Calculate Ohlcvs From Trades Warmup

'use strict';
import ccxt from '../../js/ccxt.js';
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 = (Math.floor(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) { // eslint-disable-line
               const timestamp = Math.floor(trade['timestamp'] / duration) * duration;
               let candle = exchange.safeValue(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();