Created
April 14, 2020 21:11
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Example of refactoring into functions
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/* this function process and object x of the pair in parameters, and add this data to the existing data of the current 0 to 30sec interval. | |
after the 30 sec pass, a timeout will get the bmBuffer[pair].data and send it elsewhere, there as a constant. perhaps, but bmBuffer is a global let */ | |
let bmBuffer = {}; | |
function bmProcessPayload(x, pair) { | |
if (bmCfg.consoled.trade) { | |
consoled("trade", bmAutobotPayload(x, pair)); | |
} | |
bmBuffer[pair].data.timestamp = new Date(x.timestamp); | |
bmBuffer[pair].data.date = new Date(); | |
bmBuffer[pair].data.lag = | |
bmBuffer[pair].data.date - bmBuffer[pair].data.timestamp; | |
bmBuffer[pair].data.trade = !bmBuffer[pair].data.trade | |
? 1 | |
: ++bmBuffer[pair].data.trade; | |
bmBuffer[pair].data.open = | |
bmBuffer[pair].data.open === null ? x.price : bmBuffer[pair].data.open; | |
bmBuffer[pair].data.high = | |
bmBuffer[pair].data.high === null | |
? x.price | |
: bmBuffer[pair].data.high < x.price | |
? x.price | |
: bmBuffer[pair].data.high; | |
bmBuffer[pair].data.low = | |
bmBuffer[pair].data.low === null | |
? x.price | |
: bmBuffer[pair].data.low > x.price | |
? x.price | |
: bmBuffer[pair].data.low; | |
bmBuffer[pair].data.close = x.price; | |
bmBuffer[pair].data.allVolume = !bmBuffer[pair].data.allVolume | |
? x.size | |
: bmBuffer[pair].data.allVolume + x.size; | |
bmBuffer[pair].data.allGrossValue = !bmBuffer[pair].data.allGrossValue | |
? x.grossValue | |
: bmBuffer[pair].data.allGrossValue + x.grossValue; | |
bmBuffer[pair].data.allHomeNotional = !bmBuffer[pair].data.allHomeNotional | |
? x.homeNotional | |
: bmBuffer[pair].data.allHomeNotional + x.homeNotional; | |
bmBuffer[pair].data.allForeignNotional = !bmBuffer[pair].data | |
.allForeignNotional | |
? x.foreignNotional | |
: bmBuffer[pair].data.allForeignNotional + x.foreignNotional; | |
switch (x.side) { | |
case "Sell": | |
bmBuffer[pair].data.sellsVolume = !bmBuffer[pair].data.sellsVolume | |
? x.size | |
: bmBuffer[pair].data.sellsVolume + x.size; | |
bmBuffer[pair].data.sellsGrossValue = !bmBuffer[pair].data.sellsGrossValue | |
? x.grossValue | |
: bmBuffer[pair].data.sellsGrossValue + x.grossValue; | |
bmBuffer[pair].data.sellsHomeNotional = !bmBuffer[pair].data | |
.sellsHomeNotional | |
? x.homeNotional | |
: bmBuffer[pair].data.sellsHomeNotional + x.homeNotional; | |
bmBuffer[pair].data.sellsForeignNotional = !bmBuffer[pair].data | |
.sellsForeignNotional | |
? x.foreignNotional | |
: bmBuffer[pair].data.sellsForeignNotional + x.foreignNotional; | |
break; | |
case "Buy": | |
bmBuffer[pair].data.buysVolume = !bmBuffer[pair].data.buysVolume | |
? x.size | |
: bmBuffer[pair].data.buysVolume + x.size; | |
bmBuffer[pair].data.buysGrossValue = !bmBuffer[pair].data.buysGrossValue | |
? x.grossValue | |
: bmBuffer[pair].data.buysGrossValue + x.grossValue; | |
bmBuffer[pair].data.buysHomeNotional = !bmBuffer[pair].data | |
.buysHomeNotional | |
? x.homeNotional | |
: bmBuffer[pair].data.buysHomeNotional + x.homeNotional; | |
bmBuffer[pair].data.buysForeignNotional = !bmBuffer[pair].data | |
.buysForeignNotional | |
? x.foreignNotional | |
: bmBuffer[pair].data.buysForeignNotional + x.foreignNotional; | |
break; | |
default: | |
} | |
bmBuffer[pair].data.sma100 = Number(smaX(pair, 100).toFixed(4)); | |
bmBuffer[pair].data.sma50 = Number(smaX(pair, 50).toFixed(4)); | |
bmBuffer[pair].data.sma30 = Number(smaX(pair, 30).toFixed(4)); | |
bmBuffer[pair].data.sma21 = Number(smaX(pair, 21).toFixed(4)); | |
bmBuffer[pair].data.sma20 = Number(smaX(pair, 20).toFixed(4)); | |
bmBuffer[pair].data.sma10 = Number(smaX(pair, 10).toFixed(4)); | |
bmBuffer[pair].data.ema21 = generateEma21(bmBuffer[pair].data); | |
bmBuffer[pair].data.ema10 = generateEma10(bmBuffer[pair].data); | |
bmBuffer[pair].data.macdLine = Number( | |
(bmBuffer[pair].data.ema10 - bmBuffer[pair].data.ema21).toFixed(4) | |
); | |
sum = 0; | |
i = bmHistory[pair].data.length - 8; | |
y = 8 + i; | |
while (i < y) { | |
sum += bmHistory[pair].data[i].macdLine; | |
++i; | |
} | |
sum = sum / 8; | |
bmBuffer[pair].data.signalLine = Number( | |
(bmBuffer[pair].data.macdLine * emaK(9) + sum * (1 - emaK(9))).toFixed(4) | |
); | |
bmBuffer[pair].data.macdHistogram = Number( | |
(bmBuffer[pair].data.macdLine - bmBuffer[pair].data.signalLine).toFixed(4) | |
); | |
bmBuffer[pair].status = true; | |
} | |
function generateEma21(data) { | |
let sum = 0; | |
let i = data.length - 20; | |
let y = 20 + i; | |
while (i < y) { | |
if (i === 0) { | |
sum += data[i].sma20; | |
} else { | |
sum += data[i].close; | |
} | |
++i; | |
} | |
return Number( | |
( | |
bmBuffer[pair].data.close * emaK(21) + | |
((sum + data.close) / 21) * (1 - emaK(21)) | |
).toFixed(4) | |
); | |
} | |
function generateEma10(data) { | |
let sum = 0; | |
let i = data.length - 9; | |
let y = 9 + i; | |
while (i < y) { | |
if (i === 0) { | |
sum += data[i].sma10; | |
} else { | |
sum += data[i].close; | |
} | |
++i; | |
} | |
return Number((data.close * emaK(10) + ((sum + data.close) / 10) * (1 - emaK(10))).toFixed(4)); | |
} | |
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