persistable sclass TradingCandleMaker {
  settable double candleLength = 1; // in minutes
  settable int maxCandles = Int.MAX_VALUE;
  settable double alignment; // shift in seconds
  
  *(double *candleLength) {}
  
  L<TradingCandle> candles = syncL();
  
  TradingCandle currentCandle() { ret last(candles); }  
  
  Timestamp endTime() {
    var candle = last(candles);
    ret candle?.endTime();
  }
  
  double lastPrice() { ret currentCandle().end(); }
  
  void add(double price, long timestamp) {
    var ts = new Timestamp(timestamp);
    int safety = 0;
    while (currentCandle() != null) {
      if (safety++ >= 1000) {
        warn("TradingCandleMaker safety warning");
        break;
      }
      Timestamp maxEnd = maxEndOfCurrentCandle();
      if (!greaterOrEq(ts, maxEnd)) break;
      
      currentCandle().endTime(maxEnd);
      double lastPrice = lastPrice();
      newCandle();
      currentCandle().addValue(lastPrice, maxEnd);
    }
      
    if (empty(candles)) newCandle();
    currentCandle().addValue(price, ts);
  }
  
  void newCandle {
    candles.add(new TradingCandle);
    dropOldCandles();
  }
  
  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);
  }
  
  Timestamp maxEndOfCurrentCandle() {
    long time = currentCandle().startTime.toLong();
    long align = secondsToMS(alignment);
    time += roundUpTo(time+align, secondsToMS(candleLength*60))-align;
    ret new Timestamp(time);
  }
  
  /*bool needNewCandle(long timestamp) {
    ret empty(candles)
      || timestamp >= maxEndOfCurrentCandle().unixDate();
  }*/
  
  void dropOldCandles {
    if (l(candles) > maxCandles)
      removeSubList(candles, 0, l(candles)-maxCandles);
  }
  
  L<TradingCandle> candles() {
    ret cloneList(candles);
  }
}