https://github.com/ykon550/ts-sliding-window

Time Series Sliding Window for Node.JS
https://github.com/ykon550/ts-sliding-window

sliding-window-algorithm sliding-windows time-series-analysis

Last synced: 4 days ago
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Time Series Sliding Window for Node.JS

• Host: GitHub
• URL: https://github.com/ykon550/ts-sliding-window
• Owner: ykon550
• License: mit
• Created: 2019-02-07T06:34:56.000Z (almost 6 years ago)
• Default Branch: master
• Last Pushed: 2019-02-10T06:16:06.000Z (almost 6 years ago)
• Last Synced: 2024-11-04T21:45:28.842Z (11 days ago)
• Topics: sliding-window-algorithm, sliding-windows, time-series-analysis
• Language: TypeScript
• Homepage:
• Size: 1.32 MB
• Stars: 3
• Watchers: 0
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# ts-sliding-window

Simple implementation of Time Series Sliding Window.

## Install

```

npm install ts-sliding-window

```

## Example Application

![capture](https://github.com/ya9do/ts-sliding-window/blob/images/images/example%20app%20screen%20capture.gif)

This repository has internal NPM package for example application. Example app uses cryptocurrency exchange market, Binance. This app will fetch market data via WebSocket and `ts-sliding-window` calculates both of Buy/Sell volume in last 20 seconds.

### Example Application Install & Execution

```

$ cd example

$ npm install

$ node index.js

Binance Exchange's websocket connected

 {"sell":"1383.19499268","buy":"844.17605107"}, {"takerSide":"sell","price":"3656.34","timestamp":"2019-02-09T07:27:37.130Z"}

```