-- Id: 20662
-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=65801

--+------------------------------------------------------------------+
--|                               Copyright © 2018, Gehtsoft USA LLC |
--|                                            http://fxcodebase.com |
--+------------------------------------------------------------------+
--|                                      Developed by : Mario Jemic  |
--|                                          mario.jemic@gmail.com   |
--+------------------------------------------------------------------+
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--+------------------------------------------------------------------+

function Init()
    indicator:name("Quantized Tick Candlesticks")
    indicator:description("A chart will add a new Candle After passing of Set Number of ticks.")
    indicator:requiredSource(core.Tick)
    indicator:type(core.View)

    indicator.parameters:addGroup("Calculation")
    indicator.parameters:addString("Instrument", "Instrument", "", "EUR/USD")
    indicator.parameters:setFlag("Instrument", core.FLAG_INSTRUMENTS)

    indicator.parameters:addInteger("Step", "Number Of Ticks", "", 10)

    indicator.parameters:addBoolean("type", "Price Type", "", true)
    indicator.parameters:setFlag("type", core.FLAG_BIDASK)

    indicator.parameters:addGroup("Range")
    indicator.parameters:addDate("from", "From", "", -1000)
    indicator.parameters:addDate("to", "To", "", 0)
    indicator.parameters:setFlag("to", core.FLAG_DATE_OR_NULL)
end
local Last
local loading
local History
local open, high, low, close, volume
local offer
local offset
local LastTime = nil
local Instrument
local Count
local FIRST
local Step
local LastS
local TF
local OneSecond
local Expires
local LastIndex
-- initializes the instance of the indicator
function Prepare(onlyName)
    FIRST = true
    Step = instance.parameters.Step
    TF = instance.parameters.TF
    Instrument = instance.parameters.Instrument

    local name = profile:id() .. ", " .. Instrument .. ", " .. Step .. " Ticks"
    instance:name(name)

    if onlyName then
        return
    end

    -- check whether the instrument is available
    local offers = core.host:findTable("offers")
    local enum = offers:enumerator()
    local row = nil

    row = enum:next()
    while row ~= nil do
        if row.Instrument == Instrument then
            break
        end
        row = enum:next()
    end

    assert(row ~= nil, "Selected instrument is not available")
    offer = row.OfferID

    instance:initView(Instrument, row.Digits, row.PointSize, true, true)

    History =
        core.host:execute(
        "getHistory",
        1000,
        Instrument,
        "t1",
        instance.parameters.from,
        instance.parameters.to,
        instance.parameters.type
    )
    loading = true

    if instance.parameters.to == 0 then
        core.host:execute("subscribeTradeEvents", 2000, "offers")
    end
    core.host:execute("setStatus", "Loading")

    open = instance:addStream("open", core.Line, name .. "." .. "Open", "open", 0, 0, 0)
    high = instance:addStream("high", core.Line, name .. "." .. "High", "high", 0, 0, 0)
    low = instance:addStream("low", core.Line, name .. "." .. "Low", "low", 0, 0, 0)
    close = instance:addStream("close", core.Line, name .. "." .. "Close", "close", 0, 0, 0)
    volume = instance:addStream("volume", core.Line, name .. "." .. "Volume", "Volume", 0, 0, 0)

    instance:createCandleGroup("candle", "candle", open, high, low, close, volume, TF)

    LastTime = nil
    core.host:execute("setTimer", 3000, Step)
end

function Update(period)
end

function AsyncOperationFinished(cookie, success, message)
    if cookie == 1000 then
        handleHistory()
        core.host:execute("setStatus", "")
    elseif cookie == 2000 then
        loading = false
        handleUpdate()
    elseif loading == false and cookie == 3000 and LastTime ~= nil then
        handleUpdate()
    end
end

function ReleaseInstance()
    core.host:execute("killTimer", 3000)
end

local lastDirection

function calcValue(Index, period)
    if period < History:first() then
        return
    end

    if period == 1 then
        instance:addViewBar(History:date(1))
        Index = Index + 1
        open[Index] = History[period]
        low[Index] = History[period]
        close[Index] = History[period]
        high[Index] = History[period]
        volume[Index] = 1
        Expires = period + Step
        LastIndex = period
    else
        if period > Expires then
            Index = Index + 1
            Count = 1
            instance:addViewBar(History:date(period))

            open[Index] = History[period]
            low[Index] = History[period]
            close[Index] = History[period]
            high[Index] = History[period]
            volume[Index] = 1
            LastIndex = period
            Expires = period + Step
        else
            close[Index] = History[period]
            low[Index] = math.min(low[Index], History[period])
            high[Index] = math.max(high[Index], History[period])

            if LastIndex ~= period then
                volume[Index] = volume[Index] + 1
                LastIndex = period
            end
        end
    end

    return Index
end

function handleHistory()
    local s = History:size() - 1
    local i
    local current = open:size() - 1
    for i = 1, s, 1 do
        current = calcValue(current, i)
    end
    loading = false
    LastTime = History:date(NOW);
end

function handleUpdate()
    local current = open:size() - 1
    local index = core.findDate(History, LastTime, false);
    for i = index, History:size() - 1, 1 do
        current = calcValue(current, i)
    end
    LastTime = History:date(NOW);
end