Data Fetching APIs

fetchData

Fetches historical market data (klines/candlesticks) from a data provider and populates a time series.

Function Signature

fetchData(
  source: Source,
  baseSer: TSer,
  ticker: string,
  tframe: TFrame,
  tzone: string,
  startTime?: number,
  limit?: number
): Promise<number>

Parameters

source

Source

required

Data source provider: Source.yfinance or Source.binance

baseSer

TSer

required

Base time series object to populate with fetched kline data

ticker

string

required

Symbol/ticker to fetch (e.g., “BTCUSDT” for Binance, “AAPL” for Yahoo Finance)

tframe

TFrame

required

Timeframe object specifying the interval (e.g., 1m, 5m, 1h, 1d)

tzone

string

required

Timezone string for time calculations (e.g., “America/New_York”, “UTC”)

startTime

number

Starting timestamp in milliseconds. If not provided, defaults to limit periods back from now.

limit

number

Maximum number of klines to fetch. If not provided, defaults to provider-specific limits.

Return Value

Promise<number>

number

Returns a promise that resolves to the timestamp of the latest kline fetched, or undefined if no data was fetched.

Example Usage

import { fetchData, Source } from './lib/domain/DataFecther';
import { TSer } from './lib/timeseris/TSer';
import { TFrame } from './lib/timeseris/TFrame';

const baseSer = new TSer();
const tframe = new TFrame('1h'); // 1 hour timeframe

// Fetch Bitcoin data from Binance
const latestTime = await fetchData(
  Source.binance,
  baseSer,
  'BTCUSDT',
  tframe,
  'UTC',
  undefined,  // Auto-calculate start time
  500         // Fetch 500 candles
);

console.log('Latest candle time:', new Date(latestTime));

// Fetch Apple stock data from Yahoo Finance
await fetchData(
  Source.yfinance,
  baseSer,
  'AAPL',
  new TFrame('1d'),
  'America/New_York',
  Date.now() - 365 * 24 * 60 * 60 * 1000,  // 1 year ago
  365  // 365 days
);

Data Processing

Fetches klines from the specified provider
Sorts klines chronologically by open time
Removes any duplicate klines
Creates Kline objects and adds them to baseSer using KVAR_NAME (“kline”)
Returns the timestamp of the latest kline

Fallback Behavior

If the provider fetch fails or returns no data, the function attempts to load data from a local ./klines.json file. Source: DataFecther.ts:13-35

fetchSymbolList

Fetches a list of available symbols/tickers from a data provider, filtered by search text.

Function Signature

fetchSymbolList(
  source: Source,
  filterText: string,
  init: RequestInit
): Promise<{ ticker: string }[]>

Parameters

source

Source

required

Data source provider: Source.yfinance or Source.binance

filterText

string

required

Search/filter text to match against symbol names (e.g., “BTC”, “AAPL”)

init

RequestInit

required

Fetch API initialization options (for request cancellation, headers, etc.)

Return Value

Promise<Array>

{ ticker: string }[]

Returns a promise that resolves to an array of objects, each containing a ticker property with the symbol name.

Example Usage

import { fetchSymbolList, Source } from './lib/domain/DataFecther';

// Search for Bitcoin symbols on Binance
const binanceSymbols = await fetchSymbolList(
  Source.binance,
  'BTC',
  { signal: abortController.signal }
);

console.log(binanceSymbols);
// Output: [{ ticker: 'BTCUSDT' }, { ticker: 'BTCBUSD' }, ...]

// Search for Apple-related symbols on Yahoo Finance
const yahooSymbols = await fetchSymbolList(
  Source.yfinance,
  'AAPL',
  {}
);

console.log(yahooSymbols);
// Output: [{ ticker: 'AAPL' }, { ticker: 'AAPL.MX' }, ...]

Use Cases

Symbol search/autocomplete in trading interfaces
Building watchlists
Symbol validation before fetching data

Source: DataFecther.ts:120-139

Source Enum

Enumeration of supported data providers.

Values

yfinance

number

Yahoo Finance - supports stocks, ETFs, indices, forex, cryptocurrencies

binance

number

Binance - cryptocurrency exchange data

Example

import { Source } from './lib/domain/DataFecther';

// Use enum values
const source = Source.binance;

// Check source type
if (source === Source.yfinance) {
  console.log('Using Yahoo Finance');
} else if (source === Source.binance) {
  console.log('Using Binance');
}

Source: DataFecther.ts:8-11

Kline Class

Represents a single candlestick/kline with OHLCV (Open-High-Low-Close-Volume) data.

Constructor

constructor(
  time: number,
  open: number,
  high: number,
  low: number,
  close: number,
  volume: number,
  openTime: number,
  closeTime: number,
  isClosed: boolean
)

Properties

time

number

Primary timestamp for this kline (milliseconds)

open

number

Opening price

high

number

Highest price during the period

low

number

Lowest price during the period

number

Closing price

volume

number

Trading volume during the period

openTime

number

Timestamp when the kline period opened (milliseconds)

closeTime

number

Timestamp when the kline period closed (milliseconds)

isClosed

boolean

Whether this kline is complete (closed) or still forming (real-time)

value

number

Getter that returns the close price (for compatibility with TVal)

Methods

update

(value: number, amount: number) => Kline

Updates a real-time kline with a new price tick and volume.

Updates high if the new value is higher
Updates low if the new value is lower
Sets close to the new value
Adds amount to cumulative volume

Returns: this (for method chaining)Source: Kline.ts:43-50

closeIt

() => Kline

Marks the kline as closed/completed.Returns: this (for method chaining)Source: Kline.ts:52-56

toJson

() => object

Serializes the kline to a JSON object.Returns: Object with properties: time, open, high, low, close, volume, isClosedSource: Kline.ts:58-68

Example Usage

import { Kline } from './lib/domain/Kline';

// Create a new kline
const kline = new Kline(
  Date.now(),          // time
  50000,               // open
  50500,               // high
  49800,               // low
  50200,               // close
  1500.5,              // volume
  Date.now() - 3600000, // openTime (1 hour ago)
  Date.now(),          // closeTime
  true                 // isClosed
);

// Access properties
console.log('Close price:', kline.close);
console.log('Value:', kline.value); // Same as close

// Update a real-time kline
kline.isClosed = false;
kline.update(50300, 50); // New price: 50300, volume: 50

// Close the kline
kline.closeIt();

// Serialize to JSON
const json = kline.toJson();
console.log(json);

Constant

KVAR_NAME

string

The variable name used to store klines in time series: "kline"Source: Kline.ts:4

Source: Kline.ts:6-71

Provider-Specific Notes

Binance Provider

Uses the pinets library’s Binance provider
Supports cryptocurrency pairs (e.g., BTCUSDT, ETHUSDT)
Timeframe conversion: VibeTrader timeframes are mapped to Binance/pinets equivalents
Data includes: open, high, low, close, volume, openTime, closeTime

Source: DataFecther.ts:49-86

Yahoo Finance Provider

Supports stocks, ETFs, indices, forex, and cryptocurrencies
Ticker format: Standard Yahoo Finance symbols (e.g., “AAPL”, “^GSPC”)
Timestamps are converted to Unix seconds for the Yahoo Finance API
Data includes: time, open, high, low, close, volume

Source: DataFecther.ts:88-117

Timeframe Handling

Both providers automatically calculate the start time based on:

The specified limit (number of klines)
The tframe (timeframe interval)
The tzone (timezone)

If startTime is provided, it overrides the calculated value.

Error Handling

If the remote provider fetch fails, the system attempts to load data from a local ./klines.json file as a fallback. This is useful for development and offline testing. Source: DataFecther.ts:37-47

Architecture

Customization

API Reference

fetchData

Function Signature

Parameters

Return Value

Example Usage

Data Processing

Fallback Behavior

fetchSymbolList

Function Signature

Parameters

Return Value

Example Usage

Use Cases

Source Enum

Values

Example

Kline Class

Constructor

Properties

Methods

Example Usage

Constant

Provider-Specific Notes

Binance Provider

Yahoo Finance Provider

Timeframe Handling

Error Handling

Build docs developers (and LLMs) love

Architecture

Customization

API Reference

​fetchData

​Function Signature

​Parameters

​Return Value

​Example Usage

​Data Processing

​Fallback Behavior

​fetchSymbolList

​Function Signature

​Parameters

​Return Value

​Example Usage

​Use Cases

​Source Enum

​Values

​Example

​Kline Class

​Constructor

​Properties

​Methods

​Example Usage

​Constant

​Provider-Specific Notes

​Binance Provider

​Yahoo Finance Provider

​Timeframe Handling

​Error Handling

Build docs developers (and LLMs) love

fetchData

Function Signature

Parameters

Return Value

Example Usage

Data Processing

Fallback Behavior

fetchSymbolList

Function Signature

Parameters

Return Value

Example Usage

Use Cases

Source Enum

Values

Example

Kline Class

Constructor

Properties

Methods

Example Usage

Constant

Provider-Specific Notes

Binance Provider

Yahoo Finance Provider

Timeframe Handling

Error Handling