@steerprotocol/app-loader 0.0.4 → 0.0.7

package/lib/index.d.ts

@@ -1,3 +1,13 @@
+export declare class Candle {
+    timestamp: number;
+    high: number;
+    low: number;
+    open: number;
+    close: number;
+    volume: number;
+    constructor(timestamp: number, high: number, low: number, open: number, close: number, volume: number);
+    toString(): string;
+}
 /**
  * assembly/index/initialize
  * @param config `~lib/string/String`
@@ -28,5 +38,9 @@ export type WasmModule = {
     transform: typeof transform;
     memory: WebAssembly.Memory;
 };
+export type TickData = {
+    index: number;
+    value: string;
+};
 export declare const loadWasm: (input: string | ArrayBuffer, imports?: {}) => Promise<WasmModule>;
 export {};

package/lib/index.js

@@ -32,7 +32,23 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
     });
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.loadWasm = void 0;
+exports.loadWasm = exports.Candle = void 0;
+const pondjs_1 = require("pondjs");
+const types_1 = require("pondjs/lib/types");
+class Candle {
+    constructor(timestamp, high, low, open, close, volume) {
+        this.timestamp = timestamp;
+        this.high = high;
+        this.low = low;
+        this.open = open;
+        this.close = close;
+        this.volume = volume;
+    }
+    toString() {
+        return JSON.stringify(this);
+    }
+}
+exports.Candle = Candle;
 function instantiate(module, imports = {}) {
     return __awaiter(this, void 0, void 0, function* () {
         const adaptedImports = {
@@ -50,10 +66,17 @@ function instantiate(module, imports = {}) {
                         throw new Error(`${message} in ${fileName}:${lineNumber}:${columnNumber}`);
                     })();
                 },
+                generateCandles(data, candleSize) {
+                    const _data = __liftString(data >>> 0) || '[]';
+                    console.log("🧙‍♂️ 🔎 -> ~ file: index.ts:72 ~ generateCandles ~ _data", _data);
+                    const _candleSize = __liftString(candleSize >>> 0) || '69m';
+                    console.log("🧙‍♂️ 🔎 -> ~ file: index.ts:74 ~ generateCandles ~ _candleSize", _candleSize);
+                    return __lowerString(JSON.stringify(generateCandles(JSON.parse(_data), _candleSize)));
+                }
             }),
             console: {
                 log: (msg) => {
-                    console.log(msg);
+                    console.log(__liftString(msg >>> 0));
                 },
             }
         };
@@ -184,6 +207,58 @@ function instantiate(module, imports = {}) {
                 return __dataview.getFloat64(pointer, true);
             }
         }
+        function generateCandles(data, candleSize) {
+            if (data[0] === undefined || Object.keys(data[0]).length === 0) {
+                return [];
+            }
+            const series = (0, pondjs_1.timeSeries)({
+                name: 'swaps',
+                columns: [...Object.keys(data[0])],
+                points: data.map((point) => {
+                    return [...Object.values(point)].map(value => Number(value));
+                }),
+            });
+            const windowRollup = series
+                .fixedWindowRollup({
+                window: (0, pondjs_1.window)((0, pondjs_1.duration)(candleSize)),
+                aggregation: {
+                    high: ['value', (0, pondjs_1.max)()],
+                    low: ['value', (0, pondjs_1.min)()],
+                    close: ['value', (0, pondjs_1.last)()],
+                    open: ['value', (0, pondjs_1.first)()],
+                },
+            })
+                .fill({
+                fieldSpec: 'value',
+                method: 2,
+            });
+            // eslint-disable-next-line @typescript-eslint/ban-ts-comment
+            // @ts-ignore
+            return windowRollup
+                .toJSON()
+                // eslint-disable-next-line @typescript-eslint/ban-ts-comment
+                // @ts-ignore
+                .points.map((p) => {
+                // Convert time range to timestamp of beginning of range
+                // eslint-disable-next-line @typescript-eslint/ban-ts-comment
+                // @ts-ignore
+                p[0] = new pondjs_1.Index(p[0])
+                    .toTimeRange()
+                    .toTime(types_1.TimeAlignment.Begin)
+                    .toDate()
+                    .getTime();
+                return p;
+            })
+                .map((p) => {
+                return {
+                    timestamp: p[0],
+                    high: p[1],
+                    low: p[2],
+                    close: p[3],
+                    open: p[4],
+                };
+            });
+        }
         return adaptedExports;
     });
 }

package/package.json

@@ -1,11 +1,11 @@
 {
   "name": "@steerprotocol/app-loader",
-  "version": "0.0.4",
+  "version": "0.0.7",
   "description": "App Loader for Steer Protocol",
   "main": "lib/index.js",
   "types": "lib/index.d.ts",
   "scripts": {
-    "build": "tsc",
+    "build": "tsc --build tsconfig.json",
     "format": "prettier --write \"src/**/*.(js|ts)\"",
     "lint": "eslint src --ext .js,.ts",
     "lint:fix": "eslint src --fix --ext .js,.ts",
@@ -43,5 +43,8 @@
   },
   "files": [
     "lib/**/*"
-  ]
+  ],
+  "dependencies": {
+    "pondjs": "1.0.0-alpha.10"
+  }
 }