Basic analytics on records read from exchange, transformed and publis…

…hed to Redis in #18

src/client.js

@@ -10,13 +10,44 @@ client.on('connect', function() {
     console.log('Connected to Redis Server');
 });
 
-// Subscribe to Redis channel and output values
+// Basic analytics on trades (count, amount)
+function tradeAnalytics (records) {
+  var ta = [];
+  var ta_entity = [];
+  ta.count = records.length;
+  for ( var i=0; i < records.length; i++ ) {
+    ta_entity.push(records[i].tr_amount);
+  }
+  ta.sum = (ta_entity.reduce((previous, current) => current += previous)).toFixed(1);
+  ta.avg = (ta.sum/ta.count).toFixed(1);
+  ta_entity.sort((a, b) => a - b);
+  var r_lowMiddle = Math.floor((ta_entity.length - 1) / 2);
+  var r_highMiddle = Math.ceil((ta_entity.length - 1) / 2);
+  ta.median = ((ta_entity[r_lowMiddle]+ta_entity[r_highMiddle])/2).toFixed(1);
+  return ta;
+}
+
 function clientSubscribe(conn) {
   console.log('Connection:' , conn );
   client.subscribe(conn.exchange + ':' + conn.symbol);
+  var mgb = [];
+  var mgs = [];
+  var sta = [];
+  var bta = [];
+
   client.on("message", function(channel, message) {
     const msg = JSON.parse(message);
-    console.log(channel,msg.tr_id,msg.tr_side,msg.tr_amount,msg.tr_price,msg.tr_timestamp);
+    if ( msg.tr_side == 'BUY') {
+      mgb.push(msg);
+      bta = tradeAnalytics(mgb);
+    }
+    if ( msg.tr_side == 'SELL') {
+      mgs.push(msg);
+      sta = tradeAnalytics(mgs);
+    }
+    delta = bta.sum - sta.sum;
+    console.log('[R]',msg.tr_id,msg.tr_side,msg.tr_amount,msg.tr_price,msg.tr_timestamp,'[BS]',bta.count,bta.avg,bta.median,'[SS]',sta.count,sta.avg,sta.median, '[DS]', delta.toFixed(0));
+    //console.log('[Record]',msg.tr_id,msg.tr_side,msg.tr_amount,msg.tr_price,msg.tr_timestamp);
   });
 }