aggregate trades by timestamp

cbyn · Aug 21, 2015 · a8f8b38 · a8f8b38
1 parent d82b25e
commit a8f8b38
Showing 1 changed file with 12 additions and 0 deletions.
diff --git a/collect-data/queries.js b/collect-data/queries.js
@@ -0,0 +1,12 @@
+db.ltc_trades.aggregate([
+	{ $group: {
+		_id: '$timestamp',
+		total_price: { $sum: { $multiply: [ "$price", "$amount" ] } },
+		total_quantity: { $sum: "$amount" }
+	} },
+       	{ $project: {
+		price: { $divide: [ "$total_price", "$total_quantity" ] },
+		amount: "$total_quantity"
+	} },
+	{ $sort: {_id: 1} }
+])