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December 27, 2017, 03:15:30 PM Last edit: November 05, 2019, 11:47:33 PM by LittlBro |
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In theory, to build a candle chart, we need :
1. get trade data - for example
+---------+---------------------+-----------+------------+-------------+-----------+ | Deal_ID | DATE | Deal_Type | Amount_USD| Amount_Coin | Price_USD | +---------+---------------------+-----------+------------+-------------+-----------+ | 1 | 2017-12-01 07:00:00 | sell | 2000 | 2 | 1000 | | 2 | 2017-12-01 07:00:55 | buy | 2000 | 2 | 1000 | | 3 | 2017-12-01 07:01:00 | sell | 6000 | 5 | 1200 | | 4 | 2017-12-01 07:01:20 | buy | 6000 | 5 | 1200 | | 5 | 2017-12-01 07:02:00 | buy | 9000 | 10 | 900 | | 6 | 2017-12-01 07:02:10 | sell | 9000 | 10 | 900 | | 7 | 2017-12-01 07:03:00 | sell | 6600 | 6 | 1100 | | 8 | 2017-12-01 07:03:43 | buy | 6600 | 6 | 1100 | | 9 | 2017-12-01 07:04:00 | sell | 3900 | 3 | 1300 | | 10 | 2017-12-01 07:04:22 | buy | 3900 | 3 | 1300 | | 11 | 2017-12-01 07:05:00 | sell | 2500 | 2 | 1250 | | 12 | 2017-12-01 07:05:11 | buy | 2500 | 2 | 1250 | | 13 | 2017-12-01 07:06:00 | sell | 1400 | 1 | 1400 | | 14 | 2017-12-01 07:06:00 | buy | 1400 | 1 | 1400 | | 15 | 2017-12-01 07:07:00 | buy | 4050 | 3 | 1350 | | 16 | 2017-12-01 07:07:03 | sell | 4050 | 3 | 1350 | | 17 | 2017-12-01 07:08:00 | sell | 4800 | 4 | 1200 | | 18 | 2017-12-01 07:08:00 | buy | 4800 | 4 | 1200 | | 19 | 2017-12-01 07:09:00 | sell | 3300 | 3 | 1100 | | 20 | 2017-12-01 07:09:00 | buy | 3300 | 3 | 1100 | | 21 | 2017-12-01 07:10:00 | sell | 5500 | 5 | 1100 | | 22 | 2017-12-01 07:10:00 | buy | 5500 | 5 | 1100 | | 23 | 2017-12-01 07:11:00 | buy | 7800 | 6 | 1300 | | 24 | 2017-12-01 07:11:00 | sell | 7800 | 6 | 1300 | | 25 | 2017-12-01 07:12:00 | buy | 6250 | 5 | 1250 | | 26 | 2017-12-01 07:12:05 | sell | 6250 | 5 | 1250 | +---------+---------------------+-----------+------------+-------------+-----------+
2. merge buy / sell deal into one transaction +---------------------+-------------+-----------+ | date | amount_coin | price_usd | +---------------------+-------------+-----------+ | 2017-12-01 07:00:00 | 2 | 1000 | | 2017-12-01 07:01:00 | 5 | 1200 | | 2017-12-01 07:02:00 | 10 | 900 | | 2017-12-01 07:03:00 | 6 | 1100 | | 2017-12-01 07:04:00 | 3 | 1300 | | 2017-12-01 07:05:00 | 2 | 1250 | | 2017-12-01 07:06:00 | 1 | 1400 | | 2017-12-01 07:07:00 | 3 | 1350 | | 2017-12-01 07:08:00 | 4 | 1200 | | 2017-12-01 07:09:00 | 3 | 1100 | | 2017-12-01 07:10:00 | 5 | 1100 | | 2017-12-01 07:11:00 | 6 | 1300 | | 2017-12-01 07:12:00 | 5 | 1250 | +---------------------+-------------+-----------+
3. we obtain OHLC data for the interval of 180 seconds +---------------------+------------+--------+------+------+------+-------+ | date | timestamp | volume | open | high | low | close | +---------------------+------------+--------+------+------+------+-------+ | 2017-12-01 07:00:00 | 1512104400 | 26 | 1000 | 1300 | 900 | 1300 | | 2017-12-01 07:05:00 | 1512104700 | 13 | 1250 | 1400 | 1100 | 1100 | | 2017-12-01 07:10:00 | 1512105000 | 16 | 1100 | 1300 | 1100 | 1250 | +---------------------+------------+--------+------+------+------+-------+
Everything is simple and clear.
but here we have REAL data from the poloniex exchange
TradeID Date Type Price in BTC Amount in NXT Total in BTC
21387 2014-09-12 05:21:26 buy 0.00008943 1.27241180 0.00011379 21386 2014-09-12 05:21:26 buy 0.00008943 1.27241180 0.00011379 21385 2014-09-12 05:21:26 buy 0.00008943 238.28433663 0.02130976 21384 2014-09-12 05:21:26 buy 0.00008937 237.24284436 0.02120239 21383 2014-09-12 05:21:26 buy 0.00008937 222.40780368 0.01987658 21382 2014-09-12 05:20:50 sell 0.00008937 222.40777437 0.01987658 21380 2014-09-12 05:20:48 sell 0.00008937 15.87653295 0.00141888 21378 2014-09-12 05:20:45 sell 0.00008937 1409.86957705 0.12600004 21377 2014-09-12 05:20:45 buy 0.00008937 100.00000000 0.00893700 21376 2014-09-12 05:20:45 buy 0.00008936 2.00000000 0.00017872 21375 2014-09-12 05:20:45 buy 0.00008930 592.90881062 0.05294675 21374 2014-09-12 05:20:45 buy 0.00008900 34.45002070 0.00306605 21373 2014-09-12 05:20:45 buy 0.00008900 100.00000000 0.00890000 21372 2014-09-12 05:20:45 buy 0.00008900 71.28118327 0.00634402 21371 2014-09-12 05:20:45 buy 0.00008900 10.00000000 0.00089000 21370 2014-09-12 05:20:45 buy 0.00008850 468.00000000 0.04141800 21369 2014-09-12 05:20:45 buy 0.00008830 1000.00000000 0.08830000 21368 2014-09-12 05:20:45 buy 0.00008828 24.76164861 0.00218595 21367 2014-09-12 05:20:45 buy 0.00008796 2332.07990187 0.20512974 21366 2014-09-12 05:15:37 sell 0.00008809 247.29947465 0.02178461 21365 2014-09-12 04:49:13 sell 0.00008676 240.30574117 0.02084892 21364 2014-09-12 04:49:07 sell 0.00008813 77.09953900 0.00679478 21362 2014-09-12 04:48:59 sell 0.00008813 79.57717018 0.00701313 21360 2014-09-12 04:48:56 sell 0.00008813 3.28064742 0.00028912 21358 2014-09-12 04:48:54 sell 0.00008813 100.00000000 0.00881300 21356 2014-09-12 04:48:51 buy 0.00008813 240.04264340 0.02115495
The big question is - how to get data for candlestick charts from this mash ?
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