[HaasScriptPrices] Ko’s HSP: All HighSpeedPrices

DefineCommand('HSP', 'Returns o, h, l, c, v, a, b, hl, hlc, hlcc, ohlc data arrays with latest ticker data added. Based on Pshai\'s [HighSpeedPrices Returns OHLCV] Added: ask, bid (changed OutputIndex 1-7 so it matches included CurrentPrice: ohlcvab object key order) and Weighted Close Price to get All variations on price found in HTS')

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 fc = Load('fc')
local fv = Load('fv')
local fa = Load('fa')
local fb = Load('fb')

if Load('pt', 0) != time then
    fo = cp.open
    fh = cp.high
    fl = cp.low
    fc = cp.close
    fv = cp.volume
    fa = cp.ask
    fb = cp.bid
    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('fc', fc)
Save('fv', fv)
Save('fa', fa)
Save('fb', fb)

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 v = GetVolume(interval, true, market, hlcStyle)
local a = AskPrices(interval, true, market, hlcStyle)
local b = BidPrices(interval, true, market, hlcStyle)
local hl = HLPrices(interval, true, market, hlcStyle)
local hlc = HLCPrices(interval, true, market, hlcStyle)
local hlcc = HLCPrices(interval, true, market, hlcStyle)
local ohlc = OHLCPrices(interval, true, market, hlcStyle)

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

local result = {
    open = o,
    high = h,
    low = l,
    close = c,
    volume = v,
    ask = a,
    bid = b,
    median = hl,
    typical = hlc,
    weightedclose = hlcc,
    average = ohlc
    }

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, 'volume', 'Volumes')
DefineOutputIndex(6, ListNumberType, 'ask', 'Ask prices')
DefineOutputIndex(7, ListNumberType, 'bid', 'Bid prices')
DefineOutputIndex(8, ListNumberType, 'hl', 'Median prices')
DefineOutputIndex(9, ListNumberType, 'hlc', 'Typical prices')
DefineOutputIndex(10, ListNumberType, 'hlcc', 'Weighted Close prices') 
DefineOutputIndex(11, ListNumberType, 'ohlc', 'Average prices')