src/js/tradingbot/TradingBotRestDataProvider.js

@@ -1,7 +1,6 @@
 import TradingPairs from "../apiwrapper/assets/TraidingPairs.js";
 import Transaction from "../apiwrapper/transaction/Transaction.js";
 import WebViewDataProvider from "../webview/WebViewDataProvider.js";
-import AssetData from "./data/asset/AssetData.js";
 import TradingBot from "./TradingBot.js";
 
 export default class TradingBotRestDataProvider extends WebViewDataProvider {
@@ -30,15 +29,7 @@ export default class TradingBotRestDataProvider extends WebViewDataProvider {
      * @returns {OrderBook}
      */
     getOrderBook(symbol) {
-        return this.getAssetData(symbol).getOrderBook();
+        return this.#tradingBot.getAssetDataCollector().getAssetData(symbol).getOrderBook();
-    }
-
-    /**
-     * @param {*} symbol 
-     * @returns {AssetData}
-     */
-    getAssetData(symbol){
-        return this.#tradingBot.getAssetDataCollector().getAssetData(symbol);
     }
 
     /**

src/js/tradingbot/data/asset/AggregatedDataPoint.js

@@ -1,3 +1,4 @@
+import TradeEvent from "../../../apiwrapper/event/TradeEvent.js";
 import OrderBookEntry from "../../../apiwrapper/orderbook/OrderBookEntry.js";
 
 export default class AggregatedDataPoint {
@@ -60,12 +61,12 @@ export default class AggregatedDataPoint {
     /**
      * @type {OrderBookEntry}
      */
-    bestAsk = null;
+    bestAsk = 0;
 
     /**
      * @type {OrderBookEntry}
      */
-    bestBid = null;
+    bestBid = 0;
 
     /**
      * @type {number}
@@ -106,14 +107,12 @@ export default class AggregatedDataPoint {
     pushBid(bid){
         if(!this.hasValues){
             this.startPrice = bid.price;
-            this.minPrice = bid.price;
-            this.maxPrice = bid.price;
         }
         this.hasValues = true;
         this.minPrice = Math.min(this.minPrice, bid.price);
-        this.maxPrice = Math.max(this.maxPrice, bid.price);
+        this.maxPrice = Math.max(this.maxPrice = bid.price);
         this.endPrice = bid.price;
-        this.#priceValues.push(parseFloat(bid.price));
+        this.#priceValues.push(bid.price);
         if(this.bestBid == null || this.bestBid.price < bid.price){
             this.bestBid = bid;
         }
@@ -143,18 +142,12 @@ export default class AggregatedDataPoint {
      */
     end(endTime){
         this.endTime = endTime;
-        if(this.#priceValues.length > 0){
+        let priceSum = 0;
-            let priceSum = 0;
+        this.#priceValues.forEach(p => priceSum += p);
-            this.#priceValues.forEach(p => priceSum += p);
+        this.avgPrice = priceSum / this.#priceValues.length;
-            this.avgPrice = priceSum / this.#priceValues.length;
-        }
-        console.log(this.minPrice, this.maxPrice, this.avgPrice, this.minPrice <= this.avgPrice, this.avgPrice <= this.maxPrice);
         this.#priceValues = [];
     }
 
-    /**
-     * @returns {AggregatedDataPoint} returns a deep copy of this object
-     */
     clone(){
         const dp = new AggregatedDataPoint(this.startTime, this.duration);
         dp.startPrice = this.startPrice;
@@ -170,7 +163,5 @@ export default class AggregatedDataPoint {
         dp.tradeVolume = this.tradeVolume;
         dp.bestAsk = this.bestAsk;
         dp.bestBid = this.bestBid;
-
-        return dp;
     }
 }

src/js/tradingbot/data/asset/AssetDataAggregator.js

@@ -47,7 +47,7 @@ export default class AssetDataAggregator {
 
         const tmpSlot = new AggregatedDataPoint(timestamp - AssetDataAggregator.#SLOT_1_MIN, AssetDataAggregator.#SLOT_1_MIN);
         
-        for(let i = this.#perSecondDataPoints.length - 60; i < this.#perSecondDataPoints.length; i++){
+        for(let i = this.#perSecondDataPoints.length - 60; i >= 0; i--){
             const dp = this.#perSecondDataPoints[i];
             tmpSlot.pushAsk(dp.bestAsk);
             tmpSlot.pushBid(dp.bestBid);
@@ -71,13 +71,10 @@ export default class AssetDataAggregator {
             return;
         }
 
-        let tmpSlot = this.#currentDataPoint;
+        const tmpSlot = this.#currentDataPoint;
         if(!tmpSlot.hasValues){
             tmpSlot = this.#perSecondDataPoints[this.#perSecondDataPoints.length - 1].clone();
             tmpSlot.startTime = timestamp - AssetDataAggregator.#SLOT_1_SEC;
-            tmpSlot.endTime = timestamp;
-            tmpSlot.tradeCount = 0;
-            tmpSlot.tradeVolume = 0;
         }
         this.#currentDataPoint = new AggregatedDataPoint(timestamp, AssetDataAggregator.#SLOT_1_SEC);
         tmpSlot.end(timestamp);
@@ -105,8 +102,6 @@ export default class AssetDataAggregator {
             const newPoint = point.clone();
             newPoint.startTime = point.startTime + duration * (i + 1);
             newPoint.endTime = newPoint.startTime + duration;
-            newPoint.tradeCount = 0;
-            newPoint.tradeVolume = 0;
             targetArr.push(newPoint);
         }
     }
@@ -124,7 +119,7 @@ export default class AssetDataAggregator {
      * @returns {AggregatedDataPoint[]}
      */
     getData(duration, start = -1){
-        let result = [];
+        const result = [];
         const durationInMs = UnitHelper.formatedDurationToMs(duration);
 
         // if seconds data required
@@ -137,7 +132,7 @@ export default class AssetDataAggregator {
             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), pointOffset > 0 ? -1 * pointOffset : this.#perMinuteDataPoints.length);
+                result = this.#perMinuteDataPoints.slice(-1 * (pointOffset + dpCount), -1 * pointOffset);
             }
         }
 

src/js/tradingbot/util/UnitHelper.js

@@ -74,7 +74,7 @@ export default class UnitHelper {
         if (match) {
             return match[1] * UnitHelper.#CHRONO_UNIT_TO_MS_MAPPING.get(match[2]);
         } else {
-            return isNaN(duration) ? 0 : parseFloat(duration);
+            return 0;
         }
     }
 }

src/js/webview/RestClient.js

@@ -3,7 +3,6 @@ import bodyParser from "body-parser";
 import cors from "cors";
 import WebViewDataProvider from "./WebViewDataProvider.js";
 import ConverterFactory from "./converter/ConverterFactory.js";
-import AggregatedDataPointConverter from "./converter/converters/AggregatedDataPointConverter.js";
 
 export default class RestClient {
 
@@ -64,10 +63,6 @@ export default class RestClient {
             res.json(this.#getAssetOrderBook(req.params.symbol));
         });
 
-        this.#service.get("/asset/:symbol/aggregated", (req, res, next) => {
-            res.json(this.#getAggregatedAssetData(req.params.symbol, req.query.startTime, req.query.duration));
-        });
-
         this.#service.get("/worker/:name/attribute/:attr", (req, res, next) => {
             res.json(this.#getWorkerAttribute(req.params.name, req.params.attr));
         });
@@ -81,19 +76,6 @@ export default class RestClient {
 
     }
 
-    #getAggregatedAssetData(asset, starttime, duration){
-        const st = starttime != null ? starttime : -1;
-        const d = duration != null ? duration : 3600000;
-
-        const data = this.#dataProvider.getAssetData(asset).assetDataAggregator.getData(d, st);
-        const converter = new AggregatedDataPointConverter();
-        const result = [];
-
-        data.forEach(dp => result.push(converter.toRestObject(dp)));
-
-        return result;
-    }
-
     #getAssetOrderBook(asset){
         const orderBook = this.#dataProvider.getOrderBook(asset);
 

src/js/webview/WebViewDataProvider.js

@@ -1,6 +1,5 @@
 import OrderBook from "../apiwrapper/orderbook/OrderBook.js";
 import Transaction from "../apiwrapper/transaction/Transaction.js";
-import AssetData from "../tradingbot/data/asset/AssetData.js";
 import AbstractWorker from "../tradingbot/worker/AbstractWorker.js";
 
 export default class WebViewDataProvider {
@@ -55,12 +54,4 @@ export default class WebViewDataProvider {
     getWorkers(){
         return [];
     }
-
-    /**
-     * @param {*} symbol 
-     * @returns {AssetData}
-     */
-    getAssetData(symbol){
-        return null;
-    }
 }

src/js/webview/converter/ConverterFactory.js

@@ -1,15 +1,12 @@
 import OrderBook from "../../apiwrapper/orderbook/OrderBook.js";
 import OrderBookEntry from "../../apiwrapper/orderbook/OrderBookEntry.js";
-import AggregatedDataPoint from "../../tradingbot/data/asset/AggregatedDataPoint.js";
 import AbstractConverter from "./AbstractConverter.js";
-import AggregatedDataPointConverter from "./converters/AggregatedDataPointConverter.js";
 import OrderBookConverter from "./converters/OrderBookConverter.js";
 import OrderBookEntryConverter from "./converters/OrderBookEntryConverter.js";
 
 export default class ConverterFactory {
     static OBJECT_TYPE_ORDER_BOOK = 'order_book';
     static OBJECT_TYPE_ORDER_BOOK_ENTRY = 'order_book_entry';
-    static OBJECT_TYPE_AGGREGATED_DATA_POINT = 'aggregated_data_point';
 
     /**
      * @param {any} obj
@@ -28,8 +25,6 @@ export default class ConverterFactory {
             return new OrderBookConverter();
         } else if (obj instanceof OrderBookEntry) {
             return new OrderBookEntryConverter();
-        } else if (obj instanceof AggregatedDataPoint){
-            return new AggregatedDataPointConverter();
         }
 
         throw new Error("No converter defined for: " + JSON.stringify(obj));
@@ -45,8 +40,6 @@ export default class ConverterFactory {
                 return new OrderBookConverter();
             case this.OBJECT_TYPE_ORDER_BOOK_ENTRY:
                 return new OrderBookEntryConverter();
-            case this.OBJECT_TYPE_AGGREGATED_DATA_POINT:
-                return new AggregatedDataPointConverter();
             default:
                 throw new Error("No converter defined for type: " + type);
         }

src/js/webview/converter/converters/AggregatedDataPointConverter.js

@@ -1,62 +0,0 @@
-import AggregatedDataPoint from "../../../tradingbot/data/asset/AggregatedDataPoint.js";
-import AbstractConverter from "../AbstractConverter.js";
-import ConverterFactory from "../ConverterFactory.js";
-import OrderBookEntryConverter from "./OrderBookEntryConverter.js";
-
-export default class AggregatedDataPointConverter extends AbstractConverter {
-
-    constructor(){
-        super();
-    }
-
-    /**
-     * @param {AggregatedDataPoint} obj
-     * @returns {object} 
-     */
-    toRestObject(obj) {
-        const obeConverter = new OrderBookEntryConverter();
-        return {
-            _objectType: ConverterFactory.OBJECT_TYPE_AGGREGATED_DATA_POINT,
-            startTime: obj.startTime,
-            endTime: obj.endTime,
-            duration: obj.duration,
-            tradeCount: obj.tradeCount,
-            tradeVolume: obj.tradeVolume,
-            minPrice: obj.minPrice,
-            maxPrice: obj.maxPrice,
-            avgPrice: obj.avgPrice,
-            startPrice: obj.startPrice,
-            endPrice: obj.endPrice,
-            bestAsk: obeConverter.toRestObject(obj.bestAsk),
-            bestBid: obeConverter.toRestObject(obj.bestBid),
-            peakStarts: obj.peakStarts,
-            peakEnds: obj.peakEnds
-        };
-    }
-
-    /**
-     * @param {object} obj
-     * @returns {AggregatedDataPoint} 
-     */
-    fromRestObject(obj) {
-        const obeConverter = new OrderBookEntryConverter();
-        const dp = new AggregatedDataPoint(obj.startTime, obj.duration);
-
-        dp.startTime = obj.startTime;
-        dp.endTime = obj.endTime;
-        dp.duration = obj.duration;
-        dp.tradeCount = obj.tradeCount;
-        dp.tradeVolume = obj.tradeVolume;
-        dp.minPrice = obj.minPrice;
-        dp.maxPrice = obj.maxPrice;
-        dp.avgPrice = obj.avgPrice;
-        dp.startPrice = obj.startPrice;
-        dp.endPrice = obj.endPrice;
-        dp.bestAsk = obeConverter.fromRestObject(obj.bestAsk);
-        dp.bestBid = obeConverter.fromRestObject(obj.bestBid);
-        dp.peakStarts = obj.peakStarts;
-        dp.peakEnds = obj.peakEnds;
-
-        return dp;
-    }
-}