ohlcv challenge

.eslintrc.json

{
    "extends": "standard"
}

.gitignore

node_modules/
package-lock.json

README.md

Server

• Install deps: npm i

• Start server: npm run start

• Check lint: npm run lint

• Run sercice tests: npm run test

• Endpoint to get OHLCV: GET http://localhost:8989?market=BTC-DOGE&exchange=bittrex

index.js

const express = require('express')
const bodyParser = require('body-parser')
const routes = require('./routes')

const PORT = 8989
const app = express()

app.use(bodyParser.json())
app.use(bodyParser.urlencoded({ extended: true }))
app.use(routes)

app.listen(PORT, () => {
  console.log(`OHLCV Server endpoint listening on http://localhost:${PORT}/. Query paramters: { exchange='bittrex', market='USDT-BTC' } `)
})

package.json

{
  "name": "test",
  "version": "1.0.0",
  "description": "",
  "main": "index.js",
  "scripts": {
    "test": "./node_modules/mocha/bin/mocha service.test.js",
    "start": "node index.js",
    "lint": "eslint *.js"
  },
  "author": "",
  "license": "ISC",
  "dependencies": {
    "body-parser": "^1.18.3",
    "dateformat": "^3.0.3",
    "express": "^4.16.3",
    "mathjs": "^4.2.2",
    "request": "^2.86.0",
    "request-promise": "^4.2.2"
  },
  "devDependencies": {
    "eslint": "^4.19.1",
    "eslint-config-standard": "^11.0.0",
    "eslint-plugin-import": "^2.12.0",
    "eslint-plugin-node": "^6.0.1",
    "eslint-plugin-promise": "^3.7.0",
    "eslint-plugin-standard": "^3.1.0",
    "mocha": "^5.1.1"
  }
}

routes.js

const express = require('express')
const { getOhlcv } = require('./service')

const routes = express()

// TODO use APIDOC for REST API doc
routes.get('/', async (req, res) => {
  // TODO use ExpressValidator to verify query params
  res.send(await getOhlcv(req.query))
})

module.exports = routes

service.js

const dateFormat = require('dateformat')
const math = require('mathjs')

const { getExchangeData, addTwoZeroPad, getSecondsFromTimestamp } = require('./utils')

function filterDataByTimestamp (data, timeStamp) {
  return data.filter((item) => (item.TimeStamp.includes(timeStamp)))
}

async function getOhlcv ({ exchange = 'bittrex', market = 'USDT-BTC' }) {
  const { result: data } = await getExchangeData({ exchange, market })

  let [ year, month, day, hour, min ] = dateFormat(new Date(), 'UTC:yyyy,mm,dd,HH,MM').split(',')

  min = parseInt(min) - 1 // last minute before current

  let lastMinTimestamp = `${year}-${month}-${day}T${hour}:${addTwoZeroPad(min)}`
  // const lastMinTimestamp = '2018-05-16T20:04'

  let filtered = filterDataByTimestamp(data, lastMinTimestamp)

  // find last minute with data ?
  // while (filtered.length === 0) {
  //   lastMinTimestamp = `${year}-${month}-${day}T${hour}:${addTwoZeroPad(--min)}`
  //   filtered = filterDataByTimestamp(data, lastMinTimestamp)
  // }

  console.info(`Registrated data in last min: length = ${filtered.length}, lastMinute = ${lastMinTimestamp}`)

  let open, high, low, close, volume, time

  if (filtered.length > 0) {
    const sortedByTimestamp = filtered.sort((a, b) => (getSecondsFromTimestamp(a) - getSecondsFromTimestamp(b)))
    const prices = filtered.map((item) => (parseFloat(item.Price)))
    const quantities = filtered.map((item) => (parseFloat(item.Quantity)))

    open = sortedByTimestamp[0].Price
    high = math.max(prices)
    low = math.min(prices)
    close = sortedByTimestamp[sortedByTimestamp.length - 1].Price
    volume = quantities.reduce((a, b) => (a + b))
    time = new Date(`${lastMinTimestamp}:00Z`).getTime() / 1000
  }

  return { open, high, low, close, volume, time }
}

module.exports = { getOhlcv }

service.test.js

const assert = require('assert')
const { getOhlcv } = require('./service')

describe('test getOhlcv function', () => { // eslint-disable-line
  ['open', 'high', 'low', 'close', 'volume', 'time'].forEach((prop) => {
    it(`should an object with the ${prop} prop`, async () => { // eslint-disable-line
      assert.equal(Object.keys(await getOhlcv({})).includes(prop), true)
    })
  })
})

test.js

utils.js

const request = require('request-promise')

function addTwoZeroPad (n) {
  return typeof n === 'string' ? n : ('0' + n).slice(-2)
}

function getSecondsFromTimestamp (item) {
  return parseFloat(item.TimeStamp.split(':')[2])
}

const exchangeApiUrls = {
  bittrex: ({ market }) => (`https://bittrex.com/api/v1.1/public/getmarkethistory?market=${market}`)
}

function getExchangeApiUrl ({ exchange, market }) {
  return exchangeApiUrls[exchange]({ market })
}

async function getExchangeData (options) {
  const url = getExchangeApiUrl(options)
  console.info(`Requesting ${url}`)
  return JSON.parse(await request(url))
}

module.exports = { addTwoZeroPad, getSecondsFromTimestamp, getExchangeData }