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update stats calculation

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This commit is contained in:
jejolare 2025-07-28 18:24:54 +07:00
parent 125b6d8a3b
commit 802e1713ee
1 changed files with 47 additions and 34 deletions
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81
src/models/ExchangeTransactions.ts
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@ -9,6 +9,11 @@ import Transaction from '../schemes/Transaction';
import Order from '../schemes/Order';
import Pair from '../schemes/Pair.js';
interface OrderWithTransactions extends Order {
buy_orders: Transaction[];
sell_orders: Transaction[];
}
class ExchangeModel {
async runPairStatsDaemon() {
(async () => {
@ -68,9 +73,9 @@ class ExchangeModel {
date.setHours(date.getHours() - 24);
const firstTimestamp = date.getTime();
const firstTimestamp = 0;
const orders = await Order.findAll({
const orders = (await Order.findAll({
where: {
pair_id: pairId,
timestamp: {
@ -78,47 +83,55 @@ class ExchangeModel {
[Op.lte]: lastTimestamp,
},
},
order: [['timestamp', 'DESC']],
});
const lastOrderPrice = orders[0]?.price || NaN;
const firstOrderPrice = orders.at(-1)?.price || NaN;
include: [
{
model: Transaction,
as: 'buy_orders',
attributes: ['buy_order_id', 'sell_order_id', 'amount'],
required: true,
where: {
status: 'confirmed',
},
order: [['timestamp', 'ASC']],
},
],
const prices = orders.map((e) => e.price);
order: [['timestamp', 'ASC']],
})) as OrderWithTransactions[];
const allTransactionsWithPrices = orders
.flatMap((order) => order.buy_orders.map((transaction) => {
const buyOrderPrice = order.price;
return {
...transaction.toJSON(),
buy_order_price: buyOrderPrice,
};
}))
.sort((a, b) => a.timestamp - b.timestamp);
const firstOrderPrice = allTransactionsWithPrices[0]?.buy_order_price || NaN;
const lastOrderPrice = allTransactionsWithPrices.at(-1)?.buy_order_price || NaN;
const change_coefficient =
lastOrderPrice && firstOrderPrice
? new Decimal(lastOrderPrice).div(firstOrderPrice).minus(1).mul(100).toNumber()
: 0;
const prices = allTransactionsWithPrices.map((e) => e.buy_order_price);
const data = {
rate: new Decimal(lastOrderPrice).toNumber() || 0,
coefficient:
new Decimal(lastOrderPrice).div(firstOrderPrice).minus(1).mul(100).toNumber() ||
0,
rate: new Decimal(lastOrderPrice || '0').toNumber(),
coefficient: change_coefficient,
high: prices?.length ? Decimal.max(...prices).toNumber() : 0,
low: prices?.length ? Decimal.min(...prices).toNumber() : 0,
volume: 0,
};
if (data.high === 0) {
data.high = data.rate;
data.low = data.rate;
}
const transactions = await Transaction.findAll({
where: {
timestamp: {
[Op.gte]: firstTimestamp,
[Op.lte]: lastTimestamp,
},
status: 'confirmed',
},
});
for (const transaction of transactions) {
const buyOrder = await ordersModel.getOrderRow(transaction.buy_order_id);
const sellOrder = await ordersModel.getOrderRow(transaction.sell_order_id);
if (buyOrder && sellOrder && buyOrder.pair_id === parseInt(pairId, 10)) {
const price = Decimal.min(buyOrder.price, sellOrder.price).toFixed();
data.volume += new Decimal(transaction.amount).mul(price).toNumber();
}
for (const transaction of allTransactionsWithPrices) {
data.volume += new Decimal(transaction.amount)
.mul(transaction.buy_order_price)
.toNumber();
}
return { success: true, data };