Merge dev branch to main

.gitignore

@@ -18,3 +18,4 @@ Cargo.lock
 
 # test data files
 _data
+tmp

Cargo.toml

@@ -51,7 +51,7 @@ rayon = "^1"
 criterion = { version = "0.5", features = ["html_reports"] }
 anyhow = "1"
 protobuf = "3"
-polars = "^0.32"
+polars = { version = "^0.32", features = ["polars-io"] }
 
 [[bench]]
 harness = false

Justfile

@@ -45,6 +45,9 @@ replay-example:
 study-example:
 	cargo run --package tradingview-rs --example study
 
+csv_export-example:
+	cargo run --package tradingview-rs --example csv_export
+
 lines-of-code:
 	@git ls-files | grep '\.rs' | xargs wc -l
 

examples/chart.rs

@@ -8,21 +8,44 @@ use tradingview_rs::{
     },
     models::Interval,
     socket::DataServer,
-    user::User,
 };
 
 #[tokio::main]
 async fn main() {
     tracing_subscriber::fmt::init();
 
-    let session = env::var("TV_SESSION").unwrap();
-    let signature = env::var("TV_SIGNATURE").unwrap();
+    // let session = env::var("TV_SESSION").unwrap();
+    // let signature = env::var("TV_SIGNATURE").unwrap();
 
-    let user = User::build()
-        .session(&session, &signature)
-        .get()
-        .await
-        .unwrap();
+    // let user = User::build()
+    //     .session(&session, &signature)
+    //     .get()
+    //     .await
+    //     .unwrap();
+
+    // let access_id = env::var("CF_ACCESS_CLIENT_ID").unwrap();
+    // let access_secret = env::var("CF_ACCESS_CLIENT_SECRET").unwrap();
+
+    // let mut headers = HeaderMap::new();
+    // headers.insert("CF-Access-Client-Id", HeaderValue::from_static(&access_id));
+    // headers.insert(
+    //     "CF-Access-Client-Secret",
+    //     HeaderValue::from_static(&access_secret),
+    // );
+
+    // let client = Client::builder()
+    //     .default_headers(headers)
+    //     .build()
+    //     .unwrap()
+    //     .get("https://tvmisc.bitbytelab.io/api/token/free")
+    //     .send()
+    //     .await
+    //     .unwrap()
+    //     .json()
+    //     .await
+    //     .unwrap();
+
+    let auth_token = env::var("TV_AUTH_TOKEN").unwrap();
 
     let handlers = ChartCallbackFn {
         on_chart_data: Box::new(|data| Box::pin(on_chart_data(data))),
@@ -32,7 +55,7 @@ async fn main() {
 
     let mut socket = WebSocket::build()
         .server(DataServer::ProData)
-        .auth_token(user.auth_token)
+        .auth_token(auth_token)
         .connect(handlers)
         .await
         .unwrap();
@@ -76,7 +99,7 @@ async fn main() {
 
 async fn on_chart_data(data: ChartSeries) -> Result<(), tradingview_rs::error::Error> {
     // info!("on_chart_data: {:?}", data);
-    let end = data.data.first().unwrap().0;
+    let end = data.data.first().unwrap().timestamp;
     info!("on_chart_data: {:?} - {:?}", data.data.len(), end);
     Ok(())
 }

examples/csv_export.rs

@@ -0,0 +1,90 @@
+use std::{env, process::exit};
+
+use polars::prelude::*;
+
+use tracing::info;
+use tradingview_rs::{
+    chart::{
+        session::{ChartCallbackFn, WebSocket},
+        ChartOptions, ChartSeries,
+    },
+    models::Interval,
+    socket::DataServer,
+};
+
+#[tokio::main]
+async fn main() {
+    tracing_subscriber::fmt::init();
+    let auth_token = env::var("TV_AUTH_TOKEN").unwrap();
+
+    let handlers = ChartCallbackFn {
+        on_chart_data: Box::new(|data| Box::pin(on_chart_data(data))),
+        on_symbol_resolved: Box::new(|data| Box::pin(on_symbol_resolved(data))),
+        on_series_completed: Box::new(|data| Box::pin(on_series_completed(data))),
+    };
+
+    let mut socket = WebSocket::build()
+        .server(DataServer::ProData)
+        .auth_token(auth_token)
+        .connect(handlers)
+        .await
+        .unwrap();
+
+    socket
+        .set_market(
+            "NASDAQ:AMZN",
+            ChartOptions {
+                resolution: Interval::Daily,
+                bar_count: 50_000,
+                ..Default::default()
+            },
+        )
+        .await
+        .unwrap();
+    socket.subscribe().await;
+}
+
+async fn on_chart_data(data: ChartSeries) -> Result<(), tradingview_rs::error::Error> {
+    // Assuming you have the OHLCV data in a Vec<OHLCV> named `data`
+
+    // Extract the individual fields from OHLCV objects
+    let timestamps: Vec<f64> = data.data.iter().map(|item| item.timestamp).collect();
+    let opens: Vec<f64> = data.data.iter().map(|item| item.open).collect();
+    let highs: Vec<f64> = data.data.iter().map(|item| item.high).collect();
+    let lows: Vec<f64> = data.data.iter().map(|item| item.low).collect();
+    let closes: Vec<f64> = data.data.iter().map(|item| item.close).collect();
+    let volumes: Vec<f64> = data.data.iter().map(|item| item.volume).collect();
+
+    // Create a Polars DataFrame
+    let mut df = DataFrame::new(vec![
+        Series::new("timestamp", timestamps),
+        Series::new("open", opens),
+        Series::new("high", highs),
+        Series::new("low", lows),
+        Series::new("close", closes),
+        Series::new("volume", volumes),
+    ])
+    .unwrap();
+
+    let csv_out = "tmp/nasdaq_amzn.csv";
+    if std::fs::metadata(csv_out).is_err() {
+        let f = std::fs::File::create(csv_out).unwrap();
+        CsvWriter::new(f).finish(&mut df).unwrap();
+    }
+
+    Ok(())
+}
+
+async fn on_symbol_resolved(
+    data: tradingview_rs::chart::SymbolInfo,
+) -> Result<(), tradingview_rs::error::Error> {
+    info!("on_symbol_resolved: {:?}", data);
+    Ok(())
+}
+
+async fn on_series_completed(
+    data: tradingview_rs::chart::SeriesCompletedMessage,
+) -> Result<(), tradingview_rs::error::Error> {
+    info!("on_series_completed: {:?}", data);
+    exit(0);
+}

examples/replay.rs

@@ -77,7 +77,7 @@ async fn main() {
 }
 
 async fn on_chart_data(data: ChartSeries) -> Result<(), tradingview_rs::error::Error> {
-    let end = data.data.first().unwrap().0;
+    let end = data.data.first().unwrap().timestamp;
     info!("on_chart_data: {:?} - {:?}", data.data.len(), end);
     Ok(())
 }

examples/study.rs

@@ -15,14 +15,16 @@ use tradingview_rs::{
 async fn main() {
     tracing_subscriber::fmt::init();
 
-    let session = env::var("TV_SESSION").unwrap();
-    let signature = env::var("TV_SIGNATURE").unwrap();
+    let auth_token = env::var("TV_AUTH_TOKEN").unwrap();
 
-    let user = User::build()
-        .session(&session, &signature)
-        .get()
-        .await
-        .unwrap();
+    // let session = env::var("TV_SESSION").unwrap();
+    // let signature = env::var("TV_SIGNATURE").unwrap();
+
+    // let user = User::build()
+    //     .session(&session, &signature)
+    //     .get()
+    //     .await
+    //     .unwrap();
 
     let handlers = ChartCallbackFn {
         on_chart_data: Box::new(|data| Box::pin(on_chart_data(data))),
@@ -32,7 +34,7 @@ async fn main() {
 
     let mut socket = WebSocket::build()
         .server(DataServer::ProData)
-        .auth_token(user.auth_token)
+        .auth_token(auth_token)
         .connect(handlers)
         .await
         .unwrap();

src/chart/mod.rs

@@ -77,7 +77,7 @@ pub struct ChartDataChanges {
 pub struct ChartSeries {
     pub symbol_id: String,
     pub interval: Interval,
-    pub data: Vec<(f64, f64, f64, f64, f64, f64)>,
+    pub data: Vec<OHLCV>,
 }
 
 #[derive(Debug, Default, Clone, Serialize)]