Topic: Need advice on building OHLC or candlestick charts (Read 93 times)
Ask their support may be they have some sort of API that provide the required data to build your own candle chart.
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 ?
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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