Skip to content

Instantly share code, notes, and snippets.

@vorandrew
Last active December 23, 2018 13:28
Show Gist options
  • Save vorandrew/c61932912f82460c308a748032cfb80d to your computer and use it in GitHub Desktop.
Save vorandrew/c61932912f82460c308a748032cfb80d to your computer and use it in GitHub Desktop.
Deribit RxJs
deribit-rxjs:ohlc-s5 2018-12-23T13:18:29.336Z BTC-PERPETUAL { t: 1545571105000, o: null, h: null, l: null, c: null, v: null } +5s
deribit-rxjs:ohlc-s15 2018-12-23T13:18:29.336Z BTC-PERPETUAL { t: 1545571095000, o: null, h: null, l: null, c: null, v: null } +15s
deribit-rxjs:ohlc-s30 2018-12-23T13:18:29.336Z BTC-PERPETUAL { t: 1545571080000, o: null, h: null, l: null, c: null, v: null } +30s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:30.009Z BTC-PERPETUAL { t: 1545571110000, o: null, h: null, l: null, c: null, v: null } +673ms
deribit-rxjs:ohlc-s1 2018-12-23T13:18:31.019Z BTC-PERPETUAL { t: 1545571111000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:32.030Z BTC-PERPETUAL { t: 1545571112000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:33.040Z BTC-PERPETUAL { t: 1545571113000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:34.047Z BTC-PERPETUAL { t: 1545571114000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s5 2018-12-23T13:18:34.047Z BTC-PERPETUAL { t: 1545571110000, o: null, h: null, l: null, c: null, v: null } +5s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:35.059Z BTC-PERPETUAL { t: 1545571115000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:36.066Z BTC-PERPETUAL { t: 1545571116000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:37.070Z BTC-PERPETUAL { t: 1545571117000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:38.075Z BTC-PERPETUAL { t: 1545571118000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:39.078Z BTC-PERPETUAL { t: 1545571119000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s5 2018-12-23T13:18:39.078Z BTC-PERPETUAL { t: 1545571115000, o: null, h: null, l: null, c: null, v: null } +5s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:40.086Z BTC-PERPETUAL { t: 1545571120000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:41.097Z BTC-PERPETUAL { t: 1545571121000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:42.107Z BTC-PERPETUAL { t: 1545571122000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:43.117Z BTC-PERPETUAL { t: 1545571123000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:44.127Z BTC-PERPETUAL { t: 1545571124000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s5 2018-12-23T13:18:44.127Z BTC-PERPETUAL { t: 1545571120000, o: null, h: null, l: null, c: null, v: null } +5s
deribit-rxjs:ohlc-s15 2018-12-23T13:18:44.127Z BTC-PERPETUAL { t: 1545571110000, o: null, h: null, l: null, c: null, v: null } +15s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:45.137Z BTC-PERPETUAL { t: 1545571125000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:46.142Z BTC-PERPETUAL { t: 1545571126000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:47.149Z BTC-PERPETUAL { t: 1545571127000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:48.155Z BTC-PERPETUAL { t: 1545571128000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:49.166Z BTC-PERPETUAL { t: 1545571129000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s5 2018-12-23T13:18:49.167Z BTC-PERPETUAL { t: 1545571125000, o: null, h: null, l: null, c: null, v: null } +5s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:50.175Z BTC-PERPETUAL { t: 1545571130000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:51.178Z BTC-PERPETUAL { t: 1545571131000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:52.186Z BTC-PERPETUAL { t: 1545571132000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:53.194Z BTC-PERPETUAL { t: 1545571133000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:54.204Z BTC-PERPETUAL { t: 1545571134000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s5 2018-12-23T13:18:54.205Z BTC-PERPETUAL { t: 1545571130000, o: null, h: null, l: null, c: null, v: null } +5s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:55.210Z BTC-PERPETUAL { t: 1545571135000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:56.216Z BTC-PERPETUAL { t: 1545571136000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:57.223Z BTC-PERPETUAL { t: 1545571137000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:58.233Z BTC-PERPETUAL { t: 1545571138000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s1 2018-12-23T13:18:59.236Z BTC-PERPETUAL { t: 1545571139000, o: null, h: null, l: null, c: null, v: null } +1s
deribit-rxjs:ohlc-s5 2018-12-23T13:18:59.237Z BTC-PERPETUAL { t: 1545571135000, o: null, h: null, l: null, c: null, v: null } +5s
deribit-rxjs:ohlc-s15 2018-12-23T13:18:59.237Z BTC-PERPETUAL { t: 1545571125000, o: null, h: null, l: null, c: null, v: null } +15s
deribit-rxjs:ohlc-s30 2018-12-23T13:18:59.237Z BTC-PERPETUAL { t: 1545571110000, o: null, h: null, l: null, c: null, v: null } +30s
deribit-rxjs:ohlc-m1 2018-12-23T13:18:59.237Z BTC-PERPETUAL { t: 1545571080000, o: null, h: null, l: null, c: null, v: null } +1m
trades **********----*-***-***----***-****---------------***********----*-*----*-
buffer(interval(10000)).map(tradesReduce)
s1---*---*---*---*---*---*---*---*---*---*---*---*---*---*---*---*---*---*---*---*
take(5).toArray().map(ohlcReduce)
s5-------------------*-------------------*-------------------*-------------------*
take(3).toArray().map(ohlcReduce)
s15------------------------------------------------------------------------------*
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment