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WIP: added rough poc for absorbance indicator #48

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WIP: added rough poc for absorbance indicator #48

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c1290ea
added rough poc for absorbance indicator
zancolo Jul 9, 2019
8cb3781
[ socket ] fixed bug in lastPrice
zancolo Jul 10, 2019
7b8517f
[ counters ] added move to all arrays
zancolo Jul 10, 2019
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146 changes: 109 additions & 37 deletions src/components/Counters.vue
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -2,7 +2,7 @@
<div id="counters" class="counters">
<ul ref="countersList">
<li
v-for="(sum, index) of stackedSums"
v-for="(obj, index) of stackedSums"
:key="`sum-${index}`"
v-if="!hideIncompleteCounter || index <= completed"
class="counters__item"
Expand All @@ -17,19 +17,37 @@
@output="updateCounterStep(index, $event)"
></editable>
</div>
<div
class="counter__up"
:style="{ flexBasis: (sum[0] / (sum[0] + sum[1])) * 100 + '%' }"
:data-amount="$root.formatAmount(sum[0], 2)"
>
<div v-if="index === 0" class="counter__light"></div>
</div>
<div
class="counter__down"
:style="{ flexBasis: (sum[1] / (sum[0] + sum[1])) * 100 + '%' }"
:data-amount="$root.formatAmount(sum[1], 2)"
>
<div v-if="index === 0" class="counter__light"></div>
<div class="counter__row">
<div>
<div
class="counter__up"
:style="{ flexBasis: (obj.volumeUp / (obj.volumeUp+obj.volumeDown)) * 100 + '%' }"
:data-amount="$root.formatAmount(obj.volumeUp, 2)"
>
<div v-if="index === 0" class="counter__light"></div>
</div>
<div
class="counter__down"
:style="{ flexBasis: (obj.volumeDown / (obj.volumeUp+obj.volumeDown)) * 100 + '%' }"
:data-amount="$root.formatAmount(obj.volumeDown, 2)"
>
<div v-if="index === 0" class="counter__light"></div>
</div>
</div>
<div>
<div
class="counter__up"
:style="{ flexBasis: (obj.moveUp / (obj.moveUp+obj.moveDown)) * 100 + '%' }"
:data-amount="$root.formatAmount(obj.moveUp, 2)"
>
</div>
<div
class="counter__down"
:style="{ flexBasis: (obj.moveDown / (obj.moveUp+obj.moveDown)) * 100 + '%' }"
:data-amount="$root.formatAmount(obj.moveDown, 2)"
>
</div>
</div>
</div>
<div
class="counter__delete icon-cross"
Expand All @@ -54,7 +72,7 @@ export default {
stackedSums: [],
counters: [],
complete: 0,
queue: [0, 0],
queue: [0, 0, 0, 0],
strength: [0, 0],
}
},
Expand All @@ -79,8 +97,8 @@ export default {
for (let i = this.counters.length; i < this.countersSteps.length; i++) {
this.labels.push(this.$root.ago(now - this.countersSteps[i]))
this.counters.push([])
this.strictSums.push([0, 0])
this.stackedSums.push([0, 0])
this.strictSums.push([0, 0, 0, 0])
this.stackedSums.push({volumeUp:0,volumeDown:0,moveUp:0,moveDown:0})
}
}

Expand Down Expand Up @@ -145,28 +163,44 @@ export default {

let upVolume = 0
let downVolume = 0
let upMove = 0
let downMove = 0

for (let index = 0; index < trades.length; index++) {
if (trades[index][4] > 0) {
upMove += trades[index][6]
upVolume += trades[index][3] * (this.preferQuoteCurrencySize ? trades[index][2] : 1)
} else {
downMove += trades[index][6]
downVolume += trades[index][3] * (this.preferQuoteCurrencySize ? trades[index][2] : 1)
}
}

this.queue[0] += upVolume
this.queue[1] += downVolume
this.queue[2] += upMove
this.queue[3] += downMove

for (let index = 0; index < this.stackedSums.length; index++) {
this.$set(
this.stackedSums[index],
0,
this.stackedSums[index][0] + upVolume
"moveUp",
this.stackedSums[index].moveUp + upMove,
)
this.$set(
this.stackedSums[index],
"moveDown",
this.stackedSums[index].moveDown + downMove,
)
this.$set(
this.stackedSums[index],
"volumeUp",
this.stackedSums[index].volumeUp + upVolume,
)
this.$set(
this.stackedSums[index],
1,
this.stackedSums[index][1] + downVolume
"volumeDown",
this.stackedSums[index].volumeDown + downVolume,
)

if (!this.cumulativeCounters) {
Expand All @@ -187,21 +221,25 @@ export default {

const now = +new Date()

if (this.queue[0] || this.queue[1]) {
this.counters[0].push([now, this.queue[0], this.queue[1]])
this.strictSums[0][0] += this.queue[0]
this.strictSums[0][1] += this.queue[1]

this.queue[0] = this.queue[1] = 0
if (this.queue[0] || this.queue[1]|| this.queue[2]|| this.queue[3]) {
this.counters[0].push([now, this.queue[0], this.queue[1], this.queue[2], this.queue[3]])
for(var i=0; i < 4;++i) {
this.strictSums[0][i] += this.queue[i]
this.queue[i]=0
}
}

let stepIndex = 0
let stackedUpVolume = 0
let stackedDownVolume = 0
let stackedUpMove = 0
let stackedDownMove = 0

for (let step of this.countersSteps) {
let upVolume = 0
let downVolume = 0
let upMove = 0
let downMove = 0

let i

Expand All @@ -212,18 +250,24 @@ export default {

upVolume += this.counters[stepIndex][i][1]
downVolume += this.counters[stepIndex][i][2]
upMove += this.counters[stepIndex][i][3]
downMove += this.counters[stepIndex][i][4]
}

if (i > 0) {
const expired = this.counters[stepIndex].splice(0, i)

this.strictSums[stepIndex][0] -= upVolume
this.strictSums[stepIndex][1] -= downVolume
this.strictSums[stepIndex][2] -= upMove
this.strictSums[stepIndex][3] -= downMove

if (this.counters[stepIndex + 1]) {
this.counters[stepIndex + 1].push(...expired)
this.strictSums[stepIndex + 1][0] += upVolume
this.strictSums[stepIndex + 1][1] += downVolume
this.strictSums[stepIndex + 1][2] += upMove
this.strictSums[stepIndex + 1][3] += downMove

if (this.completed < stepIndex) {
this.completed = stepIndex
Expand All @@ -234,13 +278,19 @@ export default {
if (!this.cumulativeCounters) {
stackedUpVolume = 0
stackedDownVolume = 0
stackedUpMove = 0
stackedDownMove = 0
}

stackedUpVolume += this.strictSums[stepIndex][0]
stackedDownVolume += this.strictSums[stepIndex][1]
stackedUpMove += this.strictSums[stepIndex][2]
stackedDownMove += this.strictSums[stepIndex][3]

this.$set(this.stackedSums[stepIndex], 0, parseFloat(stackedUpVolume))
this.$set(this.stackedSums[stepIndex], 1, parseFloat(stackedDownVolume))
this.$set(this.stackedSums[stepIndex], "volumeUp", parseFloat(stackedUpVolume))
this.$set(this.stackedSums[stepIndex], "volumeDown", parseFloat(stackedDownVolume))
this.$set(this.stackedSums[stepIndex], "moveUp", parseFloat(stackedUpMove))
this.$set(this.stackedSums[stepIndex], "moveDown", parseFloat(stackedDownMove))

stepIndex++
}
Expand All @@ -263,17 +313,20 @@ export default {

const isBuy = +trade[4] > 0 ? true : false
const amount = trade[3] * (this.preferQuoteCurrencySize ? trade[2] : 1)

const move = trade[6]
if (
stacks.length &&
trade[1] - stacks[stacks.length - 1][0] < this.counterPrecision
) {
stacks[stacks.length - 1][isBuy ? 1 : 2] += amount
stacks[stacks.length - 1][isBuy ? 3 : 4] += move
} else {
stacks.push([
+trade[1],
isBuy ? amount : 0,
!isBuy ? amount : 0,
isBuy ? move : 0,
!isBuy ? move : 0
])
}
}
Expand All @@ -293,16 +346,18 @@ export default {
for (let index = 0; index < this.countersSteps.length; index++) {
if (stack[0] > now - this.countersSteps[index]) {
this.counters[index].push(stack)
this.strictSums[index][0] += stack[1]
this.strictSums[index][1] += stack[2]

for(let i = 0; i < 4;++i) {
this.strictSums[index][i] += stack[i+1]
}
break
}
}
}

let stackedUpVolume = 0
let stackedDownVolume = 0
let stackedUpMove = 0
let stackedDownMove = 0
let completed = 0

for (let index = 0; index < this.countersSteps.length; index++) {
Expand All @@ -311,13 +366,20 @@ export default {
if (!this.cumulativeCounters) {
stackedUpVolume = 0
stackedDownVolume = 0
stackedUpMove = 0
stackedDownMove = 0

}

stackedUpVolume += this.strictSums[index][0]
stackedDownVolume += this.strictSums[index][1]
stackedUpMove += this.strictSums[index][2]
stackedDownMove += this.strictSums[index][3]

this.$set(this.stackedSums[index], 0, parseFloat(stackedUpVolume))
this.$set(this.stackedSums[index], 1, parseFloat(stackedDownVolume))
this.$set(this.stackedSums[index], "volumeUp", parseFloat(stackedUpVolume))
this.$set(this.stackedSums[index], "volumeDown", parseFloat(stackedDownVolume))
this.$set(this.stackedSums[index], "moveUp", parseFloat(stackedUpMove))
this.$set(this.stackedSums[index], "moveDown", parseFloat(stackedDownMove))

if (stacks[0][0] < now - this.countersSteps[index] * 0.99) {
completed = index
Expand Down Expand Up @@ -367,8 +429,8 @@ export default {
for (let i = 0; i < this.countersSteps.length; i++) {
this.labels.push(this.$root.ago(now - this.countersSteps[i]))
this.counters.push([])
this.strictSums.push([0, 0])
this.stackedSums.push([0, 0])
this.strictSums.push([0, 0,0,0])
this.stackedSums.push({volumeUp:0,volumeDown:0,moveUp:0,moveDown:0})
}

const trades = this.getTicksTrades()
Expand Down Expand Up @@ -477,6 +539,16 @@ export default {
}
}

.counter__row {
display: flex;
flex-basis: 100%;
flex-flow: column nowrap;
div {
display:flex;
flex-basis: 50%;
}
}

.counters__item {
> div {
padding: 0.25em;
Expand Down
14 changes: 14 additions & 0 deletions src/services/socket.js
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -112,6 +112,18 @@ const emitter = new Vue({

trades = trades.sort((a, b) => a[1] - b[1])

trades.forEach((trade) => {
if(exchange.lastPrice) {
//buy trade making upMove -> positive
//sell trade making downMove -> positive
//otherwise -> "against" the trade -> negative
trade[6] = (trade[2] - exchange.lastPrice)*(trade[4] > 0 ? 1:-1)
} else {
trade[6] = 0 //otherwise its NaN ... not so good
}
exchange.lastPrice= trade[2]
})

this.queue = this.queue.concat(trades)

if (!this.isReplaying) {
Expand Down Expand Up @@ -331,6 +343,8 @@ const emitter = new Vue({
emitTrades(trades, event = 'trades.instant') {
let upVolume = 0
let downVolume = 0
let upMove = 0
let downMove = 0

const output = trades.filter((a) => {
if (this.actives.indexOf(a[0]) === -1) {
Expand Down