Interface DataFeed

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.

interface DataFeed {
    getBars(req: BarsRequest): Promise<Bar[]>;
    subscribeBars(req: BarsRequest, onBar: (bar: Bar) => void): UnsubscribeFn;
    subscribeDepth(
        req: BarsRequest,
        onDepth: (depth: MarketDepth) => void,
    ): UnsubscribeFn;
}

Implemented by

Index

Methods

getBars subscribeBars? subscribeDepth?

Methods

getBars

getBars(req: BarsRequest): Promise<Bar[]>
Parameters
- req: BarsRequest
Returns Promise<Bar[]>
- Defined in src/feed/types.ts:21

`Optional`subscribeBars

subscribeBars(req: BarsRequest, onBar: (bar: Bar) => void): UnsubscribeFn
Parameters
- req: BarsRequest
- onBar: (bar: Bar) => void
Returns UnsubscribeFn
- Defined in src/feed/types.ts:22

`Optional`subscribeDepth

subscribeDepth(
req: BarsRequest,
onDepth: (depth: MarketDepth) => void,
): UnsubscribeFn
Parameters
- req: BarsRequest
- onDepth: (depth: MarketDepth) => void
Returns UnsubscribeFn
- Defined in src/feed/types.ts:23