Class OpenAlgoLiveDataFeed

Broker-agnostic market-data source. The chart depends only on this. subscribeBars is optional: a history-only feed (e.g. OpenAlgoDataFeed) omits it, while a live feed (OpenAlgoLiveDataFeed, or your own) implements it.

Implements

Constructors

constructor

Methods

close getBars subscribeBars subscribeDepth

Constructors

constructor

Methods

close

getBars

subscribeBars

  • subscribeBars(
        req: BarsRequest,
        onBar: (bar: Bar) => void,
        opts?: { cumDayVolumeSoFar?: number; seedFrom?: Bar },
    ): UnsubscribeFn

  • Live interval bars: WS LTP -> CandleBuilder -> onBar (mutated/append bar). Pass opts.seedFrom (the last history bar) to continue that bar's bucket seamlessly instead of starting a fresh one, and opts.cumDayVolumeSoFar so a day-delta builder diffs against the right baseline.

    Parameters

    • req: BarsRequest
    • onBar: (bar: Bar) => void
    • Optionalopts: { cumDayVolumeSoFar?: number; seedFrom?: Bar }

    Returns UnsubscribeFn

subscribeDepth

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