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@dxfeed/dxlink-feed
Advanced tools
@dxfeed/dxlink-feed - npm Package Compare versions
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@@ -223,3 +223,4 @@ import { type DXLinkChannel, DXLinkChannelState, type DXLinkChannelStateChangeListener, type DXLinkClient, DXLinkLogLevel } from '@dxfeed/dxlink-core'; | ||
| */ | ||
| private subScheduler; | ||
| private readonly scheduler; | ||
| private readonly processPendingsSchedulerKey; | ||
| private readonly logger; | ||
@@ -226,0 +227,0 @@ /** |
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@@ -1,2 +0,2 @@ | ||
| var FeedContract,FeedDataFormat,dxlinkCore=require("@dxfeed/dxlink-core");exports.FeedContract=void 0,(FeedContract=exports.FeedContract||(exports.FeedContract={})).AUTO="AUTO",FeedContract.TICKER="TICKER",FeedContract.HISTORY="HISTORY",FeedContract.STREAM="STREAM",exports.FeedDataFormat=void 0,(FeedDataFormat=exports.FeedDataFormat||(exports.FeedDataFormat={})).FULL="FULL",FeedDataFormat.COMPACT="COMPACT";const getSubscriptionKey=subscription=>`${subscription.type}${"source"in subscription?`#${subscription.source}`:""}:${subscription.symbol}`;class DXLinkFeed{constructor(client,contract,options={}){this.id=void 0,this.contract=void 0,this.options=void 0,this.channel=void 0,this.acceptConfig={},this.config={aggregationPeriod:NaN,dataFormat:exports.FeedDataFormat.FULL,eventFields:{}},this.configListeners=new Set,this.eventListeners=new Set,this.pendingAdd=new Map,this.pendingRemove=new Map,this.pengingReset=!1,this.subscriptions=new Map,this.touchedEvents=new Set,this.subScheduler=new dxlinkCore.Scheduler,this.logger=void 0,this.getChannel=()=>this.channel,this.getState=()=>this.channel.getState(),this.addStateChangeListener=listener=>this.channel.addStateChangeListener(listener),this.removeStateChangeListener=listener=>this.channel.removeStateChangeListener(listener),this.getConfig=()=>this.config,this.addConfigChangeListener=listener=>{this.configListeners.add(listener)},this.removeConfigChangeListener=listener=>{this.configListeners.delete(listener)},this.close=()=>{this.acceptConfig={},this.configListeners.clear(),this.eventListeners.clear(),this.pendingAdd.clear(),this.pendingRemove.clear(),this.touchedEvents.clear(),this.subscriptions.clear(),this.touchedEvents.clear(),this.subScheduler.clear(),this.channel.close()},this.configure=acceptConfig=>{this.acceptConfig=acceptConfig,this.channel.getState()===dxlinkCore.DXLinkChannelState.OPENED&&this.sendAcceptConfig(this.touchedEvents)},this.clearSubscriptions=()=>{this.pendingAdd.clear(),this.pendingRemove.clear(),this.pengingReset=!0,this.scheduleProcessPendings()},this.addEventListener=listener=>{this.eventListeners.add(listener)},this.removeEventListener=listener=>{this.eventListeners.delete(listener)},this.cleanSubscription=subscription=>{if(this.contract===exports.FeedContract.TICKER){const{type:type,symbol:symbol,...other}=subscription;return Object.keys(other).length>0&&this.logger.warn("Subscription for the TICKER contract should not have any additional fields",subscription),{type:type,symbol:symbol}}return subscription},this.processMessage=message=>{if((message=>"FEED_SETUP"===message.type||"FEED_CONFIG"===message.type||"FEED_SUBSCRIPTION"===message.type||"FEED_DATA"===message.type)(message))switch(message.type){case"FEED_CONFIG":return void this.processConfig(message);case"FEED_DATA":return void this.processData(message)}this.logger.warn("Unknown message",message)},this.processConfig=config=>{const newConfig={aggregationPeriod:config.aggregationPeriod??this.config.aggregationPeriod,dataFormat:config.dataFormat??this.config.dataFormat,eventFields:{...this.config.eventFields??{},...config.eventFields??{}}};this.config=newConfig;for(const listener of this.configListeners)try{listener(newConfig)}catch(error){this.logger.error("Error in config listener",error)}},this.parseEventData=data=>{const{dataFormat:dataFormat,eventFields:eventFields}=this.config;if("FULL"===dataFormat){if((data=>"object"==typeof data[0])(data))return data}else if((data=>data.length>=2&&"string"==typeof data[0]&&Array.isArray(data[1]))(data)){const events=[],[eventType,values]=data,eventFieldsForType=eventFields[eventType];if(void 0===eventFieldsForType)throw new Error("Cannot find event fields for event type in the config");let cursor=0;for(;cursor<values.length;){const event={eventType:eventType};for(const field of eventFieldsForType){const value=values[cursor];if(void 0===value)throw new Error("Not enough values in compact event");event[field]=value,cursor++}events.push(event)}return events}throw new Error("Incoming data does not match the format specified in the config")},this.processData=({data:data})=>{try{const events=this.parseEventData(data);for(const listener of this.eventListeners)try{listener(events)}catch(error){this.logger.error("Error in event listener",error)}}catch(error){return void this.logger.error("Cannot parse data",error)}},this.processStatus=processStatus=>{switch(processStatus){case dxlinkCore.DXLinkChannelState.OPENED:return this.sendAcceptConfig(this.touchedEvents,!0),this.resubscribe();case dxlinkCore.DXLinkChannelState.REQUESTED:return void this.subScheduler.clear();case dxlinkCore.DXLinkChannelState.CLOSED:return this.close()}},this.sendSubscriptionChunkAndSchema=(chunk,newTouchedEvents)=>{this.channel.getState()===dxlinkCore.DXLinkChannelState.OPENED&&(void 0!==newTouchedEvents&&newTouchedEvents.size>0&&this.sendAcceptConfig(newTouchedEvents),this.channel.send({type:"FEED_SUBSCRIPTION",...chunk}))},this.processError=processError=>{this.logger.error("Error in channel",processError)},this.processPendings=()=>{const newTouchedEvents=new Set;let chunk={},chunkSize=0;this.pengingReset&&(chunk.reset=!0,chunkSize+=13,this.pengingReset=!1);for(const[key,subscription]of this.pendingRemove.entries())(chunk.remove??=[]).push(subscription),chunkSize+=key.length+("fromTime"in subscription?34:21),this.subscriptions.delete(getSubscriptionKey(subscription)),chunkSize>=this.options.maxSendSubscriptionChunkSize&&(this.sendSubscriptionChunkAndSchema(chunk),chunk={},chunkSize=0);this.pendingRemove.clear();for(const[key,subscription]of this.pendingAdd.entries())(chunk.add??=[]).push(subscription),chunkSize+=key.length+("fromTime"in subscription?34:21),this.touchedEvents.has(subscription.type)||(newTouchedEvents.add(subscription.type),this.touchedEvents.add(subscription.type)),this.subscriptions.set(key,subscription),chunkSize>=this.options.maxSendSubscriptionChunkSize&&(this.sendSubscriptionChunkAndSchema(chunk,newTouchedEvents),newTouchedEvents.clear(),chunk={},chunkSize=0);this.pendingAdd.clear(),chunkSize>0&&this.sendSubscriptionChunkAndSchema(chunk,newTouchedEvents)},this.sendAcceptConfig=(eventTypes,force=!1)=>{let acceptEventFields;if(void 0!==this.acceptConfig.acceptEventFields)for(const eventType of eventTypes){const eventFields=this.acceptConfig.acceptEventFields[eventType];void 0!==eventFields&&(acceptEventFields??={},acceptEventFields[eventType]=eventFields)}const{acceptAggregationPeriod:acceptAggregationPeriod,acceptDataFormat:acceptDataFormat}=this.acceptConfig;void 0===acceptEventFields&&void 0===acceptAggregationPeriod&&void 0===acceptDataFormat||(force||void 0!==acceptEventFields||void 0!==acceptAggregationPeriod&&acceptAggregationPeriod!==this.config.aggregationPeriod||void 0!==acceptDataFormat&&acceptDataFormat!==this.config.dataFormat)&&this.channel.send({type:"FEED_SETUP",acceptAggregationPeriod:acceptAggregationPeriod,acceptDataFormat:acceptDataFormat,acceptEventFields:acceptEventFields})},this.options={logLevel:dxlinkCore.DXLinkLogLevel.WARN,batchSubscriptionsTime:100,maxSendSubscriptionChunkSize:8192,...options},this.channel=client.openChannel("FEED",{contract:contract,space:options.space,feed:options.feed}),this.id=this.channel.id,this.contract=contract,this.channel.addMessageListener(this.processMessage),this.channel.addStateChangeListener(this.processStatus),this.channel.addErrorListener(this.processError),this.addSubscriptions=this.addSubscriptions.bind(this),this.removeSubscriptions=this.removeSubscriptions.bind(this),this.logger=new dxlinkCore.Logger(`${DXLinkFeed.name}#${this.id}`,this.options.logLevel)}addSubscriptions(){var args=[].slice.call(arguments);const inputs=Array.isArray(args[0])?args[0]:args;for(const input of inputs){const subscription=this.cleanSubscription(input);this.pendingAdd.set(getSubscriptionKey(subscription),subscription)}this.scheduleProcessPendings()}removeSubscriptions(){var args=[].slice.call(arguments);const inputs=Array.isArray(args[0])?args[0]:args;for(const input of inputs){const subscription=this.cleanSubscription(input),key=getSubscriptionKey(subscription);this.pendingRemove.set(key,subscription),this.pendingAdd.delete(key)}this.scheduleProcessPendings()}resubscribe(){for(const[key,subscription]of this.subscriptions)this.pendingAdd.set(key,subscription);0!==this.pendingAdd.size&&(this.pendingRemove.clear(),this.pengingReset=!0,this.processPendings())}scheduleProcessPendings(){this.subScheduler.has("processPendings")||this.subScheduler.schedule(this.processPendings,this.options.batchSubscriptionsTime,"processPendings")}}exports.DXLinkFeed=DXLinkFeed; | ||
| var FeedContract,FeedDataFormat,dxlinkCore=require("@dxfeed/dxlink-core");exports.FeedContract=void 0,(FeedContract=exports.FeedContract||(exports.FeedContract={})).AUTO="AUTO",FeedContract.TICKER="TICKER",FeedContract.HISTORY="HISTORY",FeedContract.STREAM="STREAM",exports.FeedDataFormat=void 0,(FeedDataFormat=exports.FeedDataFormat||(exports.FeedDataFormat={})).FULL="FULL",FeedDataFormat.COMPACT="COMPACT";const getSubscriptionKey=subscription=>`${subscription.type}${"source"in subscription?`#${subscription.source}`:""}:${subscription.symbol}`;class DXLinkFeed{constructor(client,contract,options={}){this.id=void 0,this.contract=void 0,this.options=void 0,this.channel=void 0,this.acceptConfig={},this.config={aggregationPeriod:NaN,dataFormat:exports.FeedDataFormat.FULL,eventFields:{}},this.configListeners=new Set,this.eventListeners=new Set,this.pendingAdd=new Map,this.pendingRemove=new Map,this.pengingReset=!1,this.subscriptions=new Map,this.touchedEvents=new Set,this.scheduler=void 0,this.processPendingsSchedulerKey=void 0,this.logger=void 0,this.getChannel=()=>this.channel,this.getState=()=>this.channel.getState(),this.addStateChangeListener=listener=>this.channel.addStateChangeListener(listener),this.removeStateChangeListener=listener=>this.channel.removeStateChangeListener(listener),this.getConfig=()=>this.config,this.addConfigChangeListener=listener=>{this.configListeners.add(listener)},this.removeConfigChangeListener=listener=>{this.configListeners.delete(listener)},this.close=()=>{this.acceptConfig={},this.configListeners.clear(),this.eventListeners.clear(),this.pendingAdd.clear(),this.pendingRemove.clear(),this.touchedEvents.clear(),this.subscriptions.clear(),this.touchedEvents.clear(),this.scheduler.cancel(this.processPendingsSchedulerKey),this.channel.close()},this.configure=acceptConfig=>{this.acceptConfig=acceptConfig,this.channel.getState()===dxlinkCore.DXLinkChannelState.OPENED&&this.sendAcceptConfig(this.touchedEvents)},this.clearSubscriptions=()=>{this.pendingAdd.clear(),this.pendingRemove.clear(),this.pengingReset=!0,this.scheduleProcessPendings()},this.addEventListener=listener=>{this.eventListeners.add(listener)},this.removeEventListener=listener=>{this.eventListeners.delete(listener)},this.cleanSubscription=subscription=>{if(this.contract===exports.FeedContract.TICKER){const{type:type,symbol:symbol,...other}=subscription;return Object.keys(other).length>0&&this.logger.warn("Subscription for the TICKER contract should not have any additional fields",subscription),{type:type,symbol:symbol}}return subscription},this.processMessage=message=>{if((message=>"FEED_SETUP"===message.type||"FEED_CONFIG"===message.type||"FEED_SUBSCRIPTION"===message.type||"FEED_DATA"===message.type)(message))switch(message.type){case"FEED_CONFIG":return void this.processConfig(message);case"FEED_DATA":return void this.processData(message)}this.logger.warn("Unknown message",message)},this.processConfig=config=>{const newConfig={aggregationPeriod:config.aggregationPeriod??this.config.aggregationPeriod,dataFormat:config.dataFormat??this.config.dataFormat,eventFields:{...this.config.eventFields??{},...config.eventFields??{}}};this.config=newConfig;for(const listener of this.configListeners)try{listener(newConfig)}catch(error){this.logger.error("Error in config listener",error)}},this.parseEventData=data=>{const{dataFormat:dataFormat,eventFields:eventFields}=this.config;if("FULL"===dataFormat){if((data=>"object"==typeof data[0])(data))return data}else if((data=>data.length>=2&&"string"==typeof data[0]&&Array.isArray(data[1]))(data)){const events=[],[eventType,values]=data,eventFieldsForType=eventFields[eventType];if(void 0===eventFieldsForType)throw new Error("Cannot find event fields for event type in the config");let cursor=0;for(;cursor<values.length;){const event={eventType:eventType};for(const field of eventFieldsForType){const value=values[cursor];if(void 0===value)throw new Error("Not enough values in compact event");event[field]=value,cursor++}events.push(event)}return events}throw new Error("Incoming data does not match the format specified in the config")},this.processData=({data:data})=>{try{const events=this.parseEventData(data);for(const listener of this.eventListeners)try{listener(events)}catch(error){this.logger.error("Error in event listener",error)}}catch(error){return void this.logger.error("Cannot parse data",error)}},this.processStatus=processStatus=>{switch(processStatus){case dxlinkCore.DXLinkChannelState.OPENED:return this.sendAcceptConfig(this.touchedEvents,!0),this.resubscribe();case dxlinkCore.DXLinkChannelState.REQUESTED:return void this.scheduler.cancel(this.processPendingsSchedulerKey);case dxlinkCore.DXLinkChannelState.CLOSED:return this.close()}},this.sendSubscriptionChunkAndSchema=(chunk,newTouchedEvents)=>{this.channel.getState()===dxlinkCore.DXLinkChannelState.OPENED&&(void 0!==newTouchedEvents&&newTouchedEvents.size>0&&this.sendAcceptConfig(newTouchedEvents),this.channel.send({type:"FEED_SUBSCRIPTION",...chunk}))},this.processError=processError=>{this.logger.error("Error in channel",processError)},this.processPendings=()=>{const newTouchedEvents=new Set;let chunk={},chunkSize=0;this.pengingReset&&(chunk.reset=!0,chunkSize+=13,this.pengingReset=!1);for(const[key,subscription]of this.pendingRemove.entries())(chunk.remove??=[]).push(subscription),chunkSize+=key.length+("fromTime"in subscription?34:21),this.subscriptions.delete(getSubscriptionKey(subscription)),chunkSize>=this.options.maxSendSubscriptionChunkSize&&(this.sendSubscriptionChunkAndSchema(chunk),chunk={},chunkSize=0);this.pendingRemove.clear();for(const[key,subscription]of this.pendingAdd.entries())(chunk.add??=[]).push(subscription),chunkSize+=key.length+("fromTime"in subscription?34:21),this.touchedEvents.has(subscription.type)||(newTouchedEvents.add(subscription.type),this.touchedEvents.add(subscription.type)),this.subscriptions.set(key,subscription),chunkSize>=this.options.maxSendSubscriptionChunkSize&&(this.sendSubscriptionChunkAndSchema(chunk,newTouchedEvents),newTouchedEvents.clear(),chunk={},chunkSize=0);this.pendingAdd.clear(),chunkSize>0&&this.sendSubscriptionChunkAndSchema(chunk,newTouchedEvents)},this.sendAcceptConfig=(eventTypes,force=!1)=>{let acceptEventFields;if(void 0!==this.acceptConfig.acceptEventFields)for(const eventType of eventTypes){const eventFields=this.acceptConfig.acceptEventFields[eventType];void 0!==eventFields&&(acceptEventFields??={},acceptEventFields[eventType]=eventFields)}const{acceptAggregationPeriod:acceptAggregationPeriod,acceptDataFormat:acceptDataFormat}=this.acceptConfig;void 0===acceptEventFields&&void 0===acceptAggregationPeriod&&void 0===acceptDataFormat||(force||void 0!==acceptEventFields||void 0!==acceptAggregationPeriod&&acceptAggregationPeriod!==this.config.aggregationPeriod||void 0!==acceptDataFormat&&acceptDataFormat!==this.config.dataFormat)&&this.channel.send({type:"FEED_SETUP",acceptAggregationPeriod:acceptAggregationPeriod,acceptDataFormat:acceptDataFormat,acceptEventFields:acceptEventFields})},this.options={logLevel:dxlinkCore.DXLinkLogLevel.WARN,batchSubscriptionsTime:100,maxSendSubscriptionChunkSize:8192,...options},this.scheduler=client.getScheduler(),this.channel=client.openChannel("FEED",{contract:contract,space:options.space,feed:options.feed}),this.id=this.channel.id,this.contract=contract,this.channel.addMessageListener(this.processMessage),this.channel.addStateChangeListener(this.processStatus),this.channel.addErrorListener(this.processError),this.addSubscriptions=this.addSubscriptions.bind(this),this.removeSubscriptions=this.removeSubscriptions.bind(this),this.logger=new dxlinkCore.Logger(`${DXLinkFeed.name}#${this.id}`,this.options.logLevel),this.processPendingsSchedulerKey=`FEED#${this.id}:PROCESS_PENDINGS`}addSubscriptions(){var args=[].slice.call(arguments);const inputs=Array.isArray(args[0])?args[0]:args;for(const input of inputs){const subscription=this.cleanSubscription(input);this.pendingAdd.set(getSubscriptionKey(subscription),subscription)}this.scheduleProcessPendings()}removeSubscriptions(){var args=[].slice.call(arguments);const inputs=Array.isArray(args[0])?args[0]:args;for(const input of inputs){const subscription=this.cleanSubscription(input),key=getSubscriptionKey(subscription);this.pendingRemove.set(key,subscription),this.pendingAdd.delete(key)}this.scheduleProcessPendings()}resubscribe(){for(const[key,subscription]of this.subscriptions)this.pendingAdd.set(key,subscription);0!==this.pendingAdd.size&&(this.pendingRemove.clear(),this.pengingReset=!0,this.processPendings())}scheduleProcessPendings(){this.scheduler.has(this.processPendingsSchedulerKey)||this.scheduler.schedule(this.processPendings,this.options.batchSubscriptionsTime,this.processPendingsSchedulerKey)}}exports.DXLinkFeed=DXLinkFeed; | ||
| //# sourceMappingURL=index.js.map |
@@ -1,1 +0,1 @@ | ||
| {"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 * Space to be used for the service.\n */\n space?: string\n /**\n * Feed name to be used for the service.\n */\n feed?: string\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, { \n contract,\n // Optional parameters for FEED source\n space: options.space,\n feed: options.feed\n })\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 !== 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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 type DXLinkScheduler,\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 * Space to be used for the service.\n */\n space?: string\n /**\n * Feed name to be used for the service.\n */\n feed?: string\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 readonly scheduler: DXLinkScheduler\n private readonly processPendingsSchedulerKey: string\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 this.scheduler = client.getScheduler()\n\n this.channel = client.openChannel(FEED_SERVICE_NAME, {\n contract,\n // Optional parameters for FEED source\n space: options.space,\n feed: options.feed,\n })\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}#${this.id}`, this.options.logLevel)\n\n this.processPendingsSchedulerKey = `${FEED_SERVICE_NAME}#${this.id}:PROCESS_PENDINGS`\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.scheduler.cancel(this.processPendingsSchedulerKey)\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.scheduler.cancel(this.processPendingsSchedulerKey)\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.scheduler.has(this.processPendingsSchedulerKey)) {\n return\n }\n\n this.scheduler.schedule(\n this.processPendings,\n this.options.batchSubscriptionsTime,\n this.processPendingsSchedulerKey\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 !== 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|
@@ -1,2 +0,2 @@ | ||
| import{Scheduler,DXLinkChannelState,DXLinkLogLevel,Logger}from"@dxfeed/dxlink-core";var FeedContract,FeedDataFormat;!function(FeedContract){FeedContract.AUTO="AUTO",FeedContract.TICKER="TICKER",FeedContract.HISTORY="HISTORY",FeedContract.STREAM="STREAM"}(FeedContract||(FeedContract={})),function(FeedDataFormat){FeedDataFormat.FULL="FULL",FeedDataFormat.COMPACT="COMPACT"}(FeedDataFormat||(FeedDataFormat={}));const getSubscriptionKey=subscription=>`${subscription.type}${"source"in subscription?`#${subscription.source}`:""}:${subscription.symbol}`;class DXLinkFeed{constructor(client,contract,options={}){this.id=void 0,this.contract=void 0,this.options=void 0,this.channel=void 0,this.acceptConfig={},this.config={aggregationPeriod:NaN,dataFormat:FeedDataFormat.FULL,eventFields:{}},this.configListeners=new Set,this.eventListeners=new Set,this.pendingAdd=new Map,this.pendingRemove=new Map,this.pengingReset=!1,this.subscriptions=new Map,this.touchedEvents=new Set,this.subScheduler=new Scheduler,this.logger=void 0,this.getChannel=()=>this.channel,this.getState=()=>this.channel.getState(),this.addStateChangeListener=listener=>this.channel.addStateChangeListener(listener),this.removeStateChangeListener=listener=>this.channel.removeStateChangeListener(listener),this.getConfig=()=>this.config,this.addConfigChangeListener=listener=>{this.configListeners.add(listener)},this.removeConfigChangeListener=listener=>{this.configListeners.delete(listener)},this.close=()=>{this.acceptConfig={},this.configListeners.clear(),this.eventListeners.clear(),this.pendingAdd.clear(),this.pendingRemove.clear(),this.touchedEvents.clear(),this.subscriptions.clear(),this.touchedEvents.clear(),this.subScheduler.clear(),this.channel.close()},this.configure=acceptConfig=>{this.acceptConfig=acceptConfig,this.channel.getState()===DXLinkChannelState.OPENED&&this.sendAcceptConfig(this.touchedEvents)},this.clearSubscriptions=()=>{this.pendingAdd.clear(),this.pendingRemove.clear(),this.pengingReset=!0,this.scheduleProcessPendings()},this.addEventListener=listener=>{this.eventListeners.add(listener)},this.removeEventListener=listener=>{this.eventListeners.delete(listener)},this.cleanSubscription=subscription=>{if(this.contract===FeedContract.TICKER){const{type:type,symbol:symbol,...other}=subscription;return Object.keys(other).length>0&&this.logger.warn("Subscription for the TICKER contract should not have any additional fields",subscription),{type:type,symbol:symbol}}return subscription},this.processMessage=message=>{if((message=>"FEED_SETUP"===message.type||"FEED_CONFIG"===message.type||"FEED_SUBSCRIPTION"===message.type||"FEED_DATA"===message.type)(message))switch(message.type){case"FEED_CONFIG":return void this.processConfig(message);case"FEED_DATA":return void this.processData(message)}this.logger.warn("Unknown message",message)},this.processConfig=config=>{const newConfig={aggregationPeriod:config.aggregationPeriod??this.config.aggregationPeriod,dataFormat:config.dataFormat??this.config.dataFormat,eventFields:{...this.config.eventFields??{},...config.eventFields??{}}};this.config=newConfig;for(const listener of this.configListeners)try{listener(newConfig)}catch(error){this.logger.error("Error in config listener",error)}},this.parseEventData=data=>{const{dataFormat:dataFormat,eventFields:eventFields}=this.config;if("FULL"===dataFormat){if((data=>"object"==typeof data[0])(data))return data}else if((data=>data.length>=2&&"string"==typeof data[0]&&Array.isArray(data[1]))(data)){const events=[],[eventType,values]=data,eventFieldsForType=eventFields[eventType];if(void 0===eventFieldsForType)throw new Error("Cannot find event fields for event type in the config");let cursor=0;for(;cursor<values.length;){const event={eventType:eventType};for(const field of eventFieldsForType){const value=values[cursor];if(void 0===value)throw new Error("Not enough values in compact event");event[field]=value,cursor++}events.push(event)}return events}throw new Error("Incoming data does not match the format specified in the config")},this.processData=({data:data})=>{try{const events=this.parseEventData(data);for(const listener of this.eventListeners)try{listener(events)}catch(error){this.logger.error("Error in event listener",error)}}catch(error){return void this.logger.error("Cannot parse data",error)}},this.processStatus=processStatus=>{switch(processStatus){case DXLinkChannelState.OPENED:return this.sendAcceptConfig(this.touchedEvents,!0),this.resubscribe();case DXLinkChannelState.REQUESTED:return void this.subScheduler.clear();case DXLinkChannelState.CLOSED:return this.close()}},this.sendSubscriptionChunkAndSchema=(chunk,newTouchedEvents)=>{this.channel.getState()===DXLinkChannelState.OPENED&&(void 0!==newTouchedEvents&&newTouchedEvents.size>0&&this.sendAcceptConfig(newTouchedEvents),this.channel.send({type:"FEED_SUBSCRIPTION",...chunk}))},this.processError=processError=>{this.logger.error("Error in channel",processError)},this.processPendings=()=>{const newTouchedEvents=new Set;let chunk={},chunkSize=0;this.pengingReset&&(chunk.reset=!0,chunkSize+=13,this.pengingReset=!1);for(const[key,subscription]of this.pendingRemove.entries())(chunk.remove??=[]).push(subscription),chunkSize+=key.length+("fromTime"in subscription?34:21),this.subscriptions.delete(getSubscriptionKey(subscription)),chunkSize>=this.options.maxSendSubscriptionChunkSize&&(this.sendSubscriptionChunkAndSchema(chunk),chunk={},chunkSize=0);this.pendingRemove.clear();for(const[key,subscription]of this.pendingAdd.entries())(chunk.add??=[]).push(subscription),chunkSize+=key.length+("fromTime"in subscription?34:21),this.touchedEvents.has(subscription.type)||(newTouchedEvents.add(subscription.type),this.touchedEvents.add(subscription.type)),this.subscriptions.set(key,subscription),chunkSize>=this.options.maxSendSubscriptionChunkSize&&(this.sendSubscriptionChunkAndSchema(chunk,newTouchedEvents),newTouchedEvents.clear(),chunk={},chunkSize=0);this.pendingAdd.clear(),chunkSize>0&&this.sendSubscriptionChunkAndSchema(chunk,newTouchedEvents)},this.sendAcceptConfig=(eventTypes,force=!1)=>{let acceptEventFields;if(void 0!==this.acceptConfig.acceptEventFields)for(const eventType of eventTypes){const eventFields=this.acceptConfig.acceptEventFields[eventType];void 0!==eventFields&&(acceptEventFields??={},acceptEventFields[eventType]=eventFields)}const{acceptAggregationPeriod:acceptAggregationPeriod,acceptDataFormat:acceptDataFormat}=this.acceptConfig;void 0===acceptEventFields&&void 0===acceptAggregationPeriod&&void 0===acceptDataFormat||(force||void 0!==acceptEventFields||void 0!==acceptAggregationPeriod&&acceptAggregationPeriod!==this.config.aggregationPeriod||void 0!==acceptDataFormat&&acceptDataFormat!==this.config.dataFormat)&&this.channel.send({type:"FEED_SETUP",acceptAggregationPeriod:acceptAggregationPeriod,acceptDataFormat:acceptDataFormat,acceptEventFields:acceptEventFields})},this.options={logLevel:DXLinkLogLevel.WARN,batchSubscriptionsTime:100,maxSendSubscriptionChunkSize:8192,...options},this.channel=client.openChannel("FEED",{contract:contract,space:options.space,feed:options.feed}),this.id=this.channel.id,this.contract=contract,this.channel.addMessageListener(this.processMessage),this.channel.addStateChangeListener(this.processStatus),this.channel.addErrorListener(this.processError),this.addSubscriptions=this.addSubscriptions.bind(this),this.removeSubscriptions=this.removeSubscriptions.bind(this),this.logger=new Logger(`${DXLinkFeed.name}#${this.id}`,this.options.logLevel)}addSubscriptions(){var args=[].slice.call(arguments);const inputs=Array.isArray(args[0])?args[0]:args;for(const input of inputs){const subscription=this.cleanSubscription(input);this.pendingAdd.set(getSubscriptionKey(subscription),subscription)}this.scheduleProcessPendings()}removeSubscriptions(){var args=[].slice.call(arguments);const inputs=Array.isArray(args[0])?args[0]:args;for(const input of inputs){const subscription=this.cleanSubscription(input),key=getSubscriptionKey(subscription);this.pendingRemove.set(key,subscription),this.pendingAdd.delete(key)}this.scheduleProcessPendings()}resubscribe(){for(const[key,subscription]of this.subscriptions)this.pendingAdd.set(key,subscription);0!==this.pendingAdd.size&&(this.pendingRemove.clear(),this.pengingReset=!0,this.processPendings())}scheduleProcessPendings(){this.subScheduler.has("processPendings")||this.subScheduler.schedule(this.processPendings,this.options.batchSubscriptionsTime,"processPendings")}}export{DXLinkFeed,FeedContract,FeedDataFormat}; | ||
| import{DXLinkChannelState,DXLinkLogLevel,Logger}from"@dxfeed/dxlink-core";var FeedContract,FeedDataFormat;!function(FeedContract){FeedContract.AUTO="AUTO",FeedContract.TICKER="TICKER",FeedContract.HISTORY="HISTORY",FeedContract.STREAM="STREAM"}(FeedContract||(FeedContract={})),function(FeedDataFormat){FeedDataFormat.FULL="FULL",FeedDataFormat.COMPACT="COMPACT"}(FeedDataFormat||(FeedDataFormat={}));const getSubscriptionKey=subscription=>`${subscription.type}${"source"in subscription?`#${subscription.source}`:""}:${subscription.symbol}`;class DXLinkFeed{constructor(client,contract,options={}){this.id=void 0,this.contract=void 0,this.options=void 0,this.channel=void 0,this.acceptConfig={},this.config={aggregationPeriod:NaN,dataFormat:FeedDataFormat.FULL,eventFields:{}},this.configListeners=new Set,this.eventListeners=new Set,this.pendingAdd=new Map,this.pendingRemove=new Map,this.pengingReset=!1,this.subscriptions=new Map,this.touchedEvents=new Set,this.scheduler=void 0,this.processPendingsSchedulerKey=void 0,this.logger=void 0,this.getChannel=()=>this.channel,this.getState=()=>this.channel.getState(),this.addStateChangeListener=listener=>this.channel.addStateChangeListener(listener),this.removeStateChangeListener=listener=>this.channel.removeStateChangeListener(listener),this.getConfig=()=>this.config,this.addConfigChangeListener=listener=>{this.configListeners.add(listener)},this.removeConfigChangeListener=listener=>{this.configListeners.delete(listener)},this.close=()=>{this.acceptConfig={},this.configListeners.clear(),this.eventListeners.clear(),this.pendingAdd.clear(),this.pendingRemove.clear(),this.touchedEvents.clear(),this.subscriptions.clear(),this.touchedEvents.clear(),this.scheduler.cancel(this.processPendingsSchedulerKey),this.channel.close()},this.configure=acceptConfig=>{this.acceptConfig=acceptConfig,this.channel.getState()===DXLinkChannelState.OPENED&&this.sendAcceptConfig(this.touchedEvents)},this.clearSubscriptions=()=>{this.pendingAdd.clear(),this.pendingRemove.clear(),this.pengingReset=!0,this.scheduleProcessPendings()},this.addEventListener=listener=>{this.eventListeners.add(listener)},this.removeEventListener=listener=>{this.eventListeners.delete(listener)},this.cleanSubscription=subscription=>{if(this.contract===FeedContract.TICKER){const{type:type,symbol:symbol,...other}=subscription;return Object.keys(other).length>0&&this.logger.warn("Subscription for the TICKER contract should not have any additional fields",subscription),{type:type,symbol:symbol}}return subscription},this.processMessage=message=>{if((message=>"FEED_SETUP"===message.type||"FEED_CONFIG"===message.type||"FEED_SUBSCRIPTION"===message.type||"FEED_DATA"===message.type)(message))switch(message.type){case"FEED_CONFIG":return void this.processConfig(message);case"FEED_DATA":return void this.processData(message)}this.logger.warn("Unknown message",message)},this.processConfig=config=>{const newConfig={aggregationPeriod:config.aggregationPeriod??this.config.aggregationPeriod,dataFormat:config.dataFormat??this.config.dataFormat,eventFields:{...this.config.eventFields??{},...config.eventFields??{}}};this.config=newConfig;for(const listener of this.configListeners)try{listener(newConfig)}catch(error){this.logger.error("Error in config listener",error)}},this.parseEventData=data=>{const{dataFormat:dataFormat,eventFields:eventFields}=this.config;if("FULL"===dataFormat){if((data=>"object"==typeof data[0])(data))return data}else if((data=>data.length>=2&&"string"==typeof data[0]&&Array.isArray(data[1]))(data)){const events=[],[eventType,values]=data,eventFieldsForType=eventFields[eventType];if(void 0===eventFieldsForType)throw new Error("Cannot find event fields for event type in the config");let cursor=0;for(;cursor<values.length;){const event={eventType:eventType};for(const field of eventFieldsForType){const value=values[cursor];if(void 0===value)throw new Error("Not enough values in compact event");event[field]=value,cursor++}events.push(event)}return events}throw new Error("Incoming data does not match the format specified in the config")},this.processData=({data:data})=>{try{const events=this.parseEventData(data);for(const listener of this.eventListeners)try{listener(events)}catch(error){this.logger.error("Error in event listener",error)}}catch(error){return void this.logger.error("Cannot parse data",error)}},this.processStatus=processStatus=>{switch(processStatus){case DXLinkChannelState.OPENED:return this.sendAcceptConfig(this.touchedEvents,!0),this.resubscribe();case DXLinkChannelState.REQUESTED:return void this.scheduler.cancel(this.processPendingsSchedulerKey);case DXLinkChannelState.CLOSED:return this.close()}},this.sendSubscriptionChunkAndSchema=(chunk,newTouchedEvents)=>{this.channel.getState()===DXLinkChannelState.OPENED&&(void 0!==newTouchedEvents&&newTouchedEvents.size>0&&this.sendAcceptConfig(newTouchedEvents),this.channel.send({type:"FEED_SUBSCRIPTION",...chunk}))},this.processError=processError=>{this.logger.error("Error in channel",processError)},this.processPendings=()=>{const newTouchedEvents=new Set;let chunk={},chunkSize=0;this.pengingReset&&(chunk.reset=!0,chunkSize+=13,this.pengingReset=!1);for(const[key,subscription]of this.pendingRemove.entries())(chunk.remove??=[]).push(subscription),chunkSize+=key.length+("fromTime"in subscription?34:21),this.subscriptions.delete(getSubscriptionKey(subscription)),chunkSize>=this.options.maxSendSubscriptionChunkSize&&(this.sendSubscriptionChunkAndSchema(chunk),chunk={},chunkSize=0);this.pendingRemove.clear();for(const[key,subscription]of this.pendingAdd.entries())(chunk.add??=[]).push(subscription),chunkSize+=key.length+("fromTime"in subscription?34:21),this.touchedEvents.has(subscription.type)||(newTouchedEvents.add(subscription.type),this.touchedEvents.add(subscription.type)),this.subscriptions.set(key,subscription),chunkSize>=this.options.maxSendSubscriptionChunkSize&&(this.sendSubscriptionChunkAndSchema(chunk,newTouchedEvents),newTouchedEvents.clear(),chunk={},chunkSize=0);this.pendingAdd.clear(),chunkSize>0&&this.sendSubscriptionChunkAndSchema(chunk,newTouchedEvents)},this.sendAcceptConfig=(eventTypes,force=!1)=>{let acceptEventFields;if(void 0!==this.acceptConfig.acceptEventFields)for(const eventType of eventTypes){const eventFields=this.acceptConfig.acceptEventFields[eventType];void 0!==eventFields&&(acceptEventFields??={},acceptEventFields[eventType]=eventFields)}const{acceptAggregationPeriod:acceptAggregationPeriod,acceptDataFormat:acceptDataFormat}=this.acceptConfig;void 0===acceptEventFields&&void 0===acceptAggregationPeriod&&void 0===acceptDataFormat||(force||void 0!==acceptEventFields||void 0!==acceptAggregationPeriod&&acceptAggregationPeriod!==this.config.aggregationPeriod||void 0!==acceptDataFormat&&acceptDataFormat!==this.config.dataFormat)&&this.channel.send({type:"FEED_SETUP",acceptAggregationPeriod:acceptAggregationPeriod,acceptDataFormat:acceptDataFormat,acceptEventFields:acceptEventFields})},this.options={logLevel:DXLinkLogLevel.WARN,batchSubscriptionsTime:100,maxSendSubscriptionChunkSize:8192,...options},this.scheduler=client.getScheduler(),this.channel=client.openChannel("FEED",{contract:contract,space:options.space,feed:options.feed}),this.id=this.channel.id,this.contract=contract,this.channel.addMessageListener(this.processMessage),this.channel.addStateChangeListener(this.processStatus),this.channel.addErrorListener(this.processError),this.addSubscriptions=this.addSubscriptions.bind(this),this.removeSubscriptions=this.removeSubscriptions.bind(this),this.logger=new Logger(`${DXLinkFeed.name}#${this.id}`,this.options.logLevel),this.processPendingsSchedulerKey=`FEED#${this.id}:PROCESS_PENDINGS`}addSubscriptions(){var args=[].slice.call(arguments);const inputs=Array.isArray(args[0])?args[0]:args;for(const input of inputs){const subscription=this.cleanSubscription(input);this.pendingAdd.set(getSubscriptionKey(subscription),subscription)}this.scheduleProcessPendings()}removeSubscriptions(){var args=[].slice.call(arguments);const inputs=Array.isArray(args[0])?args[0]:args;for(const input of inputs){const subscription=this.cleanSubscription(input),key=getSubscriptionKey(subscription);this.pendingRemove.set(key,subscription),this.pendingAdd.delete(key)}this.scheduleProcessPendings()}resubscribe(){for(const[key,subscription]of this.subscriptions)this.pendingAdd.set(key,subscription);0!==this.pendingAdd.size&&(this.pendingRemove.clear(),this.pengingReset=!0,this.processPendings())}scheduleProcessPendings(){this.scheduler.has(this.processPendingsSchedulerKey)||this.scheduler.schedule(this.processPendings,this.options.batchSubscriptionsTime,this.processPendingsSchedulerKey)}}export{DXLinkFeed,FeedContract,FeedDataFormat}; | ||
| //# sourceMappingURL=index.module.js.map |
@@ -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 * Space to be used for the service.\n */\n space?: string\n /**\n * Feed name to be used for the service.\n */\n feed?: string\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, { \n contract,\n // Optional parameters for FEED source\n space: options.space,\n feed: options.feed\n })\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 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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.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 type DXLinkScheduler,\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 * Space to be used for the service.\n */\n space?: string\n /**\n * Feed name to be used for the service.\n */\n feed?: string\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 readonly scheduler: DXLinkScheduler\n private readonly processPendingsSchedulerKey: string\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 this.scheduler = client.getScheduler()\n\n this.channel = client.openChannel(FEED_SERVICE_NAME, {\n contract,\n // Optional parameters for FEED source\n space: options.space,\n feed: options.feed,\n })\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 this.processPendingsSchedulerKey = `${FEED_SERVICE_NAME}#${this.id}:PROCESS_PENDINGS`\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.scheduler.cancel(this.processPendingsSchedulerKey)\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.scheduler.cancel(this.processPendingsSchedulerKey)\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.scheduler.has(this.processPendingsSchedulerKey)) {\n return\n }\n\n this.scheduler.schedule(\n this.processPendings,\n this.options.batchSubscriptionsTime,\n this.processPendingsSchedulerKey\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": "0.6.1", | ||
| "version": "0.7.0", | ||
| "private": false, | ||
@@ -30,3 +30,3 @@ "sideEffects": false, | ||
| "dependencies": { | ||
| "@dxfeed/dxlink-core": "0.6.1" | ||
| "@dxfeed/dxlink-core": "0.7.0" | ||
| }, | ||
@@ -33,0 +33,0 @@ "author": "Dmitry Petrov <dmitry.petrov@devexperts.com>", |
No alert changes
Improved metrics
- Total package byte prevSize
100413
1.35%- Lines of code
434
0.46%Dependency changes
+ Added
@dxfeed/dxlink-core@0.7.0(transitive)- Removed
@dxfeed/dxlink-core@0.6.1(transitive)Updated
@dxfeed/dxlink-core@0.7.0