dxLink CHART Service

0-api.ts

interface DXLinkChartIndicator {
  lang: string
  content: string
} 

interface IndicatorParameter {
  type: 'number' | 'string' | 'boolean'
  name: string
}

interface DXLinkIndicatorState {
  enabled: boolean
  error?: string
  inParameters?: IndicatorParameter[],
  outParameters?: IndicatorParameter[]
}

const indicators: Record<string, DXLinkChartIndicator> = {
  sma: { 
    lang: "dxScript",
    content: "in depth = 10;out sma = sma(close, depth)"
  }
}

const chart = new DXLinkChart({ indicators })

chart.addIndicatorsStateListener((indicatorsState: Record<string, DXLinkIndicatorState>) => {
  // ...
})

interface DXLinkChartSubscription {
  symbol: string
  fromTime: number
}

interface DXLinkInboundIndicatorsParameters {
  [key: string]: {
    [key: string]: number
  }
}

const subscription: DXLinkChartSubscription = {
  symbol: "AAPL{=d}",
  fromTime: 0
}

const parameters: DXLinkInboundIndicatorsParameters = {
  sma: {
    depth: 14
  }
}

chart.setSubscription(subscription, parameters)

interface DXLinkChartSetup {
  acceptAggregationPeriod: number,
  acceptDataFormat: 'FULL'
  acceptCandleFields: string[]
}

const setup: DXLinkChartSetup = {
  acceptAggregationPeriod: 1,
  acceptDataFormat: 'FULL',
  acceptCandleFields: ['open', 'close', 'high', 'low', 'volume']
}

interface DXLinkChartConfig {
  aggregationPeriod: number,
  dataFormat: 'FULL'
  candleFields: string[]
}


chart.setup(setup)

chart.addConfigListener((config: DXLinkChartConfig) => {
  // ...
})

chart.removeIndicators(['sma'])

interface DXLinkChartCandle {
  time: number
  open: number
  close: number
  high: number
  low: number
  volume: number
}

interface DXLinkChartIndicatorsResults {
  [key: string]: {
    [key: string]: number[]
  }
}


chart.addDataListener((candles: DXLinkChartCandle[], indicatorsResults: DXLinkChartIndicatorsResults, reset: boolean, pending: boolean) => {
  // ...
})

1-CHANNEL_REQUEST.json

{
  "type": "CHANNEL_REQUEST",
  "channel": 5,
  "service": "CHART",
  "parameters": {
    "indicators": {
      "indi-1": {
        "lang": "dxScript",
        "content": "in depth = 14; out sma = sma(close, depth)"
      },
      "indi-2": {
        "lang": "dxScript",
        "content": "in depth = 14; out sma = sma(close, depth)"
      },
      "indi-3": {
        "lang": "dxScript",
        "content": "in depth = 14; out sma = sma(close, depth)"
      }
    }
  }
}

2-CHANNEL_OPENED.json

{
  "type": "CHANNEL_OPENED",
  "channel": 5,
  "service": "CHART",
  "parameters": {
    "indicators": {
      "indi-1": {
        "lang": "dxScript",
        "content": "in depth = 14; out sma = sma(close, depth)"
      },
      "indi-2": {
        "lang": "dxScript",
        "content": "in depth = 14; out sma = sma(close, depth)"
      },
      "indi-3": {
        "lang": "dxScript",
        "content": "in depth = 14; out sma = sma(close, depth)"
      }
    }
  }
}

3-CHART_INDICATORS.json

{
  "type": "CHART_INDICATORS",
  "channel": 5,
  "indicators": {
    "indi-1": {
      "enabled": true
      "inParameters": [{ "type": "number", "name": "depth", "defaultValue": 14 }],
      "outParameters": [{ "type": "number", "name": "sma" }]
    },
    "indi-2": {
      "enabled": false,
      "error": "Max compilation time exceeded, compilation took more than 400ms"
    },
    "indi-3": {
      "enabled": false,
      "error": "1[1:19]: syntax error: [@7,18:18=',',<47>,1:18]"
    },
    "indi-4": {
      "enabled": true,
      "inParameters": [],
      "outParameters": [
        { "type": "number", "name": "close" },
        { "type": "number", "name": "open" }
      ]
    }
  }
}

4-CHART_SUBSCRIPTION.json

{
  "type": "CHART_SUBSCRIPTION",
  "channel": 5,
  "subscription": {
    "symbol": "AAPL{=d}",
    "fromTime": 0
  },
  "indicatorsParameters": {
    "indi-1": {
       "depth": 3
    }
  }
}

5-CHART_CONFIG_CANDLE_FIELDS.json

{
  "type": "CHART_CONFIG",
  "channel": 5,
  "aggregationPeriod": 1.0,
  "dataFormat": "FULL",
  "candleFields": ["open", "high", "close", "index"]
}

5-CHART_SNAPSHOT.json

{
  "type": "CHART_DATA",
  "channel": 5,
  "reset": true,
  "pending": true,
  "candles": [
    {"open": 12, "high": 13, "close": 14, "index": "123123123"},
    {"open": 12, "high": 13, "close": 14, "index": "123123123"},
    {"open": 12, "high": 13, "close": 14, "index": "123123123"},
    {"open": 12, "high": 13, "close": 14, "index": "123123123"}
  ],
  "indicators": {
    "indi-1": {
      "sma": [null, null, 12, 13]
    },
    "indi-4": {
      "close": [14, 14, 14, 14],
      "open": [12, 12, 12, 12]
    }
  }
}

5-CHART_UPDATE.json

{
  "type": "CHART_DATA",
  "channel": 5,
  "reset": false,
  "pending": false,
  "candles": [
    {"open": 12, "high": 13, "close": 14, "index": "123123123"},
  ],
  "indicators": {
    "indi-1": {
      "sma": [13]
    },
    "indi-4": {
      "close": [14, 14, 14, 14],
      "open": [12, 12, 12, 12]
    }
  }
}

CHART_SETUP.json

{
  "type": "CHART_SETUP",
  "channel": 5,
  "acceptAggregationPeriod": 1.0,
  "acceptDataFormat": "FULL",
  "acceptCandleFields": ["open", "high", "close", "index"]
}

CHART_STOP_INDICATORS.json

{
  "type": "CHART_INDICATORS_REMOVE",
  "channel": 5,
  "remove": ["indi-1"]
}