LastKnownCandlesDictonary builder

last-known-candles-dictonary-builder.ts

const fromRowToDictonary = (rows: any[]) => {
  const dictonary: LastKnownCandlesDictonary = {};
  rows.forEach((row) => {
    dictonary[row.symbol] = row.lastaction;
  });
  return dictonary;
}

const reformatRowToObj = (res: QueryCommandOutput) => {

  return res.Rows?.map((row) => {
    const lastTimeStamp = getSafeNull(
        row.Data?.[1].ScalarValue, minutesBackInTime(60)
    );
    const symbol = row.Data?.[0].ScalarValue;
    if (!symbol || !lastTimeStamp) {
      return null;
    }
    return {
      symbol: symbol,
      lastaction: clapToNextMinute(new Date(lastTimeStamp).getTime()), // One-min shift
    }
  }).filter((row) => row !== null) ?? [];
};

async function getActualLastCandles(DatabaseName: string, TableName: string, desiredSymbols: string[]) {
  // Get Batch Read all last candles for each desiredSymbol and group in a dictonary
  const client = loadQueryTimeStreamClientBulk();

  // This query gets last elements in the 3h window range
  const query =
      `select crypto,lastaction  FROM (
        SELECT crypto,time,first_value(time) over (partition by crypto order by time desc) lastaction
            FROM "${DatabaseName}"."${TableName}" 
            WHERE time between ago(3h) and now()
         ) GROUP BY crypto,lastaction`;

  console.log('Running query: ', query);

  const input: QueryCommandInput = {
    QueryString: query, // <-- Query here
    MaxRows: desiredSymbols.length,
  };

  const command = new QueryCommand(input);
  try {
    return await execQuery(client, command);
  } catch (e) {
    console.log('ERROR FETCHING LAST CANDLES TIMES');
    console.log(e);
    throw e;
  }
}

export async function getCurrentLastOHLCVForEachSymbolInTimeStream(
  markets: Dictionary<Market>,
  DatabaseName: string,
  TableName: string,
): Promise<LastKnownCandlesDictonary> {

  const desiredSymbols = getDesiredSymbols(markets);

  // Default every crypto last 60min
  const defaultLastKnownCandlesDictonary:LastKnownCandlesDictonary = {
    ...desiredSymbols.reduce((acc, symbol) => {
      return {
              ...acc,
              [symbol]: minutesBackInTime(60).getTime(),
            }
      }, {}),
    }
  const res = await getActualLastCandles(DatabaseName, TableName, desiredSymbols);

  const rows = reformatRowToObj(res);

  const dictonary = fromRowToDictonary(rows ?? []);

  // Default first then override
  return {
    ...defaultLastKnownCandlesDictonary,
    ...dictonary,
  };

}