commit

2026-09-11 09:18:08 +00:00 · 2025-10-03 15:28:16 +08:00
parent d5c4b04746
commit fcb83bd16b
925 changed files with 165721 additions and 4 deletions
@@ -0,0 +1,68 @@
+'use strict';
+
+const ccxt = require ('ccxt');
+const asTable  = require ('as-table').configure ({ delimiter: ' | ' })
+
+console.log ('CCXT Version:', ccxt.version)
+
+
+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 = parseInt (exchange.milliseconds () / durationInMs)
+                let ohlcvc = exchange.buildOHLCVC (trades, timeframe)
+                if (completeCandlesOnly) {
+                    ohlcvc = ohlcvc.filter (candle => parseInt (candle[0] / durationInMs) < currentMinute)
+                }
+                if (ohlcvc.length > 0) {
+                    console.log("Symbol:", symbol, "timeframe:", timeframe);
+                    console.log ('-----------------------------------------------------------')
+                    console.log (asTable (ohlcvc))
+                    console.log ('-----------------------------------------------------------')
+                }
+            }
+        } catch (e) {
+            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.ftx ()
+
+    if (exchange.has['watchTrades']) {
+        await exchange.loadMarkets ()
+        // Change this value accordingly
+        const timeframe = '1m'
+
+        const allSymbols = exchange.symbols;
+
+        // arbitrary n symbols
+        const limit = 5;
+        // const selectedSymbols = allSymbols.slice(0, limit);
+        // you can also specify the symbols manually
+        // example:
+        // const selectedSymbols = ['BTC/USDT', 'LTC/USDT']
+
+        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 ()