Build Ohlcv Many Symbols

'use strict';

import asTable from 'as-table';
import ccxt from '../../js/ccxt.js';

console.log ('CCXT Version:', ccxt.version);

asTable.configure ({ 'delimiter': ' | ' });


async function loop (exchange, symbol, timeframe, completeCandlesOnly = false) {
    const durationInSeconds = exchange.parseTimeframe (timeframe);
    const durationInMs = durationInSeconds * 1000;
    while (true) {
        try {
            const trades = await exchange.watchTrades (symbol);
            if (trades.length > 0) {
                const currentMinute = Math.floor (exchange.milliseconds () / durationInMs);
                let ohlcvc = exchange.buildOHLCVC (trades, timeframe);
                if (completeCandlesOnly) {
                    ohlcvc = ohlcvc.filter ((candle) => Math.floor (candle[0] / durationInMs) < currentMinute);
                }
                if (ohlcvc.length > 0) {
                    console.log ('Symbol:', symbol, 'timeframe:', timeframe);
                    console.log ('-----------------------------------------------------------');
                    console.log (asTable (ohlcvc));
                    console.log ('-----------------------------------------------------------');
                }
            }
        } catch (e: any) {
            console.log (symbol, e);
            // do nothing and retry on next loop iteration
            // throw e // uncomment to break all loops in case of an error in any one of them
            // break // you can also break just this one loop if it fails
        }
    }
}

async function main () {
    // select the exchange
    const exchange = new ccxt.pro.okx ();

    if (exchange.has['watchTrades']) {
        await exchange.loadMarkets ();
        // Change this value accordingly
        const timeframe = '1m';
        // arbitrary n symbols
        const selectedSymbols = [ 'BTC/USDT', 'LTC/USDT' ]; // or random 3 pairs: exchange.symbols.slice(0, 3);

        console.log (selectedSymbols);

        // Use this variable to choose if only complete candles ;
        // should be considered
        const completeCandlesOnly = true;

        await Promise.all (selectedSymbols.map ((symbol) => loop (exchange, symbol, timeframe, completeCandlesOnly)));
    } else {
        console.log (exchange.id, 'does not support watchTrades yet');
    }
}

main ();