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Author Topic: Need advice on building OHLC or candlestick charts  (Read 68 times)
LittlBro (OP)
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December 27, 2017, 03:15:30 PM
Last edit: November 05, 2019, 11:47:33 PM by LittlBro
 #1

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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sandy8800
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December 27, 2017, 03:35:45 PM
 #2

Ask their support may be they have some sort of API that provide the required data to build your own candle chart.
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