@riocrypto/common-server 1.0.787 → 1.0.789

package/build/helpers/calculate-volatility-markup.d.ts

@@ -1 +1 @@
-export declare const calculateVolatilityMarkup: (conversionRateFromUSD: number, volatility: number, quoteDuration: number) => number;
+export declare const calculateExchangeRateWithVolatilityMarkup: (conversionRateFromUSD: number, volatility: number, riskFactor: number, priceDirection: "increase" | "decrease" | "stable") => number;

package/build/helpers/calculate-volatility-markup.js

@@ -1,8 +1,18 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateVolatilityMarkup = void 0;
-const calculateVolatilityMarkup = (conversionRateFromUSD, volatility, quoteDuration) => {
-    const markup = conversionRateFromUSD * volatility * quoteDuration;
-    return markup;
+exports.calculateExchangeRateWithVolatilityMarkup = void 0;
+const calculateExchangeRateWithVolatilityMarkup = (conversionRateFromUSD, volatility, riskFactor, priceDirection) => {
+    const maximumPriceChange = volatility * riskFactor;
+    let priceWithMarkup;
+    if (priceDirection === "increase") {
+        priceWithMarkup = conversionRateFromUSD + maximumPriceChange;
+    }
+    else if (priceDirection === "decrease") {
+        priceWithMarkup = conversionRateFromUSD - maximumPriceChange;
+    }
+    else {
+        priceWithMarkup = conversionRateFromUSD;
+    }
+    return priceWithMarkup;
 };
-exports.calculateVolatilityMarkup = calculateVolatilityMarkup;
+exports.calculateExchangeRateWithVolatilityMarkup = calculateExchangeRateWithVolatilityMarkup;

package/build/helpers/calculate-volatility.d.ts

@@ -1,2 +1,7 @@
 import { Fiat } from "@riocrypto/common";
-export declare const calculateVolatility: (from: Fiat, to: Fiat, start: Date, end: Date) => Promise<number>;
+interface VolatilityResult {
+    volatility: number;
+    priceDirection: string;
+}
+export declare const calculateVolatility: (from: Fiat, to: Fiat, start: Date, end: Date) => Promise<VolatilityResult>;
+export {};

package/build/helpers/calculate-volatility.js

@@ -20,6 +20,19 @@ const calculateVolatility = (from, to, start, end) => __awaiter(void 0, void 0,
     const variance = squaredDeviations.reduce((sum, deviation) => sum + deviation, 0) /
         values.length;
     const volatility = Math.sqrt(variance);
-    return volatility;
+    const currentPrice = values[values.length - 1];
+    const previousPrice = values[values.length - 2];
+    const priceChange = currentPrice - previousPrice;
+    let priceDirection;
+    if (Math.abs(priceChange) > volatility) {
+        priceDirection = priceChange > 0 ? "increase" : "decrease";
+    }
+    else {
+        priceDirection = "stable";
+    }
+    return {
+        volatility,
+        priceDirection,
+    };
 });
 exports.calculateVolatility = calculateVolatility;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@riocrypto/common-server",
-  "version": "1.0.787",
+  "version": "1.0.789",
   "description": "",
   "main": "./build/index.js",
   "types": "./build/index.d.ts",
@@ -24,7 +24,7 @@
     "@aws-sdk/client-s3": "^3.297.0",
     "@everapi/currencyapi-js": "^1.0.6",
     "@google-cloud/storage": "^6.9.5",
-    "@riocrypto/common": "^1.0.689",
+    "@riocrypto/common": "^1.0.690",
     "@types/express": "^4.17.13",
     "axios": "^0.27.2",
     "ccxt": "^3.0.30",