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finished refactoring

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This commit is contained in:
Luis Fernando Molina committed 2020-02-25 08:27:14 +01:00
1 parent 2a2c0d0e1c
commit cfa36e19d6
1 file changed
+23 -6
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Historic-OHLCV/User.Bot.js
+23 -6
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@@ -184,7 +184,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
async function getOHLCVs() {
try {
let lastTradeKey = ''
let lastOHLCVKey = ''
let params = undefined
let previousSince
@@ -199,6 +199,23 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
/* Fetching the OHLCVs from the exchange.*/
const OHLCVs = await exchange.fetchOHLCVs(symbol, '1m', since, limit, params)
/*
OHLCV Structure
The fetchOHLCV method shown above returns a list (a flat array) of OHLCV candles represented by the following structure:
[
[
1504541580000, // UTC timestamp in milliseconds, integer
4235.4, // (O)pen price, float
4240.6, // (H)ighest price, float
4230.0, // (L)owest price, float
4230.7, // (C)losing price, float
37.72941911 // (V)olume (in terms of the base currency), float
],
...
]
*/
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getOHLCVs -> OHLCVs Fetched = " + OHLCVs.length) }
if (OHLCVs.length > 0) {
let beginDate = new Date(OHLCVs[0].timestamp)
@@ -209,18 +226,18 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
if (OHLCVs.length > 1) {
previousSince = since
since = OHLCVs[OHLCVs.length - 1]['timestamp']
since = OHLCVs[OHLCVs.length - 1][0] // 'timestamp'
if (since === previousSince) {
since++ // this prevents requesting in a loop OHLCVs with the same timestamp, that can happen when all the records fetched comes with exactly the same timestamp.
}
for (let i = 0; i < OHLCVs.length; i++) {
let OHLCV = OHLCVs[i]
let OHLCVKey = OHLCV.id + '-' + OHLCV.timestamp + '-' + OHLCV.side + '-' + OHLCV.price.toFixed(16) + '-' + OHLCV.amount.toFixed(16)
if (OHLCVKey !== lastTradeKey) {
allOHLCVs.push([OHLCV.timestamp, OHLCV.side, OHLCV.price, OHLCV.amount, OHLCV.id])
let OHLCVKey = OHLCV[0] + '-' + OHLCV[1].toFixed(16) + '-' + OHLCV[2].toFixed(16) + '-' + OHLCV[3].toFixed(16) + '-' + OHLCV[4].toFixed(16) + '-' + OHLCV[5].toFixed(16)
if (OHLCVKey !== lastOHLCVKey) {
allOHLCVs.push(OHLCV)
}
lastTradeKey = OHLCVKey
lastOHLCVKey = OHLCVKey
}
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getOHLCVs -> Fetching OHLCVs @ " + processingDate + "-> exchange = " + bot.exchange + " -> symbol = " + symbol + " -> since = " + since + " -> limit = " + limit) }