251 lines
6.8 KiB
TypeScript
251 lines
6.8 KiB
TypeScript
import type {
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Bar,
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DatafeedConfiguration,
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HistoryCallback,
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IDatafeedChartApi,
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IExternalDatafeed,
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LibrarySymbolInfo,
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OnReadyCallback,
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PeriodParams,
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ResolutionString,
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ResolveCallback,
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SearchSymbolsCallback,
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SubscribeBarsCallback,
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} from "#/datafeed-api";
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import type { MarketDataStreaming } from "@/api/types";
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import { tradeWebSocket } from "./websocket";
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/**
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* 自定义 TradingView Datafeed 实现
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* 用于从后端 API 获取 K 线数据
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*/
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export class RWADatafeed extends Datafeeds.UDFCompatibleDatafeed {
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private subscribers: Map<string, { callback: SubscribeBarsCallback; resolution: ResolutionString; symbol: string }> = new Map();
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constructor(apiUrl: string) {
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super(apiUrl);
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}
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// /**
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// * 初始化配置
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// */
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// onReady(callback: OnReadyCallback): void {
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// console.log("[RWADatafeed]: onReady called");
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// const config: DatafeedConfiguration = {
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// // 支持的交易所
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// exchanges: [
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// { value: "", name: "All Exchanges", desc: "" },
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// ],
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// // 支持的品种类型
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// symbols_types: [
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// { name: "All types", value: "" },
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// { name: "Stock", value: "stock" },
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// { name: "Crypto", value: "crypto" },
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// ],
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// // 支持的时间周期
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// supported_resolutions: [
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// "1" as ResolutionString,
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// "5" as ResolutionString,
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// "15" as ResolutionString,
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// "30" as ResolutionString,
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// "60" as ResolutionString,
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// "240" as ResolutionString,
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// "1D" as ResolutionString,
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// "1W" as ResolutionString,
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// "1M" as ResolutionString,
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// ],
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// supports_marks: false,
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// supports_timescale_marks: false,
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// supports_time: true,
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// };
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// setTimeout(() => callback(config), 0);
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// }
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// /**
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// * 搜索品种
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// */
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// searchSymbols(
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// userInput: string,
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// exchange: string,
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// symbolType: string,
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// onResult: SearchSymbolsCallback,
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// ): void {
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// console.log("[RWADatafeed]: searchSymbols", userInput, exchange, symbolType);
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// // TODO: 调用后端 API 搜索品种
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// // const results = await client.api.market.search.get({ query: { keyword: userInput, exchange, type: symbolType } })
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// // 模拟搜索结果
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// const results = [
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// {
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// symbol: "AAPL",
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// full_name: "NASDAQ:AAPL",
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// description: "Apple Inc.",
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// exchange: "NASDAQ",
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// ticker: "AAPL",
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// type: "stock",
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// },
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// ];
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// onResult(results);
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// }
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// /**
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// * 解析品种信息
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// */
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// resolveSymbol(
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// symbolName: string,
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// onResolve: ResolveCallback,
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// onError: (reason: string) => void,
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// ): void {
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// console.log("[RWADatafeed]: resolveSymbol", symbolName);
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// // TODO: 调用后端 API 获取品种信息
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// // const symbolInfo = await client.api.market.symbol[symbolName].get()
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// // 模拟品种信息
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// const symbolInfo: LibrarySymbolInfo = {
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// name: symbolName,
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// ticker: symbolName,
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// description: symbolName,
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// type: "crypto",
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// session: "24x7",
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// exchange: "Binance",
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// listed_exchange: "Binance",
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// timezone: "Etc/UTC",
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// format: "price",
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// pricescale: 100,
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// minmov: 1,
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// has_intraday: true,
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// has_daily: true,
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// has_weekly_and_monthly: true,
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// supported_resolutions: [
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// "1" as ResolutionString,
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// "5" as ResolutionString,
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// "15" as ResolutionString,
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// "30" as ResolutionString,
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// "60" as ResolutionString,
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// "240" as ResolutionString,
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// "1D" as ResolutionString,
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// "1W" as ResolutionString,
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// "1M" as ResolutionString,
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// ],
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// intraday_multipliers: ["1", "5", "15", "30", "60", "240"],
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// volume_precision: 2,
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// data_status: "streaming",
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// };
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// setTimeout(() => onResolve(symbolInfo), 0);
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// }
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// /**
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// * 获取历史 K 线数据
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// */
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// getBars(
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// symbolInfo: LibrarySymbolInfo,
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// resolution: ResolutionString,
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// periodParams: PeriodParams,
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// onResult: HistoryCallback,
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// onError: (reason: string) => void,
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// ): void {
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// const { from, to, firstDataRequest } = periodParams;
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// console.log("[RWADatafeed]: getBars", {
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// symbol: symbolInfo.name,
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// resolution,
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// from: new Date(from * 1000).toISOString(),
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// to: new Date(to * 1000).toISOString(),
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// firstDataRequest,
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// });
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// // TODO: 调用后端 API 获取 K 线数据
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// // client.api.market.kline.get({
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// // query: {
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// // symbol: symbolInfo.name,
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// // resolution,
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// // from,
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// // to,
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// // }
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// // }).then(response => {
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// // const bars = response.data.map(item => ({
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// // time: item.time * 1000,
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// // open: item.open,
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// // high: item.high,
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// // low: item.low,
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// // close: item.close,
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// // volume: item.volume,
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// // }))
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// // onResult(bars, { noData: bars.length === 0 })
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// // }).catch(error => {
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// // onError(error.message)
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// // })
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// // 模拟 K 线数据
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// const bars: Bar[] = this.generateMockBars(from, to, resolution);
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// if (bars.length === 0) {
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// onResult([], { noData: true });
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// }
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// else {
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// onResult(bars, { noData: false });
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// }
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// }
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/**
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* 订阅实时数据
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*/
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subscribeBars(
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symbolInfo: LibrarySymbolInfo,
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resolution: ResolutionString,
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onTick: SubscribeBarsCallback,
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subscriberUID: string,
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onResetCacheNeededCallback: () => void,
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): void {
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console.log("[RWADatafeed]: subscribeBars", { symbol: symbolInfo.name, resolution, subscriberUID });
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this.subscribers.set(subscriberUID, { callback: onTick, resolution, symbol: symbolInfo.name });
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const wsConnection = tradeWebSocket.getSocket();
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wsConnection.send({
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action: "subscribe",
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channels: [{
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name: "bar",
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symbol: symbolInfo.name,
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resolution,
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}],
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});
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wsConnection.subscribe((message) => {
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const data = message.data as any;
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if (data.type !== "bar")
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return;
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const bar: Bar = {
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time: data.bar.time,
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open: data.bar.open,
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high: data.bar.high,
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low: data.bar.low,
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close: data.bar.close,
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volume: data.bar.volume,
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};
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onTick(bar);
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});
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}
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/**
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* 取消订阅实时数据
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*/
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unsubscribeBars(subscriberUID: string): void {
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console.log("[RWADatafeed]: unsubscribeBars", subscriberUID);
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const subscriber = this.subscribers.get(subscriberUID);
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const wsConnection = tradeWebSocket.getSocket();
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wsConnection.send({
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action: "unsubscribe",
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channels: [{
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name: "bar",
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symbol: subscriber?.symbol || "",
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}],
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});
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}
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}
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