone();
const limit = untilCandle ? endTime : endTime.add(candleWidth, dayjsUnit);
while (currentTime.isBefore(limit)) {
const time = currentTime.unix();
const open = basePrice;
const close = basePrice + (Math.random() - 0.5) * 2;
const high = Math.max(open, close) + Math.random();
const low = Math.min(open, close) - Math.random();
const volume = Math.floor(Math.random() * 1000000) + 100000;
data.push({
time,
open,
high,
low,
close,
volume,
});
basePrice = close;
currentTime = currentTime.add(candleWidth, dayjsUnit);
}
await delay(300);
if (this.currentCandle.value === null && data.length > 0) {
this.currentCandle.next(data[data.length - 1]);
}
if(!untilCandle){
this.realtimeLastBySymbol.set(_symbol, data[data.length - 1])
}
return data;
}
}
function delay(ms: number): Promise<void> {
return new Promise((resolve) => {
setTimeout(resolve, ms);
});
}
export const dataSourceProvider = DataSourceProvider.getInstance();