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<?php |
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/** |
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* User: alec |
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* Date: 31.10.18 |
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* Time: 15:20 |
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*/ |
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declare(strict_types=1); |
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namespace AlecRabbit; |
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use BCMathExtended\BC; |
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class DataOHLCV |
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{ |
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protected const DEFAULT_PERIOD_MULTIPLIER = 3; |
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protected const MAX_PERIOD_MULTIPLIER = 100; |
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protected const DEFAULT_SIZE = 500; |
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protected const MAX_SIZE = 1440; |
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protected const MIN_SIZE = 10; |
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protected const RESOLUTIONS = RESOLUTIONS; |
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/** @var array */ |
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protected $current; |
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protected $timestamps = []; |
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protected $opens = []; |
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protected $highs = []; |
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protected $lows = []; |
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protected $closes = []; |
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protected $volumes = []; |
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protected $proxies = []; |
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/** @var int */ |
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private $size; |
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/** @var int */ |
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private $coefficient; |
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/** @var string */ |
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private $pair; |
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/** |
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* DataOHLCV constructor. |
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* @param string $pair |
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* @param integer $size |
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* @param int $coefficient |
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*/ |
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public function __construct(string $pair, ?int $size = null, int $coefficient = 1) |
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{ |
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$this->size = |
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(int)bounds( |
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$size ?? static::DEFAULT_SIZE, |
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static::MIN_SIZE, |
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static::MAX_SIZE |
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); |
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$this->pair = $pair; |
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$this->coefficient = $coefficient; |
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} |
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/** |
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* @return int |
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*/ |
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public function getSize(): int |
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{ |
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return $this->size; |
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} |
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1 |
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public function hasPeriods(int $resolution, int $periods, int $multiplier = null): bool |
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{ |
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$multiplier = |
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1 |
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(int)bounds($multiplier ?? self::DEFAULT_PERIOD_MULTIPLIER, 1, self::MAX_PERIOD_MULTIPLIER); |
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return |
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isset($this->timestamps[$resolution]) |
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1 |
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&& (\count($this->timestamps[$resolution]) >= ($periods * $multiplier)); |
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} |
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public function addTrade(int $timestamp, string $side, float $price, float $amount): void |
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{ |
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$this->addOHLCV($timestamp, $price, $price, $price, $price, $amount); |
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} |
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public function addOHLCV( |
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int $timestamp, |
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float $open, |
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float $high, |
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float $low, |
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float $close, |
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float $volume, |
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int $resolution = RESOLUTION_01MIN |
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): void { |
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$ts = base_timestamp($timestamp, $resolution); |
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if (isset($this->current[$resolution])) { |
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if ($ts > $this->current[$resolution]['timestamp']) { |
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$this->updateLast($resolution); |
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$this->setCurrent($resolution, $ts, $open, $high, $low, $close, $volume); |
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} elseif ($ts === $this->current[$resolution]['timestamp']) { |
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if ($high > $this->current[$resolution]['high']) { |
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$this->current[$resolution]['high'] = $high; |
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} |
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if ($low < $this->current[$resolution]['low']) { |
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$this->current[$resolution]['low'] = $low; |
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} |
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$this->current[$resolution]['close'] = $close; |
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$this->current[$resolution]['volume'] = |
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(float)BC::add((string)$this->current[$resolution]['volume'], (string)$volume, NORMAL_SCALE); |
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1 |
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} elseif ($ts < $this->current[$resolution]['timestamp']) { |
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throw new \RuntimeException( |
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'Incoming data are in unsorted order. Current timestamp is greater then incoming data\'s.' . |
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' (' . $ts . ' < ' . $this->current[$resolution]['timestamp'] . ')' |
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); |
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} |
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} else { |
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$this->setCurrent($resolution, $ts, $open, $high, $low, $close, $volume); |
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} |
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$this->trim($resolution); |
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if ($nextResolution = $this->nextResolution($resolution)) { |
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$this->addOHLCV($timestamp, $open, $high, $low, $close, $volume, $nextResolution); |
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} |
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} |
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private function trim(int $resolution): void |
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{ |
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if (isset($this->timestamps[$resolution]) && (\count($this->timestamps[$resolution]) > $this->size)) { |
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unset_first($this->timestamps[$resolution]); |
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1 |
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unset_first($this->opens[$resolution]); |
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1 |
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unset_first($this->highs[$resolution]); |
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1 |
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unset_first($this->lows[$resolution]); |
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1 |
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unset_first($this->closes[$resolution]); |
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1 |
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unset_first($this->volumes[$resolution]); |
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} |
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} |
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private function nextResolution($resolution): ?int |
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{ |
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$key = array_search($resolution, static::RESOLUTIONS, true); |
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if ($key !== false && array_key_exists(++$key, static::RESOLUTIONS)) { |
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return static::RESOLUTIONS[$key]; |
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} |
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return null; |
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} |
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/** |
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* @param int $resolution |
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* @return array |
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*/ |
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public function getTimestamps(int $resolution): array |
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{ |
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return |
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$this->timestamps[$resolution] ?? []; |
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} |
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/** |
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* @param int $resolution |
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* @param bool $useCoefficient |
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* @return array |
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*/ |
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1 |
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public function getOpens(int $resolution, bool $useCoefficient = false): array |
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{ |
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return |
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1 |
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$this->mulArr( |
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$this->opens[$resolution] ?? [], |
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1 |
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$useCoefficient |
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); |
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} |
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private function mulArr(array $values, bool $useCoefficient): array |
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{ |
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if ($useCoefficient && $this->coefficient !== 1) { |
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1 |
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$values = array_map( |
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function ($v) { |
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return |
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$v * $this->coefficient; |
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1 |
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}, |
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1 |
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$values |
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); |
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} |
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return $values; |
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} |
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/** |
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* @param int $resolution |
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* @param bool $useCoefficient |
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* @return array |
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*/ |
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public function getHighs(int $resolution, bool $useCoefficient = false): array |
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{ |
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return |
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1 |
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$this->mulArr( |
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1 |
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$this->highs[$resolution] ?? [], |
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1 |
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$useCoefficient |
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); |
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} |
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/** |
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* @param int $resolution |
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* @param bool $useCoefficient |
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* @return null|float |
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*/ |
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1 |
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public function getLastHigh(int $resolution, bool $useCoefficient = false): ?float |
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{ |
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return |
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1 |
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$this->lastElement($this->highs[$resolution] ?? [], $useCoefficient); |
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} |
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/** |
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* @param array $element |
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* @param bool $useCoefficient |
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* @return null|float |
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*/ |
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private function lastElement(array $element, bool $useCoefficient = false): ?float |
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{ |
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1 |
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if (false !== $lastElement = end($element)) { |
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return |
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$this->mul( |
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1 |
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$lastElement, |
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1 |
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$useCoefficient |
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); |
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} |
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1 |
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return null; |
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} |
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private function mul(float $value, bool $useCoefficient): float |
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{ |
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if ($useCoefficient && $this->coefficient !== 1) { |
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$value *= $this->coefficient; |
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} |
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return $value; |
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} |
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/** |
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* @param int $resolution |
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* @param bool $useCoefficient |
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* @return array |
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*/ |
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1 |
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public function getLows(int $resolution, bool $useCoefficient = false): array |
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{ |
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return |
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1 |
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$this->mulArr( |
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1 |
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$this->lows[$resolution] ?? [], |
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1 |
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$useCoefficient |
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); |
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} |
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/** |
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* @param int $resolution |
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* @param bool $useCoefficient |
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* @return null|float |
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*/ |
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1 |
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public function getLastLow(int $resolution, bool $useCoefficient = false): ?float |
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{ |
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return |
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1 |
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$this->lastElement($this->lows[$resolution] ?? [], $useCoefficient); |
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} |
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/** |
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* @param int $resolution |
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* @param bool $useCoefficient |
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* @return array |
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*/ |
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1 |
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public function getCloses(int $resolution, bool $useCoefficient = false): array |
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{ |
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return |
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1 |
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$this->mulArr( |
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1 |
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$this->closes[$resolution] ?? [], |
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1 |
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$useCoefficient |
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); |
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} |
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/** |
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* @param int $resolution |
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273
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* @param bool $useCoefficient |
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* @return null|float |
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275
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*/ |
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276
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1 |
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public function getLastClose(int $resolution, bool $useCoefficient = false): ?float |
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277
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{ |
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278
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return |
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279
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1 |
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$this->lastElement($this->closes[$resolution] ?? [], $useCoefficient); |
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} |
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282
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/** |
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283
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* @param int $resolution |
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284
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* @return array |
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285
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*/ |
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286
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1 |
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public function getVolumes(int $resolution): array |
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287
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{ |
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288
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return |
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289
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1 |
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$this->volumes[$resolution] ?? []; |
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290
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} |
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291
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292
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/** |
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293
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* @codeCoverageIgnore |
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294
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*/ |
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295
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public function dump(): void |
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296
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{ |
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297
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if (\defined('APP_DEBUG') && APP_DEBUG) { |
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298
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$result = []; |
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299
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$pair = $this->getPair(); |
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300
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foreach (static::RESOLUTIONS as $resolution) { |
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301
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$count = \count($this->timestamps[$resolution] ?? []); |
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302
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$result[] = |
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303
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sprintf( |
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304
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'%s [%s] %s %s %s %s %s %s %s', |
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305
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$this->current[$resolution]['timestamp'], |
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306
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RESOLUTION_ALIASES[$resolution], |
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307
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$count, |
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308
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$pair, |
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309
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$this->current[$resolution]['opens'], |
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310
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$this->current[$resolution]['high'], |
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311
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$this->current[$resolution]['low'], |
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312
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$this->current[$resolution]['close'], |
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313
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$this->current[$resolution]['volume'] |
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314
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); |
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315
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} |
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316
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dump($result); |
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317
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} |
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318
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} |
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319
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320
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/** |
|
321
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* @return string |
|
322
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|
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*/ |
|
323
|
57 |
|
public function getPair(): string |
|
324
|
|
|
{ |
|
325
|
57 |
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return $this->pair; |
|
326
|
|
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} |
|
327
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328
|
14 |
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private function setCurrent( |
|
329
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|
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int $resolution, |
|
330
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|
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int $timestamp, |
|
331
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|
|
float $open, |
|
332
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|
|
float $high, |
|
333
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|
|
float $low, |
|
334
|
|
|
float $close, |
|
335
|
|
|
float $volume |
|
336
|
|
|
): void { |
|
337
|
14 |
|
$this->current[$resolution]['timestamp'] = $timestamp; |
|
338
|
14 |
|
$this->current[$resolution]['opens'] = $open; |
|
339
|
14 |
|
$this->current[$resolution]['high'] = $high; |
|
340
|
14 |
|
$this->current[$resolution]['low'] = $low; |
|
341
|
14 |
|
$this->current[$resolution]['close'] = $close; |
|
342
|
14 |
|
$this->current[$resolution]['volume'] = $volume; |
|
343
|
14 |
|
} |
|
344
|
|
|
|
|
345
|
14 |
|
private function updateLast(int $resolution): void |
|
346
|
|
|
{ |
|
347
|
14 |
|
$this->timestamps[$resolution][] = $this->current[$resolution]['timestamp']; |
|
348
|
14 |
|
$this->opens[$resolution][] = $this->current[$resolution]['opens']; |
|
349
|
14 |
|
$this->highs[$resolution][] = $this->current[$resolution]['high']; |
|
350
|
14 |
|
$this->lows[$resolution][] = $this->current[$resolution]['low']; |
|
351
|
14 |
|
$this->closes[$resolution][] = $this->current[$resolution]['close']; |
|
352
|
14 |
|
$this->volumes[$resolution][] = $this->current[$resolution]['volume']; |
|
353
|
14 |
|
} |
|
354
|
|
|
} |
|
355
|
|
|
|
alecrabbit /
twrb-php-components
This check looks for parameters that have been defined for a function or method, but which are not used in the method body.