DataOHLCV::addTrade() - Code Metrics - alecrabbit/twrb-php-components - Measure and Improve Code Quality continuously with Scrutinizer

DataOHLCV::addTrade() A
last analyzed 2019-02-17 09:35 UTC

↳ Parent: DataOHLCV

Complexity

Conditions	1
Paths	1

Size

Total Lines	10
Code Lines	8

Duplication

Lines	0
Ratio	0 %

Code Coverage

Tests	9
CRAP Score	1

Importance

Changes

Metric	Value
cc	1
eloc	8
nc	1
nop	1
dl	0
loc	10
ccs	9
cts	9
cp	1
crap	1
rs	10
c	0
b	0
f	0

<?php
/**
 * Date: 31.10.18
 * Time: 15:20
 */
declare(strict_types=1);

namespace AlecRabbit;

use function AlecRabbit\Helpers\bounds;
use AlecRabbit\Structures\Trade;
use BCMathExtended\BC;

class DataOHLCV
{
    protected const DEFAULT_PERIOD_MULTIPLIER = 3;
    protected const MAX_PERIOD_MULTIPLIER = 100;
    protected const DEFAULT_SIZE = 500;
    protected const MAX_SIZE = 1440;
    protected const MIN_SIZE = 10;
    protected const RESOLUTIONS = RESOLUTIONS;
    /** @var array */
    protected $current = [];
    /** @var array */
    protected $timestamps = [];
    /** @var array */
    protected $opens = [];
    /** @var array */
    protected $highs = [];
    /** @var array */
    protected $lows = [];
    /** @var array */
    protected $closes = [];
    /** @var array */
    protected $volumes = [];
    /** @var array */
    protected $proxies = [];
    /** @var int */
    private $size;
    /** @var int */
    private $coefficient;
    /** @var string */
    private $pair;

    /**
     * DataOHLCV constructor.
     * @param string $pair
     * @param int|null $size
     * @param int|null $coefficient
     */
    public function __construct(
        string $pair,
        ?int $size = null,
        ?int $coefficient = null
    ) {
        $this->size =
            (int)bounds(
                $size ?? static::DEFAULT_SIZE,
                static::MIN_SIZE,
                static::MAX_SIZE
            );
        $this->pair = $pair;
        $this->coefficient = $coefficient ?? 1;
    }

    /**
     * @return int
     */
    public function getSize(): int
    {
        return $this->size;
    }

    public function hasPeriods(int $resolution, int $periods, int $multiplier = null): bool
    {
        $multiplier =
            (int)bounds($multiplier ?? self::DEFAULT_PERIOD_MULTIPLIER, 1, self::MAX_PERIOD_MULTIPLIER);

        return
            isset($this->timestamps[$resolution])
            && (\count($this->timestamps[$resolution]) >= ($periods * $multiplier));
    }

    public function addTrade(Trade $trade): void
    {
        $this->addOHLCV(
            $trade->timestamp,
            $trade->price,
            $trade->price,
            $trade->price,
            $trade->price,
            $trade->amount,
            $trade->side
        );
    }

    public function addOHLCV(
        int $timestamp,
        float $open,
        float $high,
        float $low,
        float $close,
        float $volume,
        int $side,
        int $resolution = RESOLUTION_01MIN
    ): void {
        $ts = base_timestamp($timestamp, $resolution);
        if (isset($this->current[$resolution])) {
            if ($ts > $this->current[$resolution]['timestamp']) {
                $this->updateLast($resolution);
                $this->setCurrent($resolution, $ts, $open, $high, $low, $close, $volume);
            } elseif ($ts === $this->current[$resolution]['timestamp']) {
                $this->updateCurrent($resolution, $high, $low, $close, $volume);
            } elseif ($ts < $this->current[$resolution]['timestamp']) {
                throw new \RuntimeException(
                    'Incoming data are in unsorted order. Current timestamp is greater then incoming data\'s.' .
                    ' (' . $ts . ' < ' . $this->current[$resolution]['timestamp'] . ')'
                );
            }
            $this->trim($resolution);
        } else {
            $this->setCurrent($resolution, $ts, $open, $high, $low, $close, $volume);
        }

        if ($nextResolution = $this->nextResolution($resolution)) {
            $this->addOHLCV($timestamp, $open, $high, $low, $close, $volume, $side, $nextResolution);
        }
    }

    private function updateLast(int $resolution): void
    {
        $this->timestamps[$resolution][] = $this->current[$resolution]['timestamp'];
        $this->opens[$resolution][] = $this->current[$resolution]['opens'];
        $this->highs[$resolution][] = $this->current[$resolution]['high'];
        $this->lows[$resolution][] = $this->current[$resolution]['low'];
        $this->closes[$resolution][] = $this->current[$resolution]['close'];
        $this->volumes[$resolution][] = $this->current[$resolution]['volume'];
    }

    private function setCurrent(
        int $resolution,
        int $timestamp,
        float $open,
        float $high,
        float $low,
        float $close,
        float $volume
    ): void {
        $this->current[$resolution]['timestamp'] = $timestamp;
        $this->current[$resolution]['opens'] = $open;
        $this->current[$resolution]['high'] = $high;
        $this->current[$resolution]['low'] = $low;
        $this->current[$resolution]['close'] = $close;
        $this->current[$resolution]['volume'] = $volume;
    }

    private function updateCurrent(
        int $resolution,
        float $high,
        float $low,
        float $close,
        float $volume
    ): void {
        if ($high > $this->current[$resolution]['high']) {
            $this->current[$resolution]['high'] = $high;
        }
        if ($low < $this->current[$resolution]['low']) {
            $this->current[$resolution]['low'] = $low;
        }

        $this->current[$resolution]['close'] = $close;
        $this->current[$resolution]['volume'] =
            (float)BC::add((string)$this->current[$resolution]['volume'], (string)$volume, NORMAL_SCALE);
    }

    private function trim(int $resolution): void
    {
        if (isset($this->timestamps[$resolution]) && (\count($this->timestamps[$resolution]) > $this->size)) {
            unset_first($this->timestamps[$resolution]);
            unset_first($this->opens[$resolution]);
            unset_first($this->highs[$resolution]);
            unset_first($this->lows[$resolution]);
            unset_first($this->closes[$resolution]);
            unset_first($this->volumes[$resolution]);
        }
    }

    private function nextResolution(int $resolution): ?int
    {
        $key = array_search($resolution, static::RESOLUTIONS, true);
        if ($key !== false && array_key_exists(++$key, static::RESOLUTIONS)) {
            return static::RESOLUTIONS[$key];
        }
        return null;
    }

    /**
     * @param int $resolution
     * @return array
     */
    public function getTimestamps(int $resolution): array
    {
        return
            $this->timestamps[$resolution] ?? [];
    }

    /**
     * @param int $resolution
     * @param bool $useCoefficient
     * @return array
     */
    public function getOpens(int $resolution, bool $useCoefficient = false): array
    {
        return
            $this->mulArr(
                $this->opens[$resolution] ?? [],
                $useCoefficient
            );
    }

    private function mulArr(array $values, bool $useCoefficient): array
    {
        if ($useCoefficient && $this->coefficient !== 1) {
            $values = array_map(
                function ($v) {
                    return
                        $v * $this->coefficient;
                },
                $values
            );
        }

        return $values;
    }

    /**
     * @param int $resolution
     * @param bool $useCoefficient
     * @return array
     */
    public function getHighs(int $resolution, bool $useCoefficient = false): array
    {
        return
            $this->mulArr(
                $this->highs[$resolution] ?? [],
                $useCoefficient
            );
    }

    /**
     * @param int $resolution
     * @param bool $useCoefficient
     * @return null|float
     */
    public function getLastHigh(int $resolution, bool $useCoefficient = false): ?float
    {
        return
            $this->lastElement($this->highs[$resolution] ?? [], $useCoefficient);
    }

    /**
     * @param array $element
     * @param bool $useCoefficient
     * @return null|float
     */
    private function lastElement(array $element, bool $useCoefficient = false): ?float
    {
        if (false !== $lastElement = end($element)) {
            return
                $this->mul(
                    $lastElement,
                    $useCoefficient
                );
        }
        return null;
    }

    private function mul(float $value, bool $useCoefficient): float
    {
        if ($useCoefficient && $this->coefficient !== 1) {
            $value *= $this->coefficient;
        }
        return $value;
    }

    /**
     * @param int $resolution
     * @param bool $useCoefficient
     * @return array
     */
    public function getLows(int $resolution, bool $useCoefficient = false): array
    {
        return
            $this->mulArr(
                $this->lows[$resolution] ?? [],
                $useCoefficient
            );
    }

    /**
     * @param int $resolution
     * @param bool $useCoefficient
     * @return null|float
     */
    public function getLastLow(int $resolution, bool $useCoefficient = false): ?float
    {
        return
            $this->lastElement($this->lows[$resolution] ?? [], $useCoefficient);
    }

    /**
     * @param int $resolution
     * @param bool $useCoefficient
     * @return array
     */
    public function getCloses(int $resolution, bool $useCoefficient = false): array
    {
        return
            $this->mulArr(
                $this->closes[$resolution] ?? [],
                $useCoefficient
            );
    }

    /**
     * @param int $resolution
     * @param bool $useCoefficient
     * @return null|float
     */
    public function getLastClose(int $resolution, bool $useCoefficient = false): ?float
    {
        return
            $this->lastElement($this->closes[$resolution] ?? [], $useCoefficient);
    }

    /**
     * @param int $resolution
     * @return array
     */
    public function getVolumes(int $resolution): array
    {
        return
            $this->volumes[$resolution] ?? [];
    }

    /**
     * @codeCoverageIgnore
     */
    public function dump(): void
    {
        if (\defined('APP_DEBUG') && APP_DEBUG) {
            $result = [];
            $pair = $this->getPair();
            foreach (static::RESOLUTIONS as $resolution) {
                $count = \count($this->timestamps[$resolution] ?? []);
                $result[] =
                    sprintf(
                        '%s [%s] %s %s %s %s %s %s %s',
                        $this->current[$resolution]['timestamp'],
                        RESOLUTION_ALIASES[$resolution],
                        $count,
                        $pair,
                        $this->current[$resolution]['opens'],
                        $this->current[$resolution]['high'],
                        $this->current[$resolution]['low'],
                        $this->current[$resolution]['close'],
                        $this->current[$resolution]['volume']
                    );
            }
            dump($result);
        }
    }

    /**
     * @return string
     */
    public function getPair(): string
    {
        return $this->pair;
    }
}


1		<?php
2		/**
3		* Date: 31.10.18
4		* Time: 15:20
5		*/
6		declare(strict_types=1);
7
8		namespace AlecRabbit;
9
10		use function AlecRabbit\Helpers\bounds;
11		use AlecRabbit\Structures\Trade;
12		use BCMathExtended\BC;
13
14		class DataOHLCV
15		{
16		protected const DEFAULT_PERIOD_MULTIPLIER = 3;
17		protected const MAX_PERIOD_MULTIPLIER = 100;
18		protected const DEFAULT_SIZE = 500;
19		protected const MAX_SIZE = 1440;
20		protected const MIN_SIZE = 10;
21		protected const RESOLUTIONS = RESOLUTIONS;
22		/** @var array */
23		protected $current = [];
24		/** @var array */
25		protected $timestamps = [];
26		/** @var array */
27		protected $opens = [];
28		/** @var array */
29		protected $highs = [];
30		/** @var array */
31		protected $lows = [];
32		/** @var array */
33		protected $closes = [];
34		/** @var array */
35		protected $volumes = [];
36		/** @var array */
37		protected $proxies = [];
38		/** @var int */
39		private $size;
40		/** @var int */
41		private $coefficient;
42		/** @var string */
43		private $pair;
44
45		/**
46		* DataOHLCV constructor.
47		* @param string $pair
48		* @param int\|null $size
49		* @param int\|null $coefficient
50		*/
51	97	public function __construct(
52		string $pair,
53		?int $size = null,
54		?int $coefficient = null
55		) {
56	97	$this->size =
57	97	(int)bounds(
58	97	$size ?? static::DEFAULT_SIZE,
59	97	static::MIN_SIZE,
60	97	static::MAX_SIZE
61		);
62	97	$this->pair = $pair;
63	97	$this->coefficient = $coefficient ?? 1;
64	97	}
65
66		/**
67		* @return int
68		*/
69	9	public function getSize(): int
70		{
71	9	return $this->size;
72		}
73
74	1	public function hasPeriods(int $resolution, int $periods, int $multiplier = null): bool
75		{
76		$multiplier =
77	1	(int)bounds($multiplier ?? self::DEFAULT_PERIOD_MULTIPLIER, 1, self::MAX_PERIOD_MULTIPLIER);
78
79		return
80	1	isset($this->timestamps[$resolution])
81	1	&& (\count($this->timestamps[$resolution]) >= ($periods * $multiplier));
82		}
83
84	13	public function addTrade(Trade $trade): void
85		{
86	13	$this->addOHLCV(
87	13	$trade->timestamp,
88	13	$trade->price,
89	13	$trade->price,
90	13	$trade->price,
91	13	$trade->price,
92	13	$trade->amount,
93	13	$trade->side
94		);
95	13	}
96
97	13	public function addOHLCV(
98		int $timestamp,
99		float $open,
100		float $high,
101		float $low,
102		float $close,
103		float $volume,
104		int $side,
105		int $resolution = RESOLUTION_01MIN
106		): void {
107	13	$ts = base_timestamp($timestamp, $resolution);
108	13	if (isset($this->current[$resolution])) {
109	13	if ($ts > $this->current[$resolution]['timestamp']) {
110	13	$this->updateLast($resolution);
111	13	$this->setCurrent($resolution, $ts, $open, $high, $low, $close, $volume);
112	13	} elseif ($ts === $this->current[$resolution]['timestamp']) {
113	13	$this->updateCurrent($resolution, $high, $low, $close, $volume);
114	1	} elseif ($ts < $this->current[$resolution]['timestamp']) {
115	1	throw new \RuntimeException(
116		'Incoming data are in unsorted order. Current timestamp is greater then incoming data\'s.' .
117	1	' (' . $ts . ' < ' . $this->current[$resolution]['timestamp'] . ')'
118		);
119		}
120	13	$this->trim($resolution);
121		} else {
122	13	$this->setCurrent($resolution, $ts, $open, $high, $low, $close, $volume);
123		}
124
125	13	if ($nextResolution = $this->nextResolution($resolution)) {
126	13	$this->addOHLCV($timestamp, $open, $high, $low, $close, $volume, $side, $nextResolution);
127		}
128	13	}
129
130	13	private function updateLast(int $resolution): void
131		{
132	13	$this->timestamps[$resolution][] = $this->current[$resolution]['timestamp'];
133	13	$this->opens[$resolution][] = $this->current[$resolution]['opens'];
134	13	$this->highs[$resolution][] = $this->current[$resolution]['high'];
135	13	$this->lows[$resolution][] = $this->current[$resolution]['low'];
136	13	$this->closes[$resolution][] = $this->current[$resolution]['close'];
137	13	$this->volumes[$resolution][] = $this->current[$resolution]['volume'];
138	13	}
139
140	13	private function setCurrent(
141		int $resolution,
142		int $timestamp,
143		float $open,
144		float $high,
145		float $low,
146		float $close,
147		float $volume
148		): void {
149	13	$this->current[$resolution]['timestamp'] = $timestamp;
150	13	$this->current[$resolution]['opens'] = $open;
151	13	$this->current[$resolution]['high'] = $high;
152	13	$this->current[$resolution]['low'] = $low;
153	13	$this->current[$resolution]['close'] = $close;
154	13	$this->current[$resolution]['volume'] = $volume;
155	13	}
156
157	13	private function updateCurrent(
158		int $resolution,
159		float $high,
160		float $low,
161		float $close,
162		float $volume
163		): void {
164	13	if ($high > $this->current[$resolution]['high']) {
165	11	$this->current[$resolution]['high'] = $high;
166		}
167	13	if ($low < $this->current[$resolution]['low']) {
168	12	$this->current[$resolution]['low'] = $low;
169		}
170
171	13	$this->current[$resolution]['close'] = $close;
172	13	$this->current[$resolution]['volume'] =
173	13	(float)BC::add((string)$this->current[$resolution]['volume'], (string)$volume, NORMAL_SCALE);
174	13	}
175
176	13	private function trim(int $resolution): void
177		{
178	13	if (isset($this->timestamps[$resolution]) && (\count($this->timestamps[$resolution]) > $this->size)) {
179	1	unset_first($this->timestamps[$resolution]);
180	1	unset_first($this->opens[$resolution]);
181	1	unset_first($this->highs[$resolution]);
182	1	unset_first($this->lows[$resolution]);
183	1	unset_first($this->closes[$resolution]);
184	1	unset_first($this->volumes[$resolution]);
185		}
186	13	}
187
188	24	private function nextResolution(int $resolution): ?int
189		{
190	24	$key = array_search($resolution, static::RESOLUTIONS, true);
191	24	if ($key !== false && array_key_exists(++$key, static::RESOLUTIONS)) {
192	23	return static::RESOLUTIONS[$key];
193		}
194	14	return null;
195		}
196
197		/**
198		* @param int $resolution
199		* @return array
200		*/
201	11	public function getTimestamps(int $resolution): array
202		{
203		return
204	11	$this->timestamps[$resolution] ?? [];
205		}
206
207		/**
208		* @param int $resolution
209		* @param bool $useCoefficient
210		* @return array
211		*/
212	1	public function getOpens(int $resolution, bool $useCoefficient = false): array
213		{
214		return
215	1	$this->mulArr(
216	1	$this->opens[$resolution] ?? [],
217	1	$useCoefficient
218		);
219		}
220
221	7	private function mulArr(array $values, bool $useCoefficient): array
222		{
223	7	if ($useCoefficient && $this->coefficient !== 1) {
224	1	$values = array_map(
225		function ($v) {
226		return
227	1	$v * $this->coefficient;
228	1	},
229	1	$values
230		);
231		}
232
233	7	return $values;
234		}
235
236		/**
237		* @param int $resolution
238		* @param bool $useCoefficient
239		* @return array
240		*/
241	1	public function getHighs(int $resolution, bool $useCoefficient = false): array
242		{
243		return
244	1	$this->mulArr(
245	1	$this->highs[$resolution] ?? [],
246	1	$useCoefficient
247		);
248		}
249
250		/**
251		* @param int $resolution
252		* @param bool $useCoefficient
253		* @return null\|float
254		*/
255	1	public function getLastHigh(int $resolution, bool $useCoefficient = false): ?float
256		{
257		return
258	1	$this->lastElement($this->highs[$resolution] ?? [], $useCoefficient);
259		}
260
261		/**
262		* @param array $element
263		* @param bool $useCoefficient
264		* @return null\|float
265		*/
266	3	private function lastElement(array $element, bool $useCoefficient = false): ?float
267		{
268	3	if (false !== $lastElement = end($element)) {
269		return
270	3	$this->mul(
271	3	$lastElement,
272	3	$useCoefficient
273		);
274		}
275	3	return null;
276		}
277
278	8	private function mul(float $value, bool $useCoefficient): float
279		{
280	8	if ($useCoefficient && $this->coefficient !== 1) {
281	2	$value *= $this->coefficient;
282		}
283	8	return $value;
284		}
285
286		/**
287		* @param int $resolution
288		* @param bool $useCoefficient
289		* @return array
290		*/
291	1	public function getLows(int $resolution, bool $useCoefficient = false): array
292		{
293		return
294	1	$this->mulArr(
295	1	$this->lows[$resolution] ?? [],
296	1	$useCoefficient
297		);
298		}
299
300		/**
301		* @param int $resolution
302		* @param bool $useCoefficient
303		* @return null\|float
304		*/
305	1	public function getLastLow(int $resolution, bool $useCoefficient = false): ?float
306		{
307		return
308	1	$this->lastElement($this->lows[$resolution] ?? [], $useCoefficient);
309		}
310
311		/**
312		* @param int $resolution
313		* @param bool $useCoefficient
314		* @return array
315		*/
316	1	public function getCloses(int $resolution, bool $useCoefficient = false): array
317		{
318		return
319	1	$this->mulArr(
320	1	$this->closes[$resolution] ?? [],
321	1	$useCoefficient
322		);
323		}
324
325		/**
326		* @param int $resolution
327		* @param bool $useCoefficient
328		* @return null\|float
329		*/
330	1	public function getLastClose(int $resolution, bool $useCoefficient = false): ?float
331		{
332		return
333	1	$this->lastElement($this->closes[$resolution] ?? [], $useCoefficient);
334		}
335
336		/**
337		* @param int $resolution
338		* @return array
339		*/
340	1	public function getVolumes(int $resolution): array
341		{
342		return
343	1	$this->volumes[$resolution] ?? [];
344		}
345
346		/**
347		* @codeCoverageIgnore
348		*/
349		public function dump(): void
350		{
351		if (\defined('APP_DEBUG') && APP_DEBUG) {
352		$result = [];
353		$pair = $this->getPair();
354		foreach (static::RESOLUTIONS as $resolution) {
355		$count = \count($this->timestamps[$resolution] ?? []);
356		$result[] =
357		sprintf(
358		'%s [%s] %s %s %s %s %s %s %s',
359		$this->current[$resolution]['timestamp'],
360		RESOLUTION_ALIASES[$resolution],
361		$count,
362		$pair,
363		$this->current[$resolution]['opens'],
364		$this->current[$resolution]['high'],
365		$this->current[$resolution]['low'],
366		$this->current[$resolution]['close'],
367		$this->current[$resolution]['volume']
368		);
369		}
370		dump($result);
371		}
372		}
373
374		/**
375		* @return string
376		*/
377	57	public function getPair(): string
378		{
379	57	return $this->pair;
380		}
381		}
382

alecrabbit / twrb-php-components

DataOHLCV::addTrade() A last analyzed 2019-02-17 09:35 UTC

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DataOHLCV::addTrade() A
last analyzed 2019-02-17 09:35 UTC