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https://github.com/valamidev/candlestick-convert

[NPM] OHLCV Candlestick Batcher/Converter
https://github.com/valamidev/candlestick-convert

batcher candlestick ccxt chart-library cryptocurrency interval ohlc ohlcv tick tick-chart timeframe

Last synced: 3 months ago
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[NPM] OHLCV Candlestick Batcher/Converter

Host: GitHub
URL: https://github.com/valamidev/candlestick-convert
Owner: valamidev
License: mit
Created: 2019-07-19T19:13:49.000Z (almost 5 years ago)
Default Branch: master
Last Pushed: 2023-04-09T08:55:40.000Z (about 1 year ago)
Last Synced: 2024-03-05T11:21:39.522Z (4 months ago)
Topics: batcher, candlestick, ccxt, chart-library, cryptocurrency, interval, ohlc, ohlcv, tick, tick-chart, timeframe
Language: TypeScript
Homepage: https://www.npmjs.com/package/candlestick-convert
Size: 250 KB
Stars: 48
Watchers: 3
Forks: 9
Open Issues: 0
Metadata Files:
- Readme: README.md
- License: LICENSE

Lists

awesome-ccxt - candlestick-convert - [Object,Object] => [[],[]] (Utils)

README

        # candlestick-convert

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![npm](https://img.shields.io/npm/dy/candlestick-convert)

This package allows you to batch OHLCV candlesticks or create them from trade (tick) datasets.

#### Supported formats:

- OHLCV (CCXT format) `[[time,open,high,low,close,volume]]`

- OHLCV JSON `[{time: number,open: number, high: number, low: number close: number, volume: number}]`

- Trade JSON `[{price: number, quantity: number, time:number}]`

#### Features:

- Typescript support!

- CCXT support

- No Dependencies

- Performance single loop used

- Skip missing candles

#### Important!:

- Intervals are only supported as integers in seconds (1 minute = 60, 2 minutes = 120...).

- Only positive integer multiples are allowed between the base interval and the new interval, e.g., 60->120, 60->180.

#### Install:

```

npm install candlestick-convert

```

#### Available functions:

```javascript

import {batchCandleArray, batchCandleArrayCustomInterval, batchCandleJSON, batchTicksToCandle, ticksToTickChart} from "candlestick-convert";

batchCandleArray(candledata: OHLCV[], baseInterval = 60, targetInterval = 300, includeOpenCandle = false)

//return OHLCV[]

batchCandleArrayCustomInterval(candleData: OHLCV[], intervalFunction: IntervalFunction, includeOpenCandle = false)

//return OHLCV[]

batchCandleJSON(candledata: IOHLCV [], baseInterval = 60, argetInterval = 300)

// return IOHLCV[]

batchTicksToCandle(tradedata: TradeTick[], interval = 60,  includeOpenCandle = false)

// return IOHLCV[]

ticksToTickChart(tradedata: TradeTick[], numberOfTicks = 5)

// return IOHLCV[]

```

\*\* includeOpenCandle allow non-complete candles in the result, useful for not normalized input data

#### Types

```javascript

export type IOHLCV = {

  time: number,

  open: number,

  high: number,

  low: number,

  close: number,

  volume: number,

};

export type OHLCV = [number, number, number, number, number, number];

// OpenTime, Open, High, Low, Close, Volume

export type IntervalFunction = (timeStamp: number) => number;

// return the OpenTime for the given timestamp

export type TradeTick = {

  price: number,

  quantity: number,

  time: number,

};

```

## Examples

**CCXT OHLCV:**

```javascript

import { batchCandleJSON } from "candlestick-convert";

const link_btc_1m = [

  {

    time: 1563625680000,

    open: 0.00024824,

    high: 0.00024851,

    low: 0.00024798,

    close: 0.00024831,

    volume: 2264,

  },

  {

    time: 1563625740000,

    open: 0.00024817,

    high: 0.00024832,

    low: 0.00024795,

    close: 0.00024828,

    volume: 3145,

  },

];

const baseFrame = 60; // 60 seconds

const newFrame = 120; // 120 seconds

// Convert to 2m Candles

const link_btc_2m = batchCandleJSON(link_btc_1m, baseFrame, newFrame);

```

**Tick Chart:**

```javascript

import { ticksToTickChart, TradeTick } from "candlestick-convert";

const adabnb_trades = [

  {

    time: "1564502620356",

    side: "sell",

    quantity: "4458",

    price: "0.00224",

    tradeId: "1221272",

  },

  {

    time: "1564503133949",

    side: "sell",

    quantity: "3480",

    price: "0.002242",

    tradeId: "1221273",

  },

  {

    time: "1564503134553",

    side: "buy",

    quantity: "51",

    price: "0.002248",

    tradeId: "1221274",

  },

];

const filtered_adabnb_trades: TradeTick[] = adabnb_trades.map((trade: any) => ({

  time: trade.time,

  quantity: trade.quantity,

  price: trade.price,

}));

const batchSize = 2; // Every TickCandle consist 2 trade

const tickChart = ticksToTickChart(filtered_adabnb_trades, batchSize);

```