75 lines
1.9 KiB
Python
75 lines
1.9 KiB
Python
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import asyncio
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import datetime
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MAX_CANDLES = 200
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OPEN = 0
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HIGH = 0
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LOW = 0
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CLOSE = 0
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class Candlestick:
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def __init__(self, ticker, interval):
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self.values = []
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self.latest = None
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self.interval = interval
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self._ticker = ticker
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self._event = asyncio.Event()
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asyncio.create_task(self._refresh_and_start())
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async def _refresh_and_start(self):
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self.values = await self._fetch(datetime.datetime.now(tz=datetime.timezone.utc))
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asyncio.create_task(self._ticker_watcher())
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asyncio.create_task(self._main())
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async def _fetch(self, data, depth = 0, rem = MAX_CANDLES):
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assert(False)
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async def _ticker_watcher(self):
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while True:
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await self._ticker.wait()
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v = self._ticker.price
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if self.latest is None:
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self.latest = [v, -1e100, 1e100, None]
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self.latest[1] = max(self.latest[1], v)
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self.latest[2] = min(self.latest[2], v)
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self.latest[3] = v
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async def _main(self):
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while True:
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await asyncio.sleep(self.interval)
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if self.latest is None:
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if len(self.values) == 0:
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continue
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self.latest = self.values[0]
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n = min(MAX_CANDLES-1, len(self.values))
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self.values = [self.latest, *self.values[0:n]]
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self.latest = None
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self._event.set()
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self._event.clear()
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async def wait(self):
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await self._event.wait()
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def SMA(self, period, offset=0, type = CLOSE):
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sum = 0
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end = min(period+offset, len(self.values))
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for i in range(offset, end):
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sum += self.values[i][type]
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return sum / (end - offset)
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def EMA(self, period, offset=0, type = CLOSE):
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end = min(period+offset, len(self.values))
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n = end - offset
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ret = 0
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for i in range(offset, end):
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ret += self.values[i][type]
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ret /= n
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for i in range(offset, end):
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ret += (2/(n+1)) * (self.values[i][type] - ret)
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return ret
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