persistable sclass TradingCandleMaker {
  settable double candleLength = 1; // in minutes
  settable int maxCandles = Int.MAX_VALUE;
  
  *(double *candleLength) {}
  
  L<TradingCandle> candles = syncL();
  
  TradingCandle currentCandle() { ret last(candles); }  
  
  Timestamp endTime() {
    var candle = last(candles);
    ret candle?.endTime();
  }
  
  void add(double price, long timestamp) {
    if (currentCandle() != null)
      currentCandle().addValue(price, new Timestamp(timestamp));
      
    if (needNewCandle(timestamp)) {
      candles.add(new TradingCandle);
      dropOldCandles();
      currentCandle().addValue(price, new Timestamp(timestamp));
    }
  }
  
  void addTickerSequence aka feed(TickerSequence ts) {
    Timestamp endTime = endTime();
    if (endTime != null)
      ts = ts.subSequenceFromTimestamp(endTime().unixDate()+1);
      
    int n = l(ts);
    for i to n:
      add(ts.prices.get(i), ts.timestamps.get(i));
      
    if (ts.lastTickerEvent != 0)
      add(ts.lastPrice(), ts.lastTickerEvent);
  }
  
  bool needNewCandle(long timestamp) {
    ret empty(candles)
      || timestamp >= currentCandle().startTime.plusSeconds(candleLength*60).unixDate();
  }
  
  void dropOldCandles {
    if (l(candles) > maxCandles)
      removeSubList(candles, 0, l(candles)-maxCandles);
  }
  
  L<TradingCandle> candles() {
    ret cloneList(candles);
  }
}