JavaScript Candlestick Chart

1// SCICHART EXAMPLE
2import {
3    CursorModifier,
4    CursorTooltipSvgAnnotation,
5    DateTimeNumericAxis,
6    DiscontinuousDateAxis,
7    EAutoRange,
8    EDataSeriesType,
9    EFillPaletteMode,
10    ENumericFormat,
11    ESeriesType,
12    FastCandlestickRenderableSeries,
13    FastColumnRenderableSeries,
14    FastLineRenderableSeries,
15    FastMountainRenderableSeries,
16    FastOhlcRenderableSeries,
17    GradientParams,
18    IFillPaletteProvider,
19    IPointMetadata,
20    IRenderableSeries,
21    MouseWheelZoomModifier,
22    NumberRange,
23    NumericAxis,
24    OhlcDataSeries,
25    OhlcSeriesInfo,
26    parseColorToUIntArgb,
27    Point,
28    SciChartOverview,
29    SciChartSurface,
30    SeriesInfo,
31    XyDataSeries,
32    XyMovingAverageFilter,
33    ZoomExtentsModifier,
34    ZoomPanModifier,
35} from "scichart";
36import { appTheme } from "../../../theme";
37import { simpleBinanceRestClient } from "../../../ExampleData/binanceRestClient";
38import { ExampleDataProvider, TPriceBar } from "../../../ExampleData/ExampleDataProvider";
39import {
40    DEFAULT_LABEL_THRESHOLDS,
41    ETradeChartLabelFormat,
42} from "scichart/Charting/Visuals/Axis/LabelProvider/SmartDateLabelProvider";
43
44const Y_AXIS_VOLUME_ID = "Y_AXIS_VOLUME_ID";
45
46export const drawExample = (dataSource: string) => async (rootElement: string | HTMLDivElement) => {
47    // Create a SciChartSurface
48    const { sciChartSurface, wasmContext } = await SciChartSurface.create(rootElement, {
49        theme: appTheme.SciChartJsTheme,
50    });
51
52    // We have a hybrid DiscontinuousDateAxis which 'magically' solves problems of different # of points in stock market datasetd with gaps
53    const xAxis = new DiscontinuousDateAxis(wasmContext, {
54        // autoRange.never as we're setting visibleRange explicitly below. If you dont do this, leave this flag default
55        autoRange: EAutoRange.Never,
56        cursorLabelFormat: ENumericFormat.Date_HHMM,
57        // Increase this threshold as the default value is right on our default range
58        labelThresholds: { [ETradeChartLabelFormat.Minutes]: 60 * 60 * 24 * 10 },
59    });
60    sciChartSurface.xAxes.add(xAxis);
61
62    // Create a NumericAxis on the YAxis with 2 Decimal Places
63    sciChartSurface.yAxes.add(
64        new NumericAxis(wasmContext, {
65            growBy: new NumberRange(0.1, 0.1),
66            labelFormat: ENumericFormat.Decimal,
67            labelPrecision: 2,
68            labelPrefix: "$",
69            autoRange: EAutoRange.Always,
70        })
71    );
72
73    // Create a secondary YAxis to host volume data on its own scale
74    sciChartSurface.yAxes.add(
75        new NumericAxis(wasmContext, {
76            id: Y_AXIS_VOLUME_ID,
77            growBy: new NumberRange(0, 4),
78            isVisible: false,
79            autoRange: EAutoRange.Always,
80        })
81    );
82
83    const xValues: number[] = [];
84    const openValues: number[] = [];
85    const highValues: number[] = [];
86    const lowValues: number[] = [];
87    const closeValues: number[] = [];
88    const volumeValues: number[] = [];
89
90    // Fetch data from now to 300 1hr candles ago
91    const endDate = new Date(Date.now());
92    const startDate = new Date();
93    startDate.setHours(endDate.getHours() - 300);
94    let priceBars: TPriceBar[];
95    if (dataSource !== "Random") {
96        priceBars = await simpleBinanceRestClient.getCandles("BTCUSDT", "1h", startDate, endDate, 500, dataSource);
97    } else {
98        priceBars = ExampleDataProvider.getRandomCandles(300, 60000, startDate, 60 * 60, true);
99    }
100
101    // Maps PriceBar { date, open, high, low, close, volume } to structure-of-arrays expected by scichart
102    priceBars.forEach((priceBar: any) => {
103        xValues.push(priceBar.date);
104        openValues.push(priceBar.open);
105        highValues.push(priceBar.high);
106        lowValues.push(priceBar.low);
107        closeValues.push(priceBar.close);
108        volumeValues.push(priceBar.volume);
109    });
110    // Zoom to the latest 100 candles
111    const lastBar = priceBars[priceBars.length - 1];
112    const firstVisiblebar = priceBars[priceBars.length - 100];
113    xAxis.visibleRange = new NumberRange(firstVisiblebar.date, lastBar.date);
114
115    // Create and add the Candlestick series
116    // The Candlestick Series requires a special dataseries type called OhlcDataSeries with o,h,l,c and date values
117    const candleDataSeries = new OhlcDataSeries(wasmContext, {
118        xValues,
119        openValues,
120        highValues,
121        lowValues,
122        closeValues,
123        dataSeriesName: dataSource === "Random" ? "Random" : "BTC/USDT",
124    });
125    const candlestickSeries = new FastCandlestickRenderableSeries(wasmContext, {
126        dataSeries: candleDataSeries,
127        stroke: appTheme.ForegroundColor, // used by cursorModifier below
128        strokeThickness: 1,
129        brushUp: appTheme.VividGreen + "77",
130        brushDown: appTheme.MutedRed + "77",
131        strokeUp: appTheme.VividGreen,
132        strokeDown: appTheme.MutedRed,
133    });
134    sciChartSurface.renderableSeries.add(candlestickSeries);
135
136    // Add an Ohlcseries. this will be invisible to begin with
137    const ohlcSeries = new FastOhlcRenderableSeries(wasmContext, {
138        dataSeries: candleDataSeries,
139        stroke: appTheme.ForegroundColor, // used by cursorModifier below
140        strokeThickness: 1,
141        dataPointWidth: 0.9,
142        strokeUp: appTheme.VividGreen,
143        strokeDown: appTheme.MutedRed,
144        isVisible: false,
145    });
146    sciChartSurface.renderableSeries.add(ohlcSeries);
147
148    //Add some moving averages using SciChart's filters/transforms API
149    // when candleDataSeries updates, XyMovingAverageFilter automatically recomputes
150    sciChartSurface.renderableSeries.add(
151        new FastLineRenderableSeries(wasmContext, {
152            dataSeries: new XyMovingAverageFilter(candleDataSeries, {
153                dataSeriesName: "Moving Average (20)",
154                length: 20,
155            }),
156            stroke: appTheme.VividSkyBlue,
157        })
158    );
159
160    sciChartSurface.renderableSeries.add(
161        new FastLineRenderableSeries(wasmContext, {
162            dataSeries: new XyMovingAverageFilter(candleDataSeries, {
163                dataSeriesName: "Moving Average (50)",
164                length: 50,
165            }),
166            stroke: appTheme.VividPink,
167        })
168    );
169
170    // Add volume data onto the chart
171    sciChartSurface.renderableSeries.add(
172        new FastColumnRenderableSeries(wasmContext, {
173            dataSeries: new XyDataSeries(wasmContext, { xValues, yValues: volumeValues, dataSeriesName: "Volume" }),
174            strokeThickness: 0,
175            // This is how we get volume to scale - on a hidden YAxis
176            yAxisId: Y_AXIS_VOLUME_ID,
177            // This is how we colour volume bars red or green
178            paletteProvider: new VolumePaletteProvider(
179                candleDataSeries,
180                appTheme.VividGreen + "77",
181                appTheme.MutedRed + "77"
182            ),
183        })
184    );
185
186    // Optional: Add some interactivity modifiers
187    sciChartSurface.chartModifiers.add(
188        new ZoomExtentsModifier(),
189        new ZoomPanModifier({ enableZoom: true }),
190        new MouseWheelZoomModifier(),
191        new CursorModifier({
192            crosshairStroke: appTheme.VividOrange,
193            axisLabelFill: appTheme.VividOrange,
194            tooltipLegendTemplate: getTooltipLegendTemplate,
195        })
196    );
197
198    // Add Overview chart. This will automatically bind to the parent surface
199    // displaying its series. Zooming the chart will zoom the overview and vice versa
200
201    //Exporting at the bottom by an object-
202    // const overview = await SciChartOverview.create(sciChartSurface, divOverviewId, {
203    //     theme: appTheme.SciChartJsTheme,
204    //     transformRenderableSeries: getOverviewSeries,
205    // });
206
207    return { sciChartSurface, candlestickSeries, ohlcSeries };
208};
209
210class VolumePaletteProvider implements IFillPaletteProvider {
211    fillPaletteMode: EFillPaletteMode = EFillPaletteMode.SOLID;
212    private ohlcDataSeries: OhlcDataSeries;
213    private upColorArgb: number;
214    private downColorArgb: number;
215
216    constructor(masterData: OhlcDataSeries, upColor: string, downColor: string) {
217        this.upColorArgb = parseColorToUIntArgb(upColor);
218        this.downColorArgb = parseColorToUIntArgb(downColor);
219        this.ohlcDataSeries = masterData;
220    }
221    onAttached(parentSeries: IRenderableSeries): void {}
222    onDetached(): void {}
223
224    // Return up or down color for the volume bars depending on Ohlc data
225    overrideFillArgb(
226        xValue: number,
227        yValue: number,
228        index: number,
229        opacity?: number,
230        metadata?: IPointMetadata
231    ): number {
232        const isUpCandle =
233            this.ohlcDataSeries.getNativeOpenValues().get(index) >=
234            this.ohlcDataSeries.getNativeCloseValues().get(index);
235        return isUpCandle ? this.upColorArgb : this.downColorArgb;
236    }
237
238    // Override stroke as well, even though strokethickness is 0, because stroke is used if column thickness goes to 0.
239    overrideStrokeArgb(
240        xValue: number,
241        yValue: number,
242        index: number,
243        opacity?: number,
244        metadata?: IPointMetadata
245    ): number {
246        return this.overrideFillArgb(xValue, yValue, index, opacity, metadata);
247    }
248}
249
250// Override the standard tooltip displayed by CursorModifier
251const getTooltipLegendTemplate = (seriesInfos: SeriesInfo[], svgAnnotation: CursorTooltipSvgAnnotation) => {
252    let outputSvgString = "";
253
254    // Foreach series there will be a seriesInfo supplied by SciChart. This contains info about the series under the house
255    seriesInfos.forEach((seriesInfo, index) => {
256        const y = 20 + index * 20;
257        const textColor = seriesInfo.stroke;
258        let legendText = seriesInfo.formattedYValue;
259        if (seriesInfo.dataSeriesType === EDataSeriesType.Ohlc) {
260            const o = seriesInfo as OhlcSeriesInfo;
261            legendText = `Open=${o.formattedOpenValue} High=${o.formattedHighValue} Low=${o.formattedLowValue} Close=${o.formattedCloseValue}`;
262        }
263        outputSvgString += `<text x="8" y="${y}" font-size="13" font-family="Verdana" fill="${textColor}">
264            ${seriesInfo.seriesName}: ${legendText}
265        </text>`;
266    });
267
268    return `<svg width="100%" height="100%">
269                ${outputSvgString}
270            </svg>`;
271};
272
273// Override the Renderableseries to display on the scichart overview
274const getOverviewSeries = (defaultSeries: IRenderableSeries) => {
275    if (defaultSeries.type === ESeriesType.CandlestickSeries) {
276        // Swap the default candlestick series on the overview chart for a mountain series. Same data
277        return new FastMountainRenderableSeries(defaultSeries.parentSurface.webAssemblyContext2D, {
278            dataSeries: defaultSeries.dataSeries,
279            fillLinearGradient: new GradientParams(new Point(0, 0), new Point(0, 1), [
280                { color: appTheme.VividSkyBlue + "77", offset: 0 },
281                { color: "Transparent", offset: 1 },
282            ]),
283            stroke: appTheme.VividSkyBlue,
284        });
285    }
286    // hide all other series
287    return undefined;
288};
289
290export const overviewOptions = {
291    theme: appTheme.SciChartJsTheme,
292    transformRenderableSeries: getOverviewSeries,
293};
294