public function get_ohlc($pair, $start, $end, $bid_offer, $timeslice, $lag = 0)
{
//to seconds factor lookup
$this->to_seconds_factor['s'] = 1;
$this->to_seconds_factor['m'] = 60;
$this->to_seconds_factor['h'] = 60 * 60;
$this->to_seconds_factor['d'] = 60 * 60 * 24;
//predis class
require 'Predis/lib/Predis/Autoloader.php';
Predis\Autoloader::register();
// set some utility variables
$range = $end - $start;
$startTime = gmstrftime('%Y-%m-%d %H:%M:%S', $start / 1000);
$endTime = gmstrftime('%Y-%m-%d %H:%M:%S', $end / 1000);
//set suggested timeslice depending on range
//[1s,5s,10s,20s,30s,1m,5m,10m,20m,30m,1h,2h,3h,6h,1d,1w,1M]
if (!isset($timeslice)) {
$stick_threshold = 300;
//on screen count threshold
//seconds
if ($range < $stick_threshold * 1000) {
$timeslice = '1s';
} elseif ($range < $stick_threshold * 5 * 1000) {
$timeslice = '5s';
} elseif ($range < $stick_threshold * 10 * 1000) {
$timeslice = '10s';
} elseif ($range < $stick_threshold * 20 * 1000) {
$timeslice = '20s';
} elseif ($range < $stick_threshold * 30 * 1000) {
$timeslice = '30s';
//minutes
} elseif ($range < $stick_threshold * 60 * 1000) {
$timeslice = '1m';
} elseif ($range < $stick_threshold * 60 * 5 * 1000) {
$timeslice = '5m';
} elseif ($range < $stick_threshold * 60 * 10 * 1000) {
$timeslice = '10m';
} elseif ($range < $stick_threshold * 60 * 20 * 1000) {
$timeslice = '20m';
} elseif ($range < $stick_threshold * 60 * 30 * 1000) {
$timeslice = '30m';
//hour
} elseif ($range < $stick_threshold * 60 * 60 * 1000) {
$timeslice = '1h';
} elseif ($range < $stick_threshold * 60 * 60 * 2 * 1000) {
$timeslice = '2h';
} elseif ($range < $stick_threshold * 60 * 60 * 3 * 1000) {
$timeslice = '3h';
} elseif ($range < $stick_threshold * 60 * 60 * 6 * 1000) {
$timeslice = '6h';
//day
} elseif ($range < $stick_threshold * 60 * 60 * 24 * 1000) {
$timeslice = '1d';
//week
} elseif ($range < $stick_threshold * 60 * 60 * 7 * 1000) {
$timeslice = '1w';
//month
} else {
$timeslice = '1M';
}
}
//validate and parse timeslice
if (!preg_match('/^(?P<dur>\\d+)(?P<len>s|m|h|d|w|M)$/', $timeslice, $matches)) {
die("Invalid timeslice parameter: {$timeslice}");
}
//timeslice duration (1,2,3,4,..)
$ts_duration = $matches['dur'];
//timeslice length (s,m,h,d,w,M)
$ts_len = $matches['len'];
//check durations modulus of parent
//60 seconds in a minute and 60 minute in an hour
if (in_array($ts_len, array('s', 'm'))) {
if (60 % $ts_duration != 0) {
//not evenly divisable by 60
die("Invalid 1timeslice parameter: {$ts_duration}{$ts_len}");
}
}
//24 hours in day
if (in_array($ts_len, array('h'))) {
if (24 % $ts_duration != 0) {
//not evenly divisable by 24
die("Invalid timeslice parameter: {$ts_duration}{$ts_len}");
}
}
//max 2 day|week|month
if (in_array($ts_len, array('d', 'w', 'M'))) {
if ($ts_duration > 2) {
//not valid duration
die("Invalid timeslice parameter: {$ts_duration}{$ts_len}");
}
}
//check are not cacheing week and month
$is_caching = in_array($ts_len, array('w', 'M')) ? false : true;
//add lag
if ($lag > 0) {
if (!in_array($ts_len, array('w', 'M'))) {
//to sec
$sec = $this->to_seconds_factor[$ts_len] * $ts_duration;
//lag start
$start = (ceil($start / 1000 / $sec) * $sec - $sec * $lag) * 1000;
} else {
if ($ts_len == 'w') {
$date = date_create_from_format('U', $start);
date_sub($date, date_interval_create_from_date_string("{$lag} weeks"));
}
if ($ts_len == 'M') {
$date = date_create_from_format('U', $start);
date_sub($date, date_interval_create_from_date_string("{$lag} months"));
}
//save new start
$start = date_format($date, 'U') * 1000;
}
}
//if no week or Month, round start/end time to match candle length
if (!in_array($ts_len, array('w', 'M'))) {
//to sec
$sec = $this->to_seconds_factor[$ts_len] * $ts_duration;
//round up start time, round down end time
$startTime = date('Y-m-d H:i:s', ceil($start / 1000 / $sec) * $sec);
//round down end time
$endTime = date('Y-m-d H:i:s', floor($end / 1000 / $sec) * $sec + $sec - 1);
}
//init vars
$time_slices = array();
$result = array();
$ranges = array();
$cache = array();
$time_slices = array();
$empty_time_slices = array();
$is_cache_miss = false;
$redis = new Predis\Client();
$redis_zset = "{$pair}:{$bid_offer}:{$timeslice}";
//query redis cache
if ($is_caching) {
//get list of expected time slices
$time_slices = $this->buildTimeSlices($ts_len, $ts_duration, $start / 1000, $end / 1000);
//check redis cache
$return = $redis->zrangebyscore($redis_zset, $start / 1000, $end / 1000, array('withscores' => true));
//build cache datastructure
foreach ($return as $row) {
$cache[$row[1]] = $row[0];
}
//get empty timeslices
$return = $redis->zrangebyscore('empty:' . $redis_zset, $start / 1000, $end / 1000, array('withscores' => true));
//remove empty timeslices from time_slices
foreach ($return as $row) {
unset($time_slices[$row[1]]);
}
//find missing slices
$cache_miss_slices = array_diff_key($time_slices, $cache);
//check for cache misses
if (count($cache_miss_slices) > 0) {
$is_cache_miss = true;
$redis->incr('cache_misses');
//get ranges for missing slices
$ranges = $this->buildRangeFromMissingTimeSlices($ts_len, $ts_duration, $cache_miss_slices);
} else {
$redis->incr('cache_hits');
$results = $cache;
}
} else {
//build full range
$ranges[] = array('startTime' => $startTime, 'endTime' => $endTime);
}
//hit database if we are not caching or if we have a cache miss
if (!$is_caching || $is_cache_miss) {
//db
$return = $this->fetchMySQLAndCache($ts_len, $ts_duration, $is_cache_miss ? $cache_miss_slices : $time_slices, $ranges, $is_caching, $redis, $redis_zset, $pair, $bid_offer);
//add missing slices to cache obj
if ($is_cache_miss) {
foreach ($return as $row) {
extract($row);
$cache[$datetime] = "[{$datetime},{$open},{$high},{$low},{$close},{$vol}]";
}
//sort by key (timestamp)
ksort($cache);
$results = $cache;
} else {
//build non cached results results
foreach ($return as $row) {
extract($row);
$results[] = "[{$datetime},{$open},{$high},{$low},{$close},{$vol}]";
}
}
}
return $results;
}
