Calculate Ohlcvs From Trades

'use strict';
import ccxt from '../../js/ccxt.js';
console.log('CCXT Version:', ccxt.version); // eslint-disable-line import/no-named-as-default-member
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) { // eslint-disable-line
               const timestampInt = Math.floor(trade['timestamp'] / duration) * duration;
               const timestampString = timestampInt.toString();
               let candle = exchange.safeValue(ohlcvs, timestampString);
               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 = [
                       timestampInt,
                       trade['price'],
                       trade['price'],
                       trade['price'],
                       trade['price'],
                       exchange.parseNumber(exchange.amountToPrecision(symbol, trade['amount'])),
                       exchange.parseNumber(exchange.costToPrecision(symbol, trade['cost'])),
                   ];
               }
               ohlcvs[timestampString] = 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(); // you can close connection if needed
       }
   }
}
main();