@aurox/ohlcv-helpers - npm Package Compare versions

Comparing version 0.5.2 to 0.6.0

dist/OHLCVLiveAggregator.d.ts

@@ -0,1 +1,3 @@
+/// <reference types="node" />
+import { EventEmitter } from 'events';
 import { OHLCVTimeUnit, OHLCVDataItem } from './types';
@@ -5,3 +7,2 @@ export interface OHLCVAggregatorRecordLimitRetentionOptions {
     retentionCount: number;
-    removeOnOverflow: number;
 }
@@ -20,12 +21,30 @@ export interface OHLCVAggregatorTimeWindowRetentionOptions {
 }
-export declare class OHLCVLiveAggregator {
-    private emitter;
-    private timeUnit;
-    private retention;
-    private enableHistory;
-    private autofillGaps;
-    private historyLoaded;
-    private preHistoryUpdateBuffer;
-    private initialLastKnowClosingPrice;
-    private data;
+export interface OHLCVLiveAggregatorEvents {
+    'update': (lastBar: OHLCVDataItem) => void;
+    'history-set': () => void;
+    'history-reset': () => void;
+}
+export declare interface OHLCVLiveAggregator {
+    on<U extends keyof OHLCVLiveAggregatorEvents>(event: U, listener: OHLCVLiveAggregatorEvents[U]): this;
+    off<U extends keyof OHLCVLiveAggregatorEvents>(event: U, listener: OHLCVLiveAggregatorEvents[U]): this;
+    once<U extends keyof OHLCVLiveAggregatorEvents>(event: U, listener: OHLCVLiveAggregatorEvents[U]): this;
+    addListener<U extends keyof OHLCVLiveAggregatorEvents>(event: U, listener: OHLCVLiveAggregatorEvents[U]): this;
+    removeListener<U extends keyof OHLCVLiveAggregatorEvents>(event: U, listener: OHLCVLiveAggregatorEvents[U]): this;
+    prependListener<U extends keyof OHLCVLiveAggregatorEvents>(event: U, listener: OHLCVLiveAggregatorEvents[U]): this;
+    prependOnceListener<U extends keyof OHLCVLiveAggregatorEvents>(event: U, listener: OHLCVLiveAggregatorEvents[U]): this;
+    emit<U extends keyof OHLCVLiveAggregatorEvents>(event: U, ...args: Parameters<OHLCVLiveAggregatorEvents[U]>): boolean;
+}
+export declare class OHLCVLiveAggregator extends EventEmitter {
+    private _timeUnit;
+    private _retention;
+    private _historyEnabled;
+    private _autoGapFillEnabled;
+    private _historyLoaded;
+    private _preHistoryUpdateBuffer;
+    private _initialLastKnowClosingPrice;
+    private _data;
+    get timeUnit(): OHLCVTimeUnit;
+    get historyEnabled(): boolean;
+    get autoGapFillEnabled(): boolean;
+    get historyLoaded(): boolean;
     constructor(options: OHLCVAggregatorOptions);
@@ -42,3 +61,2 @@ private retain;
     getLastKnownClosingPrice: () => number | null;
-    registerUpdateListener: (listener: (lastBar: OHLCVDataItem) => void) => () => void;
 }

dist/OHLCVLiveAggregator.js

@@ -8,46 +8,43 @@ "use strict";
 const utils_1 = require("./utils");
-class OHLCVLiveAggregator {
+class OHLCVLiveAggregator extends events_1.EventEmitter {
     constructor(options) {
         var _a;
-        this.emitter = new events_1.EventEmitter();
-        this.historyLoaded = false;
-        this.preHistoryUpdateBuffer = null;
-        this.data = new avl_1.default(undefined, true);
+        super();
+        this._historyLoaded = false;
+        this._preHistoryUpdateBuffer = null;
+        this._data = new avl_1.default(undefined, true);
         this.resetHistory = () => {
-            if (!this.enableHistory) {
+            if (!this._historyEnabled) {
                 throw new Error('History is disabled');
             }
-            this.historyLoaded = false;
+            this._historyLoaded = false;
+            this.emit('history-reset');
         };
         this.setHistory = (history) => {
-            if (!this.enableHistory) {
+            if (!this._historyEnabled) {
                 throw new Error('History is disabled');
             }
-            if (this.historyLoaded) {
+            if (this._historyLoaded) {
                 throw new Error('History cannot be loaded more than once, to reset the history first call resetHistory then setHistory');
             }
-            this.historyLoaded = true;
-            this.data.clear();
+            this._historyLoaded = true;
+            this._data.clear();
             for (const historyItem of history) {
                 this.applyItem(historyItem);
             }
-            const last = this.data.size > 0 ? this.data.maxNode().data : null;
-            let lastBar = last;
-            if (this.preHistoryUpdateBuffer && this.preHistoryUpdateBuffer.length > 0) {
-                for (const bufferedItem of this.preHistoryUpdateBuffer) {
-                    lastBar = this.applyItem(bufferedItem);
+            if (this._preHistoryUpdateBuffer && this._preHistoryUpdateBuffer.length > 0) {
+                for (const bufferedItem of this._preHistoryUpdateBuffer) {
+                    this.applyItem(bufferedItem);
                 }
             }
-            this.preHistoryUpdateBuffer = null;
+            this._preHistoryUpdateBuffer = null;
             this.retain();
-            if (lastBar) {
-                this.emitter.emit('update', lastBar);
-            }
+            this.emit('history-set');
         };
         this.applyUpdate = (update) => {
-            if (this.enableHistory && !this.historyLoaded) {
-                if (!this.preHistoryUpdateBuffer) {
-                    this.preHistoryUpdateBuffer = [];
+            if (this._historyEnabled && !this._historyLoaded) {
+                if (!this._preHistoryUpdateBuffer) {
+                    this._preHistoryUpdateBuffer = [];
                 }
-                this.preHistoryUpdateBuffer.push(update);
+                this._preHistoryUpdateBuffer.push(update);
                 return null;
@@ -57,18 +54,18 @@ }
             this.retain();
-            this.emitter.emit('update', inserted);
+            this.emit('update', inserted);
             return inserted;
         };
         this.getHasData = () => {
-            return this.data.size !== 0;
+            return this._data.size !== 0;
         };
         this.getData = () => {
-            if (this.autofillGaps) {
+            if (this._autoGapFillEnabled) {
                 const result = [];
                 let lastTimeUnitStart = null;
                 let lastPrice = null;
-                this.data.forEach(node => {
+                this._data.forEach(node => {
                     const item = node.data;
                     if (item) {
                         if (lastTimeUnitStart !== null && lastPrice !== null) {
-                            const gaps = utils_1.getTimeUnitStartsInRange(lastTimeUnitStart, item.timeUnitStart, this.timeUnit, 'exclusive');
+                            const gaps = utils_1.getTimeUnitStartsInRange(lastTimeUnitStart, item.timeUnitStart, this._timeUnit, 'exclusive');
                             for (const gap of gaps) {
@@ -92,6 +89,6 @@ result.push({
                 });
-                const currentTimeUnitStart = utils_1.startOfTimeUnit(Date.now(), this.timeUnit);
+                const currentTimeUnitStart = utils_1.startOfTimeUnit(Date.now(), this._timeUnit);
                 const last = result[result.length - 1];
                 if (last && last.timeUnitStart !== currentTimeUnitStart) {
-                    const gaps = utils_1.getTimeUnitStartsInRange(last.timeUnitStart, currentTimeUnitStart, this.timeUnit);
+                    const gaps = utils_1.getTimeUnitStartsInRange(last.timeUnitStart, currentTimeUnitStart, this._timeUnit);
                     for (const gap of gaps) {
@@ -114,10 +111,10 @@ if (gap !== last.timeUnitStart) {
             }
-            return this.data.values();
+            return this._data.values();
         };
         this.getMostRecentOHLCVItem = () => {
-            return (this.data.size > 0 && this.data.maxNode().data) || null;
+            return (this._data.size > 0 && this._data.maxNode().data) || null;
         };
         this.getCurrentTimeUnitOHLCVItem = () => {
-            const lastBar = this.data.size > 0 && this.data.maxNode().data;
-            const currentTimeUnitStart = utils_1.startOfTimeUnit(Date.now(), this.timeUnit);
+            const lastBar = this._data.size > 0 && this._data.maxNode().data;
+            const currentTimeUnitStart = utils_1.startOfTimeUnit(Date.now(), this._timeUnit);
             if (lastBar) {
@@ -140,3 +137,3 @@ if (lastBar.timeUnitStart === currentTimeUnitStart) {
             }
-            else if (this.initialLastKnowClosingPrice !== null) {
+            else if (this._initialLastKnowClosingPrice !== null) {
                 return {
@@ -146,6 +143,6 @@ timeUnitStart: currentTimeUnitStart,
                     timeClose: currentTimeUnitStart,
-                    open: this.initialLastKnowClosingPrice,
-                    high: this.initialLastKnowClosingPrice,
-                    low: this.initialLastKnowClosingPrice,
-                    close: this.initialLastKnowClosingPrice,
+                    open: this._initialLastKnowClosingPrice,
+                    high: this._initialLastKnowClosingPrice,
+                    low: this._initialLastKnowClosingPrice,
+                    close: this._initialLastKnowClosingPrice,
                     volume: 0,
@@ -157,4 +154,4 @@ };
         this.getLastKnownClosingPrice = () => {
-            if (this.data.size > 0) {
-                const lastEntry = this.data.maxNode().data;
+            if (this._data.size > 0) {
+                const lastEntry = this._data.maxNode().data;
                 if (lastEntry) {
@@ -164,35 +161,35 @@ return lastEntry.close;
             }
-            return this.initialLastKnowClosingPrice;
+            return this._initialLastKnowClosingPrice;
         };
-        this.registerUpdateListener = (listener) => {
-            this.emitter.addListener('update', listener);
-            return () => {
-                this.emitter.removeListener('update', listener);
-            };
-        };
-        this.timeUnit = options.timeUnit;
-        this.retention = options.retention || null;
-        this.enableHistory = options.enableHistory;
-        this.autofillGaps = (_a = options.autofillGaps) !== null && _a !== void 0 ? _a : false;
-        if (options.enableHistory) {
-            this.preHistoryUpdateBuffer = [];
-        }
-        this.initialLastKnowClosingPrice = typeof options.lastKnowClosingPrice === 'number' ? options.lastKnowClosingPrice : null;
+        this._timeUnit = options.timeUnit;
+        this._retention = options.retention || null;
+        this._historyEnabled = options.enableHistory;
+        this._autoGapFillEnabled = (_a = options.autofillGaps) !== null && _a !== void 0 ? _a : false;
+        this._initialLastKnowClosingPrice = typeof options.lastKnowClosingPrice === 'number' ? options.lastKnowClosingPrice : null;
     }
+    get timeUnit() {
+        return this._timeUnit;
+    }
+    get historyEnabled() {
+        return this._historyEnabled;
+    }
+    get autoGapFillEnabled() {
+        return this._autoGapFillEnabled;
+    }
+    get historyLoaded() {
+        return this._historyLoaded;
+    }
     retain() {
-        if (!this.retention) {
+        if (!this._retention) {
             return;
         }
-        if (this.retention.method === 'record-limit' && this.data.size > this.retention.retentionCount) {
-            const reducedSize = this.retention.retentionCount - this.retention.removeOnOverflow;
-            if (reducedSize > 0) {
-                while (this.data.size > reducedSize) {
-                    this.data.pop();
-                }
+        if (this._retention.method === 'record-limit' && this._data.size > this._retention.retentionCount) {
+            while (this._data.size > 0 && this._data.size > this._retention.retentionCount) {
+                this._data.pop();
             }
         }
-        if (this.retention.method === 'time-window') {
-            const minimumAllowedTimestamp = Date.now() - this.retention.retentionWindow;
-            while (this.data.size > 0 && this.data.min() < minimumAllowedTimestamp) {
-                this.data.pop();
+        if (this._retention.method === 'time-window') {
+            const minimumAllowedTimestamp = Date.now() - this._retention.retentionWindow;
+            while (this._data.size > 0 && this._data.min() < minimumAllowedTimestamp) {
+                this._data.pop();
             }
@@ -202,4 +199,4 @@ }
     applyItem(update) {
-        const targetTimeUnit = utils_1.startOfTimeUnit(update.timeUnitStart, this.timeUnit);
-        const old = this.data.find(targetTimeUnit);
+        const targetTimeUnit = utils_1.startOfTimeUnit(update.timeUnitStart, this._timeUnit);
+        const old = this._data.find(targetTimeUnit);
         let inserted;
@@ -210,3 +207,3 @@ if (old && old.data) {
             if (update.timeClose >= old.data.timeClose) {
-                this.data.remove(targetTimeUnit);
+                this._data.remove(targetTimeUnit);
                 inserted = {
@@ -222,3 +219,3 @@ timeUnitStart: targetTimeUnit,
                 };
-                this.data.insert(targetTimeUnit, inserted);
+                this._data.insert(targetTimeUnit, inserted);
             }
@@ -240,3 +237,3 @@ else {
             };
-            this.data.insert(targetTimeUnit, inserted);
+            this._data.insert(targetTimeUnit, inserted);
         }
@@ -243,0 +240,0 @@ return inserted;

package.json

 {
   "name": "@aurox/ohlcv-helpers",
-  "version": "0.5.2",
+  "version": "0.6.0",
   "description": "",
@@ -5,0 +5,0 @@ "main": "dist/index.js",

No alert changes

Improved metrics

Total package byte prevSize

39211

increased by2.67%

Lines of code

825

increased by1.85%

No dependency changes