diff --git a/.gitignore b/.gitignore new file mode 100644 index 0000000..4634490 --- /dev/null +++ b/.gitignore @@ -0,0 +1,4 @@ +/downloads +/session +dist +node_modules diff --git a/.vscode/settings.json b/.vscode/settings.json new file mode 100644 index 0000000..923118d --- /dev/null +++ b/.vscode/settings.json @@ -0,0 +1,21 @@ +{ + "[javascript]": { + "editor.defaultFormatter": "esbenp.prettier-vscode" + }, + "[json]": { + "editor.defaultFormatter": "esbenp.prettier-vscode" + }, + "[jsonc]": { + "editor.defaultFormatter": "esbenp.prettier-vscode" + }, + "[typescript]": { + "editor.defaultFormatter": "esbenp.prettier-vscode" + }, + "editor.codeActionsOnSave": { + "source.organizeImports": "explicit" + }, + "editor.formatOnSave": true, + "prettier.arrowParens": "avoid", + "prettier.singleQuote": true, + "prettier.trailingComma": "es5" +} diff --git a/README.md b/README.md index e69de29..004b31f 100644 --- a/README.md +++ b/README.md @@ -0,0 +1,3 @@ +```bash +pnpm build && pnpm start +``` diff --git a/package.json b/package.json new file mode 100644 index 0000000..4d2e0bb --- /dev/null +++ b/package.json @@ -0,0 +1,19 @@ +{ + "name": "tradingview-csv-downloader", + "private": true, + "main": "index.js", + "scripts": { + "build": "npx tsc", + "clean": "rm -rf ./dist", + "start": "node ./dist/main.js" + }, + "type": "module", + "packageManager": "pnpm@10.30.2", + "devDependencies": { + "@types/node": "^25.3.0", + "typescript": "^5.9.3" + }, + "dependencies": { + "puppeteer": "^24.37.5" + } +} diff --git a/pnpm-lock.yaml b/pnpm-lock.yaml new file mode 100644 index 0000000..fb81dff --- /dev/null +++ b/pnpm-lock.yaml @@ -0,0 +1,886 @@ +lockfileVersion: '9.0' + +settings: + autoInstallPeers: true + excludeLinksFromLockfile: false + +importers: + + .: + dependencies: + puppeteer: + specifier: ^24.37.5 + version: 24.37.5(typescript@5.9.3) + devDependencies: + '@types/node': + specifier: ^25.3.0 + version: 25.3.0 + typescript: + specifier: ^5.9.3 + version: 5.9.3 + 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puppeteer from 'puppeteer'; + +enum Month { + JAN = 0, + FEB = 1, + MAR = 2, + APR = 3, + MAY = 4, + JUN = 5, + JUL = 6, + AUG = 7, + SEP = 8, + OCT = 9, + NOV = 10, + DEC = 11, +} + +// prettier-ignore +// 0-indexed +const cmeMonthCode = ['F', 'G', 'H', 'J', 'K', 'M', 'N', 'Q', 'U', 'V', 'X', 'Z']; + +// m & d are 0-indexed +function toDateStr(y: number, m: number, d: number) { + const pad2 = (x: number) => x.toString().padStart(2, '0'); + return `${y}${pad2(m + 1)}${pad2(d + 1)}`; +} + +// expMonth is 0-indexed +function toTradingViewFutureSymbol( + symbol: string, + expYear: number, + expMonth: number +) { + return `${symbol}${cmeMonthCode[expMonth]}${expYear}`; +} + +const tvFutSymbol = toTradingViewFutureSymbol; + +async function waitForEnter(prompt = 'press ENTER to continue...') { + const rl = readline.createInterface({ + input: process.stdin, + output: process.stdout, + }); + await rl.question(prompt); + rl.close(); +} + +async function loading(page: puppeteer.Page) { + for (let i = 0; i < 2; ++i) { + await page.waitForFunction(() => { + return Array.from(document.querySelectorAll('span')).every( + (el: HTMLElement) => { + const classes = Array.from(el.classList); + + const isLoader = classes.some(c => c.startsWith('loader')); + const isStatic = classes.some(c => c.startsWith('static')); + const isBlockHidden = classes.some(c => c.startsWith('blockHidden')); + + return !isLoader || isStatic || isBlockHidden; + } + ); + }); + + await setTimeout(500); + } +} + +async function downloadCSV( + browser: puppeteer.Browser, + downloadPath: string, + symbol: string, + intervalMinutes: number, + startDate: string, + endDate: string +) { + const page = await browser.newPage(); + page.on('dialog', async dialog => { + if (dialog.type() === 'beforeunload') await dialog.accept(); + }); + + const client = await page.createCDPSession(); + await client.send('Page.setDownloadBehavior', { + behavior: 'allow', + downloadPath: downloadPath, + }); + + const delay = 150; // ms + + const switchInterval = async () => { + await page.keyboard.type(`,${intervalMinutes}`, { delay }); + await page.keyboard.press('Enter'); + }; + + const switchSymbol = async () => { + await page.keyboard.type(symbol, { delay }); + await page.keyboard.press('Enter'); + }; + + const gotoDate = async (date: string) => { + await page.keyboard.down('Alt'); + await page.keyboard.press('KeyG'); + await page.keyboard.up('Alt'); + + const dateInputSelector = + 'input[data-qa-id="ui-lib-Input-input"][placeholder="YYYY-MM-DD"]'; + await page.waitForSelector(dateInputSelector, { visible: true }); + + await page.click(dateInputSelector, { count: 3 }); + await page.keyboard.press('Backspace'); + + await page.keyboard.type(date, { delay }); + await page.keyboard.press('Enter'); + }; + + const clickDownloadBtn = async () => { + const manageLayoutsBtnSelector = + 'button[data-name="save-load-menu"][data-tooltip="Manage layouts"][aria-label="Manage layouts"][aria-haspopup="menu"]'; + await page.click(manageLayoutsBtnSelector); + + const downloadChartDataSpanSelector = + 'div[role="row"] span::-p-text("Download chart data")'; + await page.waitForSelector(downloadChartDataSpanSelector, { + visible: true, + }); + await page.click(downloadChartDataSpanSelector); + + const downloadBtnSelector = + 'button[name="download"][data-qa-id="download-btn"]'; + await page.waitForSelector(downloadBtnSelector, { visible: true }); + await page.click(downloadBtnSelector); + }; + + await page.goto('https://www.tradingview.com/chart'); + await setTimeout(500); + + await switchInterval(); + await setTimeout(500); + + await switchSymbol(); + await setTimeout(500); + + await gotoDate(startDate); + await loading(page); + + await gotoDate(endDate); + await loading(page); + + await clickDownloadBtn(); + await setTimeout(1000); + + // todo: automatically close tabs when the download is completed + await page.close(); +} + +async function login(browser: puppeteer.Browser) { + const page = await browser.newPage(); + await page.goto('https://www.tradingview.com/settings'); + await waitForEnter('press ENTER after logging in to TradingView'); + await page.close(); +} + +async function main() { + const downloadPath = path.resolve(process.cwd(), 'downloads'); + if (!fs.existsSync(downloadPath)) { + fs.mkdirSync(downloadPath); + } + + const browser = await puppeteer.launch({ + browser: 'chrome', + headless: false, + userDataDir: path.resolve(process.cwd(), 'session'), + defaultViewport: null, + }); + + await login(browser); + + for (let symbol of ['ES' /* , 'NQ' */]) { + for (let expYear = 2020; expYear <= 2022; ++expYear) { + for (let expMonth = Month.MAR; expMonth <= Month.DEC; expMonth += 3) { + let startMonth = expMonth + 12 - 4 + 1; + let startYear = expYear - 1 + Math.trunc(startMonth / 12); + startMonth %= 12; + await downloadCSV( + browser, + downloadPath, + tvFutSymbol(symbol, expYear, expMonth), + 10, + toDateStr(startYear, startMonth, 0), + toDateStr(expYear, expMonth, 0) + ); + + // todo: verify download and retry if download failed or data is incomplete + } + } + } + + const pages = await browser.pages(); + await Promise.allSettled(pages.map(page => page.close())); + await browser.close(); +} + +main().catch(console.error); diff --git a/tsconfig.json b/tsconfig.json new file mode 100644 index 0000000..6fc77db --- /dev/null +++ b/tsconfig.json @@ -0,0 +1,41 @@ +{ + // Visit https://aka.ms/tsconfig to read more about this file + "compilerOptions": { + // File Layout + "rootDir": "./src", + "outDir": "./dist", + + // Environment Settings + // See also https://aka.ms/tsconfig/module + "module": "nodenext", + "target": "ESNext", + "lib": ["ESNext", "DOM"], + "types": ["node"], + + // Other Outputs + "sourceMap": true, + "declaration": true, + "declarationMap": true, + + // Stricter Typechecking Options + "noUncheckedIndexedAccess": true, + "exactOptionalPropertyTypes": true, + + // Style Options + // "noImplicitReturns": true, + // "noImplicitOverride": true, + // "noUnusedLocals": true, + // "noUnusedParameters": true, + // "noFallthroughCasesInSwitch": true, + // "noPropertyAccessFromIndexSignature": true, + + // Recommended Options + "strict": true, + "jsx": "react-jsx", + "verbatimModuleSyntax": true, + "isolatedModules": true, + "noUncheckedSideEffectImports": true, + "moduleDetection": "force", + "skipLibCheck": true + } +}