@aurox/ohlcv-helpers - npm Package Compare versions

Comparing version 0.8.0 to 0.9.0

dist/converters/index.d.ts

@@ -1,1 +0,1 @@
-export * from './pricePointListToOHLCV';
+export * from './pricePointListToOHLCV.js';

dist/converters/index.js

@@ -1,5 +0,2 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const tslib_1 = require("tslib");
-(0, tslib_1.__exportStar)(require("./pricePointListToOHLCV"), exports);
+export * from './pricePointListToOHLCV.js';
 //# sourceMappingURL=index.js.map

dist/converters/pricePointListToOHLCV.d.ts

@@ -1,2 +0,2 @@
-import { OHLCVTimeUnit, OHLCVDataItem } from '../types';
+import { OHLCVTimeUnit, OHLCVDataItem } from '../types.js';
 export interface PricePointListItem {
@@ -3,0 +3,0 @@ timestamp: number;

dist/converters/pricePointListToOHLCV.js

@@ -1,15 +0,12 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.pricePointListToOHLCV = void 0;
-const tslib_1 = require("tslib");
-const avl_1 = (0, tslib_1.__importDefault)(require("avl"));
-const utils_1 = require("../utils");
-function pricePointListToOHLCV(list, timeUnit, [rangeStart, rangeEnd], defaultValue = 0) {
-    const avl = new avl_1.default(undefined, true);
+import AVLTreeModule from 'avl';
+import { startOfTimeUnit, getTimeUnitDuration } from '../utils.js';
+const AVLTree = AVLTreeModule.default;
+export function pricePointListToOHLCV(list, timeUnit, [rangeStart, rangeEnd], defaultValue = 0) {
+    const avl = new AVLTree(undefined, true);
     for (const item of list) {
         avl.insert(item.timestamp, item);
     }
-    const timeUnitDuration = (0, utils_1.getTimeUnitDuration)(timeUnit);
-    const startOfInitialTimeUnit = (0, utils_1.startOfTimeUnit)(rangeStart, timeUnit);
-    const startOfFinalTimeUnit = (0, utils_1.startOfTimeUnit)(rangeEnd, timeUnit);
+    const timeUnitDuration = getTimeUnitDuration(timeUnit);
+    const startOfInitialTimeUnit = startOfTimeUnit(rangeStart, timeUnit);
+    const startOfFinalTimeUnit = startOfTimeUnit(rangeEnd, timeUnit);
     const result = [];
@@ -64,3 +61,2 @@ let previousClose = defaultValue;
 }
-exports.pricePointListToOHLCV = pricePointListToOHLCV;
 //# sourceMappingURL=pricePointListToOHLCV.js.map

dist/gapFillRange.d.ts

@@ -1,2 +0,2 @@
-import { OHLCVDataItem, OHLCVTimeUnit } from './types';
+import { OHLCVDataItem, OHLCVTimeUnit } from './types.js';
 export interface GapFillRangeOptions {
@@ -3,0 +3,0 @@ lastKnownPrice?: number;

dist/gapFillRange.js

@@ -1,13 +0,9 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.gapFillRange = void 0;
-const utils_1 = require("./utils");
-function gapFillRange(timeUnit, range, data, options) {
-    var _a, _b;
-    const lastKnownPrice = (_a = options === null || options === void 0 ? void 0 : options.lastKnownPrice) !== null && _a !== void 0 ? _a : null;
-    const backfill = (_b = options === null || options === void 0 ? void 0 : options.backfill) !== null && _b !== void 0 ? _b : null;
+import { getTimeUnitStartsInRange } from './utils.js';
+export function gapFillRange(timeUnit, range, data, options) {
+    const lastKnownPrice = options?.lastKnownPrice ?? null;
+    const backfill = options?.backfill ?? null;
     if (data.length === 0) {
-        const filler = lastKnownPrice !== null ? lastKnownPrice : (backfill === null || backfill === void 0 ? void 0 : backfill.strategy) === 'constant' ? backfill.value : null;
+        const filler = lastKnownPrice !== null ? lastKnownPrice : backfill?.strategy === 'constant' ? backfill.value : null;
         if (filler !== null) {
-            return (0, utils_1.getTimeUnitStartsInRange)(range[0], range[1], timeUnit, 'inclusive').map(timeUnitStart => ({
+            return getTimeUnitStartsInRange(range[0], range[1], timeUnit, 'inclusive').map(timeUnitStart => ({
                 timeUnitStart,
@@ -27,5 +23,5 @@ timeOpen: timeUnitStart,
     const result = [];
-    let carryBackwardRefs = (backfill === null || backfill === void 0 ? void 0 : backfill.strategy) === 'carry-backward' ? [] : null;
+    let carryBackwardRefs = backfill?.strategy === 'carry-backward' ? [] : null;
     let lastKnownPriceCursor = lastKnownPrice;
-    for (const timeUnitStart of (0, utils_1.getTimeUnitStartsInRange)(range[0], range[1], timeUnit, 'inclusive')) {
+    for (const timeUnitStart of getTimeUnitStartsInRange(range[0], range[1], timeUnit, 'inclusive')) {
         const existing = mapping.get(timeUnitStart);
@@ -59,3 +55,3 @@ if (existing) {
             }
-            else if ((backfill === null || backfill === void 0 ? void 0 : backfill.strategy) === 'constant') {
+            else if (backfill?.strategy === 'constant') {
                 carried = {
@@ -72,3 +68,3 @@ timeUnitStart,
             }
-            else if ((backfill === null || backfill === void 0 ? void 0 : backfill.strategy) === 'carry-backward') {
+            else if (backfill?.strategy === 'carry-backward') {
                 carried = {
@@ -84,3 +80,3 @@ timeUnitStart,
                 };
-                carryBackwardRefs === null || carryBackwardRefs === void 0 ? void 0 : carryBackwardRefs.push(carried);
+                carryBackwardRefs?.push(carried);
             }
@@ -94,3 +90,2 @@ if (carried) {
 }
-exports.gapFillRange = gapFillRange;
 //# sourceMappingURL=gapFillRange.js.map

dist/index.d.ts

@@ -1,7 +0,7 @@
-export * from './types';
-export * from './utils';
-export * from './timeUnit';
-export * from './OHLCVLiveAggregator';
-export * from './reduceOHLCV';
-export * from './converters';
-export * from './gapFillRange';
+export * from './converters/index.js';
+export * from './types.js';
+export * from './utils.js';
+export * from './timeUnit.js';
+export * from './OHLCVLiveAggregator.js';
+export * from './reduceOHLCV.js';
+export * from './gapFillRange.js';

dist/index.js

@@ -1,11 +0,8 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const tslib_1 = require("tslib");
-(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);
+export * from './converters/index.js';
+export * from './types.js';
+export * from './utils.js';
+export * from './timeUnit.js';
+export * from './OHLCVLiveAggregator.js';
+export * from './reduceOHLCV.js';
+export * from './gapFillRange.js';
 //# sourceMappingURL=index.js.map

dist/OHLCVLiveAggregator.d.ts

 import { TypedEmitter } from 'tiny-typed-emitter';
-import { OHLCVTimeUnit, OHLCVDataItem } from './types';
+import { OHLCVTimeUnit, OHLCVDataItem } from './types.js';
 export interface OHLCVAggregatorRecordLimitRetentionOptions {
@@ -11,3 +11,3 @@ method: 'record-limit';
 }
-export declare type OHLCVAggregatorRetentionOptions = OHLCVAggregatorRecordLimitRetentionOptions | OHLCVAggregatorTimeWindowRetentionOptions;
+export type OHLCVAggregatorRetentionOptions = OHLCVAggregatorRecordLimitRetentionOptions | OHLCVAggregatorTimeWindowRetentionOptions;
 export interface OHLCVAggregatorOptions {
@@ -14,0 +14,0 @@ timeUnit: OHLCVTimeUnit;

dist/OHLCVLiveAggregator.js

@@ -1,165 +0,14 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.OHLCVLiveAggregator = void 0;
-const tslib_1 = require("tslib");
-const tiny_typed_emitter_1 = require("tiny-typed-emitter");
-const avl_1 = (0, tslib_1.__importDefault)(require("avl"));
-const utils_1 = require("./utils");
-class OHLCVLiveAggregator extends tiny_typed_emitter_1.TypedEmitter {
-    constructor(options) {
-        var _a;
-        super();
-        this._historyLoaded = false;
-        this._preHistoryUpdateBuffer = null;
-        this._data = new avl_1.default(undefined, true);
-        this.resetHistory = () => {
-            if (!this._historyEnabled) {
-                throw new Error('History is disabled');
-            }
-            this._historyLoaded = false;
-            this.emit('history-reset');
-        };
-        this.setHistory = (history) => {
-            if (!this._historyEnabled) {
-                throw new Error('History is disabled');
-            }
-            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();
-            for (const historyItem of history) {
-                this.applyItem(historyItem);
-            }
-            if (this._preHistoryUpdateBuffer && this._preHistoryUpdateBuffer.length > 0) {
-                for (const bufferedItem of this._preHistoryUpdateBuffer) {
-                    this.applyItem(bufferedItem);
-                }
-            }
-            this._preHistoryUpdateBuffer = null;
-            this.retain();
-            this.emit('history-set');
-        };
-        this.applyUpdate = (update) => {
-            if (this._historyEnabled && !this._historyLoaded) {
-                if (!this._preHistoryUpdateBuffer) {
-                    this._preHistoryUpdateBuffer = [];
-                }
-                this._preHistoryUpdateBuffer.push(update);
-                return null;
-            }
-            const inserted = this.applyItem(update);
-            this.retain();
-            this.emit('update', inserted);
-            return inserted;
-        };
-        this.getHasData = () => {
-            return this._data.size !== 0;
-        };
-        this.getData = () => {
-            if (this._autoGapFillEnabled) {
-                const result = [];
-                let lastTimeUnitStart = null;
-                let lastPrice = null;
-                this._data.forEach(node => {
-                    const item = node.data;
-                    if (item) {
-                        if (lastTimeUnitStart !== null && lastPrice !== null) {
-                            const gaps = (0, utils_1.getTimeUnitStartsInRange)(lastTimeUnitStart, item.timeUnitStart, this._timeUnit, 'exclusive');
-                            for (const gap of gaps) {
-                                result.push({
-                                    timeUnitStart: gap,
-                                    timeOpen: gap,
-                                    timeClose: gap,
-                                    open: lastPrice,
-                                    high: lastPrice,
-                                    low: lastPrice,
-                                    close: lastPrice,
-                                    volume: 0,
-                                });
-                            }
-                        }
-                        result.push(item);
-                        lastTimeUnitStart = item.timeUnitStart;
-                        lastPrice = item.close;
-                    }
-                });
-                const currentTimeUnitStart = (0, utils_1.startOfTimeUnit)(Date.now(), this._timeUnit);
-                const last = result[result.length - 1];
-                if (last && last.timeUnitStart !== currentTimeUnitStart) {
-                    const gaps = (0, utils_1.getTimeUnitStartsInRange)(last.timeUnitStart, currentTimeUnitStart, this._timeUnit);
-                    for (const gap of gaps) {
-                        if (gap !== last.timeUnitStart) {
-                            result.push({
-                                timeUnitStart: gap,
-                                timeOpen: gap,
-                                timeClose: gap,
-                                open: last.close,
-                                high: last.close,
-                                low: last.close,
-                                close: last.close,
-                                volume: 0,
-                            });
-                        }
-                    }
-                }
-                return result;
-            }
-            return this._data.values();
-        };
-        this.getMostRecentOHLCVItem = () => {
-            var _a;
-            return (this._data.size > 0 && ((_a = this._data.maxNode()) === null || _a === void 0 ? void 0 : _a.data)) || null;
-        };
-        this.getCurrentTimeUnitOHLCVItem = () => {
-            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) {
-                if (lastBar.timeUnitStart === currentTimeUnitStart) {
-                    return lastBar;
-                }
-                else {
-                    return {
-                        timeUnitStart: currentTimeUnitStart,
-                        timeOpen: currentTimeUnitStart,
-                        timeClose: currentTimeUnitStart,
-                        open: lastBar.close,
-                        high: lastBar.close,
-                        low: lastBar.close,
-                        close: lastBar.close,
-                        volume: 0,
-                    };
-                }
-            }
-            else if (this._initialLastKnowClosingPrice !== null) {
-                return {
-                    timeUnitStart: currentTimeUnitStart,
-                    timeOpen: currentTimeUnitStart,
-                    timeClose: currentTimeUnitStart,
-                    open: this._initialLastKnowClosingPrice,
-                    high: this._initialLastKnowClosingPrice,
-                    low: this._initialLastKnowClosingPrice,
-                    close: this._initialLastKnowClosingPrice,
-                    volume: 0,
-                };
-            }
-            return null;
-        };
-        this.getLastKnownClosingPrice = () => {
-            var _a;
-            if (this._data.size > 0) {
-                const lastEntry = (_a = this._data.maxNode()) === null || _a === void 0 ? void 0 : _a.data;
-                if (lastEntry) {
-                    return lastEntry.close;
-                }
-            }
-            return this._initialLastKnowClosingPrice;
-        };
-        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;
-    }
+import { TypedEmitter } from 'tiny-typed-emitter';
+import AVLTreeModule from 'avl';
+import { startOfTimeUnit, getTimeUnitStartsInRange } from './utils.js';
+const AVLTree = AVLTreeModule.default;
+export class OHLCVLiveAggregator extends TypedEmitter {
+    _timeUnit;
+    _retention;
+    _historyEnabled;
+    _autoGapFillEnabled;
+    _historyLoaded = false;
+    _preHistoryUpdateBuffer = null;
+    _initialLastKnowClosingPrice;
+    _data = new AVLTree(undefined, true);
     get timeUnit() {
@@ -177,2 +26,10 @@ return this._timeUnit;
     }
+    constructor(options) {
+        super();
+        this._timeUnit = options.timeUnit;
+        this._retention = options.retention || null;
+        this._historyEnabled = options.enableHistory;
+        this._autoGapFillEnabled = options.autofillGaps ?? false;
+        this._initialLastKnowClosingPrice = typeof options.lastKnowClosingPrice === 'number' ? options.lastKnowClosingPrice : null;
+    }
     retain() {
@@ -195,3 +52,3 @@ if (!this._retention) {
     applyItem(update) {
-        const targetTimeUnit = (0, utils_1.startOfTimeUnit)(update.timeUnitStart, this._timeUnit);
+        const targetTimeUnit = startOfTimeUnit(update.timeUnitStart, this._timeUnit);
         const old = this._data.find(targetTimeUnit);
@@ -235,4 +92,144 @@ let inserted;
     }
+    resetHistory = () => {
+        if (!this._historyEnabled) {
+            throw new Error('History is disabled');
+        }
+        this._historyLoaded = false;
+        this.emit('history-reset');
+    };
+    setHistory = (history) => {
+        if (!this._historyEnabled) {
+            throw new Error('History is disabled');
+        }
+        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();
+        for (const historyItem of history) {
+            this.applyItem(historyItem);
+        }
+        if (this._preHistoryUpdateBuffer && this._preHistoryUpdateBuffer.length > 0) {
+            for (const bufferedItem of this._preHistoryUpdateBuffer) {
+                this.applyItem(bufferedItem);
+            }
+        }
+        this._preHistoryUpdateBuffer = null;
+        this.retain();
+        this.emit('history-set');
+    };
+    applyUpdate = (update) => {
+        if (this._historyEnabled && !this._historyLoaded) {
+            if (!this._preHistoryUpdateBuffer) {
+                this._preHistoryUpdateBuffer = [];
+            }
+            this._preHistoryUpdateBuffer.push(update);
+            return null;
+        }
+        const inserted = this.applyItem(update);
+        this.retain();
+        this.emit('update', inserted);
+        return inserted;
+    };
+    getHasData = () => {
+        return this._data.size !== 0;
+    };
+    getData = () => {
+        if (this._autoGapFillEnabled) {
+            const result = [];
+            let lastTimeUnitStart = null;
+            let lastPrice = null;
+            this._data.forEach(node => {
+                const item = node.data;
+                if (item) {
+                    if (lastTimeUnitStart !== null && lastPrice !== null) {
+                        const gaps = getTimeUnitStartsInRange(lastTimeUnitStart, item.timeUnitStart, this._timeUnit, 'exclusive');
+                        for (const gap of gaps) {
+                            result.push({
+                                timeUnitStart: gap,
+                                timeOpen: gap,
+                                timeClose: gap,
+                                open: lastPrice,
+                                high: lastPrice,
+                                low: lastPrice,
+                                close: lastPrice,
+                                volume: 0,
+                            });
+                        }
+                    }
+                    result.push(item);
+                    lastTimeUnitStart = item.timeUnitStart;
+                    lastPrice = item.close;
+                }
+            });
+            const currentTimeUnitStart = startOfTimeUnit(Date.now(), this._timeUnit);
+            const last = result[result.length - 1];
+            if (last && last.timeUnitStart !== currentTimeUnitStart) {
+                const gaps = getTimeUnitStartsInRange(last.timeUnitStart, currentTimeUnitStart, this._timeUnit);
+                for (const gap of gaps) {
+                    if (gap !== last.timeUnitStart) {
+                        result.push({
+                            timeUnitStart: gap,
+                            timeOpen: gap,
+                            timeClose: gap,
+                            open: last.close,
+                            high: last.close,
+                            low: last.close,
+                            close: last.close,
+                            volume: 0,
+                        });
+                    }
+                }
+            }
+            return result;
+        }
+        return this._data.values();
+    };
+    getMostRecentOHLCVItem = () => {
+        return (this._data.size > 0 && this._data.maxNode()?.data) || null;
+    };
+    getCurrentTimeUnitOHLCVItem = () => {
+        const lastBar = this._data.size > 0 && this._data.maxNode()?.data;
+        const currentTimeUnitStart = startOfTimeUnit(Date.now(), this._timeUnit);
+        if (lastBar) {
+            if (lastBar.timeUnitStart === currentTimeUnitStart) {
+                return lastBar;
+            }
+            else {
+                return {
+                    timeUnitStart: currentTimeUnitStart,
+                    timeOpen: currentTimeUnitStart,
+                    timeClose: currentTimeUnitStart,
+                    open: lastBar.close,
+                    high: lastBar.close,
+                    low: lastBar.close,
+                    close: lastBar.close,
+                    volume: 0,
+                };
+            }
+        }
+        else if (this._initialLastKnowClosingPrice !== null) {
+            return {
+                timeUnitStart: currentTimeUnitStart,
+                timeOpen: currentTimeUnitStart,
+                timeClose: currentTimeUnitStart,
+                open: this._initialLastKnowClosingPrice,
+                high: this._initialLastKnowClosingPrice,
+                low: this._initialLastKnowClosingPrice,
+                close: this._initialLastKnowClosingPrice,
+                volume: 0,
+            };
+        }
+        return null;
+    };
+    getLastKnownClosingPrice = () => {
+        if (this._data.size > 0) {
+            const lastEntry = this._data.maxNode()?.data;
+            if (lastEntry) {
+                return lastEntry.close;
+            }
+        }
+        return this._initialLastKnowClosingPrice;
+    };
 }
-exports.OHLCVLiveAggregator = OHLCVLiveAggregator;
 //# sourceMappingURL=OHLCVLiveAggregator.js.map

dist/reduceOHLCV.d.ts

@@ -1,3 +0,3 @@
-import { OHLCVDataItem } from './types';
-export declare type ReduceOHLCVItemsResult = Omit<OHLCVDataItem, 'timeUnitStart'>;
+import { OHLCVDataItem } from './types.js';
+export type ReduceOHLCVItemsResult = Omit<OHLCVDataItem, 'timeUnitStart'>;
 export declare function reduceOHLCVItems(items: OHLCVDataItem[]): ReduceOHLCVItemsResult | null;

dist/reduceOHLCV.js

@@ -1,6 +0,2 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.reduceOHLCVItems = void 0;
-const tslib_1 = require("tslib");
-function reduceOHLCVItems(items) {
+export function reduceOHLCVItems(items) {
     if (items.length === 0) {
@@ -10,3 +6,3 @@ return null;
     if (items.length === 1) {
-        const _a = items[0], { timeUnitStart: time_unit_start } = _a, result = (0, tslib_1.__rest)(_a, ["timeUnitStart"]);
+        const { timeUnitStart: time_unit_start, ...result } = items[0];
         return result;
@@ -34,3 +30,2 @@ }
 }
-exports.reduceOHLCVItems = reduceOHLCVItems;
 //# sourceMappingURL=reduceOHLCV.js.map

dist/timeUnit.d.ts

@@ -1,3 +0,3 @@
-import { OHLCVTimeUnit, OHLCVTimeUnitGranularity } from './types';
-export declare type OHLCVTimeUnitStringFormats = 'default' | 'trading-view' | 'coin-api';
+import { OHLCVTimeUnit, OHLCVTimeUnitGranularity } from './types.js';
+export type OHLCVTimeUnitStringFormats = 'default' | 'trading-view' | 'coin-api';
 export declare const ohlcvTimeUnitGranularities: readonly OHLCVTimeUnitGranularity[];
@@ -4,0 +4,0 @@ export declare function isOHLCVTimeUnitValid(timeUnit: any): timeUnit is OHLCVTimeUnit;

dist/timeUnit.js

@@ -1,5 +0,2 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.convertTimeUnitStringFormat = exports.ohlcvTimeUnitFromString = exports.ohlcvTimeUnitToDisplayString = exports.ohlcvTimeUnitToString = exports.isOHLCVTimeUnitValid = exports.ohlcvTimeUnitGranularities = void 0;
-exports.ohlcvTimeUnitGranularities = Object.freeze([
+export const ohlcvTimeUnitGranularities = Object.freeze([
     'second',
@@ -13,3 +10,3 @@ 'minute',
 ]);
-function isOHLCVTimeUnitValid(timeUnit) {
+export function isOHLCVTimeUnitValid(timeUnit) {
     if (!timeUnit) {
@@ -24,3 +21,3 @@ return false;
     }
-    if (!exports.ohlcvTimeUnitGranularities.includes(timeUnit.granularity)) {
+    if (!ohlcvTimeUnitGranularities.includes(timeUnit.granularity)) {
         return false;
@@ -30,4 +27,3 @@ }
 }
-exports.isOHLCVTimeUnitValid = isOHLCVTimeUnitValid;
-function ohlcvTimeUnitToString(timeUnit, format = 'default') {
+export function ohlcvTimeUnitToString(timeUnit, format = 'default') {
     switch (format) {
@@ -74,9 +70,7 @@ case 'default':
 }
-exports.ohlcvTimeUnitToString = ohlcvTimeUnitToString;
-function ohlcvTimeUnitToDisplayString(timeUnit) {
+export function ohlcvTimeUnitToDisplayString(timeUnit) {
     const titleText = `${timeUnit.granularity[0].toUpperCase()}${timeUnit.granularity.substring(1)}`;
     return `${timeUnit.period} ${titleText}${timeUnit.period > 1 ? 's' : ''}`;
 }
-exports.ohlcvTimeUnitToDisplayString = ohlcvTimeUnitToDisplayString;
-function ohlcvTimeUnitFromString(str) {
+export function ohlcvTimeUnitFromString(str) {
     if (!str || typeof str !== 'string') {
@@ -145,8 +139,6 @@ return null;
 }
-exports.ohlcvTimeUnitFromString = ohlcvTimeUnitFromString;
-function convertTimeUnitStringFormat(timeUnitStr, toFormat) {
+export function convertTimeUnitStringFormat(timeUnitStr, toFormat) {
     const timeUnit = timeUnitStr ? ohlcvTimeUnitFromString(timeUnitStr) : null;
     return timeUnit ? ohlcvTimeUnitToString(timeUnit, toFormat) : null;
 }
-exports.convertTimeUnitStringFormat = convertTimeUnitStringFormat;
 //# sourceMappingURL=timeUnit.js.map

dist/types.d.ts

@@ -1,2 +0,2 @@
-export declare type OHLCVTimeUnitGranularity = 'second' | 'minute' | 'hour' | 'day' | 'week' | 'month' | 'year';
+export type OHLCVTimeUnitGranularity = 'second' | 'minute' | 'hour' | 'day' | 'week' | 'month' | 'year';
 export interface OHLCVTimeUnit {
@@ -3,0 +3,0 @@ granularity: OHLCVTimeUnitGranularity;

dist/types.js

@@ -1,3 +0,2 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
+export {};
 //# sourceMappingURL=types.js.map

dist/utils.d.ts

@@ -1,2 +0,2 @@
-import { OHLCVTimeUnitGranularity, OHLCVTimeUnit } from './types';
+import { OHLCVTimeUnitGranularity, OHLCVTimeUnit } from './types.js';
 export declare function getGranularityDuration(granularity: OHLCVTimeUnitGranularity): number;
@@ -3,0 +3,0 @@ export declare function getTimeUnitDuration(timeUnit: OHLCVTimeUnit): number;

dist/utils.js

@@ -1,7 +0,3 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getTimeUnitStartsInRange = exports.startOfClosestTimeUnit = exports.startOfTimeUnit = exports.startOfGranularity = exports.getTimeUnitDuration = exports.getGranularityDuration = void 0;
-const tslib_1 = require("tslib");
-const moment_1 = (0, tslib_1.__importDefault)(require("moment"));
-function getGranularityDuration(granularity) {
+import moment from 'moment';
+export function getGranularityDuration(granularity) {
     switch (granularity) {
@@ -24,27 +20,24 @@ case 'second':
 }
-exports.getGranularityDuration = getGranularityDuration;
-function getTimeUnitDuration(timeUnit) {
+export function getTimeUnitDuration(timeUnit) {
     return Math.round(getGranularityDuration(timeUnit.granularity) * timeUnit.period);
 }
-exports.getTimeUnitDuration = getTimeUnitDuration;
-function startOfGranularity(timestamp, granularity) {
+export function startOfGranularity(timestamp, granularity) {
     switch (granularity) {
         case 'second':
-            return (0, moment_1.default)(timestamp).utc().startOf('second').valueOf();
+            return moment(timestamp).utc().startOf('second').valueOf();
         case 'minute':
-            return (0, moment_1.default)(timestamp).utc().startOf('minute').valueOf();
+            return moment(timestamp).utc().startOf('minute').valueOf();
         case 'hour':
-            return (0, moment_1.default)(timestamp).utc().startOf('hour').valueOf();
+            return moment(timestamp).utc().startOf('hour').valueOf();
         case 'day':
-            return (0, moment_1.default)(timestamp).utc().startOf('day').valueOf();
+            return moment(timestamp).utc().startOf('day').valueOf();
         case 'week':
-            return (0, moment_1.default)(timestamp).utc().startOf('isoWeek').valueOf();
+            return moment(timestamp).utc().startOf('isoWeek').valueOf();
         case 'month':
-            return (0, moment_1.default)(timestamp).utc().startOf('month').valueOf();
+            return moment(timestamp).utc().startOf('month').valueOf();
         case 'year':
-            return (0, moment_1.default)(timestamp).utc().startOf('year').valueOf();
+            return moment(timestamp).utc().startOf('year').valueOf();
     }
 }
-exports.startOfGranularity = startOfGranularity;
-function startOfTimeUnit(timestamp, timeUnit) {
+export function startOfTimeUnit(timestamp, timeUnit) {
     const timeUnitDuration = getTimeUnitDuration(timeUnit);
@@ -54,4 +47,3 @@ const intervalStartTimestamp = timeUnit.period === 1 ? timestamp : Math.floor(timestamp / timeUnitDuration) * timeUnitDuration;
 }
-exports.startOfTimeUnit = startOfTimeUnit;
-function startOfClosestTimeUnit(timestamp, timeUnit) {
+export function startOfClosestTimeUnit(timestamp, timeUnit) {
     const timeUnitDuration = getTimeUnitDuration(timeUnit);
@@ -68,4 +60,3 @@ const timestamp1 = timestamp;
 }
-exports.startOfClosestTimeUnit = startOfClosestTimeUnit;
-function getTimeUnitStartsInRange(start, end, timeUnit, inclusion = 'inclusive') {
+export function getTimeUnitStartsInRange(start, end, timeUnit, inclusion = 'inclusive') {
     const initialTimeUnitStart = startOfClosestTimeUnit(start, timeUnit) === start ? start : startOfTimeUnit(start, timeUnit);
@@ -95,3 +86,2 @@ const finalTimeUnitStart = startOfClosestTimeUnit(end, timeUnit) === end ? end : startOfTimeUnit(end, timeUnit);
 }
-exports.getTimeUnitStartsInRange = getTimeUnitStartsInRange;
 //# sourceMappingURL=utils.js.map

package.json

 {
   "name": "@aurox/ohlcv-helpers",
-  "version": "0.8.0",
+  "version": "0.9.0",
   "description": "",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",
+  "type": "module",
   "scripts": {
@@ -11,3 +12,3 @@ "prepublishOnly": "npm test && npm run build",
     "clean": "rimraf ./dist",
-    "test": "mocha -r ts-node/register \"src/**/*.spec.ts\""
+    "test": "mocha \"src/**/*.spec.ts\""
   },
@@ -22,23 +23,23 @@ "files": [
   "dependencies": {
-    "@types/node": "^17.0.8",
+    "@types/node": "^20.3.0",
     "avl": "^1.5.3",
-    "moment": "^2.29.1",
+    "moment": "^2.29.4",
     "tiny-typed-emitter": "^2.1.0",
-    "tslib": "^2.3.1"
+    "tslib": "^2.5.3"
   },
   "devDependencies": {
-    "@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": "^8.6.0",
-    "eslint-config-prettier": "^8.3.0",
-    "eslint-plugin-prettier": "^4.0.0",
-    "mocha": "^9.1.3",
-    "prettier": "^2.5.1",
-    "rimraf": "^3.0.2",
-    "ts-node": "^10.4.0",
-    "typescript": "^4.5.4"
+    "@types/chai": "^4.3.5",
+    "@types/mocha": "^10.0.1",
+    "@typescript-eslint/eslint-plugin": "^5.59.9",
+    "@typescript-eslint/parser": "^5.59.9",
+    "chai": "^4.3.7",
+    "eslint": "^8.42.0",
+    "eslint-config-prettier": "^8.8.0",
+    "eslint-plugin-prettier": "^4.2.1",
+    "mocha": "^10.2.0",
+    "prettier": "^2.8.8",
+    "rimraf": "^5.0.1",
+    "ts-node": "^10.9.1",
+    "typescript": "^5.1.3"
   }
 }

src/converters/index.ts

@@ -1,1 +0,1 @@
-export * from './pricePointListToOHLCV';
+export * from './pricePointListToOHLCV.js';

src/converters/pricePointListToOHLCV.ts

@@ -1,6 +0,8 @@
-import AVLTree from 'avl';
+import AVLTreeModule from 'avl';
 
-import { OHLCVTimeUnit, OHLCVDataItem } from '../types';
-import { startOfTimeUnit, getTimeUnitDuration } from '../utils';
+import { OHLCVTimeUnit, OHLCVDataItem } from '../types.js';
+import { startOfTimeUnit, getTimeUnitDuration } from '../utils.js';
 
+const AVLTree = AVLTreeModule.default;
+
 export interface PricePointListItem {
@@ -7,0 +9,0 @@ timestamp: number;

src/gapFillRange.spec.ts

 import { expect } from 'chai';
 
-import { gapFillRange } from './gapFillRange';
-import { OHLCVTimeUnit, OHLCVDataItem } from './types';
+import { gapFillRange } from './gapFillRange.js';
+import { OHLCVTimeUnit, OHLCVDataItem } from './types.js';
 
@@ -6,0 +6,0 @@ describe('gapFillRange', () => {

src/gapFillRange.ts

@@ -1,3 +0,3 @@
-import { OHLCVDataItem, OHLCVTimeUnit } from './types';
-import { getTimeUnitStartsInRange } from './utils';
+import { OHLCVDataItem, OHLCVTimeUnit } from './types.js';
+import { getTimeUnitStartsInRange } from './utils.js';
 
@@ -4,0 +4,0 @@ export interface GapFillRangeOptions {

src/index.ts

@@ -1,7 +0,7 @@
-export * from './types';
-export * from './utils';
-export * from './timeUnit';
-export * from './OHLCVLiveAggregator';
-export * from './reduceOHLCV';
-export * from './converters';
-export * from './gapFillRange';
+export * from './converters/index.js';
+export * from './types.js';
+export * from './utils.js';
+export * from './timeUnit.js';
+export * from './OHLCVLiveAggregator.js';
+export * from './reduceOHLCV.js';
+export * from './gapFillRange.js';

src/OHLCVLiveAggregator.ts

 import { TypedEmitter } from 'tiny-typed-emitter';
-import AVLTree from 'avl';
+import AVLTreeModule from 'avl';
 
-import { OHLCVTimeUnit, OHLCVDataItem } from './types';
-import { startOfTimeUnit, getTimeUnitStartsInRange } from './utils';
+import { OHLCVTimeUnit, OHLCVDataItem } from './types.js';
+import { startOfTimeUnit, getTimeUnitStartsInRange } from './utils.js';
 
+const AVLTree = AVLTreeModule.default;
+
 export interface OHLCVAggregatorRecordLimitRetentionOptions {
@@ -8,0 +10,0 @@ method: 'record-limit';

src/reduceOHLCV.ts

@@ -1,2 +0,2 @@
-import { OHLCVDataItem } from './types';
+import { OHLCVDataItem } from './types.js';
 
@@ -3,0 +3,0 @@ export type ReduceOHLCVItemsResult = Omit<OHLCVDataItem, 'timeUnitStart'>;

src/timeUnit.ts

@@ -1,2 +0,2 @@
-import { OHLCVTimeUnit, OHLCVTimeUnitGranularity } from './types';
+import { OHLCVTimeUnit, OHLCVTimeUnitGranularity } from './types.js';
 
@@ -3,0 +3,0 @@ export type OHLCVTimeUnitStringFormats = 'default' | 'trading-view' | 'coin-api';

src/utils.spec.ts

 import { expect } from 'chai';
 import moment from 'moment';
 
-import { getTimeUnitStartsInRange } from './utils';
+import { getTimeUnitStartsInRange } from './utils.js';
 
@@ -6,0 +6,0 @@ describe('Utils', () => {

src/utils.ts

 import moment from 'moment';
 
-import { OHLCVTimeUnitGranularity, OHLCVTimeUnit } from './types';
+import { OHLCVTimeUnitGranularity, OHLCVTimeUnit } from './types.js';
 
@@ -5,0 +5,0 @@ export function getGranularityDuration(granularity: OHLCVTimeUnitGranularity): number {

New alerts

New author

Supply chain risk

A new npm collaborator published a version of the package for the first time. New collaborators are usually benign additions to a project, but do indicate a change to the security surface area of a package.

Found 1 instance in 1 package

Improved metrics

Total package byte prevSize

106101

increased by13.62%

Number of package files

45

increased by15.38%

Lines of code

1813

increased by7.66%

Is type module

Yes

Worsened metrics

Number of medium supply chain risk alerts

1

increased byInfinity%

Dependency changes

• + Added@types/node@20.17.19(transitive)

• + Addedundici-types@6.19.8(transitive)

• - Removed@types/node@17.0.45(transitive)

• Updated@types/node@^20.3.0

• Updatedmoment@^2.29.4

• Updatedtslib@^2.5.3