import { OHLCVData, TechnicalIndicators } from '../types.js';
import { RSI, EMA, MACD, BollingerBands } from 'technicalindicators';
import { config } from '../config.js';
import { logger } from '../utils/logger.js';
export class TechnicalAnalyzer {
private priceHistory: Map<string, OHLCVData[]> = new Map();
private readonly MAX_HISTORY = 200;
addPriceData(tokenAddress: string, data: OHLCVData): void {
if (!this.priceHistory.has(tokenAddress)) {
this.priceHistory.set(tokenAddress, []);
}
const history = this.priceHistory.get(tokenAddress)!;
history.push(data);
// Keep only MAX_HISTORY entries
if (history.length > this.MAX_HISTORY) {
history.shift();
}
this.priceHistory.set(tokenAddress, history);
}
getPriceHistory(tokenAddress: string, periods: number = 100): OHLCVData[] {
const history = this.priceHistory.get(tokenAddress) || [];
return history.slice(-periods);
}
calculateIndicators(tokenAddress: string): TechnicalIndicators | null {
const history = this.getPriceHistory(tokenAddress);
if (history.length < config.emaLongPeriod + 10) {
logger.debug(`Insufficient data for ${tokenAddress}: ${history.length} candles`);
return null;
}
try {
const closes = history.map(h => h.close);
const highs = history.map(h => h.high);
const lows = history.map(h => h.low);
const volumes = history.map(h => h.volume);
// Calculate RSI
const rsiValues = RSI.calculate({
values: closes,
period: config.rsiPeriod,
});
const rsi = rsiValues[rsiValues.length - 1] || 50;
// Calculate EMAs
const emaShortValues = EMA.calculate({
values: closes,
period: config.emaShortPeriod,
});
const emaLongValues = EMA.calculate({
values: closes,
period: config.emaLongPeriod,
});
const emaShort = emaShortValues[emaShortValues.length - 1] || closes[closes.length - 1];
const emaLong = emaLongValues[emaLongValues.length - 1] || closes[closes.length - 1];
// Calculate MACD
const macdValues = MACD.calculate({
values: closes,
fastPeriod: 12,
slowPeriod: 26,
signalPeriod: 9,
SimpleMAOscillator: false,
SimpleMASignal: false,
});
const latestMacd = macdValues[macdValues.length - 1] || { MACD: 0, signal: 0, histogram: 0 };
// Calculate Bollinger Bands
const bbValues = BollingerBands.calculate({
values: closes,
period: 20,
stdDev: 2,
});
const latestBB = bbValues[bbValues.length - 1] || {
upper: closes[closes.length - 1] * 1.02,
middle: closes[closes.length - 1],
lower: closes[closes.length - 1] * 0.98
};
// Calculate volume metrics
const volumeAverage = volumes.slice(-20).reduce((a, b) => a + b, 0) / Math.min(20, volumes.length);
const currentVolume = volumes[volumes.length - 1];
const volumeSpike = currentVolume > volumeAverage * config.volumeSpikeMultiplier;
return {
rsi,
emaShort,
emaLong,
macd: {
macd: latestMacd.MACD || 0,
signal: latestMacd.signal || 0,
histogram: latestMacd.histogram || 0,
},
bollingerBands: {
upper: latestBB.upper,
middle: latestBB.middle,
lower: latestBB.lower,
},
volumeAverage,
volumeSpike,
};
} catch (error) {
logger.error(`Error calculating indicators for ${tokenAddress}:`, error);
return null;
}
}
clearHistory(tokenAddress: string): void {
this.priceHistory.delete(tokenAddress);
}
clearAllHistory(): void {
this.priceHistory.clear();
}
}
export const technicalAnalyzer = new TechnicalAnalyzer();
