How do I generate multiple streams from the same stream in node?
I have 1m ohlc data coming from an external WebSocket API and I am trying to generate 5m 15m 30m 1h 1d and 1w streams from it. My current TransformStream can convert 1m to one of the above mentioned timeframes
How do I do
one.pipe(five)
one.pipe(fifteen)
one.pipe(thirty)
without creating multiple instances of the original stream "one". Currently my single TransformStream instance emits the original data plus all the required timeframes.
class TimeFrameGenerator extends Transform {
constructor(timeframes) {
super({ readableObjectMode: true, writableObjectMode: true });
this.kline = {}
//Consider using an object for this, looping with a for in is much faster for this case than using an array or accessing object keys
this.timeframes = {
"1m": 1000 * 60,
"5m": 1000 * 60 * 5,
"15m": 1000 * 60 * 15,
"30m": 1000 * 60 * 30,
"1h": 1000 * 60 * 60,
"1d": 1000 * 60 * 60 * 24
}
}
_transform(rawKline, encoding, callback) {
this.push(rawKline);
const { pairId, base, quote, interval, openTime, closeTime, timestamp, open, high, low, close, baseVolume, quoteVolume, isFinal, raw } = rawKline;
if (typeof this.kline[pairId] === "undefined")
this.kline[pairId] = {};
for (let timeframe in this.timeframes) {
if (timeframe === interval)
continue;
const millis = this.timeframes[timeframe];
const resampledOpenTime = Math.floor(openTime / millis) * millis;
const resampledCloseTime = Math.ceil(openTime / millis) * millis - 1;
if (typeof this.kline[pairId][timeframe] === "undefined") {
this.kline[pairId][timeframe] = {};
}
if (typeof this.kline[pairId][timeframe][resampledOpenTime] === "undefined") {
const newKline = {
pairId: pairId,
base: base,
quote: quote,
interval: timeframe,
openTime: resampledOpenTime,
closeTime: resampledCloseTime,
timestamp: timestamp,
open: open,
high: high,
low: low,
close: close,
baseVolume: baseVolume,
quoteVolume: quoteVolume,
isFinal: false,
raw: null
}
this.kline[pairId][timeframe][resampledOpenTime] = {
kline: newKline,
prevBaseVol: 0,
prevQuoteVol: 0
}
}
else {
const { kline, prevBaseVol, prevQuoteVol } = this.kline[pairId][timeframe][resampledOpenTime];
kline.high = high > kline.high ? high : kline.high;
kline.low = low < kline.low ? low : kline.low;
kline.close = close;
kline.baseVolume = parseFloat((prevBaseVol + baseVolume).toFixed(PRECISION));
kline.quoteVolume = parseFloat((prevQuoteVol + quoteVolume).toFixed(PRECISION));
}
if (isFinal) {
const { prevBaseVol, prevQuoteVol } = this.kline[pairId][timeframe][resampledOpenTime];
this.kline[pairId][timeframe][resampledOpenTime].prevBaseVol = parseFloat((prevBaseVol + baseVolume).toFixed(PRECISION));
this.kline[pairId][timeframe][resampledOpenTime].prevQuoteVol = parseFloat((prevQuoteVol + quoteVolume).toFixed(PRECISION));
}
let keys = Object.keys(this.kline[pairId][timeframe]);
if (keys.length > 1) {
let previousTimestamp = keys.shift();
this.kline[pairId][timeframe][previousTimestamp]['kline'].isFinal = true;
this.push(this.kline[pairId][timeframe][previousTimestamp].kline);
delete this.kline[pairId][timeframe][previousTimestamp];
console.log(Object.keys(this.kline[pairId][timeframe]).length, Object.keys(this.kline[pairId]).length)
}
this.push(this.kline[pairId][timeframe][resampledOpenTime].kline);
}
callback()
}
}
I am new to streams and some idea would be super appreciated
Should I create multiple TransformStream instances, one for each timeframe
node.js stream node-streams
add a comment |
I have 1m ohlc data coming from an external WebSocket API and I am trying to generate 5m 15m 30m 1h 1d and 1w streams from it. My current TransformStream can convert 1m to one of the above mentioned timeframes
How do I do
one.pipe(five)
one.pipe(fifteen)
one.pipe(thirty)
without creating multiple instances of the original stream "one". Currently my single TransformStream instance emits the original data plus all the required timeframes.
class TimeFrameGenerator extends Transform {
constructor(timeframes) {
super({ readableObjectMode: true, writableObjectMode: true });
this.kline = {}
//Consider using an object for this, looping with a for in is much faster for this case than using an array or accessing object keys
this.timeframes = {
"1m": 1000 * 60,
"5m": 1000 * 60 * 5,
"15m": 1000 * 60 * 15,
"30m": 1000 * 60 * 30,
"1h": 1000 * 60 * 60,
"1d": 1000 * 60 * 60 * 24
}
}
_transform(rawKline, encoding, callback) {
this.push(rawKline);
const { pairId, base, quote, interval, openTime, closeTime, timestamp, open, high, low, close, baseVolume, quoteVolume, isFinal, raw } = rawKline;
if (typeof this.kline[pairId] === "undefined")
this.kline[pairId] = {};
for (let timeframe in this.timeframes) {
if (timeframe === interval)
continue;
const millis = this.timeframes[timeframe];
const resampledOpenTime = Math.floor(openTime / millis) * millis;
const resampledCloseTime = Math.ceil(openTime / millis) * millis - 1;
if (typeof this.kline[pairId][timeframe] === "undefined") {
this.kline[pairId][timeframe] = {};
}
if (typeof this.kline[pairId][timeframe][resampledOpenTime] === "undefined") {
const newKline = {
pairId: pairId,
base: base,
quote: quote,
interval: timeframe,
openTime: resampledOpenTime,
closeTime: resampledCloseTime,
timestamp: timestamp,
open: open,
high: high,
low: low,
close: close,
baseVolume: baseVolume,
quoteVolume: quoteVolume,
isFinal: false,
raw: null
}
this.kline[pairId][timeframe][resampledOpenTime] = {
kline: newKline,
prevBaseVol: 0,
prevQuoteVol: 0
}
}
else {
const { kline, prevBaseVol, prevQuoteVol } = this.kline[pairId][timeframe][resampledOpenTime];
kline.high = high > kline.high ? high : kline.high;
kline.low = low < kline.low ? low : kline.low;
kline.close = close;
kline.baseVolume = parseFloat((prevBaseVol + baseVolume).toFixed(PRECISION));
kline.quoteVolume = parseFloat((prevQuoteVol + quoteVolume).toFixed(PRECISION));
}
if (isFinal) {
const { prevBaseVol, prevQuoteVol } = this.kline[pairId][timeframe][resampledOpenTime];
this.kline[pairId][timeframe][resampledOpenTime].prevBaseVol = parseFloat((prevBaseVol + baseVolume).toFixed(PRECISION));
this.kline[pairId][timeframe][resampledOpenTime].prevQuoteVol = parseFloat((prevQuoteVol + quoteVolume).toFixed(PRECISION));
}
let keys = Object.keys(this.kline[pairId][timeframe]);
if (keys.length > 1) {
let previousTimestamp = keys.shift();
this.kline[pairId][timeframe][previousTimestamp]['kline'].isFinal = true;
this.push(this.kline[pairId][timeframe][previousTimestamp].kline);
delete this.kline[pairId][timeframe][previousTimestamp];
console.log(Object.keys(this.kline[pairId][timeframe]).length, Object.keys(this.kline[pairId]).length)
}
this.push(this.kline[pairId][timeframe][resampledOpenTime].kline);
}
callback()
}
}
I am new to streams and some idea would be super appreciated
Should I create multiple TransformStream instances, one for each timeframe
node.js stream node-streams
1
Hmm... I think you did answer yourself it's simplyone.pipe(three); one.pipe(five); //etc
. All the streams will receive all the samples.
– Michał Kapracki
Nov 26 '18 at 14:55
add a comment |
I have 1m ohlc data coming from an external WebSocket API and I am trying to generate 5m 15m 30m 1h 1d and 1w streams from it. My current TransformStream can convert 1m to one of the above mentioned timeframes
How do I do
one.pipe(five)
one.pipe(fifteen)
one.pipe(thirty)
without creating multiple instances of the original stream "one". Currently my single TransformStream instance emits the original data plus all the required timeframes.
class TimeFrameGenerator extends Transform {
constructor(timeframes) {
super({ readableObjectMode: true, writableObjectMode: true });
this.kline = {}
//Consider using an object for this, looping with a for in is much faster for this case than using an array or accessing object keys
this.timeframes = {
"1m": 1000 * 60,
"5m": 1000 * 60 * 5,
"15m": 1000 * 60 * 15,
"30m": 1000 * 60 * 30,
"1h": 1000 * 60 * 60,
"1d": 1000 * 60 * 60 * 24
}
}
_transform(rawKline, encoding, callback) {
this.push(rawKline);
const { pairId, base, quote, interval, openTime, closeTime, timestamp, open, high, low, close, baseVolume, quoteVolume, isFinal, raw } = rawKline;
if (typeof this.kline[pairId] === "undefined")
this.kline[pairId] = {};
for (let timeframe in this.timeframes) {
if (timeframe === interval)
continue;
const millis = this.timeframes[timeframe];
const resampledOpenTime = Math.floor(openTime / millis) * millis;
const resampledCloseTime = Math.ceil(openTime / millis) * millis - 1;
if (typeof this.kline[pairId][timeframe] === "undefined") {
this.kline[pairId][timeframe] = {};
}
if (typeof this.kline[pairId][timeframe][resampledOpenTime] === "undefined") {
const newKline = {
pairId: pairId,
base: base,
quote: quote,
interval: timeframe,
openTime: resampledOpenTime,
closeTime: resampledCloseTime,
timestamp: timestamp,
open: open,
high: high,
low: low,
close: close,
baseVolume: baseVolume,
quoteVolume: quoteVolume,
isFinal: false,
raw: null
}
this.kline[pairId][timeframe][resampledOpenTime] = {
kline: newKline,
prevBaseVol: 0,
prevQuoteVol: 0
}
}
else {
const { kline, prevBaseVol, prevQuoteVol } = this.kline[pairId][timeframe][resampledOpenTime];
kline.high = high > kline.high ? high : kline.high;
kline.low = low < kline.low ? low : kline.low;
kline.close = close;
kline.baseVolume = parseFloat((prevBaseVol + baseVolume).toFixed(PRECISION));
kline.quoteVolume = parseFloat((prevQuoteVol + quoteVolume).toFixed(PRECISION));
}
if (isFinal) {
const { prevBaseVol, prevQuoteVol } = this.kline[pairId][timeframe][resampledOpenTime];
this.kline[pairId][timeframe][resampledOpenTime].prevBaseVol = parseFloat((prevBaseVol + baseVolume).toFixed(PRECISION));
this.kline[pairId][timeframe][resampledOpenTime].prevQuoteVol = parseFloat((prevQuoteVol + quoteVolume).toFixed(PRECISION));
}
let keys = Object.keys(this.kline[pairId][timeframe]);
if (keys.length > 1) {
let previousTimestamp = keys.shift();
this.kline[pairId][timeframe][previousTimestamp]['kline'].isFinal = true;
this.push(this.kline[pairId][timeframe][previousTimestamp].kline);
delete this.kline[pairId][timeframe][previousTimestamp];
console.log(Object.keys(this.kline[pairId][timeframe]).length, Object.keys(this.kline[pairId]).length)
}
this.push(this.kline[pairId][timeframe][resampledOpenTime].kline);
}
callback()
}
}
I am new to streams and some idea would be super appreciated
Should I create multiple TransformStream instances, one for each timeframe
node.js stream node-streams
I have 1m ohlc data coming from an external WebSocket API and I am trying to generate 5m 15m 30m 1h 1d and 1w streams from it. My current TransformStream can convert 1m to one of the above mentioned timeframes
How do I do
one.pipe(five)
one.pipe(fifteen)
one.pipe(thirty)
without creating multiple instances of the original stream "one". Currently my single TransformStream instance emits the original data plus all the required timeframes.
class TimeFrameGenerator extends Transform {
constructor(timeframes) {
super({ readableObjectMode: true, writableObjectMode: true });
this.kline = {}
//Consider using an object for this, looping with a for in is much faster for this case than using an array or accessing object keys
this.timeframes = {
"1m": 1000 * 60,
"5m": 1000 * 60 * 5,
"15m": 1000 * 60 * 15,
"30m": 1000 * 60 * 30,
"1h": 1000 * 60 * 60,
"1d": 1000 * 60 * 60 * 24
}
}
_transform(rawKline, encoding, callback) {
this.push(rawKline);
const { pairId, base, quote, interval, openTime, closeTime, timestamp, open, high, low, close, baseVolume, quoteVolume, isFinal, raw } = rawKline;
if (typeof this.kline[pairId] === "undefined")
this.kline[pairId] = {};
for (let timeframe in this.timeframes) {
if (timeframe === interval)
continue;
const millis = this.timeframes[timeframe];
const resampledOpenTime = Math.floor(openTime / millis) * millis;
const resampledCloseTime = Math.ceil(openTime / millis) * millis - 1;
if (typeof this.kline[pairId][timeframe] === "undefined") {
this.kline[pairId][timeframe] = {};
}
if (typeof this.kline[pairId][timeframe][resampledOpenTime] === "undefined") {
const newKline = {
pairId: pairId,
base: base,
quote: quote,
interval: timeframe,
openTime: resampledOpenTime,
closeTime: resampledCloseTime,
timestamp: timestamp,
open: open,
high: high,
low: low,
close: close,
baseVolume: baseVolume,
quoteVolume: quoteVolume,
isFinal: false,
raw: null
}
this.kline[pairId][timeframe][resampledOpenTime] = {
kline: newKline,
prevBaseVol: 0,
prevQuoteVol: 0
}
}
else {
const { kline, prevBaseVol, prevQuoteVol } = this.kline[pairId][timeframe][resampledOpenTime];
kline.high = high > kline.high ? high : kline.high;
kline.low = low < kline.low ? low : kline.low;
kline.close = close;
kline.baseVolume = parseFloat((prevBaseVol + baseVolume).toFixed(PRECISION));
kline.quoteVolume = parseFloat((prevQuoteVol + quoteVolume).toFixed(PRECISION));
}
if (isFinal) {
const { prevBaseVol, prevQuoteVol } = this.kline[pairId][timeframe][resampledOpenTime];
this.kline[pairId][timeframe][resampledOpenTime].prevBaseVol = parseFloat((prevBaseVol + baseVolume).toFixed(PRECISION));
this.kline[pairId][timeframe][resampledOpenTime].prevQuoteVol = parseFloat((prevQuoteVol + quoteVolume).toFixed(PRECISION));
}
let keys = Object.keys(this.kline[pairId][timeframe]);
if (keys.length > 1) {
let previousTimestamp = keys.shift();
this.kline[pairId][timeframe][previousTimestamp]['kline'].isFinal = true;
this.push(this.kline[pairId][timeframe][previousTimestamp].kline);
delete this.kline[pairId][timeframe][previousTimestamp];
console.log(Object.keys(this.kline[pairId][timeframe]).length, Object.keys(this.kline[pairId]).length)
}
this.push(this.kline[pairId][timeframe][resampledOpenTime].kline);
}
callback()
}
}
I am new to streams and some idea would be super appreciated
Should I create multiple TransformStream instances, one for each timeframe
node.js stream node-streams
node.js stream node-streams
asked Nov 24 '18 at 4:34
PirateAppPirateApp
1,87221728
1,87221728
1
Hmm... I think you did answer yourself it's simplyone.pipe(three); one.pipe(five); //etc
. All the streams will receive all the samples.
– Michał Kapracki
Nov 26 '18 at 14:55
add a comment |
1
Hmm... I think you did answer yourself it's simplyone.pipe(three); one.pipe(five); //etc
. All the streams will receive all the samples.
– Michał Kapracki
Nov 26 '18 at 14:55
1
1
Hmm... I think you did answer yourself it's simply
one.pipe(three); one.pipe(five); //etc
. All the streams will receive all the samples.– Michał Kapracki
Nov 26 '18 at 14:55
Hmm... I think you did answer yourself it's simply
one.pipe(three); one.pipe(five); //etc
. All the streams will receive all the samples.– Michał Kapracki
Nov 26 '18 at 14:55
add a comment |
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1
Hmm... I think you did answer yourself it's simply
one.pipe(three); one.pipe(five); //etc
. All the streams will receive all the samples.– Michał Kapracki
Nov 26 '18 at 14:55