dema-2.js

var OKCoin = require("okcoin-ws");
var talib = require("talib");
var fs = require("fs");
var jsonfile = require("jsonfile");
var _ = require("lodash");
var Q = require("q");

var buy_treshold = 0.25;
var sell_treshold = 0.25;

var file = 'okcoin.json';
var obj = {};


// execute SMA indicator function with time period 180
function ta(name, inReal, period, callback) {
    talib.execute({
        name: name,
        startIdx: 0,
        endIdx: inReal.close.length - 1,
        inReal: inReal.close,
        optInTimePeriod: period
    }, function (data) {
        if (typeof(data.result) == 'undefined') {
            callback([]);
        } else {
            callback(data.result.outReal);
        }
    });
}

var okcoin = new OKCoin('cn');
var marketData = {};

okcoin.subscribe({
    'ok_btccny_kline_1min': function cb(data, err) {
        jsonfile.readFile(file, function (err, obj) {
            marketData = obj;

            console.log(marketData.close.length);

            if (!isNaN(data[0])) {
                obj.timestamp.push(data[0]);
                obj.open.push(data[1]);
                obj.high.push(data[2]);
                obj.low.push(data[3]);
                obj.close.push(data[4]);
                obj.volume.push(data[5]);
            } else {
                data.forEach(function(e, index, array) {
                    obj.timestamp.push(array[index][0]);
                    obj.open.push(array[index][1]);
                    obj.high.push(array[index][2]);
                    obj.low.push(array[index][3]);
                    obj.close.push(array[index][4]);
                    obj.volume.push(array[index][5]);
                });
            }

            var demaData14;
            var dema14 = function() {
                var d = Q.defer();
                ta('DEMA', marketData, 14, function(result) {
                    demaData14 = result;
                    d.resolve();
                });
                return d.promise;
            };

            var demaData21;
            var dema21 = function() {
                var d = Q.defer();
                ta('DEMA', marketData, 21, function(result) {
                    demaData21 = result;
                    d.resolve();
                });
                return d.promise;
            };

            Q.all([ dema14(), dema21() ]).done(function() {
                var short = _.last(demaData14);
                var long = _.last(demaData21);
                var diff = 100 * (short - long) / ((short + long) / 2)

                console.log(short);
                console.log(long);
                console.log(diff);

                if (diff > buy_treshold) {
                    console.log("Buy");
                } else {
                    if (diff < -sell_treshold) {
                        console.log("Sell");
                    }
                }
            });

            jsonfile.writeFile(file, obj, {spaces: 2}, function (err) {
                //console.error(err)
            });
        });
    },
    'ok_btccny_depth': function cb(data, err) {
        //console.log(data);
    }
});