@bitfinex/lib-js-util-math 0.7.0 → 1.0.0

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@bitfinex/lib-js-util-math",
-  "version": "0.7.0",
+  "version": "1.0.0",
   "description": "Bitfinex JS Math Lib",
   "author": {
     "name": "prdn",
@@ -16,40 +16,20 @@
     "type": "git",
     "url": "git+https://github.com/bitfinexcom/lib-js-util-math.git"
   },
-  "engine": {
-    "node": ">=8.0"
+  "engines": {
+    "node": ">=22.0"
   },
   "main": "index.js",
   "scripts": {
-    "format": "./node_modules/.bin/standard --fix",
-    "test": "npm run lint && npm run unit",
-    "unit": "NODE_ENV=test ./node_modules/.bin/mocha ./test/index.test.js",
-    "lint": "./node_modules/.bin/standard"
+    "test": "npm run lint && brittle-node ./test/*.js",
+    "lint": "bfx-lint-js",
+    "lint:fix": "bfx-lint-js --fix"
   },
   "dependencies": {
-    "bignumber.js": "^9.0.0"
+    "bignumber.js": "^9.3.1"
   },
   "devDependencies": {
-    "chai": "^4.2.0",
-    "dirty-chai": "^2.0.1",
-    "husky": "^4.3.6",
-    "mocha": "^8.2.1",
-    "standard": "^16.0.3"
-  },
-  "standard": {
-    "globals": [
-      "it",
-      "describe",
-      "before",
-      "after",
-      "beforeEach",
-      "afterEach"
-    ]
-  },
-  "husky": {
-    "hooks": {
-      "pre-commit": "npm run lint",
-      "pre-push": "npm run test"
-    }
+    "@bitfinex/lint-js": "^1.1.0",
+    "brittle": "^4.5.0"
   }
 }

package/src/bn.js

@@ -25,6 +25,10 @@ const nBN = (value) => {
 
 /**
  * @param {string|number|BigNumber} value
+ * @param {object} [opts]
+ * @param {boolean} [opts.allowNegative=true]
+ * @param {boolean} [opts.allowZero=true]
+ * @param {boolean} [opts.allowDecimals=true]
  */
 const validateBN = (value, opts = { allowNegative: true, allowZero: true, allowDecimals: true }) => {
   const n = nBN(value)

package/test/array.test.js

@@ -1,275 +1,274 @@
 'use strict'
 
-const chai = require('chai')
-  .use(require('dirty-chai'))
-const { expect } = chai
+const test = require('brittle')
 const { nBN } = require('../src/bn')
 const { avg, max, min, median, filterMedian } = require('../src/array')
 
-module.exports = () => {
-  describe('# array-tests', () => {
-    it('avg - it should fail with non numeric values', () => {
-      const values = ['10161', 'a10261.235']
-
-      return expect(
-        avg.bind(null, values)
-      ).to.throw()
-    })
-
-    it('avg - it should fail with no values', () => {
-      return expect(
-        avg.bind(null, [])
-      ).to.throw('ERR_NO_VALUES_PROVIDED')
-    })
-
-    it('avg - it should match the expected value', () => {
-      const values = ['10161', '10261.235', '10324.2567', 10724, '10232', '10510.25847', '10261.826']
-
-      const res = avg(values)
-      return expect(res).to.be.equal('10353.51088142857142857143')
-    })
-
-    it('avg - it should work with just one element', () => {
-      const values = ['10161']
-
-      const res = avg(values)
-      return expect(res).to.be.equal('10161')
-    })
-
-    it('avg - it should work with selector', () => {
-      const values = [
-        { price: '10161', volume: '1' },
-        { price: '10261.235', volume: '1' },
-        { price: '10324.2567', volume: '1' },
-        { price: 10724, volume: '1' },
-        { price: nBN('10232'), volume: '1' },
-        { price: '10510.25847', volume: '1' },
-        { price: '10261.826', volume: '1' }
-      ]
-
-      const res = avg(values, (a) => a.price)
-      return expect(res).to.be.equal('10353.51088142857142857143')
-    })
-
-    it('avg - it should work with negatives', () => {
-      const values = [
-        { price: '-10161', volume: '1' },
-        { price: '-10261.235', volume: '1' },
-        { price: '-10324.2567', volume: '1' },
-        { price: '-10724', volume: '1' },
-        { price: '-10232', volume: '1' },
-        { price: '-10510.25847', volume: '1' },
-        { price: '-10261.826', volume: '1' }
-      ]
-
-      const res = avg(values, (a) => a.price)
-      return expect(res).to.be.equal('-10353.51088142857142857143')
-    })
-
-    it('avg - it should fail with non numeric values', () => {
-      const values = ['10161', 'a10261.235']
-
-      return expect(
-        avg.bind(null, values)
-      ).to.throw()
-    })
-
-    it('max - it should fail with no values', () => {
-      return expect(
-        max.bind(null, [])
-      ).to.throw('ERR_NO_VALUES_PROVIDED')
-    })
-
-    it('max - it should match the expected value', () => {
-      const values = ['10161', '10261.235', '10324.2567', 10724, '10232', '10510.25847', '10261.826']
-
-      const res = max(values)
-      return expect(res).to.be.equal('10724')
-    })
-
-    it('max - it should work with just one element', () => {
-      const values = ['10161']
-
-      const res = max(values)
-      return expect(res).to.be.equal('10161')
-    })
-
-    it('max - it should work with selector', () => {
-      const values = [
-        { price: '10161', volume: '1' },
-        { price: '10261.235', volume: '1' },
-        { price: '10324.2567', volume: '1' },
-        { price: 10724, volume: '1' },
-        { price: nBN('10232'), volume: '1' },
-        { price: '10510.25847', volume: '1' },
-        { price: '10261.826', volume: '1' }
-      ]
-
-      const res = max(values, (a) => a.price)
-      return expect(res).to.be.equal('10724')
-    })
-
-    it('max - it should work with negatives', () => {
-      const values = [
-        { price: '-10161', volume: '1' },
-        { price: '-10261.235', volume: '1' },
-        { price: '-10324.2567', volume: '1' },
-        { price: '-10724', volume: '1' },
-        { price: '-10232', volume: '1' },
-        { price: '-10510.25847', volume: '1' },
-        { price: '-10261.826', volume: '1' }
-      ]
-
-      const res = max(values, (a) => a.price)
-      return expect(res).to.be.equal('-10161')
-    })
-
-    it('min - it should fail with no values', () => {
-      return expect(
-        min.bind(null, [])
-      ).to.throw('ERR_NO_VALUES_PROVIDED')
-    })
-
-    it('min - it should match the expected value', () => {
-      const values = ['10161', '10261.235', '10324.2567', 10724, '10232', '10510.25847', '10261.826']
-
-      const res = min(values)
-      return expect(res).to.be.equal('10161')
-    })
-
-    it('min - it should work with just one element', () => {
-      const values = ['10161']
-
-      const res = min(values)
-      return expect(res).to.be.equal('10161')
-    })
-
-    it('min - it should work with selector', () => {
-      const values = [
-        { price: '10161', volume: '1' },
-        { price: '10261.235', volume: '1' },
-        { price: '10324.2567', volume: '1' },
-        { price: 10724, volume: '1' },
-        { price: nBN('10232'), volume: '1' },
-        { price: '10510.25847', volume: '1' },
-        { price: '10261.826', volume: '1' }
-      ]
-
-      const res = min(values, (a) => a.price)
-      return expect(res).to.be.equal('10161')
-    })
-
-    it('min - it should work with negatives', () => {
-      const values = [
-        { price: '-10161', volume: '1' },
-        { price: '-10261.235', volume: '1' },
-        { price: '-10324.2567', volume: '1' },
-        { price: '-10724', volume: '1' },
-        { price: '-10232', volume: '1' },
-        { price: '-10510.25847', volume: '1' },
-        { price: '-10261.826', volume: '1' }
-      ]
-
-      const res = min(values, (a) => a.price)
-      return expect(res).to.be.equal('-10724')
-    })
-
-    it('median - it should fail with empty array', () => {
-      return expect(
-        median.bind(null, [])
-      ).to.throw('ERR_NO_VALUES_PROVIDED')
-    })
-
-    it('median - it should select middle element in case of odd array', () => {
-      const values = [
-        '10161',
-        10261.235,
-        10324.2567,
-        '10724',
-        '10232',
-        10510.25847,
-        10261.826
-      ]
-
-      const res = median(values)
-      return expect(res.toString()).to.be.equal('10261.826')
-    })
-
-    it('median - it should select avg from middle element in case of even array', () => {
-      const values = [
-        '10161',
-        10261.235,
-        10324.2567,
-        '10724',
-        '10232',
-        10261.826
-      ]
-
-      const res = median(values)
-      return expect(res.toString()).to.be.equal('10261.5305')
-    })
-
-    it('median - it should work with just one item', () => {
-      const values = ['10161']
-      const res = median(values)
-      return expect(res.toString()).to.be.equal('10161')
-    })
-
-    it('median - it should work with selector', () => {
-      const values = [
-        { price: '10161', volume: '1' },
-        { price: '10261.235', volume: '1' },
-        { price: '10324.2567', volume: '1' },
-        { price: '10724', volume: '1' },
-        { price: '10232', volume: '1' },
-        { price: '10510.25847', volume: '1' },
-        { price: '10261.826', volume: '1' }
-      ]
-
-      const res = median(values, (a) => a.price)
-      return expect(res.toString()).to.be.equal('10261.826')
-    })
-
-    it('median - it should work with negative numbers', () => {
-      const values = [
-        '-10161',
-        -10261.235,
-        -10324.2567,
-        '-10724',
-        '-10232',
-        -10510.25847,
-        -10261.826
-      ]
-
-      const res = median(values)
-      return expect(res.toString()).to.be.equal('-10261.826')
-    })
-
-    it('filterMedian - it should fail with empty array', () => {
-      return expect(
-        median.bind(null, [])
-      ).to.throw('ERR_NO_VALUES_PROVIDED')
-    })
-
-    it('filterMedian - it should filter expected values', () => {
-      const samples = [
-        ['0.0161545', '0.0161565', '0.0161415', '0.056355'], // filter highest
-        ['0.0161545', '0.0161565', '0.0361415', '0.056355'], // filter multiple outliners
-        ['0.0161545', '0.0161565', '0.0161415', '0.006355'], // filter lowest
-        ['0.0161545', '0.0161565', '0.0161415', '0.016355'] // keep all
-      ]
-
-      const expected = [
-        ['0.0161545', '0.0161565', '0.0161415'],
-        ['0.0161545', '0.0161565'],
-        ['0.0161545', '0.0161565', '0.0161415'],
-        ['0.0161545', '0.0161565', '0.0161415', '0.016355']
-      ]
-
-      const filtered = samples.map(values => filterMedian(values, '0.02'))
-      filtered.forEach((f, i) => {
-        expect(f).to.be.eqls(expected[i])
-      })
-    })
+test('avg - it should fail with non numeric values', (t) => {
+  const values = ['10161', 'a10261.235']
+
+  t.exception.all(
+    avg.bind(null, values)
+  )
+})
+
+test('avg - it should fail with no values', (t) => {
+  t.exception(
+    avg.bind(null, []),
+    /ERR_NO_VALUES_PROVIDED/
+  )
+})
+
+test('avg - it should match the expected value', (t) => {
+  const values = ['10161', '10261.235', '10324.2567', 10724, '10232', '10510.25847', '10261.826']
+
+  const res = avg(values)
+  t.is(res, '10353.51088142857142857143')
+})
+
+test('avg - it should work with just one element', (t) => {
+  const values = ['10161']
+
+  const res = avg(values)
+  t.is(res, '10161')
+})
+
+test('avg - it should work with selector', (t) => {
+  const values = [
+    { price: '10161', volume: '1' },
+    { price: '10261.235', volume: '1' },
+    { price: '10324.2567', volume: '1' },
+    { price: 10724, volume: '1' },
+    { price: nBN('10232'), volume: '1' },
+    { price: '10510.25847', volume: '1' },
+    { price: '10261.826', volume: '1' }
+  ]
+
+  const res = avg(values, (a) => a.price)
+  t.is(res, '10353.51088142857142857143')
+})
+
+test('avg - it should work with negatives', (t) => {
+  const values = [
+    { price: '-10161', volume: '1' },
+    { price: '-10261.235', volume: '1' },
+    { price: '-10324.2567', volume: '1' },
+    { price: '-10724', volume: '1' },
+    { price: '-10232', volume: '1' },
+    { price: '-10510.25847', volume: '1' },
+    { price: '-10261.826', volume: '1' }
+  ]
+
+  const res = avg(values, (a) => a.price)
+  t.is(res, '-10353.51088142857142857143')
+})
+
+test('avg - it should fail with non numeric values', (t) => {
+  const values = ['10161', 'a10261.235']
+
+  t.exception.all(
+    avg.bind(null, values)
+  )
+})
+
+test('max - it should fail with no values', (t) => {
+  t.exception(
+    max.bind(null, []),
+    /ERR_NO_VALUES_PROVIDED/
+  )
+})
+
+test('max - it should match the expected value', (t) => {
+  const values = ['10161', '10261.235', '10324.2567', 10724, '10232', '10510.25847', '10261.826']
+
+  const res = max(values)
+  t.is(res, '10724')
+})
+
+test('max - it should work with just one element', (t) => {
+  const values = ['10161']
+
+  const res = max(values)
+  t.is(res, '10161')
+})
+
+test('max - it should work with selector', (t) => {
+  const values = [
+    { price: '10161', volume: '1' },
+    { price: '10261.235', volume: '1' },
+    { price: '10324.2567', volume: '1' },
+    { price: 10724, volume: '1' },
+    { price: nBN('10232'), volume: '1' },
+    { price: '10510.25847', volume: '1' },
+    { price: '10261.826', volume: '1' }
+  ]
+
+  const res = max(values, (a) => a.price)
+  t.is(res, '10724')
+})
+
+test('max - it should work with negatives', (t) => {
+  const values = [
+    { price: '-10161', volume: '1' },
+    { price: '-10261.235', volume: '1' },
+    { price: '-10324.2567', volume: '1' },
+    { price: '-10724', volume: '1' },
+    { price: '-10232', volume: '1' },
+    { price: '-10510.25847', volume: '1' },
+    { price: '-10261.826', volume: '1' }
+  ]
+
+  const res = max(values, (a) => a.price)
+  t.is(res, '-10161')
+})
+
+test('min - it should fail with no values', (t) => {
+  t.exception(
+    min.bind(null, []),
+    /ERR_NO_VALUES_PROVIDED/
+  )
+})
+
+test('min - it should match the expected value', (t) => {
+  const values = ['10161', '10261.235', '10324.2567', 10724, '10232', '10510.25847', '10261.826']
+
+  const res = min(values)
+  t.is(res, '10161')
+})
+
+test('min - it should work with just one element', (t) => {
+  const values = ['10161']
+
+  const res = min(values)
+  t.is(res, '10161')
+})
+
+test('min - it should work with selector', (t) => {
+  const values = [
+    { price: '10161', volume: '1' },
+    { price: '10261.235', volume: '1' },
+    { price: '10324.2567', volume: '1' },
+    { price: 10724, volume: '1' },
+    { price: nBN('10232'), volume: '1' },
+    { price: '10510.25847', volume: '1' },
+    { price: '10261.826', volume: '1' }
+  ]
+
+  const res = min(values, (a) => a.price)
+  t.is(res, '10161')
+})
+
+test('min - it should work with negatives', (t) => {
+  const values = [
+    { price: '-10161', volume: '1' },
+    { price: '-10261.235', volume: '1' },
+    { price: '-10324.2567', volume: '1' },
+    { price: '-10724', volume: '1' },
+    { price: '-10232', volume: '1' },
+    { price: '-10510.25847', volume: '1' },
+    { price: '-10261.826', volume: '1' }
+  ]
+
+  const res = min(values, (a) => a.price)
+  t.is(res, '-10724')
+})
+
+test('median - it should fail with empty array', (t) => {
+  t.exception(
+    median.bind(null, []),
+    /ERR_NO_VALUES_PROVIDED/
+  )
+})
+
+test('median - it should select middle element in case of odd array', (t) => {
+  const values = [
+    '10161',
+    10261.235,
+    10324.2567,
+    '10724',
+    '10232',
+    10510.25847,
+    10261.826
+  ]
+
+  const res = median(values)
+  t.is(res.toString(), '10261.826')
+})
+
+test('median - it should select avg from middle element in case of even array', (t) => {
+  const values = [
+    '10161',
+    10261.235,
+    10324.2567,
+    '10724',
+    '10232',
+    10261.826
+  ]
+
+  const res = median(values)
+  t.is(res.toString(), '10261.5305')
+})
+
+test('median - it should work with just one item', (t) => {
+  const values = ['10161']
+  const res = median(values)
+  t.is(res.toString(), '10161')
+})
+
+test('median - it should work with selector', (t) => {
+  const values = [
+    { price: '10161', volume: '1' },
+    { price: '10261.235', volume: '1' },
+    { price: '10324.2567', volume: '1' },
+    { price: '10724', volume: '1' },
+    { price: '10232', volume: '1' },
+    { price: '10510.25847', volume: '1' },
+    { price: '10261.826', volume: '1' }
+  ]
+
+  const res = median(values, (a) => a.price)
+  t.is(res.toString(), '10261.826')
+})
+
+test('median - it should work with negative numbers', (t) => {
+  const values = [
+    '-10161',
+    -10261.235,
+    -10324.2567,
+    '-10724',
+    '-10232',
+    -10510.25847,
+    -10261.826
+  ]
+
+  const res = median(values)
+  t.is(res.toString(), '-10261.826')
+})
+
+test('filterMedian - it should fail with empty array', (t) => {
+  t.exception(
+    median.bind(null, []),
+    /ERR_NO_VALUES_PROVIDED/
+  )
+})
+
+test('filterMedian - it should filter expected values', (t) => {
+  const samples = [
+    ['0.0161545', '0.0161565', '0.0161415', '0.056355'], // filter highest
+    ['0.0161545', '0.0161565', '0.0361415', '0.056355'], // filter multiple outliners
+    ['0.0161545', '0.0161565', '0.0161415', '0.006355'], // filter lowest
+    ['0.0161545', '0.0161565', '0.0161415', '0.016355'] // keep all
+  ]
+
+  const expected = [
+    ['0.0161545', '0.0161565', '0.0161415'],
+    ['0.0161545', '0.0161565'],
+    ['0.0161545', '0.0161565', '0.0161415'],
+    ['0.0161545', '0.0161565', '0.0161415', '0.016355']
+  ]
+
+  const filtered = samples.map(values => filterMedian(values, '0.02'))
+  filtered.forEach((f, i) => {
+    t.alike(f, expected[i])
   })
-}
+})