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@dxfeed/dxlink-feed
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| {"version":3,"file":"index.js","sources":["../src/messages.ts","../src/feed.ts"],"sourcesContent":["import { type DXLinkChannelMessage } from '@dxfeed/dxlink-core'\n\nexport enum FeedContract {\n 'AUTO' = 'AUTO',\n 'TICKER' = 'TICKER',\n 'HISTORY' = 'HISTORY',\n 'STREAM' = 'STREAM',\n}\n\nexport enum FeedDataFormat {\n 'FULL' = 'FULL',\n 'COMPACT' = 'COMPACT',\n}\n\nexport interface FeedParameters {\n readonly contract: FeedContract\n}\n\nexport interface FeedEventFields {\n [eventType: string]: string[]\n}\n\nexport interface FeedSetupMessage {\n readonly type: 'FEED_SETUP'\n readonly acceptAggregationPeriod?: number\n readonly acceptDataFormat?: FeedDataFormat\n readonly acceptEventFields?: FeedEventFields\n}\n\nexport interface FeedConfigMessage {\n readonly type: 'FEED_CONFIG'\n readonly aggregationPeriod: number\n readonly dataFormat: FeedDataFormat\n readonly eventFields?: FeedEventFields\n}\n\nexport type Subscription = {\n readonly type: string\n readonly symbol: string\n}\n\nexport type TimeSeriesSubscription = {\n readonly type: string\n readonly symbol: string\n readonly fromTime: number\n}\n\nexport type IndexedEventSubscription = {\n readonly type: string\n readonly symbol: string\n readonly source: string\n}\n\nexport interface FeedSubscriptionMessage {\n readonly type: 'FEED_SUBSCRIPTION'\n readonly add?: (Subscription | TimeSeriesSubscription | IndexedEventSubscription)[]\n readonly remove?: (Subscription | TimeSeriesSubscription | IndexedEventSubscription)[]\n readonly reset?: boolean\n}\n\nexport type FeedEventValue = number | string | boolean\n\nexport interface FeedEventData {\n [key: string]: FeedEventValue\n}\n\nexport type FeedCompactEventData = [string, FeedEventValue[]]\n\nexport interface FeedDataMessage {\n readonly type: 'FEED_DATA'\n readonly data: FeedEventData[] | FeedCompactEventData\n}\n\nexport type FeedMessage =\n | FeedSetupMessage\n | FeedConfigMessage\n | FeedSubscriptionMessage\n | FeedDataMessage\n\nexport const isFeedFullData = (\n data: FeedEventData[] | FeedCompactEventData\n): data is FeedEventData[] => typeof data[0] === 'object'\n\nexport const isFeedCompactData = (\n data: FeedEventData[] | FeedCompactEventData\n): data is FeedCompactEventData =>\n data.length >= 2 && typeof data[0] === 'string' && Array.isArray(data[1])\n\nexport const isFeedMessage = (message: DXLinkChannelMessage): message is FeedMessage =>\n message.type === 'FEED_SETUP' ||\n message.type === 'FEED_CONFIG' ||\n message.type === 'FEED_SUBSCRIPTION' ||\n message.type === 'FEED_DATA'\n","import {\n type DXLinkChannel,\n type DXLinkChannelMessage,\n DXLinkChannelState,\n type DXLinkChannelStateChangeListener,\n type DXLinkError,\n type DXLinkClient,\n DXLinkLogLevel,\n type DXLinkLogger,\n Logger,\n Scheduler,\n} from '@dxfeed/dxlink-core'\n\nimport {\n type FeedEventFields,\n FeedContract,\n FeedDataFormat,\n type IndexedEventSubscription,\n type Subscription,\n type TimeSeriesSubscription,\n type FeedSetupMessage,\n type FeedSubscriptionMessage,\n isFeedMessage,\n isFeedFullData,\n type FeedDataMessage,\n isFeedCompactData,\n type FeedEventData,\n type FeedConfigMessage,\n} from './messages'\n\n/**\n * Prefered configuration for the feed channel.\n * Server can ignore some of the parameters and use own defaults.\n * @see {DXLinkFeed.configure}\n */\nexport interface FeedAcceptConfig {\n /**\n * Aggregation period in seconds.\n * If not specified, the channel will use the default value.\n * If specified as 0, the channel will try not aggregate events.\n */\n acceptAggregationPeriod?: number\n /**\n * Data format to be used for received events.\n * If not specified, the channel will use the default value `FULL`.\n */\n acceptDataFormat?: FeedDataFormat\n /**\n * Event fields to be included in received events.\n * If not specified, the channel will use the default value.\n * If specified as an empty array, the channel will try to send events with default fields.\n */\n acceptEventFields?: FeedEventFields\n}\n\n/**\n * Configuration of the feed channel.\n */\nexport interface FeedConfig {\n /**\n * Aggregation period in seconds.\n * @example 0.5 - 500 milliseconds.\n * @default `NaN`\n * @see {FeedAcceptConfig.acceptAggregationPeriod}\n */\n readonly aggregationPeriod: number\n /**\n * Data format to be used for received events.\n * @example `FULL` - object with keys and values.\n * @example `COMPACT` - array of values.\n * @default `FULL`\n * @see {FeedAcceptConfig.acceptDataFormat}\n */\n readonly dataFormat: FeedDataFormat\n /**\n * Event fields to be included in received events.\n * You can specify fields for all event types or for specific event types @see {FeedAcceptConfig.acceptEventFields}.\n * @example ```json\n * { \"Quote\": [\"eventSymbol\", \"askPrice\", \"bidPrice\"] }\n * ```\n * @default `{}`\n */\n readonly eventFields: FeedEventFields\n}\n\n/**\n * Listener for the feed channel config changes.\n */\nexport type DXLinkFeedConfigChangeListener = (config: FeedConfig) => void\n\ntype AnySubscription = Subscription | TimeSeriesSubscription | IndexedEventSubscription\n\n/**\n * Get a unique key for the subscription.\n */\nconst getSubscriptionKey = (subscription: AnySubscription) =>\n `${subscription.type}${'source' in subscription ? `#${subscription.source}` : ''}:${\n subscription.symbol\n }`\n\n/**\n * Subscription type by the contract.\n */\nexport type SubscriptionByContract = {\n [FeedContract.AUTO]: Subscription | TimeSeriesSubscription | IndexedEventSubscription\n [FeedContract.TICKER]: Subscription\n [FeedContract.HISTORY]: TimeSeriesSubscription | IndexedEventSubscription\n [FeedContract.STREAM]: Subscription | TimeSeriesSubscription | IndexedEventSubscription\n}\n\n/**\n * Listener for the feed channel events received from the channel.\n */\nexport type DXLinkFeedEventListener = (event: FeedEventData[]) => void\n\n/**\n * Chunk of the subscriptions to be sent to the channel.\n */\ninterface FeedSubscriptionChunk {\n add?: AnySubscription[]\n remove?: AnySubscription[]\n reset?: boolean\n}\n\n/**\n * dxLink FEED service instance for the specified {@link FeedContract}.\n */\nexport interface DXLinkFeedRequester<Contract extends FeedContract = FeedContract.AUTO> {\n /**\n * Unique identifier of the feed channel.\n */\n readonly id: number\n /**\n * Contract of the feed channel.\n * @see {FeedContract}\n */\n readonly contract: Contract\n\n /**\n * Get current channel of the feed.\n * Note: inaproppriate usage of the channel can lead to unexpected behavior.\n * @see {DXLinkChannel}\n */\n getChannel(): DXLinkChannel\n\n /**\n * Configure desired configuration of the feed channel.\n * @see {FeedAcceptConfig}\n */\n configure(acceptConfig: FeedAcceptConfig): void\n\n /**\n * Get current configuration of the feed channel as received from the channel.\n */\n getConfig(): FeedConfig\n /**\n * Add a listener for the feed channel config changes.\n */\n addConfigChangeListener(listener: DXLinkFeedConfigChangeListener): void\n /**\n * Remove a listener for the feed channel config changes.\n */\n removeConfigChangeListener(listener: DXLinkFeedConfigChangeListener): void\n\n /**\n * Add subscriptions to the feed channel.\n * @param subscriptions - Subscriptions to be added.\n */\n addSubscriptions(subscriptions: SubscriptionByContract[Contract][]): void\n /**\n * Add subscriptions to the feed channel.\n * @param subscriptions - Subscriptions to be added.\n */\n addSubscriptions(...subscriptions: SubscriptionByContract[Contract][]): void\n /**\n * Remove subscriptions from the feed channel.\n * @param subscriptions - Subscriptions to be removed.\n */\n removeSubscriptions(subscriptions: SubscriptionByContract[Contract][]): void\n /**\n * Remove subscriptions from the feed channel.\n * @param subscriptions - Subscriptions to be removed.\n */\n removeSubscriptions(...subscriptions: SubscriptionByContract[Contract][]): void\n /**\n * Remove all active subscriptions from the feed channel.\n */\n clearSubscriptions(): void\n\n /**\n * Add a listener for the feed channel events received from the channel.\n */\n addEventListener(listener: DXLinkFeedEventListener): void\n /**\n * Remove a listener for the feed channel events received from the channel.\n */\n removeEventListener(listener: DXLinkFeedEventListener): void\n\n /**\n * Close the feed channel.\n */\n close(): void\n}\n\n/**\n * Options for the {@link DXLinkFeed} instance.\n */\nexport interface DXLinkFeedOptions {\n /**\n * Time in milliseconds to wait for more pending subscriptions before sending them to the channel.\n */\n batchSubscriptionsTime: number\n /**\n * Maximum size of the subscription chunk to be sent to the channel.\n */\n maxSendSubscriptionChunkSize: number\n /**\n * Log level for the feed.\n */\n logLevel: DXLinkLogLevel\n}\n\nconst FEED_SERVICE_NAME = 'FEED'\n\n/**\n * dxLink FEED provides access to the real-time and historical data of dxFeed.\n */\nexport class DXLinkFeed<Contract extends FeedContract> implements DXLinkFeedRequester<Contract> {\n /**\n * Unique identifier of the feed channel.\n */\n public readonly id: number\n\n /**\n * Contract of the feed channel.\n * @see {FeedContract}\n */\n public contract: Contract\n\n private readonly options: DXLinkFeedOptions\n\n /**\n * dxLink channel instance.\n */\n private readonly channel: DXLinkChannel\n\n /**\n * Current accept config of the feed channel.\n */\n private acceptConfig: FeedAcceptConfig = {}\n\n /**\n * Current config of the feed channel.\n */\n private config: FeedConfig = {\n aggregationPeriod: NaN,\n dataFormat: FeedDataFormat.FULL,\n eventFields: {},\n }\n\n // Listeners\n private readonly configListeners = new Set<DXLinkFeedConfigChangeListener>()\n private readonly eventListeners = new Set<DXLinkFeedEventListener>()\n\n /**\n * Pending add subscriptions to be sent to the channel.\n */\n private readonly pendingAdd = new Map<string, AnySubscription>()\n /**\n * Pending remove subscriptions to be sent to the channel.\n */\n private readonly pendingRemove = new Map<string, AnySubscription>()\n /**\n * Pending reset flag to be sent to the channel.\n */\n private pengingReset = false\n\n /**\n * List of active subscriptions.\n * Used to avoid sending the same subscription twice and re-subscribe on the channel re-open.\n */\n private readonly subscriptions = new Map<string, AnySubscription>()\n\n /**\n * List of event types which schema was sent to the channel.\n */\n private readonly touchedEvents = new Set<string>()\n\n /**\n * Scheduler for scheduling subscriptions sending to the channel.\n */\n private subScheduler: Scheduler = new Scheduler()\n\n private readonly logger: DXLinkLogger\n\n /**\n * Allows to create {@link DXLinkFeed} instance with the specified {@link FeedContract} for the given {@link DXLinkWebSocketClient}.\n */\n constructor(client: DXLinkClient, contract: Contract, options: Partial<DXLinkFeedOptions> = {}) {\n this.options = {\n logLevel: DXLinkLogLevel.WARN,\n batchSubscriptionsTime: 100,\n maxSendSubscriptionChunkSize: 4096 * 2,\n ...options,\n }\n\n this.channel = client.openChannel(FEED_SERVICE_NAME, { contract })\n this.id = this.channel.id\n this.contract = contract\n this.channel.addMessageListener(this.processMessage)\n this.channel.addStateChangeListener(this.processStatus)\n this.channel.addErrorListener(this.processError)\n\n this.addSubscriptions = this.addSubscriptions.bind(this)\n this.removeSubscriptions = this.removeSubscriptions.bind(this)\n\n this.logger = new Logger(`${DXLinkFeed.name}#${this.id}`, this.options.logLevel)\n }\n\n getChannel = () => this.channel\n\n getState = () => this.channel.getState()\n addStateChangeListener = (listener: DXLinkChannelStateChangeListener) =>\n this.channel.addStateChangeListener(listener)\n removeStateChangeListener = (listener: DXLinkChannelStateChangeListener) =>\n this.channel.removeStateChangeListener(listener)\n\n getConfig = () => this.config\n addConfigChangeListener = (listener: DXLinkFeedConfigChangeListener) => {\n this.configListeners.add(listener)\n }\n removeConfigChangeListener = (listener: DXLinkFeedConfigChangeListener) => {\n this.configListeners.delete(listener)\n }\n\n close = () => {\n this.acceptConfig = {}\n\n this.configListeners.clear()\n this.eventListeners.clear()\n\n this.pendingAdd.clear()\n this.pendingRemove.clear()\n this.touchedEvents.clear()\n this.subscriptions.clear()\n this.touchedEvents.clear()\n\n this.subScheduler.clear()\n\n this.channel.close()\n }\n\n configure = (acceptConfig: FeedAcceptConfig) => {\n this.acceptConfig = acceptConfig\n\n // Update touched events list\n if (this.channel.getState() === DXLinkChannelState.OPENED) {\n this.sendAcceptConfig(this.touchedEvents)\n }\n }\n\n addSubscriptions(subscriptions: SubscriptionByContract[Contract][]): void\n addSubscriptions(...subscriptions: SubscriptionByContract[Contract][]): void\n addSubscriptions(...args: unknown[]): void {\n const inputs: SubscriptionByContract[Contract][] = Array.isArray(args[0]) ? args[0] : args\n\n for (const input of inputs) {\n const subscription = this.cleanSubscription(input)\n\n this.pendingAdd.set(getSubscriptionKey(subscription), subscription)\n }\n\n this.scheduleProcessPendings()\n }\n\n removeSubscriptions(subscriptions: SubscriptionByContract[Contract][]): void\n removeSubscriptions(...subscriptions: SubscriptionByContract[Contract][]): void\n removeSubscriptions(...args: unknown[]): void {\n const inputs: SubscriptionByContract[Contract][] = Array.isArray(args[0]) ? args[0] : args\n\n for (const input of inputs) {\n const subscription = this.cleanSubscription(input)\n\n const key = getSubscriptionKey(subscription)\n this.pendingRemove.set(key, subscription)\n this.pendingAdd.delete(key)\n }\n\n this.scheduleProcessPendings()\n }\n\n clearSubscriptions = () => {\n this.pendingAdd.clear()\n this.pendingRemove.clear()\n this.pengingReset = true\n\n this.scheduleProcessPendings()\n }\n\n addEventListener = (listener: DXLinkFeedEventListener) => {\n this.eventListeners.add(listener)\n }\n removeEventListener = (listener: DXLinkFeedEventListener) => {\n this.eventListeners.delete(listener)\n }\n\n /**\n * Clean the subscription from the fields which are not allowed for the specified contract.\n * Note: coze of the TypeScript limitations, we need to clean the subscription from the fields which are not allowed for the specified contract.\n */\n private cleanSubscription = (\n subscription: SubscriptionByContract[Contract]\n ): SubscriptionByContract[Contract] => {\n if (this.contract === FeedContract.TICKER) {\n const { type, symbol, ...other } = subscription\n if (Object.keys(other).length > 0) {\n this.logger.warn(\n 'Subscription for the TICKER contract should not have any additional fields',\n subscription\n )\n }\n return { type, symbol } as unknown as SubscriptionByContract[Contract]\n }\n\n return subscription\n }\n\n /**\n * Process message received in the channel.\n */\n private processMessage = (message: DXLinkChannelMessage) => {\n // Parse message\n if (isFeedMessage(message)) {\n switch (message.type) {\n case 'FEED_CONFIG':\n this.processConfig(message)\n return\n case 'FEED_DATA':\n this.processData(message)\n return\n }\n }\n\n this.logger.warn('Unknown message', message)\n }\n\n /**\n * Process config received from the channel.\n */\n private processConfig = (config: FeedConfigMessage) => {\n // Update config with the new values from the channel\n const newConfig: FeedConfig = {\n aggregationPeriod: config.aggregationPeriod ?? this.config.aggregationPeriod,\n dataFormat: config.dataFormat ?? this.config.dataFormat,\n eventFields: {\n ...(this.config.eventFields ?? {}),\n ...(config.eventFields ?? {}),\n },\n }\n\n this.config = newConfig\n\n // Notify listeners\n for (const listener of this.configListeners) {\n try {\n listener(newConfig)\n } catch (error) {\n this.logger.error('Error in config listener', error)\n }\n }\n }\n\n /**\n * Parse data received from the channel.\n */\n private parseEventData = (data: FeedDataMessage['data']) => {\n const { dataFormat, eventFields } = this.config\n if (dataFormat === 'FULL') {\n if (isFeedFullData(data)) {\n // If data is already in the full format, just return it\n return data\n }\n } else if (isFeedCompactData(data)) {\n // If data is in the compact format, parse it\n const events: FeedEventData[] = []\n\n const [eventType, values] = data\n const eventFieldsForType = eventFields[eventType]\n if (eventFieldsForType === undefined) {\n throw new Error('Cannot find event fields for event type in the config')\n }\n\n // Split values into events\n let cursor = 0\n while (cursor < values.length) {\n const event: FeedEventData = {\n eventType,\n }\n\n // Build event object from the values\n for (const field of eventFieldsForType) {\n const value = values[cursor]\n if (value === undefined) {\n throw new Error('Not enough values in compact event')\n }\n event[field] = value\n cursor++\n }\n events.push(event)\n }\n\n return events\n }\n\n throw new Error('Incoming data does not match the format specified in the config')\n }\n\n /**\n * Process data received from the channel.\n */\n private processData = ({ data }: FeedDataMessage) => {\n try {\n const events = this.parseEventData(data)\n\n for (const listener of this.eventListeners) {\n try {\n listener(events)\n } catch (error) {\n this.logger.error('Error in event listener', error)\n }\n }\n } catch (error) {\n this.logger.error('Cannot parse data', error)\n return\n }\n }\n\n /**\n * Process channel status changes from the channel.\n */\n private processStatus = (processStatus: DXLinkChannelState) => {\n switch (processStatus) {\n case DXLinkChannelState.OPENED: {\n this.sendAcceptConfig(this.touchedEvents, true)\n\n return this.resubscribe()\n }\n case DXLinkChannelState.REQUESTED: {\n // Clear the timeout if it is set to avoid sending the subscriptions while the channel is not ready\n this.subScheduler.clear()\n return\n }\n case DXLinkChannelState.CLOSED:\n // Destroy the channel if it is closed by the channel\n return this.close()\n }\n }\n\n /**\n * Send the subscription chunk to the channel.\n * @param chunk Subscription chunk to be sent to the channel.\n * @param newTouchedEvents List of event types which schema should be sent to the channel before the chunk.\n * @returns\n */\n private sendSubscriptionChunkAndSchema = (\n chunk: FeedSubscriptionChunk,\n newTouchedEvents?: Set<string>\n ) => {\n if (this.channel.getState() !== DXLinkChannelState.OPENED) return // If the channel is not ready, just exit\n\n if (newTouchedEvents !== undefined && newTouchedEvents.size > 0) {\n this.sendAcceptConfig(newTouchedEvents)\n }\n\n this.channel.send({\n type: 'FEED_SUBSCRIPTION',\n ...chunk,\n } satisfies FeedSubscriptionMessage)\n }\n\n /**\n * Process error received from the channel.\n */\n private processError = (processError: DXLinkError) => {\n this.logger.error('Error in channel', processError)\n }\n\n /**\n * Resubscribe to the feed channel subscriptions after the channel re-open.\n */\n private resubscribe() {\n // Merge pending add subscriptions with current subscriptions\n for (const [key, subscription] of this.subscriptions) {\n this.pendingAdd.set(key, subscription)\n }\n\n if (this.pendingAdd.size === 0) return // If there is no subscriptions to send, just exit\n\n // Clear pending remove subscriptions\n this.pendingRemove.clear()\n this.pengingReset = true\n\n // Send the subscriptions to the channel imidiately\n this.processPendings()\n }\n\n /**\n * Schedule sending pending subscriptions to the channel to batch them together to reduce the number of messages.\n */\n private scheduleProcessPendings() {\n if (this.subScheduler.has('processPendings')) {\n return\n }\n\n this.subScheduler.schedule(\n this.processPendings,\n this.options.batchSubscriptionsTime,\n 'processPendings'\n )\n }\n\n /**\n * Process pending subscriptions and send them to the channel.\n */\n private processPendings = () => {\n const newTouchedEvents = new Set<string>() // New events to be sent to the channel\n let chunk: FeedSubscriptionChunk = {} // Chunk to be sent to the channel\n let chunkSize = 0 // Approximate size of the chunk in bytes\n\n // Add `reset` flag to the chunk\n if (this.pengingReset) {\n chunk.reset = true\n chunkSize += 13 // ',\"reset\":true'.length\n this.pengingReset = false\n }\n\n // Add `remove` subscriptions to the chunk\n for (const [key, subscription] of this.pendingRemove.entries()) {\n ;(chunk.remove ??= []).push(subscription)\n chunkSize += key.length + ('fromTime' in subscription ? 34 : 21) // Approximate size of the subscription in bytes\n\n // Remove the subscription from the active subscriptions\n this.subscriptions.delete(getSubscriptionKey(subscription))\n\n // Send the chunk if it is too big already\n if (chunkSize >= this.options.maxSendSubscriptionChunkSize) {\n this.sendSubscriptionChunkAndSchema(chunk)\n chunk = {}\n chunkSize = 0\n }\n }\n this.pendingRemove.clear()\n\n // Add `add` subscriptions to the chunk\n for (const [key, subscription] of this.pendingAdd.entries()) {\n ;(chunk.add ??= []).push(subscription)\n chunkSize += key.length + ('fromTime' in subscription ? 34 : 21) // Approximate size of the subscription in bytes\n\n // Add the event type to the new touched events if it is not touched yet\n if (!this.touchedEvents.has(subscription.type)) {\n newTouchedEvents.add(subscription.type)\n this.touchedEvents.add(subscription.type)\n }\n\n // Add the subscription to the active subscriptions\n this.subscriptions.set(key, subscription)\n\n // Send the chunk if it is too big already\n if (chunkSize >= this.options.maxSendSubscriptionChunkSize) {\n this.sendSubscriptionChunkAndSchema(chunk, newTouchedEvents)\n newTouchedEvents.clear()\n chunk = {}\n chunkSize = 0\n }\n }\n this.pendingAdd.clear()\n\n // Send the last chunk\n if (chunkSize > 0) {\n this.sendSubscriptionChunkAndSchema(chunk, newTouchedEvents)\n }\n }\n\n /**\n * Send the `FEED_SETUP` message to the channel with the event fields for the specified event types.\n * @param eventTypes List of event type fields to be sent to the channel.\n * @param force If `true`, the config will be sent to the channel even if there is no event fields to send.\n */\n private sendAcceptConfig = (eventTypes: Set<string>, force: boolean = false) => {\n let acceptEventFields: FeedEventFields | undefined\n\n // Get event fields for the specified event types\n if (this.acceptConfig.acceptEventFields !== undefined) {\n for (const eventType of eventTypes) {\n const eventFields = this.acceptConfig.acceptEventFields[eventType]\n if (eventFields !== undefined) {\n acceptEventFields ??= {}\n acceptEventFields[eventType] = eventFields\n }\n }\n }\n\n const { acceptAggregationPeriod, acceptDataFormat } = this.acceptConfig\n\n // Check if there is anything to send\n if (\n acceptEventFields === undefined &&\n acceptAggregationPeriod === undefined &&\n acceptDataFormat === undefined\n ) {\n return // Nothing to send\n }\n\n // Send the config to the channel if there is event fields to send or if it is forced to send\n // or if the aggregation period or data format was changed\n if (\n force ||\n acceptEventFields !== undefined ||\n (acceptAggregationPeriod !== undefined &&\n acceptAggregationPeriod !== this.config.aggregationPeriod) ||\n (acceptDataFormat !== undefined && acceptDataFormat !== this.config.dataFormat)\n ) {\n this.channel.send({\n type: 'FEED_SETUP',\n acceptAggregationPeriod,\n acceptDataFormat,\n acceptEventFields,\n } satisfies FeedSetupMessage)\n }\n 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| {"version":3,"file":"index.js","sources":["../src/messages.ts","../src/feed.ts"],"sourcesContent":["import { type DXLinkChannelMessage } from '@dxfeed/dxlink-core'\n\nexport enum FeedContract {\n 'AUTO' = 'AUTO',\n 'TICKER' = 'TICKER',\n 'HISTORY' = 'HISTORY',\n 'STREAM' = 'STREAM',\n}\n\nexport enum FeedDataFormat {\n 'FULL' = 'FULL',\n 'COMPACT' = 'COMPACT',\n}\n\nexport interface FeedParameters {\n readonly contract: FeedContract\n}\n\nexport interface FeedEventFields {\n [eventType: string]: string[]\n}\n\nexport interface FeedSetupMessage {\n readonly type: 'FEED_SETUP'\n readonly acceptAggregationPeriod?: number\n readonly acceptDataFormat?: FeedDataFormat\n readonly acceptEventFields?: FeedEventFields\n}\n\nexport interface FeedConfigMessage {\n readonly type: 'FEED_CONFIG'\n readonly aggregationPeriod: number\n readonly dataFormat: FeedDataFormat\n readonly eventFields?: FeedEventFields\n}\n\nexport type Subscription = {\n readonly type: string\n readonly symbol: string\n}\n\nexport type TimeSeriesSubscription = {\n readonly type: string\n readonly symbol: string\n readonly fromTime: number\n}\n\nexport type IndexedEventSubscription = {\n readonly type: string\n readonly symbol: string\n readonly source: string\n}\n\nexport interface FeedSubscriptionMessage {\n readonly type: 'FEED_SUBSCRIPTION'\n readonly add?: (Subscription | TimeSeriesSubscription | IndexedEventSubscription)[]\n readonly remove?: (Subscription | TimeSeriesSubscription | IndexedEventSubscription)[]\n readonly reset?: boolean\n}\n\nexport type FeedEventValue = number | string | boolean\n\nexport interface FeedEventData {\n [key: string]: FeedEventValue\n}\n\nexport type FeedCompactEventData = [string, FeedEventValue[]]\n\nexport interface FeedDataMessage {\n readonly type: 'FEED_DATA'\n readonly data: FeedEventData[] | FeedCompactEventData\n}\n\nexport type FeedMessage =\n | FeedSetupMessage\n | FeedConfigMessage\n | FeedSubscriptionMessage\n | FeedDataMessage\n\nexport const isFeedFullData = (\n data: FeedEventData[] | FeedCompactEventData\n): data is FeedEventData[] => typeof data[0] === 'object'\n\nexport const isFeedCompactData = (\n data: FeedEventData[] | FeedCompactEventData\n): data is FeedCompactEventData =>\n data.length >= 2 && typeof data[0] === 'string' && Array.isArray(data[1])\n\nexport const isFeedMessage = (message: DXLinkChannelMessage): message is FeedMessage =>\n message.type === 'FEED_SETUP' ||\n message.type === 'FEED_CONFIG' ||\n message.type === 'FEED_SUBSCRIPTION' ||\n message.type === 'FEED_DATA'\n","import {\n type DXLinkChannel,\n type DXLinkChannelMessage,\n DXLinkChannelState,\n type DXLinkChannelStateChangeListener,\n type DXLinkError,\n type DXLinkClient,\n DXLinkLogLevel,\n type DXLinkLogger,\n Logger,\n Scheduler,\n} from '@dxfeed/dxlink-core'\n\nimport {\n type FeedEventFields,\n FeedContract,\n FeedDataFormat,\n type IndexedEventSubscription,\n type Subscription,\n type TimeSeriesSubscription,\n type FeedSetupMessage,\n type FeedSubscriptionMessage,\n isFeedMessage,\n isFeedFullData,\n type FeedDataMessage,\n isFeedCompactData,\n type FeedEventData,\n type FeedConfigMessage,\n} from './messages'\n\n/**\n * Prefered configuration for the feed channel.\n * Server can ignore some of the parameters and use own defaults.\n * @see {DXLinkFeed.configure}\n */\nexport interface FeedAcceptConfig {\n /**\n * Aggregation period in seconds.\n * If not specified, the channel will use the default value.\n * If specified as 0, the channel will try not aggregate events.\n */\n acceptAggregationPeriod?: number\n /**\n * Data format to be used for received events.\n * If not specified, the channel will use the default value `FULL`.\n */\n acceptDataFormat?: FeedDataFormat\n /**\n * Event fields to be included in received events.\n * If not specified, the channel will use the default value.\n * If specified as an empty array, the channel will try to send events with default fields.\n */\n acceptEventFields?: FeedEventFields\n}\n\n/**\n * Configuration of the feed channel.\n */\nexport interface FeedConfig {\n /**\n * Aggregation period in seconds.\n * @example 0.5 - 500 milliseconds.\n * @default `NaN`\n * @see {FeedAcceptConfig.acceptAggregationPeriod}\n */\n readonly aggregationPeriod: number\n /**\n * Data format to be used for received events.\n * @example `FULL` - object with keys and values.\n * @example `COMPACT` - array of values.\n * @default `FULL`\n * @see {FeedAcceptConfig.acceptDataFormat}\n */\n readonly dataFormat: FeedDataFormat\n /**\n * Event fields to be included in received events.\n * You can specify fields for all event types or for specific event types @see {FeedAcceptConfig.acceptEventFields}.\n * @example ```json\n * { \"Quote\": [\"eventSymbol\", \"askPrice\", \"bidPrice\"] }\n * ```\n * @default `{}`\n */\n readonly eventFields: FeedEventFields\n}\n\n/**\n * Listener for the feed channel config changes.\n */\nexport type DXLinkFeedConfigChangeListener = (config: FeedConfig) => void\n\ntype AnySubscription = Subscription | TimeSeriesSubscription | IndexedEventSubscription\n\n/**\n * Get a unique key for the subscription.\n */\nconst getSubscriptionKey = (subscription: AnySubscription) =>\n `${subscription.type}${'source' in subscription ? `#${subscription.source}` : ''}:${\n subscription.symbol\n }`\n\n/**\n * Subscription type by the contract.\n */\nexport type SubscriptionByContract = {\n [FeedContract.AUTO]: Subscription | TimeSeriesSubscription | IndexedEventSubscription\n [FeedContract.TICKER]: Subscription\n [FeedContract.HISTORY]: TimeSeriesSubscription | IndexedEventSubscription\n [FeedContract.STREAM]: Subscription | TimeSeriesSubscription | IndexedEventSubscription\n}\n\n/**\n * Listener for the feed channel events received from the channel.\n */\nexport type DXLinkFeedEventListener = (event: FeedEventData[]) => void\n\n/**\n * Chunk of the subscriptions to be sent to the channel.\n */\ninterface FeedSubscriptionChunk {\n add?: AnySubscription[]\n remove?: AnySubscription[]\n reset?: boolean\n}\n\n/**\n * dxLink FEED service instance for the specified {@link FeedContract}.\n */\nexport interface DXLinkFeedRequester<Contract extends FeedContract = FeedContract.AUTO> {\n /**\n * Unique identifier of the feed channel.\n */\n readonly id: number\n /**\n * Contract of the feed channel.\n * @see {FeedContract}\n */\n readonly contract: Contract\n\n /**\n * Get current channel of the feed.\n * Note: inaproppriate usage of the channel can lead to unexpected behavior.\n * @see {DXLinkChannel}\n */\n getChannel(): DXLinkChannel\n\n /**\n * Configure desired configuration of the feed channel.\n * @see {FeedAcceptConfig}\n */\n configure(acceptConfig: FeedAcceptConfig): void\n\n /**\n * Get current configuration of the feed channel as received from the channel.\n */\n getConfig(): FeedConfig\n /**\n * Add a listener for the feed channel config changes.\n */\n addConfigChangeListener(listener: DXLinkFeedConfigChangeListener): void\n /**\n * Remove a listener for the feed channel config changes.\n */\n removeConfigChangeListener(listener: DXLinkFeedConfigChangeListener): void\n\n /**\n * Add subscriptions to the feed channel.\n * @param subscriptions - Subscriptions to be added.\n */\n addSubscriptions(subscriptions: SubscriptionByContract[Contract][]): void\n /**\n * Add subscriptions to the feed channel.\n * @param subscriptions - Subscriptions to be added.\n */\n addSubscriptions(...subscriptions: SubscriptionByContract[Contract][]): void\n /**\n * Remove subscriptions from the feed channel.\n * @param subscriptions - Subscriptions to be removed.\n */\n removeSubscriptions(subscriptions: SubscriptionByContract[Contract][]): void\n /**\n * Remove subscriptions from the feed channel.\n * @param subscriptions - Subscriptions to be removed.\n */\n removeSubscriptions(...subscriptions: SubscriptionByContract[Contract][]): void\n /**\n * Remove all active subscriptions from the feed channel.\n */\n clearSubscriptions(): void\n\n /**\n * Add a listener for the feed channel events received from the channel.\n */\n addEventListener(listener: DXLinkFeedEventListener): void\n /**\n * Remove a listener for the feed channel events received from the channel.\n */\n removeEventListener(listener: DXLinkFeedEventListener): void\n\n /**\n * Close the feed channel.\n */\n close(): void\n}\n\n/**\n * Options for the {@link DXLinkFeed} instance.\n */\nexport interface DXLinkFeedOptions {\n /**\n * Time in milliseconds to wait for more pending subscriptions before sending them to the channel.\n */\n batchSubscriptionsTime: number\n /**\n * Maximum size of the subscription chunk to be sent to the channel.\n */\n maxSendSubscriptionChunkSize: number\n /**\n * Log level for the feed.\n */\n logLevel: DXLinkLogLevel\n}\n\nconst FEED_SERVICE_NAME = 'FEED'\n\n/**\n * dxLink FEED provides access to the real-time and historical data of dxFeed.\n */\nexport class DXLinkFeed<Contract extends FeedContract> implements DXLinkFeedRequester<Contract> {\n /**\n * Unique identifier of the feed channel.\n */\n public readonly id: number\n\n /**\n * Contract of the feed channel.\n * @see {FeedContract}\n */\n public contract: Contract\n\n private readonly options: DXLinkFeedOptions\n\n /**\n * dxLink channel instance.\n */\n private readonly channel: DXLinkChannel\n\n /**\n * Current accept config of the feed channel.\n */\n private acceptConfig: FeedAcceptConfig = {}\n\n /**\n * Current config of the feed channel.\n */\n private config: FeedConfig = {\n aggregationPeriod: NaN,\n dataFormat: FeedDataFormat.FULL,\n eventFields: {},\n }\n\n // Listeners\n private readonly configListeners = new Set<DXLinkFeedConfigChangeListener>()\n private readonly eventListeners = new Set<DXLinkFeedEventListener>()\n\n /**\n * Pending add subscriptions to be sent to the channel.\n */\n private readonly pendingAdd = new Map<string, AnySubscription>()\n /**\n * Pending remove subscriptions to be sent to the channel.\n */\n private readonly pendingRemove = new Map<string, AnySubscription>()\n /**\n * Pending reset flag to be sent to the channel.\n */\n private pengingReset = false\n\n /**\n * List of active subscriptions.\n * Used to avoid sending the same subscription twice and re-subscribe on the channel re-open.\n */\n private readonly subscriptions = new Map<string, AnySubscription>()\n\n /**\n * List of event types which schema was sent to the channel.\n */\n private readonly touchedEvents = new Set<string>()\n\n /**\n * Scheduler for scheduling subscriptions sending to the channel.\n */\n private subScheduler: Scheduler = new Scheduler()\n\n private readonly logger: DXLinkLogger\n\n /**\n * Allows to create {@link DXLinkFeed} instance with the specified {@link FeedContract} for the given {@link DXLinkWebSocketClient}.\n */\n constructor(client: DXLinkClient, contract: Contract, options: Partial<DXLinkFeedOptions> = {}) {\n this.options = {\n logLevel: DXLinkLogLevel.WARN,\n batchSubscriptionsTime: 100,\n maxSendSubscriptionChunkSize: 4096 * 2,\n ...options,\n }\n\n this.channel = client.openChannel(FEED_SERVICE_NAME, { contract })\n this.id = this.channel.id\n this.contract = contract\n this.channel.addMessageListener(this.processMessage)\n this.channel.addStateChangeListener(this.processStatus)\n this.channel.addErrorListener(this.processError)\n\n this.addSubscriptions = this.addSubscriptions.bind(this)\n this.removeSubscriptions = this.removeSubscriptions.bind(this)\n\n this.logger = new Logger(`${DXLinkFeed.name}#${this.id}`, this.options.logLevel)\n }\n\n getChannel = () => this.channel\n\n getState = () => this.channel.getState()\n addStateChangeListener = (listener: DXLinkChannelStateChangeListener) =>\n this.channel.addStateChangeListener(listener)\n removeStateChangeListener = (listener: DXLinkChannelStateChangeListener) =>\n this.channel.removeStateChangeListener(listener)\n\n getConfig = () => this.config\n addConfigChangeListener = (listener: DXLinkFeedConfigChangeListener) => {\n this.configListeners.add(listener)\n }\n removeConfigChangeListener = (listener: DXLinkFeedConfigChangeListener) => {\n this.configListeners.delete(listener)\n }\n\n close = () => {\n this.acceptConfig = {}\n\n this.configListeners.clear()\n this.eventListeners.clear()\n\n this.pendingAdd.clear()\n this.pendingRemove.clear()\n this.touchedEvents.clear()\n this.subscriptions.clear()\n this.touchedEvents.clear()\n\n this.subScheduler.clear()\n\n this.channel.close()\n }\n\n configure = (acceptConfig: FeedAcceptConfig) => {\n this.acceptConfig = acceptConfig\n\n // Update touched events list\n if (this.channel.getState() === DXLinkChannelState.OPENED) {\n this.sendAcceptConfig(this.touchedEvents)\n }\n }\n\n addSubscriptions(subscriptions: SubscriptionByContract[Contract][]): void\n addSubscriptions(...subscriptions: SubscriptionByContract[Contract][]): void\n addSubscriptions(...args: unknown[]): void {\n const inputs: SubscriptionByContract[Contract][] = Array.isArray(args[0]) ? args[0] : args\n\n for (const input of inputs) {\n const subscription = this.cleanSubscription(input)\n\n this.pendingAdd.set(getSubscriptionKey(subscription), subscription)\n }\n\n this.scheduleProcessPendings()\n }\n\n removeSubscriptions(subscriptions: SubscriptionByContract[Contract][]): void\n removeSubscriptions(...subscriptions: SubscriptionByContract[Contract][]): void\n removeSubscriptions(...args: unknown[]): void {\n const inputs: SubscriptionByContract[Contract][] = Array.isArray(args[0]) ? args[0] : args\n\n for (const input of inputs) {\n const subscription = this.cleanSubscription(input)\n\n const key = getSubscriptionKey(subscription)\n this.pendingRemove.set(key, subscription)\n this.pendingAdd.delete(key)\n }\n\n this.scheduleProcessPendings()\n }\n\n clearSubscriptions = () => {\n this.pendingAdd.clear()\n this.pendingRemove.clear()\n this.pengingReset = true\n\n this.scheduleProcessPendings()\n }\n\n addEventListener = (listener: DXLinkFeedEventListener) => {\n this.eventListeners.add(listener)\n }\n removeEventListener = (listener: DXLinkFeedEventListener) => {\n this.eventListeners.delete(listener)\n }\n\n /**\n * Clean the subscription from the fields which are not allowed for the specified contract.\n * Note: coze of the TypeScript limitations, we need to clean the subscription from the fields which are not allowed for the specified contract.\n */\n private cleanSubscription = (\n subscription: SubscriptionByContract[Contract]\n ): SubscriptionByContract[Contract] => {\n if (this.contract === FeedContract.TICKER) {\n const { type, symbol, ...other } = subscription\n if (Object.keys(other).length > 0) {\n this.logger.warn(\n 'Subscription for the TICKER contract should not have any additional fields',\n subscription\n )\n }\n return { type, symbol } as unknown as SubscriptionByContract[Contract]\n }\n\n return subscription\n }\n\n /**\n * Process message received in the channel.\n */\n private processMessage = (message: DXLinkChannelMessage) => {\n // Parse message\n if (isFeedMessage(message)) {\n switch (message.type) {\n case 'FEED_CONFIG':\n this.processConfig(message)\n return\n case 'FEED_DATA':\n this.processData(message)\n return\n }\n }\n\n this.logger.warn('Unknown message', message)\n }\n\n /**\n * Process config received from the channel.\n */\n private processConfig = (config: FeedConfigMessage) => {\n // Update config with the new values from the channel\n const newConfig: FeedConfig = {\n aggregationPeriod: config.aggregationPeriod ?? this.config.aggregationPeriod,\n dataFormat: config.dataFormat ?? this.config.dataFormat,\n eventFields: {\n ...(this.config.eventFields ?? {}),\n ...(config.eventFields ?? {}),\n },\n }\n\n this.config = newConfig\n\n // Notify listeners\n for (const listener of this.configListeners) {\n try {\n listener(newConfig)\n } catch (error) {\n this.logger.error('Error in config listener', error)\n }\n }\n }\n\n /**\n * Parse data received from the channel.\n */\n private parseEventData = (data: FeedDataMessage['data']) => {\n const { dataFormat, eventFields } = this.config\n if (dataFormat === 'FULL') {\n if (isFeedFullData(data)) {\n // If data is already in the full format, just return it\n return data\n }\n } else if (isFeedCompactData(data)) {\n // If data is in the compact format, parse it\n const events: FeedEventData[] = []\n\n const [eventType, values] = data\n const eventFieldsForType = eventFields[eventType]\n if (eventFieldsForType === undefined) {\n throw new Error('Cannot find event fields for event type in the config')\n }\n\n // Split values into events\n let cursor = 0\n while (cursor < values.length) {\n const event: FeedEventData = {\n eventType,\n }\n\n // Build event object from the values\n for (const field of eventFieldsForType) {\n const value = values[cursor]\n if (value === undefined) {\n throw new Error('Not enough values in compact event')\n }\n event[field] = value\n cursor++\n }\n events.push(event)\n }\n\n return events\n }\n\n throw new Error('Incoming data does not match the format specified in the config')\n }\n\n /**\n * Process data received from the channel.\n */\n private processData = ({ data }: FeedDataMessage) => {\n try {\n const events = this.parseEventData(data)\n\n for (const listener of this.eventListeners) {\n try {\n listener(events)\n } catch (error) {\n this.logger.error('Error in event listener', error)\n }\n }\n } catch (error) {\n this.logger.error('Cannot parse data', error)\n return\n }\n }\n\n /**\n * Process channel status changes from the channel.\n */\n private processStatus = (processStatus: DXLinkChannelState) => {\n switch (processStatus) {\n case DXLinkChannelState.OPENED: {\n this.sendAcceptConfig(this.touchedEvents, true)\n\n return this.resubscribe()\n }\n case DXLinkChannelState.REQUESTED: {\n // Clear the timeout if it is set to avoid sending the subscriptions while the channel is not ready\n this.subScheduler.clear()\n return\n }\n case DXLinkChannelState.CLOSED:\n // Destroy the channel if it is closed by the channel\n return this.close()\n }\n }\n\n /**\n * Send the subscription chunk to the channel.\n * @param chunk Subscription chunk to be sent to the channel.\n * @param newTouchedEvents List of event types which schema should be sent to the channel before the chunk.\n * @returns\n */\n private sendSubscriptionChunkAndSchema = (\n chunk: FeedSubscriptionChunk,\n newTouchedEvents?: Set<string>\n ) => {\n if (this.channel.getState() !== DXLinkChannelState.OPENED) return // If the channel is not ready, just exit\n\n if (newTouchedEvents !== undefined && newTouchedEvents.size > 0) {\n this.sendAcceptConfig(newTouchedEvents)\n }\n\n this.channel.send({\n type: 'FEED_SUBSCRIPTION',\n ...chunk,\n } satisfies FeedSubscriptionMessage)\n }\n\n /**\n * Process error received from the channel.\n */\n private processError = (processError: DXLinkError) => {\n this.logger.error('Error in channel', processError)\n }\n\n /**\n * Resubscribe to the feed channel subscriptions after the channel re-open.\n */\n private resubscribe() {\n // Merge pending add subscriptions with current subscriptions\n for (const [key, subscription] of this.subscriptions) {\n this.pendingAdd.set(key, subscription)\n }\n\n if (this.pendingAdd.size === 0) return // If there is no subscriptions to send, just exit\n\n // Clear pending remove subscriptions\n this.pendingRemove.clear()\n this.pengingReset = true\n\n // Send the subscriptions to the channel imidiately\n this.processPendings()\n }\n\n /**\n * Schedule sending pending subscriptions to the channel to batch them together to reduce the number of messages.\n */\n private scheduleProcessPendings() {\n if (this.subScheduler.has('processPendings')) {\n return\n }\n\n this.subScheduler.schedule(\n this.processPendings,\n this.options.batchSubscriptionsTime,\n 'processPendings'\n )\n }\n\n /**\n * Process pending subscriptions and send them to the channel.\n */\n private processPendings = () => {\n const newTouchedEvents = new Set<string>() // New events to be sent to the channel\n let chunk: FeedSubscriptionChunk = {} // Chunk to be sent to the channel\n let chunkSize = 0 // Approximate size of the chunk in bytes\n\n // Add `reset` flag to the chunk\n if (this.pengingReset) {\n chunk.reset = true\n chunkSize += 13 // ',\"reset\":true'.length\n this.pengingReset = false\n }\n\n // Add `remove` subscriptions to the chunk\n for (const [key, subscription] of this.pendingRemove.entries()) {\n ;(chunk.remove ??= []).push(subscription)\n chunkSize += key.length + ('fromTime' in subscription ? 34 : 21) // Approximate size of the subscription in bytes\n\n // Remove the subscription from the active subscriptions\n this.subscriptions.delete(getSubscriptionKey(subscription))\n\n // Send the chunk if it is too big already\n if (chunkSize >= this.options.maxSendSubscriptionChunkSize) {\n this.sendSubscriptionChunkAndSchema(chunk)\n chunk = {}\n chunkSize = 0\n }\n }\n this.pendingRemove.clear()\n\n // Add `add` subscriptions to the chunk\n for (const [key, subscription] of this.pendingAdd.entries()) {\n ;(chunk.add ??= []).push(subscription)\n chunkSize += key.length + ('fromTime' in subscription ? 34 : 21) // Approximate size of the subscription in bytes\n\n // Add the event type to the new touched events if it is not touched yet\n if (!this.touchedEvents.has(subscription.type)) {\n newTouchedEvents.add(subscription.type)\n this.touchedEvents.add(subscription.type)\n }\n\n // Add the subscription to the active subscriptions\n this.subscriptions.set(key, subscription)\n\n // Send the chunk if it is too big already\n if (chunkSize >= this.options.maxSendSubscriptionChunkSize) {\n this.sendSubscriptionChunkAndSchema(chunk, newTouchedEvents)\n newTouchedEvents.clear()\n chunk = {}\n chunkSize = 0\n }\n }\n this.pendingAdd.clear()\n\n // Send the last chunk\n if (chunkSize > 0) {\n this.sendSubscriptionChunkAndSchema(chunk, newTouchedEvents)\n }\n }\n\n /**\n * Send the `FEED_SETUP` message to the channel with the event fields for the specified event types.\n * @param eventTypes List of event type fields to be sent to the channel.\n * @param force If `true`, the config will be sent to the channel even if there is no event fields to send.\n */\n private sendAcceptConfig = (eventTypes: Set<string>, force: boolean = false) => {\n let acceptEventFields: FeedEventFields | undefined\n\n // Get event fields for the specified event types\n if (this.acceptConfig.acceptEventFields !== undefined) {\n for (const eventType of eventTypes) {\n const eventFields = this.acceptConfig.acceptEventFields[eventType]\n if (eventFields !== undefined) {\n acceptEventFields ??= {}\n acceptEventFields[eventType] = eventFields\n }\n }\n }\n\n const { acceptAggregationPeriod, acceptDataFormat } = this.acceptConfig\n\n // Check if there is anything to send\n if (\n acceptEventFields 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|
@@ -1,1 +0,1 @@ | ||
| {"version":3,"file":"index.module.js","sources":["../src/messages.ts","../src/feed.ts"],"sourcesContent":["import { type DXLinkChannelMessage } from '@dxfeed/dxlink-core'\n\nexport enum FeedContract {\n 'AUTO' = 'AUTO',\n 'TICKER' = 'TICKER',\n 'HISTORY' = 'HISTORY',\n 'STREAM' = 'STREAM',\n}\n\nexport enum FeedDataFormat {\n 'FULL' = 'FULL',\n 'COMPACT' = 'COMPACT',\n}\n\nexport interface FeedParameters {\n readonly contract: FeedContract\n}\n\nexport interface FeedEventFields {\n [eventType: string]: string[]\n}\n\nexport interface FeedSetupMessage {\n readonly type: 'FEED_SETUP'\n readonly acceptAggregationPeriod?: number\n readonly acceptDataFormat?: FeedDataFormat\n readonly acceptEventFields?: FeedEventFields\n}\n\nexport interface FeedConfigMessage {\n readonly type: 'FEED_CONFIG'\n readonly aggregationPeriod: number\n readonly dataFormat: FeedDataFormat\n readonly eventFields?: FeedEventFields\n}\n\nexport type Subscription = {\n readonly type: string\n readonly symbol: string\n}\n\nexport type TimeSeriesSubscription = {\n readonly type: string\n readonly symbol: string\n readonly fromTime: number\n}\n\nexport type IndexedEventSubscription = {\n readonly type: string\n readonly symbol: string\n readonly source: string\n}\n\nexport interface FeedSubscriptionMessage {\n readonly type: 'FEED_SUBSCRIPTION'\n readonly add?: (Subscription | TimeSeriesSubscription | IndexedEventSubscription)[]\n readonly remove?: (Subscription | TimeSeriesSubscription | IndexedEventSubscription)[]\n readonly reset?: boolean\n}\n\nexport type FeedEventValue = number | string | boolean\n\nexport interface FeedEventData {\n [key: string]: FeedEventValue\n}\n\nexport type FeedCompactEventData = [string, FeedEventValue[]]\n\nexport interface FeedDataMessage {\n readonly type: 'FEED_DATA'\n readonly data: FeedEventData[] | FeedCompactEventData\n}\n\nexport type FeedMessage =\n | FeedSetupMessage\n | FeedConfigMessage\n | FeedSubscriptionMessage\n | FeedDataMessage\n\nexport const isFeedFullData = (\n data: FeedEventData[] | FeedCompactEventData\n): data is FeedEventData[] => typeof data[0] === 'object'\n\nexport const isFeedCompactData = (\n data: FeedEventData[] | FeedCompactEventData\n): data is FeedCompactEventData =>\n data.length >= 2 && typeof data[0] === 'string' && Array.isArray(data[1])\n\nexport const isFeedMessage = (message: DXLinkChannelMessage): message is FeedMessage =>\n message.type === 'FEED_SETUP' ||\n message.type === 'FEED_CONFIG' ||\n message.type === 'FEED_SUBSCRIPTION' ||\n message.type === 'FEED_DATA'\n","import {\n type DXLinkChannel,\n type DXLinkChannelMessage,\n DXLinkChannelState,\n type DXLinkChannelStateChangeListener,\n type DXLinkError,\n type DXLinkClient,\n DXLinkLogLevel,\n type DXLinkLogger,\n Logger,\n Scheduler,\n} from '@dxfeed/dxlink-core'\n\nimport {\n type FeedEventFields,\n FeedContract,\n FeedDataFormat,\n type IndexedEventSubscription,\n type Subscription,\n type TimeSeriesSubscription,\n type FeedSetupMessage,\n type FeedSubscriptionMessage,\n isFeedMessage,\n isFeedFullData,\n type FeedDataMessage,\n isFeedCompactData,\n type FeedEventData,\n type FeedConfigMessage,\n} from './messages'\n\n/**\n * Prefered configuration for the feed channel.\n * Server can ignore some of the parameters and use own defaults.\n * @see {DXLinkFeed.configure}\n */\nexport interface FeedAcceptConfig {\n /**\n * Aggregation period in seconds.\n * If not specified, the channel will use the default value.\n * If specified as 0, the channel will try not aggregate events.\n */\n acceptAggregationPeriod?: number\n /**\n * Data format to be used for received events.\n * If not specified, the channel will use the default value `FULL`.\n */\n acceptDataFormat?: FeedDataFormat\n /**\n * Event fields to be included in received events.\n * If not specified, the channel will use the default value.\n * If specified as an empty array, the channel will try to send events with default fields.\n */\n acceptEventFields?: FeedEventFields\n}\n\n/**\n * Configuration of the feed channel.\n */\nexport interface FeedConfig {\n /**\n * Aggregation period in seconds.\n * @example 0.5 - 500 milliseconds.\n * @default `NaN`\n * @see {FeedAcceptConfig.acceptAggregationPeriod}\n */\n readonly aggregationPeriod: number\n /**\n * Data format to be used for received events.\n * @example `FULL` - object with keys and values.\n * @example `COMPACT` - array of values.\n * @default `FULL`\n * @see {FeedAcceptConfig.acceptDataFormat}\n */\n readonly dataFormat: FeedDataFormat\n /**\n * Event fields to be included in received events.\n * You can specify fields for all event types or for specific event types @see {FeedAcceptConfig.acceptEventFields}.\n * @example ```json\n * { \"Quote\": [\"eventSymbol\", \"askPrice\", \"bidPrice\"] }\n * ```\n * @default `{}`\n */\n readonly eventFields: FeedEventFields\n}\n\n/**\n * Listener for the feed channel config changes.\n */\nexport type DXLinkFeedConfigChangeListener = (config: FeedConfig) => void\n\ntype AnySubscription = Subscription | TimeSeriesSubscription | IndexedEventSubscription\n\n/**\n * Get a unique key for the subscription.\n */\nconst getSubscriptionKey = (subscription: AnySubscription) =>\n `${subscription.type}${'source' in subscription ? `#${subscription.source}` : ''}:${\n subscription.symbol\n }`\n\n/**\n * Subscription type by the contract.\n */\nexport type SubscriptionByContract = {\n [FeedContract.AUTO]: Subscription | TimeSeriesSubscription | IndexedEventSubscription\n [FeedContract.TICKER]: Subscription\n [FeedContract.HISTORY]: TimeSeriesSubscription | IndexedEventSubscription\n [FeedContract.STREAM]: Subscription | TimeSeriesSubscription | IndexedEventSubscription\n}\n\n/**\n * Listener for the feed channel events received from the channel.\n */\nexport type DXLinkFeedEventListener = (event: FeedEventData[]) => void\n\n/**\n * Chunk of the subscriptions to be sent to the channel.\n */\ninterface FeedSubscriptionChunk {\n add?: AnySubscription[]\n remove?: AnySubscription[]\n reset?: boolean\n}\n\n/**\n * dxLink FEED service instance for the specified {@link FeedContract}.\n */\nexport interface DXLinkFeedRequester<Contract extends FeedContract = FeedContract.AUTO> {\n /**\n * Unique identifier of the feed channel.\n */\n readonly id: number\n /**\n * Contract of the feed channel.\n * @see {FeedContract}\n */\n readonly contract: Contract\n\n /**\n * Get current channel of the feed.\n * Note: inaproppriate usage of the channel can lead to unexpected behavior.\n * @see {DXLinkChannel}\n */\n getChannel(): DXLinkChannel\n\n /**\n * Configure desired configuration of the feed channel.\n * @see {FeedAcceptConfig}\n */\n configure(acceptConfig: FeedAcceptConfig): void\n\n /**\n * Get current configuration of the feed channel as received from the channel.\n */\n getConfig(): FeedConfig\n /**\n * Add a listener for the feed channel config changes.\n */\n addConfigChangeListener(listener: DXLinkFeedConfigChangeListener): void\n /**\n * Remove a listener for the feed channel config changes.\n */\n removeConfigChangeListener(listener: DXLinkFeedConfigChangeListener): void\n\n /**\n * Add subscriptions to the feed channel.\n * @param subscriptions - Subscriptions to be added.\n */\n addSubscriptions(subscriptions: SubscriptionByContract[Contract][]): void\n /**\n * Add subscriptions to the feed channel.\n * @param subscriptions - Subscriptions to be added.\n */\n addSubscriptions(...subscriptions: SubscriptionByContract[Contract][]): void\n /**\n * Remove subscriptions from the feed channel.\n * @param subscriptions - Subscriptions to be removed.\n */\n removeSubscriptions(subscriptions: SubscriptionByContract[Contract][]): void\n /**\n * Remove subscriptions from the feed channel.\n * @param subscriptions - Subscriptions to be removed.\n */\n removeSubscriptions(...subscriptions: SubscriptionByContract[Contract][]): void\n /**\n * Remove all active subscriptions from the feed channel.\n */\n clearSubscriptions(): void\n\n /**\n * Add a listener for the feed channel events received from the channel.\n */\n addEventListener(listener: DXLinkFeedEventListener): void\n /**\n * Remove a listener for the feed channel events received from the channel.\n */\n removeEventListener(listener: DXLinkFeedEventListener): void\n\n /**\n * Close the feed channel.\n */\n close(): void\n}\n\n/**\n * Options for the {@link DXLinkFeed} instance.\n */\nexport interface DXLinkFeedOptions {\n /**\n * Time in milliseconds to wait for more pending subscriptions before sending them to the channel.\n */\n batchSubscriptionsTime: number\n /**\n * Maximum size of the subscription chunk to be sent to the channel.\n */\n maxSendSubscriptionChunkSize: number\n /**\n * Log level for the feed.\n */\n logLevel: DXLinkLogLevel\n}\n\nconst FEED_SERVICE_NAME = 'FEED'\n\n/**\n * dxLink FEED provides access to the real-time and historical data of dxFeed.\n */\nexport class DXLinkFeed<Contract extends FeedContract> implements DXLinkFeedRequester<Contract> {\n /**\n * Unique identifier of the feed channel.\n */\n public readonly id: number\n\n /**\n * Contract of the feed channel.\n * @see {FeedContract}\n */\n public contract: Contract\n\n private readonly options: DXLinkFeedOptions\n\n /**\n * dxLink channel instance.\n */\n private readonly channel: DXLinkChannel\n\n /**\n * Current accept config of the feed channel.\n */\n private acceptConfig: FeedAcceptConfig = {}\n\n /**\n * Current config of the feed channel.\n */\n private config: FeedConfig = {\n aggregationPeriod: NaN,\n dataFormat: FeedDataFormat.FULL,\n eventFields: {},\n }\n\n // Listeners\n private readonly configListeners = new Set<DXLinkFeedConfigChangeListener>()\n private readonly eventListeners = new Set<DXLinkFeedEventListener>()\n\n /**\n * Pending add subscriptions to be sent to the channel.\n */\n private readonly pendingAdd = new Map<string, AnySubscription>()\n /**\n * Pending remove subscriptions to be sent to the channel.\n */\n private readonly pendingRemove = new Map<string, AnySubscription>()\n /**\n * Pending reset flag to be sent to the channel.\n */\n private pengingReset = false\n\n /**\n * List of active subscriptions.\n * Used to avoid sending the same subscription twice and re-subscribe on the channel re-open.\n */\n private readonly subscriptions = new Map<string, AnySubscription>()\n\n /**\n * List of event types which schema was sent to the channel.\n */\n private readonly touchedEvents = new Set<string>()\n\n /**\n * Scheduler for scheduling subscriptions sending to the channel.\n */\n private subScheduler: Scheduler = new Scheduler()\n\n private readonly logger: DXLinkLogger\n\n /**\n * Allows to create {@link DXLinkFeed} instance with the specified {@link FeedContract} for the given {@link DXLinkWebSocketClient}.\n */\n constructor(client: DXLinkClient, contract: Contract, options: Partial<DXLinkFeedOptions> = {}) {\n this.options = {\n logLevel: DXLinkLogLevel.WARN,\n batchSubscriptionsTime: 100,\n maxSendSubscriptionChunkSize: 4096 * 2,\n ...options,\n }\n\n this.channel = client.openChannel(FEED_SERVICE_NAME, { contract })\n this.id = this.channel.id\n this.contract = contract\n this.channel.addMessageListener(this.processMessage)\n this.channel.addStateChangeListener(this.processStatus)\n this.channel.addErrorListener(this.processError)\n\n this.addSubscriptions = this.addSubscriptions.bind(this)\n this.removeSubscriptions = this.removeSubscriptions.bind(this)\n\n this.logger = new Logger(`${DXLinkFeed.name}#${this.id}`, this.options.logLevel)\n }\n\n getChannel = () => this.channel\n\n getState = () => this.channel.getState()\n addStateChangeListener = (listener: DXLinkChannelStateChangeListener) =>\n this.channel.addStateChangeListener(listener)\n removeStateChangeListener = (listener: DXLinkChannelStateChangeListener) =>\n this.channel.removeStateChangeListener(listener)\n\n getConfig = () => this.config\n addConfigChangeListener = (listener: DXLinkFeedConfigChangeListener) => {\n this.configListeners.add(listener)\n }\n removeConfigChangeListener = (listener: DXLinkFeedConfigChangeListener) => {\n this.configListeners.delete(listener)\n }\n\n close = () => {\n this.acceptConfig = {}\n\n this.configListeners.clear()\n this.eventListeners.clear()\n\n this.pendingAdd.clear()\n this.pendingRemove.clear()\n this.touchedEvents.clear()\n this.subscriptions.clear()\n this.touchedEvents.clear()\n\n this.subScheduler.clear()\n\n this.channel.close()\n }\n\n configure = (acceptConfig: FeedAcceptConfig) => {\n this.acceptConfig = acceptConfig\n\n // Update touched events list\n if (this.channel.getState() === DXLinkChannelState.OPENED) {\n this.sendAcceptConfig(this.touchedEvents)\n }\n }\n\n addSubscriptions(subscriptions: SubscriptionByContract[Contract][]): void\n addSubscriptions(...subscriptions: SubscriptionByContract[Contract][]): void\n addSubscriptions(...args: unknown[]): void {\n const inputs: SubscriptionByContract[Contract][] = Array.isArray(args[0]) ? args[0] : args\n\n for (const input of inputs) {\n const subscription = this.cleanSubscription(input)\n\n this.pendingAdd.set(getSubscriptionKey(subscription), subscription)\n }\n\n this.scheduleProcessPendings()\n }\n\n removeSubscriptions(subscriptions: SubscriptionByContract[Contract][]): void\n removeSubscriptions(...subscriptions: SubscriptionByContract[Contract][]): void\n removeSubscriptions(...args: unknown[]): void {\n const inputs: SubscriptionByContract[Contract][] = Array.isArray(args[0]) ? args[0] : args\n\n for (const input of inputs) {\n const subscription = this.cleanSubscription(input)\n\n const key = getSubscriptionKey(subscription)\n this.pendingRemove.set(key, subscription)\n this.pendingAdd.delete(key)\n }\n\n this.scheduleProcessPendings()\n }\n\n clearSubscriptions = () => {\n this.pendingAdd.clear()\n this.pendingRemove.clear()\n this.pengingReset = true\n\n this.scheduleProcessPendings()\n }\n\n addEventListener = (listener: DXLinkFeedEventListener) => {\n this.eventListeners.add(listener)\n }\n removeEventListener = (listener: DXLinkFeedEventListener) => {\n this.eventListeners.delete(listener)\n }\n\n /**\n * Clean the subscription from the fields which are not allowed for the specified contract.\n * Note: coze of the TypeScript limitations, we need to clean the subscription from the fields which are not allowed for the specified contract.\n */\n private cleanSubscription = (\n subscription: SubscriptionByContract[Contract]\n ): SubscriptionByContract[Contract] => {\n if (this.contract === FeedContract.TICKER) {\n const { type, symbol, ...other } = subscription\n if (Object.keys(other).length > 0) {\n this.logger.warn(\n 'Subscription for the TICKER contract should not have any additional fields',\n subscription\n )\n }\n return { type, symbol } as unknown as SubscriptionByContract[Contract]\n }\n\n return subscription\n }\n\n /**\n * Process message received in the channel.\n */\n private processMessage = (message: DXLinkChannelMessage) => {\n // Parse message\n if (isFeedMessage(message)) {\n switch (message.type) {\n case 'FEED_CONFIG':\n this.processConfig(message)\n return\n case 'FEED_DATA':\n this.processData(message)\n return\n }\n }\n\n this.logger.warn('Unknown message', message)\n }\n\n /**\n * Process config received from the channel.\n */\n private processConfig = (config: FeedConfigMessage) => {\n // Update config with the new values from the channel\n const newConfig: FeedConfig = {\n aggregationPeriod: config.aggregationPeriod ?? this.config.aggregationPeriod,\n dataFormat: config.dataFormat ?? this.config.dataFormat,\n eventFields: {\n ...(this.config.eventFields ?? {}),\n ...(config.eventFields ?? {}),\n },\n }\n\n this.config = newConfig\n\n // Notify listeners\n for (const listener of this.configListeners) {\n try {\n listener(newConfig)\n } catch (error) {\n this.logger.error('Error in config listener', error)\n }\n }\n }\n\n /**\n * Parse data received from the channel.\n */\n private parseEventData = (data: FeedDataMessage['data']) => {\n const { dataFormat, eventFields } = this.config\n if (dataFormat === 'FULL') {\n if (isFeedFullData(data)) {\n // If data is already in the full format, just return it\n return data\n }\n } else if (isFeedCompactData(data)) {\n // If data is in the compact format, parse it\n const events: FeedEventData[] = []\n\n const [eventType, values] = data\n const eventFieldsForType = eventFields[eventType]\n if (eventFieldsForType === undefined) {\n throw new Error('Cannot find event fields for event type in the config')\n }\n\n // Split values into events\n let cursor = 0\n while (cursor < values.length) {\n const event: FeedEventData = {\n eventType,\n }\n\n // Build event object from the values\n for (const field of eventFieldsForType) {\n const value = values[cursor]\n if (value === undefined) {\n throw new Error('Not enough values in compact event')\n }\n event[field] = value\n cursor++\n }\n events.push(event)\n }\n\n return events\n }\n\n throw new Error('Incoming data does not match the format specified in the config')\n }\n\n /**\n * Process data received from the channel.\n */\n private processData = ({ data }: FeedDataMessage) => {\n try {\n const events = this.parseEventData(data)\n\n for (const listener of this.eventListeners) {\n try {\n listener(events)\n } catch (error) {\n this.logger.error('Error in event listener', error)\n }\n }\n } catch (error) {\n this.logger.error('Cannot parse data', error)\n return\n }\n }\n\n /**\n * Process channel status changes from the channel.\n */\n private processStatus = (processStatus: DXLinkChannelState) => {\n switch (processStatus) {\n case DXLinkChannelState.OPENED: {\n this.sendAcceptConfig(this.touchedEvents, true)\n\n return this.resubscribe()\n }\n case DXLinkChannelState.REQUESTED: {\n // Clear the timeout if it is set to avoid sending the subscriptions while the channel is not ready\n this.subScheduler.clear()\n return\n }\n case DXLinkChannelState.CLOSED:\n // Destroy the channel if it is closed by the channel\n return this.close()\n }\n }\n\n /**\n * Send the subscription chunk to the channel.\n * @param chunk Subscription chunk to be sent to the channel.\n * @param newTouchedEvents List of event types which schema should be sent to the channel before the chunk.\n * @returns\n */\n private sendSubscriptionChunkAndSchema = (\n chunk: FeedSubscriptionChunk,\n newTouchedEvents?: Set<string>\n ) => {\n if (this.channel.getState() !== DXLinkChannelState.OPENED) return // If the channel is not ready, just exit\n\n if (newTouchedEvents !== undefined && newTouchedEvents.size > 0) {\n this.sendAcceptConfig(newTouchedEvents)\n }\n\n this.channel.send({\n type: 'FEED_SUBSCRIPTION',\n ...chunk,\n } satisfies FeedSubscriptionMessage)\n }\n\n /**\n * Process error received from the channel.\n */\n private processError = (processError: DXLinkError) => {\n this.logger.error('Error in channel', processError)\n }\n\n /**\n * Resubscribe to the feed channel subscriptions after the channel re-open.\n */\n private resubscribe() {\n // Merge pending add subscriptions with current subscriptions\n for (const [key, subscription] of this.subscriptions) {\n this.pendingAdd.set(key, subscription)\n }\n\n if (this.pendingAdd.size === 0) return // If there is no subscriptions to send, just exit\n\n // Clear pending remove subscriptions\n this.pendingRemove.clear()\n this.pengingReset = true\n\n // Send the subscriptions to the channel imidiately\n this.processPendings()\n }\n\n /**\n * Schedule sending pending subscriptions to the channel to batch them together to reduce the number of messages.\n */\n private scheduleProcessPendings() {\n if (this.subScheduler.has('processPendings')) {\n return\n }\n\n this.subScheduler.schedule(\n this.processPendings,\n this.options.batchSubscriptionsTime,\n 'processPendings'\n )\n }\n\n /**\n * Process pending subscriptions and send them to the channel.\n */\n private processPendings = () => {\n const newTouchedEvents = new Set<string>() // New events to be sent to the channel\n let chunk: FeedSubscriptionChunk = {} // Chunk to be sent to the channel\n let chunkSize = 0 // Approximate size of the chunk in bytes\n\n // Add `reset` flag to the chunk\n if (this.pengingReset) {\n chunk.reset = true\n chunkSize += 13 // ',\"reset\":true'.length\n this.pengingReset = false\n }\n\n // Add `remove` subscriptions to the chunk\n for (const [key, subscription] of this.pendingRemove.entries()) {\n ;(chunk.remove ??= []).push(subscription)\n chunkSize += key.length + ('fromTime' in subscription ? 34 : 21) // Approximate size of the subscription in bytes\n\n // Remove the subscription from the active subscriptions\n this.subscriptions.delete(getSubscriptionKey(subscription))\n\n // Send the chunk if it is too big already\n if (chunkSize >= this.options.maxSendSubscriptionChunkSize) {\n this.sendSubscriptionChunkAndSchema(chunk)\n chunk = {}\n chunkSize = 0\n }\n }\n this.pendingRemove.clear()\n\n // Add `add` subscriptions to the chunk\n for (const [key, subscription] of this.pendingAdd.entries()) {\n ;(chunk.add ??= []).push(subscription)\n chunkSize += key.length + ('fromTime' in subscription ? 34 : 21) // Approximate size of the subscription in bytes\n\n // Add the event type to the new touched events if it is not touched yet\n if (!this.touchedEvents.has(subscription.type)) {\n newTouchedEvents.add(subscription.type)\n this.touchedEvents.add(subscription.type)\n }\n\n // Add the subscription to the active subscriptions\n this.subscriptions.set(key, subscription)\n\n // Send the chunk if it is too big already\n if (chunkSize >= this.options.maxSendSubscriptionChunkSize) {\n this.sendSubscriptionChunkAndSchema(chunk, newTouchedEvents)\n newTouchedEvents.clear()\n chunk = {}\n chunkSize = 0\n }\n }\n this.pendingAdd.clear()\n\n // Send the last chunk\n if (chunkSize > 0) {\n this.sendSubscriptionChunkAndSchema(chunk, newTouchedEvents)\n }\n }\n\n /**\n * Send the `FEED_SETUP` message to the channel with the event fields for the specified event types.\n * @param eventTypes List of event type fields to be sent to the channel.\n * @param force If `true`, the config will be sent to the channel even if there is no event fields to send.\n */\n private sendAcceptConfig = (eventTypes: Set<string>, force: boolean = false) => {\n let acceptEventFields: FeedEventFields | undefined\n\n // Get event fields for the specified event types\n if (this.acceptConfig.acceptEventFields !== undefined) {\n for (const eventType of eventTypes) {\n const eventFields = this.acceptConfig.acceptEventFields[eventType]\n if (eventFields !== undefined) {\n acceptEventFields ??= {}\n acceptEventFields[eventType] = eventFields\n }\n }\n }\n\n const { acceptAggregationPeriod, acceptDataFormat } = this.acceptConfig\n\n // Check if there is anything to send\n if (\n acceptEventFields 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| {"version":3,"file":"index.module.js","sources":["../src/messages.ts","../src/feed.ts"],"sourcesContent":["import { type DXLinkChannelMessage } from '@dxfeed/dxlink-core'\n\nexport enum FeedContract {\n 'AUTO' = 'AUTO',\n 'TICKER' = 'TICKER',\n 'HISTORY' = 'HISTORY',\n 'STREAM' = 'STREAM',\n}\n\nexport enum FeedDataFormat {\n 'FULL' = 'FULL',\n 'COMPACT' = 'COMPACT',\n}\n\nexport interface FeedParameters {\n readonly contract: FeedContract\n}\n\nexport interface FeedEventFields {\n [eventType: string]: string[]\n}\n\nexport interface FeedSetupMessage {\n readonly type: 'FEED_SETUP'\n readonly acceptAggregationPeriod?: number\n readonly acceptDataFormat?: FeedDataFormat\n readonly acceptEventFields?: FeedEventFields\n}\n\nexport interface FeedConfigMessage {\n readonly type: 'FEED_CONFIG'\n readonly aggregationPeriod: number\n readonly dataFormat: FeedDataFormat\n readonly eventFields?: FeedEventFields\n}\n\nexport type Subscription = {\n readonly type: string\n readonly symbol: string\n}\n\nexport type TimeSeriesSubscription = {\n readonly type: string\n readonly symbol: string\n readonly fromTime: number\n}\n\nexport type IndexedEventSubscription = {\n readonly type: string\n readonly symbol: string\n readonly source: string\n}\n\nexport interface FeedSubscriptionMessage {\n readonly type: 'FEED_SUBSCRIPTION'\n readonly add?: (Subscription | TimeSeriesSubscription | IndexedEventSubscription)[]\n readonly remove?: (Subscription | TimeSeriesSubscription | IndexedEventSubscription)[]\n readonly reset?: boolean\n}\n\nexport type FeedEventValue = number | string | boolean\n\nexport interface FeedEventData {\n [key: string]: FeedEventValue\n}\n\nexport type FeedCompactEventData = [string, FeedEventValue[]]\n\nexport interface FeedDataMessage {\n readonly type: 'FEED_DATA'\n readonly data: FeedEventData[] | FeedCompactEventData\n}\n\nexport type FeedMessage =\n | FeedSetupMessage\n | FeedConfigMessage\n | FeedSubscriptionMessage\n | FeedDataMessage\n\nexport const isFeedFullData = (\n data: FeedEventData[] | FeedCompactEventData\n): data is FeedEventData[] => typeof data[0] === 'object'\n\nexport const isFeedCompactData = (\n data: FeedEventData[] | FeedCompactEventData\n): data is FeedCompactEventData =>\n data.length >= 2 && typeof data[0] === 'string' && Array.isArray(data[1])\n\nexport const isFeedMessage = (message: DXLinkChannelMessage): message is FeedMessage =>\n message.type === 'FEED_SETUP' ||\n message.type === 'FEED_CONFIG' ||\n message.type === 'FEED_SUBSCRIPTION' ||\n message.type === 'FEED_DATA'\n","import {\n type DXLinkChannel,\n type DXLinkChannelMessage,\n DXLinkChannelState,\n type DXLinkChannelStateChangeListener,\n type DXLinkError,\n type DXLinkClient,\n DXLinkLogLevel,\n type DXLinkLogger,\n Logger,\n Scheduler,\n} from '@dxfeed/dxlink-core'\n\nimport {\n type FeedEventFields,\n FeedContract,\n FeedDataFormat,\n type IndexedEventSubscription,\n type Subscription,\n type TimeSeriesSubscription,\n type FeedSetupMessage,\n type FeedSubscriptionMessage,\n isFeedMessage,\n isFeedFullData,\n type FeedDataMessage,\n isFeedCompactData,\n type FeedEventData,\n type FeedConfigMessage,\n} from './messages'\n\n/**\n * Prefered configuration for the feed channel.\n * Server can ignore some of the parameters and use own defaults.\n * @see {DXLinkFeed.configure}\n */\nexport interface FeedAcceptConfig {\n /**\n * Aggregation period in seconds.\n * If not specified, the channel will use the default value.\n * If specified as 0, the channel will try not aggregate events.\n */\n acceptAggregationPeriod?: number\n /**\n * Data format to be used for received events.\n * If not specified, the channel will use the default value `FULL`.\n */\n acceptDataFormat?: FeedDataFormat\n /**\n * Event fields to be included in received events.\n * If not specified, the channel will use the default value.\n * If specified as an empty array, the channel will try to send events with default fields.\n */\n acceptEventFields?: FeedEventFields\n}\n\n/**\n * Configuration of the feed channel.\n */\nexport interface FeedConfig {\n /**\n * Aggregation period in seconds.\n * @example 0.5 - 500 milliseconds.\n * @default `NaN`\n * @see {FeedAcceptConfig.acceptAggregationPeriod}\n */\n readonly aggregationPeriod: number\n /**\n * Data format to be used for received events.\n * @example `FULL` - object with keys and values.\n * @example `COMPACT` - array of values.\n * @default `FULL`\n * @see {FeedAcceptConfig.acceptDataFormat}\n */\n readonly dataFormat: FeedDataFormat\n /**\n * Event fields to be included in received events.\n * You can specify fields for all event types or for specific event types @see {FeedAcceptConfig.acceptEventFields}.\n * @example ```json\n * { \"Quote\": [\"eventSymbol\", \"askPrice\", \"bidPrice\"] }\n * ```\n * @default `{}`\n */\n readonly eventFields: FeedEventFields\n}\n\n/**\n * Listener for the feed channel config changes.\n */\nexport type DXLinkFeedConfigChangeListener = (config: FeedConfig) => void\n\ntype AnySubscription = Subscription | TimeSeriesSubscription | IndexedEventSubscription\n\n/**\n * Get a unique key for the subscription.\n */\nconst getSubscriptionKey = (subscription: AnySubscription) =>\n `${subscription.type}${'source' in subscription ? `#${subscription.source}` : ''}:${\n subscription.symbol\n }`\n\n/**\n * Subscription type by the contract.\n */\nexport type SubscriptionByContract = {\n [FeedContract.AUTO]: Subscription | TimeSeriesSubscription | IndexedEventSubscription\n [FeedContract.TICKER]: Subscription\n [FeedContract.HISTORY]: TimeSeriesSubscription | IndexedEventSubscription\n [FeedContract.STREAM]: Subscription | TimeSeriesSubscription | IndexedEventSubscription\n}\n\n/**\n * Listener for the feed channel events received from the channel.\n */\nexport type DXLinkFeedEventListener = (event: FeedEventData[]) => void\n\n/**\n * Chunk of the subscriptions to be sent to the channel.\n */\ninterface FeedSubscriptionChunk {\n add?: AnySubscription[]\n remove?: AnySubscription[]\n reset?: boolean\n}\n\n/**\n * dxLink FEED service instance for the specified {@link FeedContract}.\n */\nexport interface DXLinkFeedRequester<Contract extends FeedContract = FeedContract.AUTO> {\n /**\n * Unique identifier of the feed channel.\n */\n readonly id: number\n /**\n * Contract of the feed channel.\n * @see {FeedContract}\n */\n readonly contract: Contract\n\n /**\n * Get current channel of the feed.\n * Note: inaproppriate usage of the channel can lead to unexpected behavior.\n * @see {DXLinkChannel}\n */\n getChannel(): DXLinkChannel\n\n /**\n * Configure desired configuration of the feed channel.\n * @see {FeedAcceptConfig}\n */\n configure(acceptConfig: FeedAcceptConfig): void\n\n /**\n * Get current configuration of the feed channel as received from the channel.\n */\n getConfig(): FeedConfig\n /**\n * Add a listener for the feed channel config changes.\n */\n addConfigChangeListener(listener: DXLinkFeedConfigChangeListener): void\n /**\n * Remove a listener for the feed channel config changes.\n */\n removeConfigChangeListener(listener: DXLinkFeedConfigChangeListener): void\n\n /**\n * Add subscriptions to the feed channel.\n * @param subscriptions - Subscriptions to be added.\n */\n addSubscriptions(subscriptions: SubscriptionByContract[Contract][]): void\n /**\n * Add subscriptions to the feed channel.\n * @param subscriptions - Subscriptions to be added.\n */\n addSubscriptions(...subscriptions: SubscriptionByContract[Contract][]): void\n /**\n * Remove subscriptions from the feed channel.\n * @param subscriptions - Subscriptions to be removed.\n */\n removeSubscriptions(subscriptions: SubscriptionByContract[Contract][]): void\n /**\n * Remove subscriptions from the feed channel.\n * @param subscriptions - Subscriptions to be removed.\n */\n removeSubscriptions(...subscriptions: SubscriptionByContract[Contract][]): void\n /**\n * Remove all active subscriptions from the feed channel.\n */\n clearSubscriptions(): void\n\n /**\n * Add a listener for the feed channel events received from the channel.\n */\n addEventListener(listener: DXLinkFeedEventListener): void\n /**\n * Remove a listener for the feed channel events received from the channel.\n */\n removeEventListener(listener: DXLinkFeedEventListener): void\n\n /**\n * Close the feed channel.\n */\n close(): void\n}\n\n/**\n * Options for the {@link DXLinkFeed} instance.\n */\nexport interface DXLinkFeedOptions {\n /**\n * Time in milliseconds to wait for more pending subscriptions before sending them to the channel.\n */\n batchSubscriptionsTime: number\n /**\n * Maximum size of the subscription chunk to be sent to the channel.\n */\n maxSendSubscriptionChunkSize: number\n /**\n * Log level for the feed.\n */\n logLevel: DXLinkLogLevel\n}\n\nconst FEED_SERVICE_NAME = 'FEED'\n\n/**\n * dxLink FEED provides access to the real-time and historical data of dxFeed.\n */\nexport class DXLinkFeed<Contract extends FeedContract> implements DXLinkFeedRequester<Contract> {\n /**\n * Unique identifier of the feed channel.\n */\n public readonly id: number\n\n /**\n * Contract of the feed channel.\n * @see {FeedContract}\n */\n public contract: Contract\n\n private readonly options: DXLinkFeedOptions\n\n /**\n * dxLink channel instance.\n */\n private readonly channel: DXLinkChannel\n\n /**\n * Current accept config of the feed channel.\n */\n private acceptConfig: FeedAcceptConfig = {}\n\n /**\n * Current config of the feed channel.\n */\n private config: FeedConfig = {\n aggregationPeriod: NaN,\n dataFormat: FeedDataFormat.FULL,\n eventFields: {},\n }\n\n // Listeners\n private readonly configListeners = new Set<DXLinkFeedConfigChangeListener>()\n private readonly eventListeners = new Set<DXLinkFeedEventListener>()\n\n /**\n * Pending add subscriptions to be sent to the channel.\n */\n private readonly pendingAdd = new Map<string, AnySubscription>()\n /**\n * Pending remove subscriptions to be sent to the channel.\n */\n private readonly pendingRemove = new Map<string, AnySubscription>()\n /**\n * Pending reset flag to be sent to the channel.\n */\n private pengingReset = false\n\n /**\n * List of active subscriptions.\n * Used to avoid sending the same subscription twice and re-subscribe on the channel re-open.\n */\n private readonly subscriptions = new Map<string, AnySubscription>()\n\n /**\n * List of event types which schema was sent to the channel.\n */\n private readonly touchedEvents = new Set<string>()\n\n /**\n * Scheduler for scheduling subscriptions sending to the channel.\n */\n private subScheduler: Scheduler = new Scheduler()\n\n private readonly logger: DXLinkLogger\n\n /**\n * Allows to create {@link DXLinkFeed} instance with the specified {@link FeedContract} for the given {@link DXLinkWebSocketClient}.\n */\n constructor(client: DXLinkClient, contract: Contract, options: Partial<DXLinkFeedOptions> = {}) {\n this.options = {\n logLevel: DXLinkLogLevel.WARN,\n batchSubscriptionsTime: 100,\n maxSendSubscriptionChunkSize: 4096 * 2,\n ...options,\n }\n\n this.channel = client.openChannel(FEED_SERVICE_NAME, { contract })\n this.id = this.channel.id\n this.contract = contract\n this.channel.addMessageListener(this.processMessage)\n this.channel.addStateChangeListener(this.processStatus)\n this.channel.addErrorListener(this.processError)\n\n this.addSubscriptions = this.addSubscriptions.bind(this)\n this.removeSubscriptions = this.removeSubscriptions.bind(this)\n\n this.logger = new Logger(`${DXLinkFeed.name}#${this.id}`, this.options.logLevel)\n }\n\n getChannel = () => this.channel\n\n getState = () => this.channel.getState()\n addStateChangeListener = (listener: DXLinkChannelStateChangeListener) =>\n this.channel.addStateChangeListener(listener)\n removeStateChangeListener = (listener: DXLinkChannelStateChangeListener) =>\n this.channel.removeStateChangeListener(listener)\n\n getConfig = () => this.config\n addConfigChangeListener = (listener: DXLinkFeedConfigChangeListener) => {\n this.configListeners.add(listener)\n }\n removeConfigChangeListener = (listener: DXLinkFeedConfigChangeListener) => {\n this.configListeners.delete(listener)\n }\n\n close = () => {\n this.acceptConfig = {}\n\n this.configListeners.clear()\n this.eventListeners.clear()\n\n this.pendingAdd.clear()\n this.pendingRemove.clear()\n this.touchedEvents.clear()\n this.subscriptions.clear()\n this.touchedEvents.clear()\n\n this.subScheduler.clear()\n\n this.channel.close()\n }\n\n configure = (acceptConfig: FeedAcceptConfig) => {\n this.acceptConfig = acceptConfig\n\n // Update touched events list\n if (this.channel.getState() === DXLinkChannelState.OPENED) {\n this.sendAcceptConfig(this.touchedEvents)\n }\n }\n\n addSubscriptions(subscriptions: SubscriptionByContract[Contract][]): void\n addSubscriptions(...subscriptions: SubscriptionByContract[Contract][]): void\n addSubscriptions(...args: unknown[]): void {\n const inputs: SubscriptionByContract[Contract][] = Array.isArray(args[0]) ? args[0] : args\n\n for (const input of inputs) {\n const subscription = this.cleanSubscription(input)\n\n this.pendingAdd.set(getSubscriptionKey(subscription), subscription)\n }\n\n this.scheduleProcessPendings()\n }\n\n removeSubscriptions(subscriptions: SubscriptionByContract[Contract][]): void\n removeSubscriptions(...subscriptions: SubscriptionByContract[Contract][]): void\n removeSubscriptions(...args: unknown[]): void {\n const inputs: SubscriptionByContract[Contract][] = Array.isArray(args[0]) ? args[0] : args\n\n for (const input of inputs) {\n const subscription = this.cleanSubscription(input)\n\n const key = getSubscriptionKey(subscription)\n this.pendingRemove.set(key, subscription)\n this.pendingAdd.delete(key)\n }\n\n this.scheduleProcessPendings()\n }\n\n clearSubscriptions = () => {\n this.pendingAdd.clear()\n this.pendingRemove.clear()\n this.pengingReset = true\n\n this.scheduleProcessPendings()\n }\n\n addEventListener = (listener: DXLinkFeedEventListener) => {\n this.eventListeners.add(listener)\n }\n removeEventListener = (listener: DXLinkFeedEventListener) => {\n this.eventListeners.delete(listener)\n }\n\n /**\n * Clean the subscription from the fields which are not allowed for the specified contract.\n * Note: coze of the TypeScript limitations, we need to clean the subscription from the fields which are not allowed for the specified contract.\n */\n private cleanSubscription = (\n subscription: SubscriptionByContract[Contract]\n ): SubscriptionByContract[Contract] => {\n if (this.contract === FeedContract.TICKER) {\n const { type, symbol, ...other } = subscription\n if (Object.keys(other).length > 0) {\n this.logger.warn(\n 'Subscription for the TICKER contract should not have any additional fields',\n subscription\n )\n }\n return { type, symbol } as unknown as SubscriptionByContract[Contract]\n }\n\n return subscription\n }\n\n /**\n * Process message received in the channel.\n */\n private processMessage = (message: DXLinkChannelMessage) => {\n // Parse message\n if (isFeedMessage(message)) {\n switch (message.type) {\n case 'FEED_CONFIG':\n this.processConfig(message)\n return\n case 'FEED_DATA':\n this.processData(message)\n return\n }\n }\n\n this.logger.warn('Unknown message', message)\n }\n\n /**\n * Process config received from the channel.\n */\n private processConfig = (config: FeedConfigMessage) => {\n // Update config with the new values from the channel\n const newConfig: FeedConfig = {\n aggregationPeriod: config.aggregationPeriod ?? this.config.aggregationPeriod,\n dataFormat: config.dataFormat ?? this.config.dataFormat,\n eventFields: {\n ...(this.config.eventFields ?? {}),\n ...(config.eventFields ?? {}),\n },\n }\n\n this.config = newConfig\n\n // Notify listeners\n for (const listener of this.configListeners) {\n try {\n listener(newConfig)\n } catch (error) {\n this.logger.error('Error in config listener', error)\n }\n }\n }\n\n /**\n * Parse data received from the channel.\n */\n private parseEventData = (data: FeedDataMessage['data']) => {\n const { dataFormat, eventFields } = this.config\n if (dataFormat === 'FULL') {\n if (isFeedFullData(data)) {\n // If data is already in the full format, just return it\n return data\n }\n } else if (isFeedCompactData(data)) {\n // If data is in the compact format, parse it\n const events: FeedEventData[] = []\n\n const [eventType, values] = data\n const eventFieldsForType = eventFields[eventType]\n if (eventFieldsForType === undefined) {\n throw new Error('Cannot find event fields for event type in the config')\n }\n\n // Split values into events\n let cursor = 0\n while (cursor < values.length) {\n const event: FeedEventData = {\n eventType,\n }\n\n // Build event object from the values\n for (const field of eventFieldsForType) {\n const value = values[cursor]\n if (value === undefined) {\n throw new Error('Not enough values in compact event')\n }\n event[field] = value\n cursor++\n }\n events.push(event)\n }\n\n return events\n }\n\n throw new Error('Incoming data does not match the format specified in the config')\n }\n\n /**\n * Process data received from the channel.\n */\n private processData = ({ data }: FeedDataMessage) => {\n try {\n const events = this.parseEventData(data)\n\n for (const listener of this.eventListeners) {\n try {\n listener(events)\n } catch (error) {\n this.logger.error('Error in event listener', error)\n }\n }\n } catch (error) {\n this.logger.error('Cannot parse data', error)\n return\n }\n }\n\n /**\n * Process channel status changes from the channel.\n */\n private processStatus = (processStatus: DXLinkChannelState) => {\n switch (processStatus) {\n case DXLinkChannelState.OPENED: {\n this.sendAcceptConfig(this.touchedEvents, true)\n\n return this.resubscribe()\n }\n case DXLinkChannelState.REQUESTED: {\n // Clear the timeout if it is set to avoid sending the subscriptions while the channel is not ready\n this.subScheduler.clear()\n return\n }\n case DXLinkChannelState.CLOSED:\n // Destroy the channel if it is closed by the channel\n return this.close()\n }\n }\n\n /**\n * Send the subscription chunk to the channel.\n * @param chunk Subscription chunk to be sent to the channel.\n * @param newTouchedEvents List of event types which schema should be sent to the channel before the chunk.\n * @returns\n */\n private sendSubscriptionChunkAndSchema = (\n chunk: FeedSubscriptionChunk,\n newTouchedEvents?: Set<string>\n ) => {\n if (this.channel.getState() !== DXLinkChannelState.OPENED) return // If the channel is not ready, just exit\n\n if (newTouchedEvents !== undefined && newTouchedEvents.size > 0) {\n this.sendAcceptConfig(newTouchedEvents)\n }\n\n this.channel.send({\n type: 'FEED_SUBSCRIPTION',\n ...chunk,\n } satisfies FeedSubscriptionMessage)\n }\n\n /**\n * Process error received from the channel.\n */\n private processError = (processError: DXLinkError) => {\n this.logger.error('Error in channel', processError)\n }\n\n /**\n * Resubscribe to the feed channel subscriptions after the channel re-open.\n */\n private resubscribe() {\n // Merge pending add subscriptions with current subscriptions\n for (const [key, subscription] of this.subscriptions) {\n this.pendingAdd.set(key, subscription)\n }\n\n if (this.pendingAdd.size === 0) return // If there is no subscriptions to send, just exit\n\n // Clear pending remove subscriptions\n this.pendingRemove.clear()\n this.pengingReset = true\n\n // Send the subscriptions to the channel imidiately\n this.processPendings()\n }\n\n /**\n * Schedule sending pending subscriptions to the channel to batch them together to reduce the number of messages.\n */\n private scheduleProcessPendings() {\n if (this.subScheduler.has('processPendings')) {\n return\n }\n\n this.subScheduler.schedule(\n this.processPendings,\n this.options.batchSubscriptionsTime,\n 'processPendings'\n )\n }\n\n /**\n * Process pending subscriptions and send them to the channel.\n */\n private processPendings = () => {\n const newTouchedEvents = new Set<string>() // New events to be sent to the channel\n let chunk: FeedSubscriptionChunk = {} // Chunk to be sent to the channel\n let chunkSize = 0 // Approximate size of the chunk in bytes\n\n // Add `reset` flag to the chunk\n if (this.pengingReset) {\n chunk.reset = true\n chunkSize += 13 // ',\"reset\":true'.length\n this.pengingReset = false\n }\n\n // Add `remove` subscriptions to the chunk\n for (const [key, subscription] of this.pendingRemove.entries()) {\n ;(chunk.remove ??= []).push(subscription)\n chunkSize += key.length + ('fromTime' in subscription ? 34 : 21) // Approximate size of the subscription in bytes\n\n // Remove the subscription from the active subscriptions\n this.subscriptions.delete(getSubscriptionKey(subscription))\n\n // Send the chunk if it is too big already\n if (chunkSize >= this.options.maxSendSubscriptionChunkSize) {\n this.sendSubscriptionChunkAndSchema(chunk)\n chunk = {}\n chunkSize = 0\n }\n }\n this.pendingRemove.clear()\n\n // Add `add` subscriptions to the chunk\n for (const [key, subscription] of this.pendingAdd.entries()) {\n ;(chunk.add ??= []).push(subscription)\n chunkSize += key.length + ('fromTime' in subscription ? 34 : 21) // Approximate size of the subscription in bytes\n\n // Add the event type to the new touched events if it is not touched yet\n if (!this.touchedEvents.has(subscription.type)) {\n newTouchedEvents.add(subscription.type)\n this.touchedEvents.add(subscription.type)\n }\n\n // Add the subscription to the active subscriptions\n this.subscriptions.set(key, subscription)\n\n // Send the chunk if it is too big already\n if (chunkSize >= this.options.maxSendSubscriptionChunkSize) {\n this.sendSubscriptionChunkAndSchema(chunk, newTouchedEvents)\n newTouchedEvents.clear()\n chunk = {}\n chunkSize = 0\n }\n }\n this.pendingAdd.clear()\n\n // Send the last chunk\n if (chunkSize > 0) {\n this.sendSubscriptionChunkAndSchema(chunk, newTouchedEvents)\n }\n }\n\n /**\n * Send the `FEED_SETUP` message to the channel with the event fields for the specified event types.\n * @param eventTypes List of event type fields to be sent to the channel.\n * @param force If `true`, the config will be sent to the channel even if there is no event fields to send.\n */\n private sendAcceptConfig = (eventTypes: Set<string>, force: boolean = false) => {\n let acceptEventFields: FeedEventFields | undefined\n\n // Get event fields for the specified event types\n if (this.acceptConfig.acceptEventFields !== undefined) {\n for (const eventType of eventTypes) {\n const eventFields = this.acceptConfig.acceptEventFields[eventType]\n if (eventFields !== undefined) {\n acceptEventFields ??= {}\n acceptEventFields[eventType] = eventFields\n }\n }\n }\n\n const { acceptAggregationPeriod, acceptDataFormat } = this.acceptConfig\n\n // Check if there is anything to send\n if (\n acceptEventFields === undefined &&\n acceptAggregationPeriod === undefined &&\n acceptDataFormat === undefined\n ) {\n return // Nothing to send\n }\n\n // Send the config to the channel if there is event fields to send or if it is forced to send\n // or if the aggregation period or data format was changed\n if (\n force ||\n acceptEventFields !== undefined ||\n (acceptAggregationPeriod !== undefined &&\n acceptAggregationPeriod !== this.config.aggregationPeriod) ||\n (acceptDataFormat !== undefined && acceptDataFormat !== this.config.dataFormat)\n ) {\n this.channel.send({\n type: 'FEED_SETUP',\n acceptAggregationPeriod,\n acceptDataFormat,\n acceptEventFields,\n } satisfies FeedSetupMessage)\n }\n 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|
+2
-2
| { | ||
| "name": "@dxfeed/dxlink-feed", | ||
| "version": "0.3.0", | ||
| "version": "0.4.0", | ||
| "private": false, | ||
@@ -30,3 +30,3 @@ "sideEffects": false, | ||
| "dependencies": { | ||
| "@dxfeed/dxlink-core": "0.3.0" | ||
| "@dxfeed/dxlink-core": "0.4.0" | ||
| }, | ||
@@ -33,0 +33,0 @@ "author": "Dmitry Petrov <dmitry.petrov@devexperts.com>", |
| import { type DXLinkChannelMessage } from '@dxfeed/dxlink-core'; | ||
| export declare enum FeedContract { | ||
| 'TICKER' = "TICKER", | ||
| 'HISTORY' = "HISTORY", | ||
| 'STREAM' = "STREAM", | ||
| 'AUTO' = "AUTO" | ||
| } | ||
| export declare enum FeedDataFormat { | ||
| 'FULL' = "FULL", | ||
| 'COMPACT' = "COMPACT" | ||
| } | ||
| export interface FeedParameters { | ||
| readonly contract: FeedContract; | ||
| } | ||
| export interface FeedEventFields { | ||
| [eventType: string]: string[]; | ||
| } | ||
| export interface FeedSetupMessage { | ||
| readonly type: 'FEED_SETUP'; | ||
| readonly acceptAggregationPeriod?: number; | ||
| readonly acceptDataFormat?: FeedDataFormat; | ||
| readonly acceptEventFields?: FeedEventFields; | ||
| } | ||
| export interface FeedConfigMessage { | ||
| readonly type: 'FEED_CONFIG'; | ||
| readonly aggregationPeriod: number; | ||
| readonly dataFormat: FeedDataFormat; | ||
| readonly eventFields?: FeedEventFields; | ||
| } | ||
| export type Subscription = { | ||
| readonly type: string; | ||
| readonly symbol: string; | ||
| }; | ||
| export type TimeSeriesSubscription = { | ||
| readonly type: string; | ||
| readonly symbol: string; | ||
| readonly fromTime: number; | ||
| }; | ||
| export type IndexedEventSubscription = { | ||
| readonly type: string; | ||
| readonly symbol: string; | ||
| readonly source: string; | ||
| }; | ||
| export interface FeedSubscriptionMessage { | ||
| readonly type: 'FEED_SUBSCRIPTION'; | ||
| readonly add?: (Subscription | TimeSeriesSubscription | IndexedEventSubscription)[]; | ||
| readonly remove?: (Subscription | TimeSeriesSubscription | IndexedEventSubscription)[]; | ||
| readonly reset?: boolean; | ||
| } | ||
| export type FeedEventValue = number | string | boolean; | ||
| export interface FeedEventData { | ||
| [key: string]: FeedEventValue; | ||
| } | ||
| export type FeedCompactEventData = [string, FeedEventValue[]]; | ||
| export interface FeedDataMessage { | ||
| readonly type: 'FEED_DATA'; | ||
| readonly data: FeedEventData[] | FeedCompactEventData; | ||
| } | ||
| export type FeedMessage = FeedSetupMessage | FeedConfigMessage | FeedSubscriptionMessage | FeedDataMessage; | ||
| export declare const isFeedFullData: (data: FeedEventData[] | FeedCompactEventData) => data is FeedEventData[]; | ||
| export declare const isFeedCompactData: (data: FeedEventData[] | FeedCompactEventData) => data is FeedCompactEventData; | ||
| export declare const isFeedMessage: (message: DXLinkChannelMessage) => message is FeedMessage; |
| {"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,cAAc,UAAU,CAAA"} |
| /** | ||
| * A logger interface that can be used to log messages. | ||
| */ | ||
| export interface DXLinkLogger { | ||
| debug(message: string, ...args: unknown[]): void; | ||
| info(message: string, ...args: unknown[]): void; | ||
| warn(message: string, ...args: unknown[]): void; | ||
| error(message: string, ...args: unknown[]): void; | ||
| } | ||
| /** | ||
| * Level of logging that can be used to filter out messages. | ||
| */ | ||
| export declare enum DXLinkLogLevel { | ||
| DEBUG = 0, | ||
| INFO = 1, | ||
| WARN = 2, | ||
| ERROR = 3 | ||
| } | ||
| /** | ||
| * A logger that uses the console to log messages. | ||
| * @internal | ||
| */ | ||
| export declare class Logger implements DXLinkLogger { | ||
| private readonly prefix; | ||
| private readonly level; | ||
| constructor(prefix: string, level: DXLinkLogLevel); | ||
| debug(message: string, ...args: unknown[]): void; | ||
| info(message: string, ...args: unknown[]): void; | ||
| warn(message: string, ...args: unknown[]): void; | ||
| error(message: string, ...args: unknown[]): void; | ||
| } | ||
| //# sourceMappingURL=logger.d.ts.map |
| {"version":3,"file":"logger.d.ts","sourceRoot":"","sources":["../src/logger.ts"],"names":[],"mappings":"AAAA;;GAEG;AACH,MAAM,WAAW,YAAY;IAC3B,KAAK,CAAC,OAAO,EAAE,MAAM,EAAE,GAAG,IAAI,EAAE,OAAO,EAAE,GAAG,IAAI,CAAA;IAChD,IAAI,CAAC,OAAO,EAAE,MAAM,EAAE,GAAG,IAAI,EAAE,OAAO,EAAE,GAAG,IAAI,CAAA;IAC/C,IAAI,CAAC,OAAO,EAAE,MAAM,EAAE,GAAG,IAAI,EAAE,OAAO,EAAE,GAAG,IAAI,CAAA;IAC/C,KAAK,CAAC,OAAO,EAAE,MAAM,EAAE,GAAG,IAAI,EAAE,OAAO,EAAE,GAAG,IAAI,CAAA;CACjD;AAED;;GAEG;AACH,oBAAY,cAAc;IACxB,KAAK,IAAI;IACT,IAAI,IAAI;IACR,IAAI,IAAI;IACR,KAAK,IAAI;CACV;AAED;;;GAGG;AACH,qBAAa,MAAO,YAAW,YAAY;IAC7B,OAAO,CAAC,QAAQ,CAAC,MAAM;IAAU,OAAO,CAAC,QAAQ,CAAC,KAAK;gBAAtC,MAAM,EAAE,MAAM,EAAmB,KAAK,EAAE,cAAc;IAEnF,KAAK,CAAC,OAAO,EAAE,MAAM,EAAE,GAAG,IAAI,EAAE,OAAO,EAAE,GAAG,IAAI;IAKhD,IAAI,CAAC,OAAO,EAAE,MAAM,EAAE,GAAG,IAAI,EAAE,OAAO,EAAE,GAAG,IAAI;IAK/C,IAAI,CAAC,OAAO,EAAE,MAAM,EAAE,GAAG,IAAI,EAAE,OAAO,EAAE,GAAG,IAAI;IAK/C,KAAK,CAAC,OAAO,EAAE,MAAM,EAAE,GAAG,IAAI,EAAE,OAAO,EAAE,GAAG,IAAI;CAKjD"} |
No alert changes
Worsened metrics
- Total package byte prevSize
98111
-4.2%- Number of package files
8
-33.33%- Lines of code
423
-18.02%Dependency changes
+ Added
@dxfeed/dxlink-core@0.4.0(transitive)- Removed
@dxfeed/dxlink-core@0.3.0(transitive)Updated
@dxfeed/dxlink-core@0.4.0