[pshaiCmd] HighSpeedPrices

DefineCommand('HighSpeedPrices', 'Returns OHLCV data arrays with latest ticker data added')

local interval = DefineParameter(NumberType, 'interval', 'Price data interval', false, 0, 'InputInterval, Number')
local market = DefineParameter(StringType, 'market', 'Market for data', false, PriceMarket(), 'PriceMarket, InputMarket, InputAccountMarket')
local hlcStyle = DefineParameter(BooleanType, 'hlcStyle', 'When enabled, the data returned will be adjusted for HLC instead of OHLC. Meaning that the OHL data can change.', false, false, 'True, False, Input')

local roundDown = function(x, a)
    return x - (x % a)
end

if interval == 0 then interval = CurrentInterval() end

local time = roundDown(Time(), interval * 60)
local time2 = roundDown(Time(), 60)
local cp = CurrentPrice(market)

local fo = Load('fo')
local fh = Load('fh')
local fl = Load('fl')
local fv = Load('fv')

if Load('pt', 0) != time then
    fo = cp.open
    fh = cp.high
    fl = cp.low
    fv = cp.volume
    Save('pt', time)
    Save('pt2', time2)
else
    fh = ArrayGet(Max(fh, cp.high), 1)
    fl = ArrayGet(Min(fl, cp.low), 1)
    
    if Load('pt2', 0) != time2 then
        fv = fv + cp.volume
        Save('pt2', time2)
    end
end

Save('fo', fo)
Save('fh', fh)
Save('fl', fl)
Save('fv', fv)

local o = OpenPrices(interval, true, market, hlcStyle)
local h = HighPrices(interval, true, market, hlcStyle)
local l = LowPrices(interval, true, market, hlcStyle)
local c = ClosePrices(interval, true, market, hlcStyle)
local hl = HLPrices(interval, true, market, hlcStyle)
local hlc = HLCPrices(interval, true, market, hlcStyle)
local ohlc = OHLCPrices(interval, true, market, hlcStyle)
local v = GetVolume(interval, true, market, hlcStyle)

o = ArrayUnshift(o, fo)
h = ArrayUnshift(h, fh)
l = ArrayUnshift(l, fl)
c = ArrayUnshift(c, cp.close)
hl = ArrayUnshift(hl, (fh + fl) / 2)
hlc = ArrayUnshift(hlc, (fh + fl + cp.close) / 3)
ohlc = ArrayUnshift(ohlc, (fo + fh + fl + cp.close) / 4)
v = ArrayUnshift(v, fv)

local result = {
    open = o,
    high = h,
    low = l,
    close = c,
    hl = hl,
    hlc = hlc,
    ohlc = ohlc,
    volume = v
    }

DefineOutput(ListDynamicType, result)

DefineOutputIndex(1, ListNumberType, 'open', 'Open prices')
DefineOutputIndex(2, ListNumberType, 'high', 'High prices')
DefineOutputIndex(3, ListNumberType, 'low', 'Low prices')
DefineOutputIndex(4, ListNumberType, 'close', 'Close prices')
DefineOutputIndex(5, ListNumberType, 'hl', 'Mid-prices')
DefineOutputIndex(6, ListNumberType, 'hlc', 'Typical prices')
DefineOutputIndex(7, ListNumberType, 'ohlc', 'Average prices')
DefineOutputIndex(8, ListNumberType, 'volume', 'Volumes')