Build Ohlcv Many Symbols

'use strict';

import asTable from 'as-table';
import ccxt from '../../js/ccxt.js';

console.log ('CCXT Version:', ccxt.version);

asTable.configure ({ 'delimiter': ' | ' });


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 = Math.floor (exchange.milliseconds () / durationInMs);
               let ohlcvc = exchange.buildOHLCVC (trades, timeframe);
               if (completeCandlesOnly) {
                   ohlcvc = ohlcvc.filter ((candle) => Math.floor (candle[0] / durationInMs) < currentMinute);
               }
               if (ohlcvc.length > 0) {
                   console.log ('Symbol:', symbol, 'timeframe:', timeframe);
                   console.log ('-----------------------------------------------------------');
                   console.log (asTable (ohlcvc));
                   console.log ('-----------------------------------------------------------');
               }
           }
       } catch (e: any) {
           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.okx ();

   if (exchange.has['watchTrades']) {
       await exchange.loadMarkets ();
       // Change this value accordingly
       const timeframe = '1m';
       // arbitrary n symbols
       const selectedSymbols = [ 'BTC/USDT', 'LTC/USDT' ]; // or random 3 pairs: exchange.symbols.slice(0, 3);

       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 ();