Candlize

Parse different types of trading data into candle format with optional Exponential Moving Average added. This script handles inputs in the format from bitcoincharts and in the format from poloniex. More formats might be added in the future.

To use with BitcoinCharts, collect hourly candles and add exponential moving averages on 8, 32 and 41 hour periods:

wget http://api.bitcoincharts.com/v1/csv/okcoinCNY.csv.gz
cat ./okcoinCNY.csv.gz | gzip -d | candlizer --period 3600 --ema 8,32,41 > ./okcoinCNY-hourly-ema8-32-41.candles

For handling poloniex format, you must pass --intype poloniex and the content must be from the returnChartData API request.

curl 'https://poloniex.com/public?command=returnChartData&currencyPair=BTC_ETC&start=0&end=9999999999&period=14400' > poloniex_etc.json
cat poloniex_etc.json | candlizer --period 3600 --ema 8,32,41 > ./poloniex_etc-hourly-ema8-32-41.candles

The format of the candles is as follows:

{
    "date":1469332800,
    "open":0.00995001,
    "high":0.01,
    "low":0.00010098,
    "close":0.00194901,
    "ema8":0.00014014030141377024,
    "ema32":0.000035352665436410106,
    "ema41":0.000027608722724691292
}

API Usage

const Candlize = require('candlize');
const conf = {
    period: 3600,
    intype: Candlize.BITCOINCHARTS,
    ema: [8, 32, 41]
};
const candalizer = Candlize.create(conf, (out) => {
    console.log(JSON.stringify(out));
});
process.stdin.resume();
process.stdin.setEncoding('utf8');
process.stdin.on('data', candalizer.onData);
process.stdin.on('end', candalizer.onEnd);