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Release. Bump version number
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@bryaningl3
bryaningl3 committed Jul 1, 2021
1 parent da3f21d commit c781765
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Showing 5 changed files with 194 additions and 48 deletions.
2 changes: 1 addition & 1 deletion docs/_coverpage.md
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
# Barchart Market Data SDK <small>JavaScript 5.10.0</small>
# Barchart Market Data SDK <small>JavaScript 5.11.0</small>

> Inject real-time market data into your JavaScript applications
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162 changes: 123 additions & 39 deletions example/browser/example.js
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Original file line number Diff line number Diff line change
Expand Up @@ -184,6 +184,7 @@ module.exports = (() => {
connection = new Connection();
connection.setExtendedProfileMode(true);
connection.setExtendedQuoteMode(true);
connection.setDeferredDayChangeMode(true);
connection.on('events', handleEvents);
connection.connect(hostname, username, password);
};
Expand Down Expand Up @@ -588,6 +589,9 @@ module.exports = (() => {
let __pollingFrequency = null;
let __extendedProfile = false;
let __extendedQuote = false;
let __processOptions = {
deferDayChange: false
};
let __watchdogToken = null;
let __watchdogAwake = false;
let __exchangeMetadataPromise = null;
Expand Down Expand Up @@ -650,6 +654,12 @@ module.exports = (() => {
if (__extendedQuote !== mode) {
__extendedQuote = mode;
}
}

function setDeferredDayChangeMode(mode) {
if (__processOptions.deferDayChange !== mode) {
__processOptions.deferDayChange = mode;
}
} //
// Functions for connecting to and disconnecting from JERQ, monitoring
// established connections, and handling involuntary disconnects.
Expand Down Expand Up @@ -1401,7 +1411,7 @@ module.exports = (() => {
let parsed;

try {
parsed = parseMessage(message);
parsed = parseMessage(message, __processOptions);
} catch (e) {
parsed = null;

Expand Down Expand Up @@ -2267,6 +2277,7 @@ module.exports = (() => {
setPollingFrequency: setPollingFrequency,
setExtendedProfileMode: setExtendedProfileMode,
setExtendedQuoteMode: setExtendedQuoteMode,
setDeferredDayChangeMode: setDeferredDayChangeMode,
handleProfileRequest: handleProfileRequest,
getDiagnosticsController: getDiagnosticsController
};
Expand Down Expand Up @@ -2351,6 +2362,10 @@ module.exports = (() => {
return this._internal.setExtendedQuoteMode(mode);
}

_setDeferredDayChangeMode(mode) {
return this._internal.setDeferredDayChangeMode(mode);
}

_handleProfileRequest(symbol) {
this._internal.handleProfileRequest(symbol);
}
Expand Down Expand Up @@ -2395,6 +2410,7 @@ module.exports = (() => {
this._pollingFrequency = null;
this._extendedProfileMode = false;
this._extendedQuoteMode = false;
this._deferredDayChangeMode = false;
this._instance = ++instanceCounter;
}
/**
Expand Down Expand Up @@ -2665,6 +2681,39 @@ module.exports = (() => {
getExtendedQuoteMode() {
return this._extendedQuoteMode;
}
/**
* @public
* @ignore
* @param {Boolean}
*/


setDeferredDayChangeMode(mode) {
if (is.boolean(mode) && this._deferredDayChangeMode !== mode) {
this._deferredDayChangeMode = mode;

this._setDeferredDayChangeMode(this._deferredDayChangeMode);
}
}
/**
* @protected
* @ignore
*/


_setDeferredDayChangeMode(mode) {
return;
}
/**
* @public
* @ignore
* @returns {Boolean}
*/


getDeferredDayChangeMode() {
return this._deferredDayChangeMode;
}
/**
* @protected
* @ignore
Expand Down Expand Up @@ -3086,7 +3135,7 @@ module.exports = (() => {
/**
* @public
* @param {String} file
* @param {DiagnosticsSubscription[]=} subscriptions
* @param {*} subscriptions
*/


Expand Down Expand Up @@ -3367,8 +3416,6 @@ const SymbolParser = require('./../../../utilities/parsers/SymbolParser');

module.exports = (() => {
'use strict';

let logger = null;
/**
* Executes an HTTP request for a quote snapshot extension(s). A quote
* extension contains supplemental quote-related data that is not available
Expand Down Expand Up @@ -3460,7 +3507,7 @@ module.exports = (() => {
* @param symbols
* @param username
* @param password
* @returns {Promise<>}
* @returns {Promise<Object[]>}
*/


Expand Down Expand Up @@ -4608,7 +4655,7 @@ module.exports = (() => {
}
};

const _processMessage = message => {
const _processMessage = (message, options) => {
const symbol = message.symbol;

if (message.type === 'TIMESTAMP') {
Expand Down Expand Up @@ -4689,31 +4736,40 @@ module.exports = (() => {
const dayNum = convertDayCodeToNumber(message.day);

if (dayNum > q.dayNum || q.dayNum - dayNum > 5) {
// Roll the quote
q.day = message.day;
q.dayNum = dayNum;
q.flag = 'p';
q.bidPrice = 0.0;
q.bidSize = undefined;
q.askPrice = undefined;
q.askSize = undefined;

if (q.settlementPrice) {
q.previousSettlementPrice = q.settlementPrice;
q.previousPrice = q.settlementPrice;
q.settlementPrice = undefined;
} else if (q.lastPrice) {
q.previousPrice = q.lastPrice;
let allowRoll = true;

if (options && options.deferDayChange && !(message.type === 'REFRESH_DDF' || message.type === 'TRADE' || message.type === 'OPEN')) {
allowRoll = false;
}

q.lastPrice = undefined;
q.tradePrice = undefined;
q.tradeSize = undefined;
q.numberOfTrades = undefined;
q.openPrice = undefined;
q.highPrice = undefined;
q.lowPrice = undefined;
q.volume = undefined;
if (allowRoll) {
q.message = message; // Roll the quote

q.day = message.day;
q.dayNum = dayNum;
q.flag = 'p';
q.bidPrice = 0.0;
q.bidSize = undefined;
q.askPrice = undefined;
q.askSize = undefined;

if (q.settlementPrice) {
q.previousSettlementPrice = q.settlementPrice;
q.previousPrice = q.settlementPrice;
q.settlementPrice = undefined;
} else if (q.lastPrice) {
q.previousPrice = q.lastPrice;
}

q.lastPrice = undefined;
q.tradePrice = undefined;
q.tradeSize = undefined;
q.numberOfTrades = undefined;
q.openPrice = undefined;
q.highPrice = undefined;
q.lowPrice = undefined;
q.volume = undefined;
}
} else if (q.dayNum > dayNum) {
return;
}
Expand All @@ -4725,20 +4781,23 @@ module.exports = (() => {

switch (message.type) {
case 'HIGH':
q.message = message;
q.highPrice = message.value;

_deriveRecordHighPrice(q);

break;

case 'LOW':
q.message = message;
q.lowPrice = message.value;

_deriveRecordLowPrice(q);

break;

case 'OPEN':
q.message = message;
q.flag = undefined;
q.openPrice = message.value;
q.highPrice = message.value;
Expand All @@ -4756,6 +4815,7 @@ module.exports = (() => {
break;

case 'OPEN_INTEREST':
q.message = message;
q.openInterest = message.value;
break;

Expand All @@ -4765,6 +4825,7 @@ module.exports = (() => {
case '2':
case '3':
q.message = message;
q.refresh = message;

if (message.openPrice === null) {
q.openPrice = undefined;
Expand Down Expand Up @@ -4854,6 +4915,7 @@ module.exports = (() => {
}

q.message = message;
q.refresh = message;
q.flag = message.flag;
q.mode = message.mode;

Expand Down Expand Up @@ -4899,6 +4961,7 @@ module.exports = (() => {
break;

case 'SETTLEMENT':
q.message = message;
q.lastPrice = message.value;
q.settlement = message.value;

Expand All @@ -4909,6 +4972,7 @@ module.exports = (() => {
break;

case 'TOB':
q.message = message;
q.bidPrice = message.bidPrice;
q.bidSize = message.bidSize;
q.askPrice = message.askPrice;
Expand All @@ -4922,6 +4986,7 @@ module.exports = (() => {
break;

case 'TRADE':
q.message = message;
q.flag = undefined;
q.tradePrice = message.tradePrice;
q.lastPrice = message.tradePrice;
Expand Down Expand Up @@ -4958,6 +5023,8 @@ module.exports = (() => {
break;

case 'TRADE_OUT_OF_SEQUENCE':
q.message = message;

if (message.tradeSize) {
q.volume += message.tradeSize;
}
Expand All @@ -4971,13 +5038,15 @@ module.exports = (() => {
break;

case 'VOLUME':
q.message = message;
q.volume = message.value;
break;

case 'VOLUME_YESTERDAY':
break;

case 'VWAP':
q.message = message;
q.vwap1 = message.value;
break;

Expand Down Expand Up @@ -5176,8 +5245,8 @@ module.exports = (() => {
*/


processMessage(message) {
return this._internal.processMessage(message);
processMessage(message, options) {
return this._internal.processMessage(message, options);
}
/**
* @ignore
Expand Down Expand Up @@ -5413,7 +5482,14 @@ module.exports = (() => {

this.profile = null;
/**
* @property {string} message - Most recent DDF message to cause a this instance to mutate.
* @property {string} message - Most recent DDF refresh message which caused this instance to mutate.
* @public
* @readonly
*/

this.refresh = null;
/**
* @property {string} message - Most recent DDF message which caused this instance to mutate.
* @public
* @readonly
*/
Expand Down Expand Up @@ -5636,7 +5712,7 @@ module.exports = (() => {
'use strict';

return {
version: '5.10.0'
version: '5.11.0'
};
})();

Expand Down Expand Up @@ -6540,11 +6616,12 @@ module.exports = (() => {
* @exported
* @function
* @param {String} msg
* @param {Object=} options
* @returns {Object}
*/


function parseMessage(msg) {
function parseMessage(msg, options) {
const message = {
message: msg,
type: null
Expand Down Expand Up @@ -6701,12 +6778,19 @@ module.exports = (() => {

const premarket = typeof sessions.combined.lastPrice === 'undefined';
const postmarket = !premarket && typeof sessions.combined.settlementPrice !== 'undefined';
const session = premarket ? sessions.previous : sessions.combined;

if (sessions.combined.previousPrice) {
message.previousPrice = sessions.combined.previousPrice;
const session = premarket ? sessions.previous : sessions.combined; // 2021/06/30, This seems wrong. We may be selecting most values
// from the "combined" session ... but, the "previousPrice" value
// from the "previous" session ... This can give us the same "previousPrice"
// and "lastPrice" values (e.g. ZCN1 right after 4:45 PM, when the
// snapshots change).
// 2021/06/30, The "options" concept is a hack.

if (premarket && options && options.deferDayChange) {
message.previousPrice = sessions.previous.previousPrice; //console.log(`Using option 1, previous price = ${message.previousPrice}`);
} else if (sessions.combined.previousPrice) {
message.previousPrice = sessions.combined.previousPrice; //console.log(`Using option 2, previous price = ${message.previousPrice}`);
} else {
message.previousPrice = sessions.previous.previousPrice;
message.previousPrice = sessions.previous.previousPrice; //console.log(`Using option 3, previous price = ${message.previousPrice}`);
}

if (session.lastPrice) message.lastPrice = session.lastPrice;
Expand Down
2 changes: 1 addition & 1 deletion lib/meta.js
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Original file line number Diff line number Diff line change
Expand Up @@ -2,6 +2,6 @@ module.exports = (() => {
'use strict';

return {
version: '5.10.0'
version: '5.11.0'
};
})();
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