fme-free-barchart-fetch/free-barchart.js

API for fetching data from the Free Barchart API

"use strict";
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
    return new (P || (P = Promise))(function (resolve, reject) {
        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
        function step(result) { result.done ? resolve(result.value) : new P(function (resolve) { resolve(result.value); }).then(fulfilled, rejected); }
        step((generator = generator.apply(thisArg, _arguments || [])).next());
    });
};
Object.defineProperty(exports, "__esModule", { value: true });
const fme_logger_1 = require("fme-logger");
var L = new fme_logger_1.Log("FreeBarchart");
const _m = require("moment-timezone");
const request = require("request-promise-native");
function convert(x) {
    var obj = {};
    obj.symbol = x.symbol;
    obj.date = _m(x.timestamp).format("YYYYMMDD");
    obj.time = _m(x.timestamp).format("HHmm");
    obj.timeNumber = _m(x.timestamp).hours() * 60 + _m(x.timestamp).minutes();
    obj.open = x.open;
    obj.close = x.close;
    obj.high = x.high;
    obj.low = x.low;
    obj.volume = x.volume;
    return obj;
}
class FreeBarchart {
    //
    // @KEY = FREE BARCHART KEY STRING
    // @SYMBOL = BARCHART SYMBOL
    // @FRAME = TIMEFRAME = "minute","day","week"
    // @Interval = number (1,2,3) (combines with FRAME to complete the reqeust);
    //
    constructor(key, symbol, frame, interval) {
        this.key = key;
        this.version = "1.0.0";
        this.host = "marketdata.websol.barchart.com";
        this.endpoint = "getHistory.json";
        //   symbol = "ES*1";
        this.symbol = "SPY";
        this.type = "minutes";
        this.types = ["ticks", "minutes", "nearbyMinutes", "formTMinutes", "daily", "dailyNearest", "dailyContinue", "weekly", "weeklyNearest",
            "weeklyContinue", "monthly", "monthlyNearest", "monthlyContinue", "quarterly", "quarterlyNearest", "quarterlyContinue", "yearly",
            "yearlyNearest", "yearlyContinue"];
        this.typesSingleDay = ["ticks", "minutes", "nearbyMinutes", "formTMinutes"];
        this.interval = 1;
        this.getDailyMinutes = (sDate) => __awaiter(this, void 0, void 0, function* () {
            var type = this.type.trim().toLowerCase();
            var symbol = this.symbol.trim().toLowerCase();
            var startDate = _m(sDate).format("YYYYMMDD");
            var req = "/" + this.endpoint + "?key=" + this.key + "&symbol=" + this.symbol + "&type=" + type + "&startDate=" + startDate + "&interval=" + this.interval;
            var fullUrl = "http://" + this.host + req;
            L.info("requesting:", fullUrl);
            var rtn = JSON.parse(yield request(fullUrl)).results;
            // L.info("Rtn is",rtn);
            var filter = {};
            if (this.typesSingleDay.indexOf(type) > -1) {
                filter = rtn.filter((x) => { return _m(x.timestamp).format("YYYYMMDD") == _m(sDate).format("YYYYMMDD"); }).map(convert);
            }
            else {
                filter = rtn.filter.map(convert);
            }
            return filter;
        });
        this.symbol = symbol;
        this.type = frame.toLowerCase().trim();
        if (this.types.indexOf(this.type) == -1) {
            L.error("Invalid type passed", this.types, "valid types are", JSON.stringify(this.types));
            return;
        }
        if (!interval)
            this.interval = 1;
        else
            this.interval = interval;
        ;
    }
}
exports.FreeBarchart = FreeBarchart;
/*
  function convertNinjaDT (dt) {
      if (dt.length < 5) return;
      var d = dt.split(" ")[0];
      var t = dt.split(" ")[1];
      var YYYY = d.substring(0,4);
      var MM = d.substring(4,6)-1;
      var DD = d.substring(6,8);
      var HH = t.substring(0,2);
      var mm = t.substring(2,4);
      var ss = "00";
      
      var tsMM = (MM + 1).toString();
      if (tsMM.length < 2) tsMM = "0"+tsMM;
      var time = HH+mm+ss;
      var date = YYYY+tsMM+DD;
      //    L.info (YYYY,MM,DD,HH,mm,ss);
      return  ( {timestamp : new Date (YYYY,MM,DD,HH,mm,ss),time:time,date:date});
  }
  
  
//
// Barchart API for access historic ES data to keep our database current
//
barchart = {};
var http = require('http');


barchart.getES = function (sDate,CB) {
  var dt = new Date();
  var YYYY = dt.getFullYear().toString();
  var MM = (dt.getMonth()+1).toString();
  var DD = dt.getDate().toString();
  var startDate = sDate;
  var type = "minutes";
  var host = "marketdata.websol.barchart.com";
  var endpoint = "getHistory.json";
  var symbol = "ES*1";
//
// ===> create full request URL
//
  var req = "/"+endpoint+"?key="+barchart.key+"&symbol="+symbol+"&type="+type+"&startDate="+startDate;
//
// ===> Make the request, chunk the results and call back the passed in function
//
  L.info ("calling barchart with url",host,req);
  http.get({
      host:host,
      path:req
  },function(response){
      var body ="";
      response.on("data",function(d){
        
          body += d;
      });
      response.on("end",function(){
          
          parsed=JSON.parse(body);
    //      L.info("got and end",parsed);
          barchart.storeES(parsed); // <== hand off to be stored
      });
      response.on('error', function(err) {
          L.error("Error during HTTP request");
          L.error(err.message);
      });
  })
}
*/