From 2c13099a2c5aa273f6278b219220f484238cd6fc Mon Sep 17 00:00:00 2001
From: darkeye <wlad@wassiluk.com>
Date: Sat, 11 Jan 2025 11:47:21 +0100
Subject: [PATCH] [#20] AssetDataAggregator erstellt und integriert

---
 .../data/asset/AggregatedDataPoint.js         |  8 ++--
 src/js/tradingbot/data/asset/AssetData.js     | 20 +++++++++
 .../data/asset/AssetDataAggregator.js         | 44 +++++++++++++++++--
 3 files changed, 65 insertions(+), 7 deletions(-)

diff --git a/src/js/tradingbot/data/asset/AggregatedDataPoint.js b/src/js/tradingbot/data/asset/AggregatedDataPoint.js
index 80c7134..eb223bf 100644
--- a/src/js/tradingbot/data/asset/AggregatedDataPoint.js
+++ b/src/js/tradingbot/data/asset/AggregatedDataPoint.js
@@ -119,11 +119,13 @@ export default class AggregatedDataPoint {
     }
 
     /**
-     * @param {TradeEvent} trade 
+     * @param {number} time 
+     * @param {number} price 
+     * @param {number} quantity 
      */
-    pushTrade(trade){
+    pushTrade(time, price, quantity){
         this.tradeCount ++;
-        this.tradeVolume += trade.quantity;
+        this.tradeVolume += quantity;
     }
 
     /**
diff --git a/src/js/tradingbot/data/asset/AssetData.js b/src/js/tradingbot/data/asset/AssetData.js
index 653113a..68e3a8c 100644
--- a/src/js/tradingbot/data/asset/AssetData.js
+++ b/src/js/tradingbot/data/asset/AssetData.js
@@ -4,6 +4,7 @@ import OrderBookUpdateEvent from "../../../apiwrapper/event/OrderBookUpdateEvent
 import Ticker24hEvent from "../../../apiwrapper/event/Ticker24hEvent.js";
 import OrderBook from "../../../apiwrapper/orderbook/OrderBook.js";
 import OrderBookEntry from "../../../apiwrapper/orderbook/OrderBookEntry.js";
+import AssetDataAggregator from "./AssetDataAggregator.js";
 import AssetDataCollectionConfig from "./AssetDataCollectionConfig.js";
 import PeakDetector from "./PeakDetector.js";
 import TimedAssetData from "./TimedAssetData.js";
@@ -69,6 +70,11 @@ export default class AssetData extends TimedAssetData {
      */
     #peakDetector = new PeakDetector();
 
+    /**
+     * @type {AssetDataAggregator}
+     */
+    assetDataAggregator = new AssetDataAggregator();
+
     /**
      * @param {TradingPair} tradingPair 
      * @param {AssetDataCollectionConfig} collectionConfig 
@@ -98,6 +104,7 @@ export default class AssetData extends TimedAssetData {
      */
     updateKline(klineEvent) {
         this.push(klineEvent.high, klineEvent.low, klineEvent.open, klineEvent.close);
+        this.assetDataAggregator.pushKLine(klineEvent.timestamp, klineEvent.low, klineEvent.high, klineEvent.open, klineEvent.close);
     }
 
     /**
@@ -108,6 +115,8 @@ export default class AssetData extends TimedAssetData {
         this.pushBestBid(this.#orderBook.getBestBid());
         this.pushBestAsk(this.#orderBook.getBestAsk());
         this.#peakDetector.push(this.#orderBook.getBestAsk());
+        this.assetDataAggregator.pushBestAsk(this.#orderBook.getBestAsk());
+        this.assetDataAggregator.pushBestBid(this.#orderBook.getBestBid());
     }
 
     /**
@@ -187,4 +196,15 @@ export default class AssetData extends TimedAssetData {
             slots[i].removeSubData();
         }
     }
+
+    /**
+     * @param {number} time 
+     * @param {number} price 
+     * @param {number} quantity 
+     */
+    pushTrade(time, price, quantity) {
+        super.pushTrade(time, price, quantity);
+        this.assetDataAggregator.pushTrade(time, price, quantity);
+    }
+
 }
\ No newline at end of file
diff --git a/src/js/tradingbot/data/asset/AssetDataAggregator.js b/src/js/tradingbot/data/asset/AssetDataAggregator.js
index a33fed1..bbdc2a7 100644
--- a/src/js/tradingbot/data/asset/AssetDataAggregator.js
+++ b/src/js/tradingbot/data/asset/AssetDataAggregator.js
@@ -1,4 +1,4 @@
-import TradeEvent from "../../../apiwrapper/event/TradeEvent.js";
+import OrderBookEntry from "../../../apiwrapper/orderbook/OrderBookEntry.js";
 import UnitHelper from "../../util/UnitHelper.js";
 import AggregatedDataPoint from "./AggregatedDataPoint.js";
 
@@ -123,8 +123,17 @@ export default class AssetDataAggregator {
         const durationInMs = UnitHelper.formatedDurationToMs(duration);
 
         // if seconds data required
-        if(duration <= 60000 && start == -1){
-
+        if(durationInMs <= 60000 && start == -1){
+            const dpCount = Math.round(durationInMs / AssetDataAggregator.#SLOT_1_SEC);
+            if(dpCount <= this.#perSecondDataPoints.length){
+                result = this.#perSecondDataPoints.slice(-1 * dpCount);
+            }
+        } else {
+            const dpCount = Math.round(durationInMs / AssetDataAggregator.#SLOT_1_MIN);
+            const pointOffset = start == -1 ? 0 : Math.round(start / AssetDataAggregator.#SLOT_1_MIN);
+            if(pointOffset + dpCount <= this.#perMinuteDataPoints.length){
+                result = this.#perMinuteDataPoints.slice(-1 * (pointOffset + dpCount), -1 * pointOffset);
+            }
         }
 
         return result;
@@ -137,7 +146,34 @@ export default class AssetDataAggregator {
      */
     pushTrade(time, price, quantity) {
         this.#updateCurrentDataPoint();
-        this.#currentDataPoint.pushTrade(/* TODO */);
+        this.#currentDataPoint.pushTrade(time, price, quantity);
     }
 
+    /**
+     * @param {number} time 
+     * @param {number} low 
+     * @param {number} high 
+     * @param {number} open 
+     * @param {number} close 
+     */
+    pushKLine(time, low, high, open, close){
+        // ingore actual data and just update the point, as data is taken only from orderbook
+        this.#updateCurrentDataPoint();
+    }
+
+    /**
+     * @param {OrderBookEntry} ask 
+     */
+    pushBestAsk(ask){
+        this.#updateCurrentDataPoint();
+        this.#currentDataPoint.pushAsk(ask);
+    }
+
+    /**
+     * @param {OrderBookEntry} bid 
+     */
+    pushBestBid(bid){
+        this.#updateCurrentDataPoint();
+        this.#currentDataPoint.pushBid(bid);
+    }
 }
\ No newline at end of file