diff --git a/docs/_coverpage.md b/docs/_coverpage.md
index 9f10d8e..7f373f7 100644
--- a/docs/_coverpage.md
+++ b/docs/_coverpage.md
@@ -1,4 +1,4 @@
-# Barchart Market Data SDK JavaScript 5.10.0
+# Barchart Market Data SDK JavaScript 5.11.0
> Inject real-time market data into your JavaScript applications
diff --git a/example/browser/example.js b/example/browser/example.js
index 48ea5ca..c87f07f 100644
--- a/example/browser/example.js
+++ b/example/browser/example.js
@@ -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);
};
@@ -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;
@@ -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.
@@ -1401,7 +1411,7 @@ module.exports = (() => {
let parsed;
try {
- parsed = parseMessage(message);
+ parsed = parseMessage(message, __processOptions);
} catch (e) {
parsed = null;
@@ -2267,6 +2277,7 @@ module.exports = (() => {
setPollingFrequency: setPollingFrequency,
setExtendedProfileMode: setExtendedProfileMode,
setExtendedQuoteMode: setExtendedQuoteMode,
+ setDeferredDayChangeMode: setDeferredDayChangeMode,
handleProfileRequest: handleProfileRequest,
getDiagnosticsController: getDiagnosticsController
};
@@ -2351,6 +2362,10 @@ module.exports = (() => {
return this._internal.setExtendedQuoteMode(mode);
}
+ _setDeferredDayChangeMode(mode) {
+ return this._internal.setDeferredDayChangeMode(mode);
+ }
+
_handleProfileRequest(symbol) {
this._internal.handleProfileRequest(symbol);
}
@@ -2395,6 +2410,7 @@ module.exports = (() => {
this._pollingFrequency = null;
this._extendedProfileMode = false;
this._extendedQuoteMode = false;
+ this._deferredDayChangeMode = false;
this._instance = ++instanceCounter;
}
/**
@@ -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
@@ -3086,7 +3135,7 @@ module.exports = (() => {
/**
* @public
* @param {String} file
- * @param {DiagnosticsSubscription[]=} subscriptions
+ * @param {*} subscriptions
*/
@@ -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
@@ -3460,7 +3507,7 @@ module.exports = (() => {
* @param symbols
* @param username
* @param password
- * @returns {Promise<>}
+ * @returns {Promise}
*/
@@ -4608,7 +4655,7 @@ module.exports = (() => {
}
};
- const _processMessage = message => {
+ const _processMessage = (message, options) => {
const symbol = message.symbol;
if (message.type === 'TIMESTAMP') {
@@ -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;
}
@@ -4725,6 +4781,7 @@ module.exports = (() => {
switch (message.type) {
case 'HIGH':
+ q.message = message;
q.highPrice = message.value;
_deriveRecordHighPrice(q);
@@ -4732,6 +4789,7 @@ module.exports = (() => {
break;
case 'LOW':
+ q.message = message;
q.lowPrice = message.value;
_deriveRecordLowPrice(q);
@@ -4739,6 +4797,7 @@ module.exports = (() => {
break;
case 'OPEN':
+ q.message = message;
q.flag = undefined;
q.openPrice = message.value;
q.highPrice = message.value;
@@ -4756,6 +4815,7 @@ module.exports = (() => {
break;
case 'OPEN_INTEREST':
+ q.message = message;
q.openInterest = message.value;
break;
@@ -4765,6 +4825,7 @@ module.exports = (() => {
case '2':
case '3':
q.message = message;
+ q.refresh = message;
if (message.openPrice === null) {
q.openPrice = undefined;
@@ -4854,6 +4915,7 @@ module.exports = (() => {
}
q.message = message;
+ q.refresh = message;
q.flag = message.flag;
q.mode = message.mode;
@@ -4899,6 +4961,7 @@ module.exports = (() => {
break;
case 'SETTLEMENT':
+ q.message = message;
q.lastPrice = message.value;
q.settlement = message.value;
@@ -4909,6 +4972,7 @@ module.exports = (() => {
break;
case 'TOB':
+ q.message = message;
q.bidPrice = message.bidPrice;
q.bidSize = message.bidSize;
q.askPrice = message.askPrice;
@@ -4922,6 +4986,7 @@ module.exports = (() => {
break;
case 'TRADE':
+ q.message = message;
q.flag = undefined;
q.tradePrice = message.tradePrice;
q.lastPrice = message.tradePrice;
@@ -4958,6 +5023,8 @@ module.exports = (() => {
break;
case 'TRADE_OUT_OF_SEQUENCE':
+ q.message = message;
+
if (message.tradeSize) {
q.volume += message.tradeSize;
}
@@ -4971,6 +5038,7 @@ module.exports = (() => {
break;
case 'VOLUME':
+ q.message = message;
q.volume = message.value;
break;
@@ -4978,6 +5046,7 @@ module.exports = (() => {
break;
case 'VWAP':
+ q.message = message;
q.vwap1 = message.value;
break;
@@ -5176,8 +5245,8 @@ module.exports = (() => {
*/
- processMessage(message) {
- return this._internal.processMessage(message);
+ processMessage(message, options) {
+ return this._internal.processMessage(message, options);
}
/**
* @ignore
@@ -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
*/
@@ -5636,7 +5712,7 @@ module.exports = (() => {
'use strict';
return {
- version: '5.10.0'
+ version: '5.11.0'
};
})();
@@ -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
@@ -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;
diff --git a/lib/meta.js b/lib/meta.js
index 20f0b0a..c082a09 100644
--- a/lib/meta.js
+++ b/lib/meta.js
@@ -2,6 +2,6 @@ module.exports = (() => {
'use strict';
return {
- version: '5.10.0'
+ version: '5.11.0'
};
})();
\ No newline at end of file
diff --git a/package.json b/package.json
index 1d712d4..ab7710e 100644
--- a/package.json
+++ b/package.json
@@ -1,6 +1,6 @@
{
"name": "@barchart/marketdata-api-js",
- "version": "5.10.0",
+ "version": "5.11.0",
"description": "SDK for streaming market data from Barchart.com",
"author": {
"name": "Eero Pikat",
diff --git a/test/dist/barchart-marketdata-api-tests-5.js b/test/dist/barchart-marketdata-api-tests-5.js
index e366d3f..9b786c3 100644
--- a/test/dist/barchart-marketdata-api-tests-5.js
+++ b/test/dist/barchart-marketdata-api-tests-5.js
@@ -1813,11 +1813,12 @@ 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
@@ -1974,12 +1975,19 @@ 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;
@@ -15725,6 +15733,14 @@ describe('when valid prices are formatted', () => {
expect(formatPrice(377, '2')).toEqual('377.000');
});
});
+ describe('with a dash fraction separator', () => {
+ it('formats 123.0 as "123-0"', () => {
+ expect(formatPrice(123.0, '2', '-')).toEqual('123-0');
+ });
+ it('formats 123.5 as "123-4"', () => {
+ expect(formatPrice(123.5, '2', '-')).toEqual('123-4');
+ });
+ });
describe('with a decimal fraction separator', () => {
it('formats 0 as "0.000"', () => {
expect(formatPrice(0, '2', '.')).toEqual('0.000');
@@ -15928,7 +15944,35 @@ describe('when valid prices are formatted', () => {
});
});
});
+ describe('with a unit code of "3"', () => {
+ describe('with a dash fraction separator', () => {
+ it('formats 123.0 as "123-00"', () => {
+ expect(formatPrice(123.0, '3', '-')).toEqual('123-00');
+ });
+ it('formats 123.5 as "123-4"', () => {
+ expect(formatPrice(123.5, '3', '-')).toEqual('123-08');
+ });
+ });
+ });
+ describe('with a unit code of "4"', () => {
+ describe('with a dash fraction separator', () => {
+ it('formats 123.0 as "123-00"', () => {
+ expect(formatPrice(123.0, '4', '-')).toEqual('123-00');
+ });
+ it('formats 123.5 as "123-4"', () => {
+ expect(formatPrice(123.5, '4', '-')).toEqual('123-16');
+ });
+ });
+ });
describe('with a unit code of "5"', () => {
+ describe('with a dash fraction separator', () => {
+ it('formats 123.0 as "123-00"', () => {
+ expect(formatPrice(123.0, '5', '-')).toEqual('123-00');
+ });
+ it('formats 123.5 as "123-32"', () => {
+ expect(formatPrice(123.5, '5', '-')).toEqual('123-32');
+ });
+ });
describe('with a dash fraction separator and special fractions', () => {
it('formats 123.625 as "123-200"', () => {
expect(formatPrice(123.625, '5', '-', true)).toEqual('123-200');
@@ -15965,6 +16009,14 @@ describe('when valid prices are formatted', () => {
});
});
describe('with a unit code of "6"', () => {
+ describe('with a dash fraction separator', () => {
+ it('formats 123.0 as "123-000"', () => {
+ expect(formatPrice(123.0, '6', '-')).toEqual('123-000');
+ });
+ it('formats 123.5 as "123-064"', () => {
+ expect(formatPrice(123.5, '6', '-')).toEqual('123-064');
+ });
+ });
describe('with a dash fraction separator and special fractions', () => {
it('formats 114.5156 as "114-165"', () => {
expect(formatPrice(114.5156, '6', '-', true)).toEqual('114-165');
@@ -15983,6 +16035,16 @@ describe('when valid prices are formatted', () => {
});
});
});
+ describe('with a unit code of "6"', () => {
+ describe('with a dash fraction separator', () => {
+ it('formats 123.0 as "123-000"', () => {
+ expect(formatPrice(123.0, '7', '-')).toEqual('123-000');
+ });
+ it('formats 123.5 as "123-128"', () => {
+ expect(formatPrice(123.5, '7', '-')).toEqual('123-128');
+ });
+ });
+ });
describe('with a unit code of "8"', () => {
describe('with a decimal fraction separator', () => {
it('formats 0 as "0"', () => {