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  1. /*
  2.     This class implements interaction with UDF-compatible datafeed.
  3.     Please remember this class is a separate component and may interact to other code through Datafeeds.DatafeedInterface interface functions ONLY
  4.  
  5.     See UDF protocol reference at
  6.     https://docs.google.com/document/d/1rAigRhQUSLgLCzUAiVBJGAB7uchb-PzFVe0Bl8WTtF0
  7. */
  8.  
  9. Datafeeds = {};
  10.  
  11.  
  12. Datafeeds.UDFCompatibleDatafeed = function(datafeedURL, updateFrequency) {
  13.  
  14.     this._datafeedURL = datafeedURL;
  15.     this._configuration = undefined;
  16.  
  17.     this._symbolSearch = null;
  18.     this._symbolsStorage = null;
  19.     this._barsPulseUpdater = new Datafeeds.DataPulseUpdater(this, updateFrequency || 10 * 1000);
  20.     this._quotesPulseUpdater = new Datafeeds.QuotesPulseUpdater(this);
  21.  
  22.     this._enableLogging = false;
  23.     this._initializationFinished = false;
  24.     this._callbacks = {};
  25.  
  26.     this._initialize();
  27. };
  28.  
  29. Datafeeds.UDFCompatibleDatafeed.prototype.defaultConfiguration = function() {
  30.     return {
  31.         supports_search: false,
  32.         supports_group_request: true,
  33.         supported_resolutions: ["1", "5", "15", "30", "60", "1D", "1W", "1M"],
  34.         supports_marks: false
  35.     };
  36. };
  37.  
  38. Datafeeds.UDFCompatibleDatafeed.prototype.on = function (event, callback) {
  39.  
  40.     if (!this._callbacks.hasOwnProperty(event)) {
  41.         this._callbacks[event] = [];
  42.     }
  43.  
  44.     this._callbacks[event].push(callback);
  45.     return this;
  46. };
  47.  
  48.  
  49. Datafeeds.UDFCompatibleDatafeed.prototype._fireEvent = function(event, argument) {
  50.     if (this._callbacks.hasOwnProperty(event)) {
  51.         var callbacksChain = this._callbacks[event];
  52.         for (var i = 0; i < callbacksChain.length; ++i) {
  53.             callbacksChain[i](argument);
  54.         }
  55.         this._callbacks[event] = [];
  56.     }
  57. };
  58.  
  59. Datafeeds.UDFCompatibleDatafeed.prototype.onInitialized = function() {
  60.     this._initializationFinished = true;
  61.     this._fireEvent("initialized");
  62. };
  63.  
  64.  
  65.  
  66. Datafeeds.UDFCompatibleDatafeed.prototype._logMessage = function(message) {
  67.     if (this._enableLogging) {
  68.         var now = new Date();
  69.         console.log(now.toLocaleTimeString() + "." + now.getMilliseconds() + "> " + message);
  70.     }
  71. };
  72.  
  73.  
  74. Datafeeds.UDFCompatibleDatafeed.prototype._send = function(url, params) {
  75.     var request = url;
  76.     if (params) {
  77.         for (var i = 0; i < Object.keys(params).length; ++i) {
  78.             var key = Object.keys(params)[i];
  79.             var value = encodeURIComponent(params[key]);
  80.             request += (i === 0 ? "?" : "&") + key + "=" + value;
  81.         }
  82.     }
  83.  
  84.     this._logMessage("New request: " + request);
  85.  
  86.     return $.ajax(request);
  87. };
  88.  
  89. Datafeeds.UDFCompatibleDatafeed.prototype._initialize = function() {
  90.  
  91.     var that = this;
  92.  
  93.     this._send(this._datafeedURL + "/config")
  94.         .done(function(response) {
  95.             var configurationData = JSON.parse(response);
  96.             that._setupWithConfiguration(configurationData);
  97.         })
  98.         .fail(function(reason) {
  99.             that._setupWithConfiguration(that.defaultConfiguration());
  100.         });
  101. };
  102.  
  103.  
  104. Datafeeds.UDFCompatibleDatafeed.prototype.setup = function(studyEngineOptions, callback) {
  105.  
  106.     if (this._configuration) {
  107.         this._configuration.engine = studyEngineOptions;
  108.         callback(this._configuration);
  109.     }
  110.     else {
  111.         var that = this;
  112.         this.on("configuration_ready", function() {
  113.             that._configuration.engine = studyEngineOptions;
  114.             callback(that._configuration);
  115.         });
  116.     }
  117. };
  118.  
  119. Datafeeds.UDFCompatibleDatafeed.prototype._setupWithConfiguration = function(configurationData) {
  120.     this._configuration = configurationData;
  121.  
  122.     if (!configurationData.exchanges) {
  123.         configurationData.exchanges = [];
  124.     }
  125.  
  126.     //  @obsolete; remove in 1.5
  127.     var supportedResolutions = configurationData.supported_resolutions || configurationData.supportedResolutions;
  128.     configurationData.supported_resolutions = supportedResolutions;
  129.  
  130.     //  @obsolete; remove in 1.5
  131.     var symbolsTypes = configurationData.symbols_types || configurationData.symbolsTypes;
  132.     configurationData.symbols_types = symbolsTypes;
  133.  
  134.     if (!configurationData.supports_search && !configurationData.supports_group_request) {
  135.         throw "Unsupported datafeed configuration. Must either support search, or support group request";
  136.     }
  137.  
  138.     if (!configurationData.supports_search) {
  139.         this._symbolSearch = new Datafeeds.SymbolSearchComponent(this);
  140.     }
  141.  
  142.     if (configurationData.supports_group_request) {
  143.         //  this component will call onInitialized() by itself
  144.         this._symbolsStorage = new Datafeeds.SymbolsStorage(this);
  145.     }
  146.     else {
  147.         this.onInitialized();
  148.     }
  149.  
  150.     this._fireEvent("configuration_ready");
  151.     this._logMessage("Initialized with " + JSON.stringify(configurationData));
  152. };
  153.  
  154.  
  155. //  ===============================================================================================================================
  156. //  The functions set below is the implementation of JavaScript API.
  157.  
  158. Datafeeds.UDFCompatibleDatafeed.prototype.getMarks = function (symbolInfo, rangeStart, rangeEnd, onDataCallback, resolution) {
  159.     if (this._configuration.supports_marks) {
  160.         this._send(this._datafeedURL + "/marks", {
  161.                 symbol: symbolInfo.ticker.toUpperCase(),
  162.                 from : rangeStart,
  163.                 to: rangeEnd,
  164.                 resolution: resolution
  165.             })
  166.             .done(function (response) {
  167.                 onDataCallback(JSON.parse(response));
  168.             })
  169.             .fail(function() {
  170.                 onDataCallback([]);
  171.             });
  172.     }
  173. };
  174.  
  175.  
  176. Datafeeds.UDFCompatibleDatafeed.prototype.searchSymbolsByName = function(ticker, exchange, type, onResultReadyCallback) {
  177.     var MAX_SEARCH_RESULTS = 30;
  178.  
  179.     if (!this._configuration) {
  180.         onResultReadyCallback([]);
  181.         return;
  182.     }
  183.  
  184.     if (this._configuration.supports_search) {
  185.  
  186.         this._send(this._datafeedURL + "/search", {
  187.                 limit: MAX_SEARCH_RESULTS,
  188.                 query: ticker.toUpperCase(),
  189.                 type: type,
  190.                 exchange: exchange
  191.             })
  192.             .done(function (response) {
  193.                 var data = JSON.parse(response);
  194.  
  195.                 for (var i = 0; i < data.length; ++i) {
  196.                     if (!data[i].params) {
  197.                         data[i].params = [];
  198.                     }
  199.                 }
  200.  
  201.                 if (typeof data.s == "undefined" || data.s != "error") {
  202.                     onResultReadyCallback(data);
  203.                 }
  204.                 else {
  205.                     onResultReadyCallback([]);
  206.                 }
  207.  
  208.             })
  209.             .fail(function(reason) {
  210.                 onResultReadyCallback([]);
  211.             });
  212.     }
  213.     else {
  214.  
  215.         if (!this._symbolSearch) {
  216.             throw "Datafeed error: inconsistent configuration (symbol search)";
  217.         }
  218.  
  219.         var searchArgument = {
  220.             ticker: ticker,
  221.             exchange: exchange,
  222.             type: type,
  223.             onResultReadyCallback: onResultReadyCallback
  224.         };
  225.  
  226.         if (this._initializationFinished) {
  227.             this._symbolSearch.searchSymbolsByName(searchArgument, MAX_SEARCH_RESULTS);
  228.         }
  229.         else {
  230.  
  231.             var that = this;
  232.  
  233.             this.on("initialized", function() {
  234.                 that._symbolSearch.searchSymbolsByName(searchArgument, MAX_SEARCH_RESULTS);
  235.             });
  236.         }
  237.     }
  238. };
  239.  
  240.  
  241. Datafeeds.UDFCompatibleDatafeed.prototype._symbolResolveURL = "/symbols";
  242.  
  243.  
  244. //  BEWARE: this function does not consider symbol's exchange
  245. Datafeeds.UDFCompatibleDatafeed.prototype.resolveSymbol = function(symbolName, onSymbolResolvedCallback, onResolveErrorCallback) {
  246.  
  247.     var that = this;
  248.  
  249.     if (!this._initializationFinished) {
  250.         this.on("initialized", function() {
  251.             that.resolveSymbol(symbolName, onSymbolResolvedCallback, onResolveErrorCallback);
  252.         });
  253.  
  254.         return;
  255.     }
  256.  
  257.     function onResultReady(data) {
  258.         var postProcessedData = data;
  259.         if (that.postProcessSymbolInfo) {
  260.             postProcessedData = that.postProcessSymbolInfo(postProcessedData);
  261.         }
  262.         onSymbolResolvedCallback(postProcessedData);
  263.     }
  264.  
  265.     if (!this._configuration.supports_group_request) {
  266.         this._send(this._datafeedURL + this._symbolResolveURL, {
  267.                 symbol: symbolName ? symbolName.toUpperCase() : ""
  268.             })
  269.             .done(function (response) {
  270.                 var data = JSON.parse(response);
  271.  
  272.                 if (data.s && data.s != "ok") {
  273.                     onResolveErrorCallback("unknown_symbol");
  274.                 }
  275.                 else {
  276.                     onResultReady(data);
  277.                 }
  278.             })
  279.             .fail(function(reason) {
  280.                 onResolveErrorCallback("unknown_symbol");
  281.             });
  282.     }
  283.     else {
  284.         if (this._initializationFinished) {
  285.             this._symbolsStorage.resolveSymbol(symbolName, onResultReady, onResolveErrorCallback);
  286.         }
  287.         else {
  288.             this.on("initialized", function() {
  289.                 that._symbolsStorage.resolveSymbol(symbolName, onResultReady, onResolveErrorCallback);
  290.             });
  291.         }
  292.     }
  293. };
  294.  
  295.  
  296. Datafeeds.UDFCompatibleDatafeed.prototype._historyURL = "/history";
  297.  
  298. Datafeeds.UDFCompatibleDatafeed.prototype.getBars = function(symbolInfo, resolution, rangeStartDate, rangeEndDate, onDataCallback, onErrorCallback) {
  299.  
  300.     //  timestamp sample: 1399939200
  301.     if (rangeStartDate > 0 && (rangeStartDate + "").length > 10) {
  302.         throw "Got a JS time instead of Unix one.";
  303.     }
  304.  
  305.     this._send(this._datafeedURL + this._historyURL, {
  306.             symbol: symbolInfo.ticker.toUpperCase(),
  307.             resolution: resolution,
  308.             from: rangeStartDate,
  309.             to: rangeEndDate
  310.     })
  311.     .done(function (response) {
  312.  
  313.         var data = JSON.parse(response);
  314.  
  315.         if (data.s != "ok") {
  316.             if (!!onErrorCallback) {
  317.                 onErrorCallback(data.s);
  318.             }
  319.             return;
  320.         }
  321.  
  322.         var bars = [];
  323.  
  324.         //  data is JSON having format {s: "status", v: [volumes], t: [times], o: [opens], h: [highs], l: [lows], c:[closes]}
  325.         var barsCount = data.t.length;
  326.  
  327.         var volumePresent = typeof data.v != "undefined";
  328.         var ohlPresent = typeof data.o != "undefined";
  329.  
  330.         for (var i = 0; i < barsCount; ++i) {
  331.  
  332.             var barValue = {
  333.                 time: data.t[i] * 1000,
  334.                 close: data.c[i]
  335.             };
  336.  
  337.             if (ohlPresent) {
  338.                 barValue.open = data.o[i];
  339.                 barValue.high = data.h[i];
  340.                 barValue.low = data.l[i];
  341.             }
  342.             else {
  343.                 barValue.open = barValue.high = barValue.low = barValue.close;
  344.             }
  345.  
  346.             if (volumePresent) {
  347.                 barValue.volume = data.v[i];
  348.             }
  349.  
  350.             bars.push(barValue);
  351.         }
  352.  
  353.  
  354.         if (bars.length === 0) {
  355.             onErrorCallback("no data");
  356.         }
  357.        
  358.         onDataCallback(bars);
  359.     })
  360.     .fail(function (arg) {
  361.         console.warn("getBars(): HTTP error " + JSON.stringify(arg));
  362.  
  363.         if (!!onErrorCallback) {
  364.             onErrorCallback("network error: " + JSON.stringify(arg));
  365.         }
  366.     });
  367. };
  368.  
  369.  
  370. Datafeeds.UDFCompatibleDatafeed.prototype.subscribeBars = function(symbolInfo, resolution, onRealtimeCallback, listenerGUID) {
  371.     this._barsPulseUpdater.subscribeDataListener(symbolInfo, resolution, onRealtimeCallback, listenerGUID);
  372. };
  373.  
  374. Datafeeds.UDFCompatibleDatafeed.prototype.unsubscribeBars = function(listenerGUID) {
  375.     this._barsPulseUpdater.unsubscribeDataListener(listenerGUID);
  376. };
  377.  
  378. Datafeeds.UDFCompatibleDatafeed.prototype.calculateHistoryDepth = function(period, resolutionBack, intervalBack) {
  379. };
  380.  
  381. Datafeeds.UDFCompatibleDatafeed.prototype.getQuotes = function(symbols, onDataCallback, onErrorCallback) {
  382.     this._send(this._datafeedURL + "/quotes", { symbols: symbols })
  383.         .done(function (response) {
  384.             var data = JSON.parse(response);
  385.             if (data.s == "ok") {
  386.                 //  JSON format is {s: "status", [{s: "symbol_status", n: "symbol_name", v: {"field1": "value1", "field2": "value2", ..., "fieldN": "valueN"}}]}
  387.                 onDataCallback && onDataCallback(data.d);
  388.             } else {
  389.                 onErrorCallback && onErrorCallback(data.errmsg);
  390.             }
  391.         })
  392.         .fail(function (arg) {
  393.             onErrorCallback && onErrorCallback("network error: " + arg);
  394.         });
  395. };
  396.  
  397. Datafeeds.UDFCompatibleDatafeed.prototype.subscribeQuotes = function(symbols, fastSymbols, onRealtimeCallback, listenerGUID) {
  398.     this._quotesPulseUpdater.subscribeDataListener(symbols, fastSymbols, onRealtimeCallback, listenerGUID);
  399. };
  400.  
  401. Datafeeds.UDFCompatibleDatafeed.prototype.unsubscribeQuotes = function(listenerGUID) {
  402.     this._quotesPulseUpdater.unsubscribeDataListener(listenerGUID);
  403. };
  404.  
  405. //  ==================================================================================================================================================
  406. //  ==================================================================================================================================================
  407. //  ==================================================================================================================================================
  408.  
  409. /*
  410.     It's a symbol storage component for ExternalDatafeed. This component can
  411.       * interact to UDF-compatible datafeed which supports whole group info requesting
  412.       * do symbol resolving -- return symbol info by its name
  413. */
  414. Datafeeds.SymbolsStorage = function(datafeed) {
  415.     this._datafeed = datafeed;
  416.  
  417.     this._exchangesList = ["NYSE", "FOREX", "AMEX"];
  418.     this._exchangesWaitingForData = {};
  419.     this._exchangesDataCache = {};
  420.  
  421.     this._symbolsInfo = {};
  422.     this._symbolsList = [];
  423.  
  424.     this._requestFullSymbolsList();
  425. };
  426.  
  427.  
  428.  
  429. Datafeeds.SymbolsStorage.prototype._requestFullSymbolsList = function() {
  430.  
  431.     var that = this;
  432.     var datafeed = this._datafeed;
  433.  
  434.     for (var i = 0; i < this._exchangesList.length; ++i) {
  435.  
  436.         var exchange = this._exchangesList[i];
  437.  
  438.         if (this._exchangesDataCache.hasOwnProperty(exchange)) {
  439.             continue;
  440.         }
  441.  
  442.         this._exchangesDataCache[exchange] = true;
  443.  
  444.         this._exchangesWaitingForData[exchange] = "waiting_for_data";
  445.  
  446.         this._datafeed._send(this._datafeed._datafeedURL + "/symbol_info", {
  447.                 group: exchange
  448.             })
  449.             .done(function(exchange) {
  450.                 return function(response) {
  451.                     that._onExchangeDataReceived(exchange, JSON.parse(response));
  452.                     that._onAnyExchangeResponseReceived(exchange);
  453.                 }
  454.             }(exchange))
  455.             .fail(function(exchange) {
  456.                 return function (reason) {
  457.                     that._onAnyExchangeResponseReceived(exchange);
  458.                 };
  459.             }(exchange));
  460.     }
  461. }
  462.  
  463.  
  464.  
  465. Datafeeds.SymbolsStorage.prototype._onExchangeDataReceived = function(exchangeName, data) {
  466.  
  467.     function tableField(data, name, index) {
  468.         return data[name] instanceof Array
  469.             ? data[name][index]
  470.             : data[name];
  471.     }
  472.  
  473.     try
  474.     {
  475.         for (var symbolIndex = 0; symbolIndex < data.symbol.length; ++symbolIndex) {
  476.  
  477.             var symbolName = data.symbol[symbolIndex];
  478.             var listedExchange = tableField(data, "exchange-listed", symbolIndex);
  479.             var tradedExchange = tableField(data, "exchange-traded", symbolIndex);
  480.             var fullName = tradedExchange + ":" + symbolName;
  481.  
  482.             //  This feature support is not implemented yet
  483.             //  var hasDWM = tableField(data, "has-dwm", symbolIndex);
  484.  
  485.             var hasIntraday = tableField(data, "has-intraday", symbolIndex);
  486.  
  487.             var tickerPresent = typeof data["ticker"] != "undefined";
  488.  
  489.             var symbolInfo = {
  490.                 name: symbolName,
  491.                 base_name: [listedExchange + ":" + symbolName],
  492.                 description: tableField(data, "description", symbolIndex),
  493.                 full_name: fullName,
  494.                 legs: [fullName],
  495.                 has_intraday: hasIntraday,
  496.                 has_no_volume: tableField(data, "has-no-volume", symbolIndex),
  497.                 listed_exchange: listedExchange,
  498.                 exchange: tradedExchange,
  499.                 minmov: tableField(data, "minmovement", symbolIndex) || tableField(data, "minmov", symbolIndex) ,
  500.                 pointvalue: tableField(data, "pointvalue", symbolIndex),
  501.                 pricescale: tableField(data, "pricescale", symbolIndex),
  502.                 type: tableField(data, "type", symbolIndex),
  503.                 session: tableField(data, "session-regular", symbolIndex),
  504.                 ticker: tickerPresent ? tableField(data, "ticker", symbolIndex) : symbolName,
  505.                 timezone: tableField(data, "timezone", symbolIndex),
  506.                 supported_resolutions: tableField(data, "supported-resolutions", symbolIndex) || this._datafeed.defaultConfiguration().supported_resolutions,
  507.                 force_session_rebuild: tableField(data, "force-session-rebuild", symbolIndex) || false,
  508.                 has_daily: tableField(data, "has-daily", symbolIndex) || true,
  509.                 intraday_multipliers: tableField(data, "intraday-multipliers", symbolIndex) || ["1", "5", "15", "30", "60"],
  510.                 has_fractional_volume: tableField(data, "has-fractional-volume", symbolIndex) || false,
  511.                 has_weekly_and_monthly: tableField(data, "has-weekly-and-monthly", symbolIndex) || false,
  512.                 has_empty_bars: tableField(data, "has-empty-bars", symbolIndex) || false,
  513.                 volume_precision: tableField(data, "volume-precision", symbolIndex) || 0
  514.             };
  515.  
  516.             this._symbolsInfo[symbolInfo.ticker] = this._symbolsInfo[symbolName] = this._symbolsInfo[fullName] = symbolInfo;
  517.             this._symbolsList.push(symbolName);
  518.         }
  519.     }
  520.     catch (error) {
  521.         throw "API error when processing exchange `" + exchangeName + "` symbol #" + symbolIndex + ": " + error;
  522.     }
  523. };
  524.  
  525.  
  526. Datafeeds.SymbolsStorage.prototype._onAnyExchangeResponseReceived = function(exchangeName) {
  527.  
  528.     delete this._exchangesWaitingForData[exchangeName];
  529.  
  530.     var allDataReady = Object.keys(this._exchangesWaitingForData).length === 0;
  531.  
  532.     if (allDataReady) {
  533.         this._symbolsList.sort();
  534.         this._datafeed._logMessage("All exchanges data ready");
  535.         this._datafeed.onInitialized();
  536.     }
  537. };
  538.  
  539.  
  540. //  BEWARE: this function does not consider symbol's exchange
  541. Datafeeds.SymbolsStorage.prototype.resolveSymbol = function(symbolName, onSymbolResolvedCallback, onResolveErrorCallback) {
  542.  
  543.     if (!this._symbolsInfo.hasOwnProperty(symbolName)) {
  544.         onResolveErrorCallback("invalid symbol");
  545.     }
  546.     else {
  547.         onSymbolResolvedCallback(this._symbolsInfo[symbolName]);
  548.     }
  549.  
  550. };
  551.  
  552.  
  553. //  ==================================================================================================================================================
  554. //  ==================================================================================================================================================
  555. //  ==================================================================================================================================================
  556.  
  557. /*
  558.     It's a symbol search component for ExternalDatafeed. This component can do symbol search only.
  559.     This component strongly depends on SymbolsDataStorage and cannot work without it. Maybe, it would be
  560.     better to merge it to SymbolsDataStorage.
  561. */
  562.  
  563. Datafeeds.SymbolSearchComponent = function(datafeed) {
  564.     this._datafeed = datafeed;
  565. };
  566.  
  567.  
  568.  
  569. //  searchArgument = { ticker, onResultReadyCallback}
  570. Datafeeds.SymbolSearchComponent.prototype.searchSymbolsByName = function(searchArgument, maxSearchResults) {
  571.  
  572.     if (!this._datafeed._symbolsStorage) {
  573.         throw "Cannot use local symbol search when no groups information is available";
  574.     }
  575.  
  576.     var symbolsStorage = this._datafeed._symbolsStorage;
  577.  
  578.     var results = [];
  579.     var queryIsEmpty = !searchArgument.ticker || searchArgument.ticker.length === 0;
  580.  
  581.     for (var i = 0; i < symbolsStorage._symbolsList.length; ++i) {
  582.         var symbolName = symbolsStorage._symbolsList[i];
  583.         var item = symbolsStorage._symbolsInfo[symbolName];
  584.  
  585.         if (searchArgument.type && searchArgument.type.length > 0 && item.type != searchArgument.type) {
  586.             continue;
  587.         }
  588.         if (searchArgument.exchange && searchArgument.exchange.length > 0 && item.exchange != searchArgument.exchange) {
  589.             continue;
  590.         }
  591.         if (queryIsEmpty || item.name.indexOf(searchArgument.ticker) === 0) {
  592.             results.push({
  593.                 symbol: item.name,
  594.                 full_name: item.full_name,
  595.                 description: item.description,
  596.                 exchange: item.exchange,
  597.                 params: [],
  598.                 type: item.type,
  599.                 ticker: item.name
  600.             });
  601.         }
  602.  
  603.         if (results.length >= maxSearchResults) {
  604.             break;
  605.         }
  606.     }
  607.  
  608.     searchArgument.onResultReadyCallback(results);
  609. }
  610.  
  611.  
  612.  
  613. //  ==================================================================================================================================================
  614. //  ==================================================================================================================================================
  615. //  ==================================================================================================================================================
  616.  
  617. /*
  618.     This is a pulse updating components for ExternalDatafeed. They emulates realtime updates with periodic requests.
  619. */
  620.  
  621. Datafeeds.DataPulseUpdater = function(datafeed, updateFrequency) {
  622.     this._datafeed = datafeed;
  623.     this._subscribers = {};
  624.  
  625.     this._requestsPending = 0;
  626.     var that = this;
  627.  
  628.     var update = function() {
  629.         if (that._requestsPending > 0) {
  630.             return;
  631.         }
  632.  
  633.         for (var listenerGUID in that._subscribers) {
  634.             var subscriptionRecord = that._subscribers[listenerGUID];
  635.             var resolution = subscriptionRecord.resolution;
  636.             var datesRangeRight = Math.round(Date.now() / 1000);
  637.  
  638.             //  BEWARE: please note we really need 2 bars, not the only last one
  639.             //  see the explanation below. `10` is the `large enough` value to work around holidays
  640.             var datesRangeLeft = datesRangeRight - that.periodLengthSeconds(resolution, 10);
  641.  
  642.             that._requestsPending++;
  643.  
  644.             (function(_subscriptionRecord) {
  645.                     that._datafeed.getBars(_subscriptionRecord.symbolInfo, resolution, datesRangeLeft, datesRangeRight, function(bars) {
  646.                     that._requestsPending--;
  647.  
  648.                     //  means the subscription was cancelled while waiting for data
  649.                     if (!that._subscribers.hasOwnProperty(listenerGUID)) {
  650.                         return;
  651.                     }
  652.  
  653.                     if (bars.length === 0) {
  654.                         return;
  655.                     }
  656.                     var lastBar = bars[bars.length - 1];
  657.                     if (!isNaN(_subscriptionRecord.lastBarTime) && lastBar.time < _subscriptionRecord.lastBarTime) {
  658.                         return;
  659.                     }
  660.  
  661.                     var subscribers = _subscriptionRecord.listeners;
  662.  
  663.                     //  BEWARE: this one isn't working when first update comes and this update makes a new bar. In this case
  664.                     //  _subscriptionRecord.lastBarTime = NaN
  665.                     var isNewBar = !isNaN(_subscriptionRecord.lastBarTime) && lastBar.time > _subscriptionRecord.lastBarTime;
  666.  
  667.                     //  Pulse updating may miss some trades data (ie, if pulse period = 10 secods and new bar is started 5 seconds later after the last update, the
  668.                     //  old bar's last 5 seconds trades will be lost). Thus, at fist we should broadcast old bar updates when it's ready.
  669.                     if (isNewBar) {
  670.  
  671.                         if (bars.length < 2) {
  672.                             throw "Not enough bars in history for proper pulse update. Need at least 2.";
  673.                         }
  674.  
  675.                         var previousBar = bars[bars.length - 2];
  676.                         for (var i =0; i < subscribers.length; ++i) {
  677.                             subscribers[i](previousBar);
  678.                         }
  679.                     }
  680.  
  681.                     _subscriptionRecord.lastBarTime = lastBar.time;
  682.  
  683.                     for (var i =0; i < subscribers.length; ++i) {
  684.                         subscribers[i](lastBar);
  685.                     }
  686.                 },
  687.  
  688.                 //  on error
  689.                 function() {
  690.                     that._requestsPending--;
  691.                 });
  692.             })(subscriptionRecord);
  693.  
  694.         }
  695.     }
  696.  
  697.     if (typeof updateFrequency != "undefined" && updateFrequency > 0) {
  698.         setInterval(update, updateFrequency);
  699.     }
  700. }
  701.  
  702.  
  703. Datafeeds.DataPulseUpdater.prototype.unsubscribeDataListener = function(listenerGUID) {
  704.     this._datafeed._logMessage("Unsubscribing " + listenerGUID);
  705.     delete this._subscribers[listenerGUID];
  706. }
  707.  
  708.  
  709. Datafeeds.DataPulseUpdater.prototype.subscribeDataListener = function(symbolInfo, resolution, newDataCallback, listenerGUID) {
  710.  
  711.     this._datafeed._logMessage("Subscribing " + listenerGUID);
  712.  
  713.     var key = symbolInfo.name + ", " + resolution;
  714.  
  715.     if (!this._subscribers.hasOwnProperty(listenerGUID)) {
  716.  
  717.         this._subscribers[listenerGUID] = {
  718.             symbolInfo: symbolInfo,
  719.             resolution: resolution,
  720.             lastBarTime: NaN,
  721.             listeners: []
  722.         };
  723.     }
  724.  
  725.     this._subscribers[listenerGUID].listeners.push(newDataCallback);
  726. }
  727.  
  728.  
  729. Datafeeds.DataPulseUpdater.prototype.periodLengthSeconds = function(resolution, requiredPeriodsCount) {
  730.     var daysCount = 0;
  731.  
  732.     if (resolution == "D") {
  733.         daysCount = requiredPeriodsCount;
  734.     }
  735.     else if (resolution == "M") {
  736.         daysCount = 31 * requiredPeriodsCount;
  737.     }
  738.     else if (resolution == "W") {
  739.         daysCount = 7 * requiredPeriodsCount;
  740.     }
  741.     else {
  742.         daysCount = requiredPeriodsCount * resolution / (24 * 60);
  743.     }
  744.  
  745.     return daysCount * 24 * 60 * 60;
  746. }
  747.  
  748.  
  749. Datafeeds.QuotesPulseUpdater = function(datafeed) {
  750.     this._datafeed = datafeed;
  751.     this._subscribers = {};
  752.     this._updateInterval = 60 * 1000;
  753.     this._fastUpdateInterval = 10 * 1000;
  754.     this._requestsPending = 0;
  755.  
  756.     var that = this;
  757.  
  758.     setInterval(function() {
  759.         that._updateQuotes(function(subscriptionRecord) { return subscriptionRecord.symbols; })
  760.     }, this._updateInterval);
  761.  
  762.     setInterval(function() {
  763.         that._updateQuotes(function(subscriptionRecord) { return subscriptionRecord.fastSymbols.length > 0 ? subscriptionRecord.fastSymbols : subscriptionRecord.symbols; })
  764.     }, this._fastUpdateInterval);
  765. };
  766.  
  767. Datafeeds.QuotesPulseUpdater.prototype.subscribeDataListener = function(symbols, fastSymbols, newDataCallback, listenerGUID) {
  768.     if (!this._subscribers.hasOwnProperty(listenerGUID)) {
  769.         this._subscribers[listenerGUID] = {
  770.             symbols: symbols,
  771.             fastSymbols: fastSymbols,
  772.             listeners: []
  773.         };
  774.     }
  775.     this._subscribers[listenerGUID].listeners.push(newDataCallback);
  776. };
  777.  
  778. Datafeeds.QuotesPulseUpdater.prototype.unsubscribeDataListener = function(listenerGUID) {
  779.     delete this._subscribers[listenerGUID];
  780. };
  781.  
  782. Datafeeds.QuotesPulseUpdater.prototype._updateQuotes = function(symbolsGetter) {
  783.     if (this._requestsPending > 0) {
  784.         return;
  785.     }
  786.  
  787.     var that = this;
  788.     for (var listenerGUID in this._subscribers) {
  789.         this._requestsPending++;
  790.  
  791.         var subscriptionRecord = this._subscribers[listenerGUID];
  792.         this._datafeed.getQuotes(symbolsGetter(subscriptionRecord),
  793.             // onDataCallback
  794.             function(subscribers, guid) {
  795.                 return function(data) {
  796.                     that._requestsPending--;
  797.  
  798.                     // means the subscription was cancelled while waiting for data
  799.                     if (!that._subscribers.hasOwnProperty(guid)) {
  800.                         return;
  801.                     }
  802.  
  803.                     for (var i =0; i < subscribers.length; ++i) {
  804.                         subscribers[i](data);
  805.                     }
  806.                 }
  807.             }(subscriptionRecord.listeners, listenerGUID),
  808.             // onErrorCallback
  809.             function (error) {
  810.                 that._requestsPending--;
  811.             });
  812.     }
  813. };
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