'use strict'; const ccxt = require ('../../../ccxt'); console.log ('CCXT Version:', ccxt.version) async function main() { let ohlcvs = {} const symbol = 'BTC/USDT' const exchange = new ccxt.pro.binance ({ 'newUpdates': true }) await exchange.loadMarkets () const market = exchange.market (symbol) const timeframe = '1m' const duration = exchange.parseTimeframe (timeframe) * 1000 console.log ('Starting', exchange.id, symbol) 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 } console.log ('') console.log (exchange.iso8601 (exchange.milliseconds ()), '------------------------------------------------------') const values = Object.values (ohlcvs).slice (-1000) ohlcvs = exchange.indexBy (values, 0) console.log ('Datetime ', 'Timestamp ', ... [ 'Open', 'High', 'Low', 'Close', market['base'], market['quote'] ].map (x => x.toString ().padEnd (10, ' '))) for (let i = 0; i < values.length; i++) { const candle = values[i] console.log (exchange.iso8601 (candle[0]), ... candle.map (x => x.toString ().padEnd (10, ' '))) } } catch (e) { console.log (e.constructor.name, e.message) } } await exchange.close () } main()