Calculate Ohlcvs From Trades

'use strict';
import ccxt from '../../js/ccxt.js';
console.log('CCXT Version:', ccxt.version); // eslint-disable-line import/no-named-as-default-member
async function main() {
    let ohlcvs = {};
    const symbol = 'BTC/USDT';
    const exchange = new ccxt.pro.binance({ 'newUpdates': true });
    await exchange.loadMarkets();
    const market = exchange.market(symbol);
    const timeframe = '1m';
    const duration = exchange.parseTimeframe(timeframe) * 1000;
    console.log('Starting', exchange.id, symbol);
    while (true) {
        try {
            const trades = await exchange.watchTrades(symbol);
            for (const trade of trades) { // eslint-disable-line
                const timestampInt = Math.floor(trade['timestamp'] / duration) * duration;
                const timestampString = timestampInt.toString();
                let candle = exchange.safeValue(ohlcvs, timestampString);
                if (candle) {
                    candle[2] = Math.max(trade['price'], candle[2]);
                    candle[3] = Math.min(trade['price'], candle[3]);
                    candle[4] = trade['price'];
                    candle[5] = exchange.parseNumber(exchange.amountToPrecision(symbol, trade['amount'] + candle[5]));
                    candle[6] = exchange.parseNumber(exchange.costToPrecision(symbol, trade['cost'] + candle[6]));
                }
                else {
                    candle = [
                        timestampInt,
                        trade['price'],
                        trade['price'],
                        trade['price'],
                        trade['price'],
                        exchange.parseNumber(exchange.amountToPrecision(symbol, trade['amount'])),
                        exchange.parseNumber(exchange.costToPrecision(symbol, trade['cost'])),
                    ];
                }
                ohlcvs[timestampString] = candle;
            }
            console.log('');
            console.log(exchange.iso8601(exchange.milliseconds()), '------------------------------------------------------');
            const values = Object.values(ohlcvs).slice(-1000);
            ohlcvs = exchange.indexBy(values, 0);
            console.log('Datetime                ', 'Timestamp    ', ...['Open', 'High', 'Low', 'Close', market['base'], market['quote']].map((x) => x.toString().padEnd(10, ' ')));
            for (let i = 0; i < values.length; i++) {
                const candle = values[i];
                console.log(exchange.iso8601(candle[0]), ...candle.map((x) => x.toString().padEnd(10, ' ')));
            }
        }
        catch (e) {
            console.log(e.constructor.name, e.message);
            await exchange.close(); // you can close connection if needed
        }
    }
}
main();