ohlcBuilder.js

const events = require('events');
const splitArray = require('split-array');
const roundTo = require('round-to');

const format = require('string-format');
format.extend(String.prototype);

const SPLIT_SIZE = Number(process.env.SPLIT_SIZE);

const CURRENCY = process.env.CURRENCY;
const currency = CURRENCY.toLowerCase();

let log4js = require('log4js');
const logger = log4js.getLogger('ohlcbuilder:' + currency);

let moment = require('moment');
require('moment-timezone');
let minuteString = (epoch) => moment(new Date(epoch)).tz('Asia/Seoul').format('YYYY-MM-DD HH:mm');

const selector = require('./selector.js');
selector.getEmitter().on('event', listener);

const emitter = new events.EventEmitter();
exports.getEmitter = () => emitter;

let lastHeadCoins = [];
let lastTime;

function listener(args) {
    try {

        const coinChunks = splitArray(shiftCoins(args), SPLIT_SIZE);
        // coinChunks = 
        // [
        //   [ {epoch, price, volume}, {epoch, price, volume},...(splitSize 개) ], 
        //   [ {epoch, price, volume}, {epoch, price, volume},...(splitSize 개) ],
        // ]
    
        lastHeadCoins = coinChunks.map(e => e[0]);

        let ohlcInfos = coinChunks.map((e) => makeOHLCfield(e));
        // ohlcInfos  = 
        // [
        //    {epoch, price, volume, date, high, low, close, open},
        //    {epoch, price, volume, date, high, low, close, open}
        //]

        if (validateDates(ohlcInfos)) {
            emitter.emit('event', ohlcInfos);
        }

    } catch(e) {
        logger.error(e);
    }
}

// 1st: 1,2,3,4,5,6,7,8,10 =>     [1,2] [3,4] [5,6] 
// 2nd: 4,5,6,7,8,10,11,12,13 =>  [5,6] [7,8] [9,10]
// 3nd: 6,7,8,10,11,12,13 =>      [7,8] [9,10] [11,12] 
function shiftCoins(args) {
    let coins = args;

    if (lastHeadCoins.length > 0) {
        const firstHeadIndex = args.findIndex(e => lastHeadCoins.includes(e));
        coins = args.filter((e,index) => index >= firstHeadIndex);
    }

    const count = coins.length % SPLIT_SIZE;
    coins.splice(-count, count);
    return coins;
}

function makeOHLCfield(coins) {
    const coinInfos = coins.map(_ => JSON.parse(_));
    const coinInfo = coinInfos[coinInfos.length - 1];

    const prices = coinInfos.map(_ => _.price);
    const volumes = coinInfos.map(_ => _.volume);

    coinInfo.date = minuteString(coinInfo.epoch);
    coinInfo.high = Math.max(...prices);
    coinInfo.low = Math.min(...prices);
    coinInfo.close = prices[prices.length - 1];
    coinInfo.open = prices[0];
    coinInfo.volume = roundTo(volumes.reduce((e1, e2) => (e1 + e2)),1);
    return coinInfo;
}

function validateDates(ohlcInfos) {
    const nowTime = ohlcInfos[ohlcInfos.length - 1].date.substring(5);    // last value
    if (nowTime === lastTime) {
        logger.debug('Same TimeStamp, ignored');
        return false;
    }
    lastTime = nowTime;
    // to verify dates
    if (ohlcInfos.length > 4) {
        logger.debug('({0} ~ {1}, {2})'
            .format(ohlcInfos[0].date,
                ohlcInfos[ohlcInfos.length - 2].date.substring(8),
                ohlcInfos[ohlcInfos.length - 1].date.substring(8)));
    }
    return true;
}