Calculate Ohlcvs From Trades Warmup

'use strict';
import ccxt from '../../js/ccxt.js';
console.log('CCXT Version:', ccxt.version);
let ohlcvs = {};
async function log(exchange, symbol, timeframe) {
    const market = exchange.market(symbol);
    const duration = exchange.parseTimeframe(timeframe) * 1000;
    console.log(exchange.iso8601(exchange.milliseconds()), 'Warming up, waiting for at least one trade...');
    while (!Object.keys(ohlcvs).length) {
        await exchange.throttle(1);
    }
    let now = exchange.milliseconds();
    const start = (Math.floor(now / duration) + 1) * duration;
    console.log(exchange.iso8601(exchange.milliseconds()), 'Trades started arriving, waiting till', exchange.iso8601(start));
    await exchange.sleep(start - now);
    console.log(exchange.iso8601(exchange.milliseconds()), 'Done warming up');
    for (let i = 0;; i++) {
        now = exchange.milliseconds();
        let candle = Object.values(ohlcvs)[0];
        console.log('');
        console.log(exchange.iso8601(now), '------------------------------------------------------');
        console.log('Datetime                ', 'Timestamp    ', ...['Open', 'High', 'Low', 'Close', market['base'], market['quote']].map((x) => x.toString().padEnd(10, ' ')));
        for (let j = start; j < now; j += duration) {
            if (!(j in ohlcvs)) {
                ohlcvs[j] = [j, candle[4], candle[4], candle[4], candle[4], 0, 0];
            }
            candle = exchange.safeValue(ohlcvs, j);
            console.log(exchange.iso8601(j), ...candle.map(x => x.toString().padEnd(10, ' ')));
        }
        ohlcvs = exchange.indexBy(Object.values(ohlcvs).slice(-1000), 0);
        await exchange.sleep(1000);
    }
}
async function watch(exchange, symbol, timeframe) {
    console.log('Starting', exchange.id, symbol);
    const duration = exchange.parseTimeframe(timeframe) * 1000;
    while (true) {
        try {
            const trades = await exchange.watchTrades(symbol);
            for (const trade of trades) { // eslint-disable-line
                const timestamp = Math.floor(trade['timestamp'] / duration) * duration;
                let candle = exchange.safeValue(ohlcvs, timestamp);
                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 = [
                        timestamp,
                        trade['price'],
                        trade['price'],
                        trade['price'],
                        trade['price'],
                        exchange.parseNumber(exchange.amountToPrecision(symbol, trade['amount'])),
                        exchange.parseNumber(exchange.costToPrecision(symbol, trade['cost'])),
                    ];
                }
                ohlcvs[timestamp] = candle;
            }
        }
        catch (e) {
            console.log(e.constructor.name, e.message);
        }
    }
}
async function main() {
    const symbol = 'BTC/USDT';
    const exchange = new ccxt.pro.binance({ 'newUpdates': true });
    await exchange.loadMarkets();
    const timeframe = '1m';
    await Promise.all([watch(exchange, symbol, timeframe), log(exchange, symbol, timeframe)]);
    await exchange.close();
}
main();