commit

2026-09-11 17:28:08 +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 +1,82 @@
+'use strict';
+
+const ccxt = require ('../../../ccxt');
+
+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 = (parseInt (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) {
+                const timestamp = parseInt(trade['timestamp'] / duration) * duration
+                let candle = exchange.safe_value(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()