tinkoff-invest-api
Version:
Node.js SDK for Tinkoff Invest API
209 lines • 8.91 kB
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
exports.MarketStream = void 0;
/**
* Класс для подписок на realtime marketdata.
* See: https://tinkoff.github.io/investAPI/marketdata/#marketdataservice
*/
const base_js_1 = require("./base.js");
const market_subscription_js_1 = require("./market-subscription.js");
const marketdata_js_1 = require("../generated/marketdata.js");
class MarketStream extends base_js_1.BaseStream {
constructor(api) {
super(api);
this.api = api;
this.options = {
autoReconnect: true,
autoReconnectDelayMin: 100,
autoReconnectDelayMax: 2000,
};
// eslint-disable-next-line @typescript-eslint/no-explicit-any
this.subscriptions = new Set();
this.autoReconnectDelay = 0;
this.emitter.on('close', error => this.onClose(error));
}
/**
* Подписка на свечи.
*/
async candles(req, dataHandler) {
const getKey = ({ figi, interval }) => `${figi}_${interval}`;
const subscription = new market_subscription_js_1.MarketSubscription({
requestKeys: req.instruments.map(getKey),
dataHandler,
buildRequest: subscriptionAction => ({ subscribeCandlesRequest: { subscriptionAction, ...req } }),
buildResponse: ({ candle, subscribeCandlesResponse }) => {
const { trackingId, candlesSubscriptions: subscriptions } = subscribeCandlesResponse || {};
return {
trackingId,
subscriptions,
subscriptionKeys: subscriptions && subscriptions.map(getKey),
data: candle,
dataKey: candle && getKey(candle),
};
},
});
return this.watch(subscription);
}
/**
* Подписка на сделки.
*/
async trades(req, dataHandler) {
const getKey = ({ figi }) => figi;
const subscription = new market_subscription_js_1.MarketSubscription({
requestKeys: req.instruments.map(getKey),
dataHandler,
buildRequest: subscriptionAction => ({ subscribeTradesRequest: { subscriptionAction, ...req } }),
buildResponse: ({ trade, subscribeTradesResponse }) => {
const { trackingId, tradeSubscriptions: subscriptions } = subscribeTradesResponse || {};
return {
trackingId,
subscriptions,
subscriptionKeys: subscriptions && subscriptions.map(getKey),
data: trade,
dataKey: trade && getKey(trade),
};
},
});
return this.watch(subscription);
}
/**
* Подписка на стакан.
*/
async orderBook(req, dataHandler) {
const getKey = ({ figi, depth }) => `${figi}_${depth}`;
const subscription = new market_subscription_js_1.MarketSubscription({
requestKeys: req.instruments.map(getKey),
dataHandler,
buildRequest: subscriptionAction => ({ subscribeOrderBookRequest: { subscriptionAction, ...req } }),
buildResponse: ({ orderbook, subscribeOrderBookResponse }) => {
const { trackingId, orderBookSubscriptions: subscriptions } = subscribeOrderBookResponse || {};
return {
trackingId,
subscriptions,
subscriptionKeys: subscriptions && subscriptions.map(getKey),
data: orderbook,
dataKey: orderbook && getKey(orderbook),
};
},
});
return this.watch(subscription);
}
/**
* Подписка на цены.
*/
async lastPrice(req, dataHandler) {
const getKey = ({ figi }) => figi;
const subscription = new market_subscription_js_1.MarketSubscription({
requestKeys: req.instruments.map(getKey),
dataHandler,
buildRequest: subscriptionAction => ({ subscribeLastPriceRequest: { subscriptionAction, ...req } }),
buildResponse: ({ lastPrice, subscribeLastPriceResponse }) => {
const { trackingId, lastPriceSubscriptions: subscriptions } = subscribeLastPriceResponse || {};
return {
trackingId,
subscriptions,
subscriptionKeys: subscriptions && subscriptions.map(getKey),
data: lastPrice,
dataKey: lastPrice && getKey(lastPrice),
};
},
});
return this.watch(subscription);
}
/**
* Подписка на информацию об инструменте.
*/
async info(req, dataHandler) {
const getKey = ({ figi }) => figi;
const subscription = new market_subscription_js_1.MarketSubscription({
requestKeys: req.instruments.map(getKey),
dataHandler,
buildRequest: subscriptionAction => ({ subscribeInfoRequest: { subscriptionAction, ...req } }),
buildResponse: ({ tradingStatus, subscribeInfoResponse }) => {
const { trackingId, infoSubscriptions: subscriptions } = subscribeInfoResponse || {};
return {
trackingId,
subscriptions,
subscriptionKeys: subscriptions && subscriptions.map(getKey),
data: tradingStatus,
dataKey: tradingStatus && getKey(tradingStatus),
};
},
});
return this.watch(subscription);
}
/**
* Получение текущих подписок.
*/
async getMySubscriptions() {
this.ensureConnected();
this.sendRequest({ getMySubscriptions: {} });
return new Promise(resolve => {
const unsubscribe = this.on('data', res => {
if (isDataResponse(res))
return;
unsubscribe();
resolve(res);
});
});
}
async reconnect() {
// вызываем явно на случай если подписок нет
this.ensureConnected();
// todo: если коннект есть, но хотя бы одна из подписок не может установиться, то весь reconnect фейлится.
// Кажется, это не совсем корректно.
for (const subscription of this.subscriptions) {
await this.watch(subscription);
}
this.autoReconnectDelay = 0;
}
ensureConnected() {
if (!this.connected) {
const req = this.createRequestIterable();
// todo: тут не совсем понимаю, как асинхронно дождаться что соединение установлено
const call = this.api.marketdataStream.marketDataStream(req);
this.waitEvents(call);
}
}
onClose(error) {
this.subscriptions.forEach(subscription => this.off('data', subscription.handler));
if (error && this.options.autoReconnect) {
setTimeout(() => this.reconnect(), this.autoReconnectDelay);
this.calcAutoReconnectDelay();
}
}
// eslint-disable-next-line @typescript-eslint/no-explicit-any
async watch(subscription) {
this.ensureConnected();
this.sendRequest(subscription.getRequest(marketdata_js_1.SubscriptionAction.SUBSCRIPTION_ACTION_SUBSCRIBE));
if (!this.hasListener('data', subscription.handler)) {
this.on('data', subscription.handler);
}
try {
await subscription.waitStatus();
}
catch (e) {
this.off('data', subscription.handler);
throw e;
}
this.subscriptions.add(subscription);
return () => this.unwatch(subscription);
}
// eslint-disable-next-line @typescript-eslint/no-explicit-any
async unwatch(subscription) {
this.sendRequest(subscription.getRequest(marketdata_js_1.SubscriptionAction.SUBSCRIPTION_ACTION_UNSUBSCRIBE));
await subscription.waitStatus();
this.off('data', subscription.handler);
this.subscriptions.delete(subscription);
}
calcAutoReconnectDelay() {
this.autoReconnectDelay = this.autoReconnectDelay === 0
? this.options.autoReconnectDelayMin
: Math.min(this.autoReconnectDelay * 2, this.options.autoReconnectDelayMax);
}
}
exports.MarketStream = MarketStream;
function isDataResponse(res) {
return res.candle || res.lastPrice || res.orderbook || res.ping || res.trade || res.tradingStatus;
}
//# sourceMappingURL=market.js.map