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@aurox/ohlcv-helpers

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@aurox/ohlcv-helpers - npm Package Compare versions

Comparing version 0.7.1 to 0.8.0

2

dist/converters/index.js
"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
const tslib_1 = require("tslib");
tslib_1.__exportStar(require("./pricePointListToOHLCV"), exports);
(0, tslib_1.__exportStar)(require("./pricePointListToOHLCV"), exports);
//# sourceMappingURL=index.js.map

@@ -5,3 +5,3 @@ "use strict";

const tslib_1 = require("tslib");
const avl_1 = tslib_1.__importDefault(require("avl"));
const avl_1 = (0, tslib_1.__importDefault)(require("avl"));
const utils_1 = require("../utils");

@@ -13,5 +13,5 @@ function pricePointListToOHLCV(list, timeUnit, [rangeStart, rangeEnd], defaultValue = 0) {

}
const timeUnitDuration = utils_1.getTimeUnitDuration(timeUnit);
const startOfInitialTimeUnit = utils_1.startOfTimeUnit(rangeStart, timeUnit);
const startOfFinalTimeUnit = utils_1.startOfTimeUnit(rangeEnd, timeUnit);
const timeUnitDuration = (0, utils_1.getTimeUnitDuration)(timeUnit);
const startOfInitialTimeUnit = (0, utils_1.startOfTimeUnit)(rangeStart, timeUnit);
const startOfFinalTimeUnit = (0, utils_1.startOfTimeUnit)(rangeEnd, timeUnit);
const result = [];

@@ -18,0 +18,0 @@ let previousClose = defaultValue;

@@ -12,3 +12,3 @@ "use strict";

if (filler !== null) {
return utils_1.getTimeUnitStartsInRange(range[0], range[1], timeUnit, 'inclusive').map(timeUnitStart => ({
return (0, utils_1.getTimeUnitStartsInRange)(range[0], range[1], timeUnit, 'inclusive').map(timeUnitStart => ({
timeUnitStart,

@@ -30,3 +30,3 @@ timeOpen: timeUnitStart,

let lastKnownPriceCursor = lastKnownPrice;
for (const timeUnitStart of utils_1.getTimeUnitStartsInRange(range[0], range[1], timeUnit, 'inclusive')) {
for (const timeUnitStart of (0, utils_1.getTimeUnitStartsInRange)(range[0], range[1], timeUnit, 'inclusive')) {
const existing = mapping.get(timeUnitStart);

@@ -33,0 +33,0 @@ if (existing) {

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
const tslib_1 = require("tslib");
tslib_1.__exportStar(require("./types"), exports);
tslib_1.__exportStar(require("./utils"), exports);
tslib_1.__exportStar(require("./timeUnit"), exports);
tslib_1.__exportStar(require("./OHLCVLiveAggregator"), exports);
tslib_1.__exportStar(require("./reduceOHLCV"), exports);
tslib_1.__exportStar(require("./converters"), exports);
tslib_1.__exportStar(require("./gapFillRange"), exports);
(0, tslib_1.__exportStar)(require("./types"), exports);
(0, tslib_1.__exportStar)(require("./utils"), exports);
(0, tslib_1.__exportStar)(require("./timeUnit"), exports);
(0, tslib_1.__exportStar)(require("./OHLCVLiveAggregator"), exports);
(0, tslib_1.__exportStar)(require("./reduceOHLCV"), exports);
(0, tslib_1.__exportStar)(require("./converters"), exports);
(0, tslib_1.__exportStar)(require("./gapFillRange"), exports);
//# sourceMappingURL=index.js.map

@@ -6,3 +6,3 @@ "use strict";

const tiny_typed_emitter_1 = require("tiny-typed-emitter");
const avl_1 = tslib_1.__importDefault(require("avl"));
const avl_1 = (0, tslib_1.__importDefault)(require("avl"));
const utils_1 = require("./utils");

@@ -69,3 +69,3 @@ class OHLCVLiveAggregator extends tiny_typed_emitter_1.TypedEmitter {

if (lastTimeUnitStart !== null && lastPrice !== null) {
const gaps = utils_1.getTimeUnitStartsInRange(lastTimeUnitStart, item.timeUnitStart, this._timeUnit, 'exclusive');
const gaps = (0, utils_1.getTimeUnitStartsInRange)(lastTimeUnitStart, item.timeUnitStart, this._timeUnit, 'exclusive');
for (const gap of gaps) {

@@ -89,6 +89,6 @@ result.push({

});
const currentTimeUnitStart = utils_1.startOfTimeUnit(Date.now(), this._timeUnit);
const currentTimeUnitStart = (0, 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 = (0, utils_1.getTimeUnitStartsInRange)(last.timeUnitStart, currentTimeUnitStart, this._timeUnit);
for (const gap of gaps) {

@@ -114,7 +114,9 @@ if (gap !== last.timeUnitStart) {

this.getMostRecentOHLCVItem = () => {
return (this._data.size > 0 && this._data.maxNode().data) || null;
var _a;
return (this._data.size > 0 && ((_a = this._data.maxNode()) === null || _a === void 0 ? void 0 : _a.data)) || null;
};
this.getCurrentTimeUnitOHLCVItem = () => {
const lastBar = this._data.size > 0 && this._data.maxNode().data;
const currentTimeUnitStart = utils_1.startOfTimeUnit(Date.now(), this._timeUnit);
var _a;
const lastBar = this._data.size > 0 && ((_a = this._data.maxNode()) === null || _a === void 0 ? void 0 : _a.data);
const currentTimeUnitStart = (0, utils_1.startOfTimeUnit)(Date.now(), this._timeUnit);
if (lastBar) {

@@ -152,4 +154,5 @@ if (lastBar.timeUnitStart === currentTimeUnitStart) {

this.getLastKnownClosingPrice = () => {
var _a;
if (this._data.size > 0) {
const lastEntry = this._data.maxNode().data;
const lastEntry = (_a = this._data.maxNode()) === null || _a === void 0 ? void 0 : _a.data;
if (lastEntry) {

@@ -196,3 +199,3 @@ return lastEntry.close;

applyItem(update) {
const targetTimeUnit = utils_1.startOfTimeUnit(update.timeUnitStart, this._timeUnit);
const targetTimeUnit = (0, utils_1.startOfTimeUnit)(update.timeUnitStart, this._timeUnit);
const old = this._data.find(targetTimeUnit);

@@ -199,0 +202,0 @@ let inserted;

@@ -10,3 +10,3 @@ "use strict";

if (items.length === 1) {
const _a = items[0], { timeUnitStart: time_unit_start } = _a, result = tslib_1.__rest(_a, ["timeUnitStart"]);
const _a = items[0], { timeUnitStart: time_unit_start } = _a, result = (0, tslib_1.__rest)(_a, ["timeUnitStart"]);
return result;

@@ -13,0 +13,0 @@ }

@@ -8,1 +8,2 @@ import { OHLCVTimeUnit, OHLCVTimeUnitGranularity } from './types';

export declare function ohlcvTimeUnitFromString(str: string | undefined | null | false): OHLCVTimeUnit | null;
export declare function convertTimeUnitStringFormat(timeUnitStr: string, toFormat?: OHLCVTimeUnitStringFormats): string | null;
"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.ohlcvTimeUnitFromString = exports.ohlcvTimeUnitToDisplayString = exports.ohlcvTimeUnitToString = exports.isOHLCVTimeUnitValid = exports.ohlcvTimeUnitGranularities = void 0;
exports.convertTimeUnitStringFormat = exports.ohlcvTimeUnitFromString = exports.ohlcvTimeUnitToDisplayString = exports.ohlcvTimeUnitToString = exports.isOHLCVTimeUnitValid = exports.ohlcvTimeUnitGranularities = void 0;
exports.ohlcvTimeUnitGranularities = Object.freeze([

@@ -142,2 +142,7 @@ 'second',

exports.ohlcvTimeUnitFromString = ohlcvTimeUnitFromString;
function convertTimeUnitStringFormat(timeUnitStr, toFormat) {
const timeUnit = timeUnitStr ? ohlcvTimeUnitFromString(timeUnitStr) : null;
return timeUnit ? ohlcvTimeUnitToString(timeUnit, toFormat) : null;
}
exports.convertTimeUnitStringFormat = convertTimeUnitStringFormat;
//# sourceMappingURL=timeUnit.js.map

@@ -5,3 +5,3 @@ "use strict";

const tslib_1 = require("tslib");
const moment_1 = tslib_1.__importDefault(require("moment"));
const moment_1 = (0, tslib_1.__importDefault)(require("moment"));
function getGranularityDuration(granularity) {

@@ -33,15 +33,15 @@ switch (granularity) {

case 'second':
return moment_1.default(timestamp).utc().startOf('second').valueOf();
return (0, moment_1.default)(timestamp).utc().startOf('second').valueOf();
case 'minute':
return moment_1.default(timestamp).utc().startOf('minute').valueOf();
return (0, moment_1.default)(timestamp).utc().startOf('minute').valueOf();
case 'hour':
return moment_1.default(timestamp).utc().startOf('hour').valueOf();
return (0, moment_1.default)(timestamp).utc().startOf('hour').valueOf();
case 'day':
return moment_1.default(timestamp).utc().startOf('day').valueOf();
return (0, moment_1.default)(timestamp).utc().startOf('day').valueOf();
case 'week':
return moment_1.default(timestamp).utc().startOf('isoWeek').valueOf();
return (0, moment_1.default)(timestamp).utc().startOf('isoWeek').valueOf();
case 'month':
return moment_1.default(timestamp).utc().startOf('month').valueOf();
return (0, moment_1.default)(timestamp).utc().startOf('month').valueOf();
case 'year':
return moment_1.default(timestamp).utc().startOf('year').valueOf();
return (0, moment_1.default)(timestamp).utc().startOf('year').valueOf();
}

@@ -48,0 +48,0 @@ }

{
"name": "@aurox/ohlcv-helpers",
"version": "0.7.1",
"version": "0.8.0",
"description": "",

@@ -21,23 +21,23 @@ "main": "dist/index.js",

"dependencies": {
"@types/node": "^15.12.2",
"avl": "^1.5.0",
"@types/node": "^17.0.8",
"avl": "^1.5.3",
"moment": "^2.29.1",
"tiny-typed-emitter": "^2.0.3",
"tslib": "^2.2.0"
"tiny-typed-emitter": "^2.1.0",
"tslib": "^2.3.1"
},
"devDependencies": {
"@types/chai": "^4.2.18",
"@types/mocha": "^8.2.2",
"@typescript-eslint/eslint-plugin": "^4.26.1",
"@typescript-eslint/parser": "^4.26.1",
"@types/chai": "^4.3.0",
"@types/mocha": "^9.0.0",
"@typescript-eslint/eslint-plugin": "^5.9.0",
"@typescript-eslint/parser": "^5.9.0",
"chai": "^4.3.4",
"eslint": "^7.28.0",
"eslint": "^8.6.0",
"eslint-config-prettier": "^8.3.0",
"eslint-plugin-prettier": "^3.4.0",
"mocha": "^9.0.0",
"prettier": "^2.3.1",
"eslint-plugin-prettier": "^4.0.0",
"mocha": "^9.1.3",
"prettier": "^2.5.1",
"rimraf": "^3.0.2",
"ts-node": "^10.0.0",
"typescript": "^4.3.2"
"ts-node": "^10.4.0",
"typescript": "^4.5.4"
}
}

@@ -89,3 +89,3 @@ import { TypedEmitter } from 'tiny-typed-emitter';

while (this._data.size > 0 && this._data.min() < minimumAllowedTimestamp) {
while (this._data.size > 0 && (this._data.min() as number) < minimumAllowedTimestamp) {
this._data.pop();

@@ -270,7 +270,7 @@ }

public getMostRecentOHLCVItem = (): OHLCVDataItem | null => {
return (this._data.size > 0 && this._data.maxNode().data) || null;
return (this._data.size > 0 && this._data.maxNode()?.data) || null;
};
public getCurrentTimeUnitOHLCVItem = (): OHLCVDataItem | null => {
const lastBar = this._data.size > 0 && this._data.maxNode().data;
const lastBar = this._data.size > 0 && this._data.maxNode()?.data;

@@ -312,3 +312,3 @@ const currentTimeUnitStart = startOfTimeUnit(Date.now(), this._timeUnit);

if (this._data.size > 0) {
const lastEntry = this._data.maxNode().data;
const lastEntry = this._data.maxNode()?.data;

@@ -315,0 +315,0 @@ if (lastEntry) {

@@ -168,1 +168,7 @@ import { OHLCVTimeUnit, OHLCVTimeUnitGranularity } from './types';

}
export function convertTimeUnitStringFormat(timeUnitStr: string, toFormat?: OHLCVTimeUnitStringFormats) {
const timeUnit = timeUnitStr ? ohlcvTimeUnitFromString(timeUnitStr) : null;
return timeUnit ? ohlcvTimeUnitToString(timeUnit, toFormat) : null;
}

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