update to v2.1.0

- Collect more then one candle per product and timeframe.
- On events you get all candles for this collection.
- Products and timeframes can now be removed from the collection.
- Added function to get the average time difference between messages and local time.

Author: Flippo24

CHANGELOG.md

@@ -0,0 +1,25 @@
+# Changelog
+All notable changes to this project will be documented in this file.
+
+The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
+and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
+
+## [2.1.0] - 2019-07-23
+### Added
+- Collect more then one candle per product and timeframe.
+- On events you get all candles for this collection.
+- Products and timeframes can now be removed from the collection.
+- Added function to get the average time difference between messages and local time.
+
+### Fixed
+- Clock don't need to be a Singleton.
+
+## [2.0.0] - 2018-11-08
+### Added
+- Added support for multiple products and timeframes
+- Only one clock for all products.
+- Added adjustable clock.
+
+## [1.0.0] - 2018-10-31
+### Added
+- Forked from gdax-candles

README.md

@@ -1,10 +1,10 @@
 # Candles
 
-Candles gives you the ability to create candlesticks from your tick data. The candlesticks will be created from live tick data and not historical tick data. For example, via websocket clients. 
+Candles gives you the ability to create candlesticks from your tick data. The candlesticks will be created from live tick data and not historical tick data. For example, via websocket clients.
 
 ### About
 
-This project started as an fork of [gdax-candles](https://github.com/swimclan/gdax-candles). 
+This project started as an fork of [gdax-candles](https://github.com/swimclan/gdax-candles).
 During use, it turned out that there was a need to use it on other exchanges. So it changed to candles.
 
 ## Installation
@@ -72,6 +72,7 @@ Candlestick {
      ratio: '1.00000000' },
   closed: true,
   market: 'bullish' }
+  */
 ```
 ### Constructor
 
@@ -92,8 +93,8 @@ const Candlecollection = new candles(options);
 ```
 
 * `enabled` Enabling the correction of timelag.
-* `fixed` for a fixed lag between your provider and you local system set fixed to true. Otherwise the lagtime will be calculated be the given message timestamp, you have to pass.
-* `value` only when fixed lag selected, the lag in ms has to be specified.
+* `fixed` For a fixed lag between your provider and you local system set fixed to true. Otherwise the lagtime will be calculated by the given message timestamp, you have to pass.
+* `value` Only when fixed lag selected, the lag in ms has to be specified.
 * `samples` For the calculated lagtime an average of x samples will be calculated.
 
 ### Functions
@@ -105,16 +106,37 @@ After creating an instance of candles, you have to add products and timeframes.
 ```js
 const product = ['ETH-USD', 'BTC-USD'];
 const timeframe = ['30s', '1m', '2m', '5m', '15m', '30m', '1h', '3h', '6h', '12h', '24h'];
-Candlecollection.addProduct(product, timeframe);
+Candlecollection.addProduct(product, timeframe, serieslength);
 ```
 
 * `product` You can set a name for your own, but it make sense to put the name of the currencypair in here. You have to tell candle this name, every time you update the current candle.  
-* `timeframe` Setup the timeframe of your choice. The timeframes have to be writen in any number of s=seconds, m=minutes, h=hours and d=days. Feel free to use 13m or 7s as well as 21h. 
+* `timeframe` Setup the timeframe of your choice. The timeframes have to be writen in any number of s=seconds, m=minutes, h=hours and d=days. Feel free to use 13m or 7s as well as 21h.
 Product and Timeframe can both be arrays. Then for every product the given timeframe will be created. You can also seperate it.
+* `serieslength` [optional] If you like to collect a amount of last x candles, set the amount here. If not passed, only the last candle will be hold in memmory.
 
 ```js
 Candlecollection.addProduct('ETH-USD', '30s');
-Candlecollection.addProduct('BTC-USD', '1m');
+Candlecollection.addProduct('BTC-USD', '1m', 60);
+```
+
+#### removeProduct()
+
+Removing products is as easy as adding, just provide the product(s) and timeframe(s).
+
+```js
+// removing these timeframes in these products
+const product = ['ETH-USD', 'BTC-USD'];
+const timeframe = ['30s', '1m', '2m', '5m', '15m', '30m', '1h', '3h', '6h', '12h', '24h'];
+Candlecollection.removeProduct(product, timeframe);
+```
+
+* `product` You have to set the same name(s), you use for adding your product(s).  
+* `timeframe` same as above.
+
+```js
+// removing one timeframe in a product
+Candlecollection.removeProduct('ETH-USD', '30s');
+Candlecollection.removeProduct('BTC-USD', '1m');
 ```
 
 #### SetSeriesPrice()
@@ -128,23 +150,31 @@ const size = 0.39818029;
 Candlecollection.SetSeriesPrice(product, price, size)
 ```
 
-* `product` The name you set in addProduct() before. 
+* `product` The name you set in addProduct() before.
 * `price` The actual price you got from provider.
 * `size` This is an optional parameter. If your provider don't give you any volume information, just leave it. Then your candlesticks volume will be 0.
 
 #### adjustClock()
 
-If you setup timelag correction, by enabling and setting samples count, you can pass your message timestamps to candles. Candles will build an average of these and your system clock, so the timestamp of the created candle will more accorate. 
+If you setup timelag correction, by enabling and setting samples count, you can pass your message timestamps to candles. Candles will build an average of these and your system clock, so the timestamp of the created candle will be more accorate.
 
 ```js
 Candlecollection.adjustClock(timestamp);
 ```
 
 * `timestamp` Will be the timestamp from your providers message.
 
+#### getTimeDrift()
+
+Gives you the average difference between exchange and local time. Depends on the timediff options you set. The value is in ms.
+
+```js
+Candlecollection.getTimeDrift();
+```
+
 ### Events
 
-Events emitted from candles. For all events the current candle will be passed.
+Events emitted from candles. For all events the current candle and the candle collection will be passed.
 
 * `open` when a new candle created
 * `close` when a candle is closed
@@ -156,21 +186,21 @@ These events can be more specific by adding the timeframe and/or the productname
 * `open BTC-USD 1m` when a new candle of product 'BTC-USD' with timeframe '1m' created
 * `open 1m` when a new candle with timeframe '1m' created
 
-This works for close and current events to. 
+This works also for close and current events to.
 
 like:
 
 ```js
-Candlecollection.on('close BTC-USD 30s', candle => {
-  console.log(candle);
+Candlecollection.on('close BTC-USD 30s', currentCandle, candles => {
+  console.log(currentCandle);
 });
 ```
 
 ### Properties
 
 The candles instance provides you following properties.
 
-Candles collects all candlesticks for you in a series. You can get it by using the product and timeframe as propertienames.
+Candles collects all candlesticks for you in a series. You can get it by using the product and timeframe as property name.
 
 ```js
 Candlecollection.series['BTC-USD'].timeframe['30s'].candles

package.json

@@ -1,6 +1,6 @@
 {
   "name": "candles",
-  "version": "2.0.0",
+  "version": "2.1.0",
   "description": "Generate candlesticks from your tick data in realtime.",
   "main": "index.js",
   "scripts": {
@@ -10,8 +10,12 @@
   "keywords": [
     "trading",
     "candlestick",
+    "realtime",
     "ohlcv",
-    "technical-analysis"
+    "ohlc",
+    "time series",
+    "trading",
+    "stock"
   ],
   "author": "Flippo24",
   "contributors": [

src/Candles.js

@@ -14,11 +14,11 @@ class candles extends EventEmitter {
         samples: options.timediff.samples || 100,
       }
     };
-    this.clock = new Clock.getInstance();
+    this.clock = new Clock;
     this.clock.setOptions(this.options.timediff)
   }
 
-  addProduct(product, timeframe) {
+  addProduct(product, timeframe, serieslength=0) {
     if (!product) {
       throw 'product is missing'
     }
@@ -27,31 +27,32 @@ class candles extends EventEmitter {
     }
     if (Array.isArray(product)) {
       product.forEach(product => {
-        this.addTimeframe(product, timeframe);
+        this.addTimeframe(product, timeframe, serieslength);
       })
     } else {
-      this.addTimeframe(product,  timeframe);
+      this.addTimeframe(product,  timeframe, serieslength);
     }
   };
 
-  addTimeframe(product, timeframe) {
+  addTimeframe(product, timeframe, serieslength) {
     if (Array.isArray(timeframe)) {
       timeframe.forEach(timeframe => {
-        this.addSeries(product, timeframe);
+        this.addSeries(product, timeframe, serieslength);
       })
     } else {
-      this.addSeries(product, timeframe);
+      this.addSeries(product, timeframe, serieslength);
     }
   }
 
-  addSeries(product, timeframe) {
-    if (!this.clock || !this.clock.resolutions[timeframe]) {
-      this.clock = new Clock.getInstance(timeframe).start();
+  addSeries(product, timeframe, serieslength) {
+    if (!this.clock.resolutions[timeframe]) {
+      this.clock.addResolution(timeframe);
+      this.clock.start();
     }
-    var series = new Series(product, timeframe);
+    var series = new Series(product, timeframe, serieslength);
     this.clock.on('tick '+ timeframe, series.onSeriesClockTick.bind(series));
     series.on('open',this.seriesOpen.bind(this));
-    series.on('close',this.seriesClose.bind(this)); 
+    series.on('close',this.seriesClose.bind(this));
     if (!this.series[product]) {
       this.series[product] = {};
     }
@@ -61,27 +62,48 @@ class candles extends EventEmitter {
     this.series[product].timeframe[timeframe] = series;
   }
 
+  getTimeDrift() {
+      return this.clock.timediff.drift
+  }
+
+  removeProduct(product, timeframe) {
+    if (this.series[product].timeframe[timeframe]) {
+      this.clock.off('tick '+ timeframe, this.series[product].timeframe[timeframe].onSeriesClockTick.bind(this.series[product].timeframe[timeframe]));
+      this.series[product].timeframe[timeframe].off('open',this.seriesOpen.bind(this));
+      this.series[product].timeframe[timeframe].off('close',this.seriesOpen.bind(this));
+      delete this.series[product].timeframe[timeframe];
+    }
+    if (this.series[product].timeframe.lenght == 0) {
+      delete this.series[product];
+    }
+  }
+
   SetSeriesPrice(product, price, size=0) {
     Object.keys(this.series[product].timeframe).forEach(timeframe => {
+      if (!this.series[product].timeframe[timeframe]) {
+        return;
+      }
       this.series[product].timeframe[timeframe].price = Number.parseFloat(price);
       this.series[product].timeframe[timeframe].currentCandle.updatePrice(Number.parseFloat(price), Number.parseFloat(size).toFixed(8));
+      this.emit('current ' + this.series[product].product + ' ' + this.series[product].timeframe[timeframe].timeframe, this.series[product].timeframe[timeframe].currentCandle);
+      this.emit('current ' + this.series[product].product, this.series[product].timeframe[timeframe].currentCandle);
       this.emit('current ' + this.series[product].timeframe[timeframe].timeframe, this.series[product].timeframe[timeframe].currentCandle);
       this.emit('current', this.series[product].timeframe[timeframe].currentCandle);
     });
   }
 
-  seriesClose(currentCandle) {
-    this.emit('close ' + currentCandle.product, currentCandle);
-    this.emit('close ' + currentCandle.product + ' ' + currentCandle.timeframe, currentCandle);
-    this.emit('close ' + currentCandle.timeframe, currentCandle);
-    this.emit('close', currentCandle);
+  seriesClose(currentCandle, candles) {
+    this.emit('close ' + currentCandle.product, currentCandle, candles);
+    this.emit('close ' + currentCandle.product + ' ' + currentCandle.timeframe, currentCandle, candles);
+    this.emit('close ' + currentCandle.timeframe, currentCandle, candles);
+    this.emit('close', currentCandle, candles);
   }
 
-  seriesOpen(currentCandle) {
-    this.emit('open ' + currentCandle.product, currentCandle);
-    this.emit('open ' + currentCandle.product + ' ' + currentCandle.timeframe, currentCandle);
-    this.emit('open ' + currentCandle.timeframe, currentCandle);
-    this.emit('open', currentCandle);
+  seriesOpen(currentCandle, candles) {
+    this.emit('open ' + currentCandle.product, currentCandle, candles);
+    this.emit('open ' + currentCandle.product + ' ' + currentCandle.timeframe, currentCandle, candles);
+    this.emit('open ' + currentCandle.timeframe, currentCandle, candles);
+    this.emit('open', currentCandle, candles);
   }
 
   adjustClock(time) {

src/Candlestick.js

@@ -46,7 +46,7 @@ class Candlestick {
       this.wick.bottom = (Number.parseFloat(this.close) - Number.parseFloat(this.low)).toFixed(8);
     }
     this.wick.size = Math.abs(Number.parseFloat(this.wick.top) - Number.parseFloat(this.wick.bottom)).toFixed(8);
-    if (Number.parseFloat(this.size) > 0) {
+    if (Number.parseFloat(this.size)> 0) {
       this.wick.ratio = (Number.parseFloat(this.wick.size) / Number.parseFloat(this.size)).toFixed(8);
     } else {
       this.wick.ratio = Number.parseFloat(0).toFixed(8);