@barchart/marketdata-api-js - npm Package Compare versions

Comparing version 5.14.1 to 5.15.0

lib/connection/Connection.js

@@ -72,3 +72,3 @@ const array = require('@barchart/common-js/lang/array'),
 
-		let __processOptions = { deferDayChange: false };
+		let __processOptions = { };
 
@@ -147,8 +147,2 @@ let __watchdogToken = null;
 
-		function setDeferredDayChangeMode(mode) {
-			if (__processOptions.deferDayChange !== mode) {
-				__processOptions.deferDayChange = mode;
-			}
-		}
-
 		//
@@ -1773,3 +1767,2 @@ // Functions for connecting to and disconnecting from JERQ, monitoring
 			setExtendedQuoteMode: setExtendedQuoteMode,
-			setDeferredDayChangeMode: setDeferredDayChangeMode,
 			handleProfileRequest: handleProfileRequest,
@@ -1859,6 +1852,2 @@ getDiagnosticsController: getDiagnosticsController
 
-		_setDeferredDayChangeMode(mode) {
-			return this._internal.setDeferredDayChangeMode(mode);
-		}
-
 		_handleProfileRequest(symbol) {
@@ -1865,0 +1854,0 @@ this._internal.handleProfileRequest(symbol);

lib/connection/ConnectionBase.js

@@ -30,3 +30,2 @@ const is = require('@barchart/common-js/lang/is');
 			this._extendedQuoteMode = false;
-			this._deferredDayChangeMode = false;
 
@@ -284,34 +283,4 @@ this._instance = ++instanceCounter;
 		/**
-		 * @public
-		 * @ignore
-		 * @param {Boolean}
-		 */
-		setDeferredDayChangeMode(mode) {
-			if (is.boolean(mode) && this._deferredDayChangeMode !== mode) {
-				this._deferredDayChangeMode = mode;
-
-				this._setDeferredDayChangeMode(this._deferredDayChangeMode);
-			}
-		}
-
-		/**
 		 * @protected
 		 * @ignore
-		 */
-		_setDeferredDayChangeMode(mode) {
-			return;
-		}
-
-		/**
-		 * @public
-		 * @ignore
-		 * @returns {Boolean}
-		 */
-		getDeferredDayChangeMode() {
-			return this._deferredDayChangeMode;
-		}
-
-		/**
-		 * @protected
-		 * @ignore
 		 * @param {String}
@@ -318,0 +287,0 @@ */

lib/marketState/MarketState.js

@@ -230,2 +230,28 @@ const is = require('@barchart/common-js/lang/is'),
 
+		const _derivePriceChange = (quote) => {
+			let currentPrice = quote.lastPrice || null;
+			let comparePrice = quote.previousPrice || null;
+
+			if (quote.flag === 'p' && quote.days.length > 0) {
+				const previousDay = quote.days[0];
+
+				currentPrice = currentPrice || previousDay.lastPrice;
+				comparePrice = previousDay.previousPrice || comparePrice;
+			}
+
+			let priceChange = null;
+			let priceChangePercent = null;
+
+			if (is.number(currentPrice) && is.number(comparePrice)) {
+				priceChange = currentPrice - comparePrice;
+
+				if (comparePrice !== 0) {
+					priceChangePercent = priceChange / Math.abs(comparePrice);
+				}
+			}
+
+			quote.priceChange = priceChange;
+			quote.priceChangePercent = priceChangePercent;
+		};
+
 		const _processMessage = (message, options) => {
@@ -316,35 +342,37 @@ const symbol = message.symbol;
 				if (dayNum > q.dayNum || q.dayNum - dayNum > 5) {
-					let allowRoll = true;
+					q.message = message;
 
-					if (options && options.deferDayChange && !(message.type === 'REFRESH_DDF' || message.type === 'TRADE' || message.type === 'OPEN')) {
-						allowRoll = false;
+					// Roll the quote
+
+					q.days.unshift({ day: q.day, previousPrice: q.previousPrice, lastPrice: q.lastPrice });
+
+					while (q.days.length > 3) {
+						q.days.pop();
 					}
 
-					if (allowRoll) {
-						q.message = message;
+					q.day = message.day;
+					q.dayNum = dayNum;
+					q.flag = 'p';
+					q.bidPrice = 0.0;
+					q.bidSize = undefined;
+					q.askPrice = undefined;
+					q.askSize = undefined;
+					if (q.settlementPrice) {
+						q.previousPrice = q.settlementPrice;
+						q.previousSettlementPrice = q.settlementPrice;
+					} else if (q.lastPrice) {
+						q.previousPrice = q.lastPrice;
+					}
 
-						// Roll the quote
-						q.day = message.day;
-						q.dayNum = dayNum;
-						q.flag = 'p';
-						q.bidPrice = 0.0;
-						q.bidSize = undefined;
-						q.askPrice = undefined;
-						q.askSize = undefined;
-						if (q.settlementPrice) {
-							q.previousSettlementPrice = q.settlementPrice;
-							q.previousPrice = q.settlementPrice;
-							q.settlementPrice = undefined;
-						} else if (q.lastPrice) {
-							q.previousPrice = q.lastPrice;
-						}
-						q.lastPrice = undefined;
-						q.tradePrice = undefined;
-						q.tradeSize = undefined;
-						q.numberOfTrades = undefined;
-						q.openPrice = undefined;
-						q.highPrice = undefined;
-						q.lowPrice = undefined;
-						q.volume = undefined;
-					}
+					q.lastPrice = undefined;
+					q.tradePrice = undefined;
+					q.tradeSize = undefined;
+					q.numberOfTrades = undefined;
+					q.openPrice = undefined;
+					q.highPrice = undefined;
+					q.lowPrice = undefined;
+					q.volume = undefined;
+					q.settlementPrice = undefined;
+
+					_derivePriceChange(q);
 				} else if (q.dayNum > dayNum) {
@@ -385,2 +413,3 @@ return;
 
+					_derivePriceChange(q);
 					_deriveRecordHighPrice(q);
@@ -469,2 +498,5 @@ _deriveRecordLowPrice(q);
 							}
+
+							_derivePriceChange(q);
+
 							break;
@@ -509,2 +541,3 @@ }
 
+					_derivePriceChange(q);
 					_deriveRecordHighPrice(q);
@@ -535,2 +568,5 @@ _deriveRecordLowPrice(q);
 					}
+
+					_derivePriceChange(q);
+
 					break;
@@ -553,4 +589,6 @@ case 'TOB':
 					q.flag = undefined;
+
 					q.tradePrice = message.tradePrice;
 					q.lastPrice = message.tradePrice;
+
 					if (message.tradeSize) {
@@ -562,2 +600,3 @@ q.tradeSize = message.tradeSize;
 					q.ticks.push({ price: q.tradePrice, size: q.tradeSize });
+
 					while (q.ticks.length > 50) {
@@ -577,2 +616,4 @@ q.ticks.shift();
 
+					_derivePriceChange(q);
+
 					if (cv && cv.container && message.tradePrice && message.tradeSize) {
@@ -579,0 +620,0 @@ cv.container.incrementVolume(message.tradePrice, message.tradeSize);

lib/marketState/Profile.js

@@ -100,3 +100,3 @@ const SymbolParser = require('./../utilities/parsers/SymbolParser'),
 					/**
-					 * @property {string|undefined} expiration - First notice date, formatted as YYYY-MM-DD (futures only).
+					 * @property {string|undefined} firstNotice - First notice date, formatted as YYYY-MM-DD (futures only).
 					 */
@@ -108,3 +108,3 @@ this.firstNotice = null;
 			/**
-			 * @property {AssetClass|null} type - The instrument type (a.k.a. asset class). This will only be present when inference based on the instrument symbol is possible.
+			 * @property {AssetClass|null} asset - The instrument type (a.k.a. asset class). This will only be present when inference based on the instrument symbol is possible.
 			 */
@@ -111,0 +111,0 @@ this.asset = null;

lib/marketState/Quote.js

@@ -28,3 +28,3 @@ module.exports = (() => {
 			/**
-			 * @property {string} message - Most recent DDF refresh message which caused this instance to mutate.
+			 * @property {string} refresh - Most recent DDF refresh message which caused this instance to mutate.
 			 * @public
@@ -50,3 +50,3 @@ * @readonly
 			/**
-			 * @property {string} - One of two values, "I" or "R" -- indicating delayed or realtime data, respectively.
+			 * @property {string} mode - One of two values, "I" or "R" -- indicating delayed or realtime data, respectively.
 			 * @public
@@ -86,3 +86,3 @@ * @readonly
 			/**
-			 * @property {Date|null} time - A timezone-aware version of {@link Quote#lastUpdate}. This property will only have a value when both (a) the exchange timezone is known; and (b) the client computer's timezone is known.
+			 * @property {Date|null} lastUpdateUtc - A timezone-aware version of {@link Quote#lastUpdate}. This property will only have a value when both (a) the exchange timezone is known; and (b) the client computer's timezone is known.
 			 * @public
@@ -143,2 +143,3 @@ * @readonly
 			this.numberOfTrades = null;
+
 			this.vwap1 = null; // Exchange Provided
@@ -232,3 +233,3 @@ this.vwap2 = null; // Calculated
 			/**
-			 * @property {Date|null} time - A timezone-aware version of {@link Quote#time}. This property will only have a value when both (a) the exchange timezone is known; and (b) the client computer's timezone is known.
+			 * @property {Date|null} timeUtc - A timezone-aware version of {@link Quote#time}. This property will only have a value when both (a) the exchange timezone is known; and (b) the client computer's timezone is known.
 			 * @public
@@ -239,2 +240,6 @@ * @readonly
 
+			this.priceChange = null;
+			this.priceChangePercent = null;
+
+			this.days = [];
 			this.ticks = [];
@@ -241,0 +246,0 @@ }

lib/meta.js

@@ -5,4 +5,4 @@ module.exports = (() => {
 	return {
-		version: '5.14.1'
+		version: '5.15.0'
 	};
 })();

lib/utilities/parse/ddf/message.js

@@ -208,16 +208,8 @@ const xmlDom = require('xmldom');
 
-							// 2021/06/30, The "options" concept is a hack.
-
-							if (premarket && options && options.deferDayChange) {
+							if (premarket) {
 								message.previousPrice = sessions.previous.previousPrice;
-
-								//console.log(`Using option 1, previous price = ${message.previousPrice}`);
 							} else if (sessions.combined.previousPrice) {
 								message.previousPrice = sessions.combined.previousPrice;
-
-								//console.log(`Using option 2, previous price = ${message.previousPrice}`);
 							} else {
 								message.previousPrice = sessions.previous.previousPrice;
-
-								//console.log(`Using option 3, previous price = ${message.previousPrice}`);
 							}
@@ -224,0 +216,0 @@

package.json

 {
 	"name": "@barchart/marketdata-api-js",
-	"version": "5.14.1",
+	"version": "5.15.0",
 	"description": "SDK for streaming market data from Barchart.com",
@@ -5,0 +5,0 @@ "author": {

No alert changes

Worsened metrics

Total package byte prevSize

245984

decreased by-0.12%

Lines of code

7789

decreased by-0.18%

No dependency changes