@ultrade/shared 1.0.6 → 1.0.8

package/dist/helpers/ticker.helpers.js

@@ -1,338 +1 @@
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-/***/ 1174:
-/***/ (function(__unused_webpack_module, exports, __webpack_require__) {
-
-
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", ({ value: true }));
-exports.Operations = void 0;
-exports.absolute = absolute;
-exports.ceil = ceil;
-exports.toFixed = toFixed;
-exports.floor = floor;
-exports.round = round;
-exports.plus = plus;
-exports.minus = minus;
-exports.multiply = multiply;
-exports.toUsd = toUsd;
-exports.divide = divide;
-exports.greaterThanOrEqual = greaterThanOrEqual;
-exports.greaterThan = greaterThan;
-exports.lessThanOrEqual = lessThanOrEqual;
-exports.lessThan = lessThan;
-exports.equal = equal;
-exports.mod = mod;
-exports.modZero = modZero;
-exports.bn_operation = bn_operation;
-exports.roundNumber = roundNumber;
-exports.convertFromBaseUnits = convertFromBaseUnits;
-exports.convertToBaseUnits = convertToBaseUnits;
-const bignumber_js_1 = __importDefault(__webpack_require__(4978));
-bignumber_js_1.default.config({ DECIMAL_PLACES: 40, EXPONENTIAL_AT: 45 });
-var Operations;
-(function (Operations) {
-    Operations["MINUS"] = "-";
-    Operations["PLUS"] = "+";
-    Operations["MULTIPLY"] = "*";
-    Operations["DIVIDE"] = "/";
-    Operations["GREATER_THAN_OR_EQUAL"] = ">=";
-    Operations["GREATER_THAN"] = ">";
-    Operations["LESS_THAN_OR_EQUAL"] = "<=";
-    Operations["LESS_THAN"] = "<";
-    Operations["EQUAL"] = "==";
-    Operations["MOD"] = "mod";
-})(Operations || (exports.Operations = Operations = {}));
-function absolute(value) {
-    let x = new bignumber_js_1.default(value);
-    const res = x.abs().toString();
-    return res;
-}
-function ceil(value) {
-    let x = new bignumber_js_1.default(String(value));
-    const res = x.integerValue(bignumber_js_1.default.ROUND_CEIL).toString();
-    if (!equal(value, res)) {
-        console.log('Ceil value', { value, res });
-    }
-    return res;
-}
-function toFixed(value, decimalPlaces, roundUpToFirstSignificant = false) {
-    const x = new bignumber_js_1.default(String(value));
-    let res;
-    if (roundUpToFirstSignificant) {
-        const valueStr = x.toFixed();
-        const decimalIndex = valueStr.indexOf('.');
-        if (decimalIndex >= 0) {
-            const fractionalPart = valueStr.slice(decimalIndex + 1);
-            let leadingZeros = 0;
-            for (let char of fractionalPart) {
-                if (char === '0') {
-                    leadingZeros++;
-                }
-                else {
-                    break;
-                }
-            }
-            const totalDecimalPlaces = leadingZeros + 1;
-            res = x.toFixed(totalDecimalPlaces, bignumber_js_1.default.ROUND_UP);
-        }
-        else {
-            res = x.toFixed(0);
-        }
-    }
-    else {
-        res = x.toFixed(decimalPlaces);
-    }
-    console.log('Fixed value', { value, res });
-    return res;
-}
-function floor(value) {
-    let x = new bignumber_js_1.default(String(value));
-    const res = x.integerValue(bignumber_js_1.default.ROUND_FLOOR).toString();
-    console.log('Floor value', { value, res });
-    return res;
-}
-function round(value) {
-    let x = new bignumber_js_1.default(String(value));
-    const res = x.integerValue(bignumber_js_1.default.ROUND_HALF_UP).toString();
-    console.log('Round value', { value, res });
-    return res;
-}
-function plus(value1, value2) {
-    return bn_operation(value1, value2, Operations.PLUS);
-}
-function minus(value1, value2) {
-    return bn_operation(value1, value2, Operations.MINUS);
-}
-function multiply(value1, value2) {
-    return bn_operation(value1, value2, Operations.MULTIPLY);
-}
-function toUsd(amount, price) {
-    return multiply(amount, price || 0);
-}
-;
-function divide(value1, value2) {
-    return bn_operation(value1, value2, Operations.DIVIDE);
-}
-function greaterThanOrEqual(value1, value2) {
-    return Boolean(bn_operation(value1, value2, Operations.GREATER_THAN_OR_EQUAL));
-}
-function greaterThan(value1, value2) {
-    return Boolean(bn_operation(value1, value2, Operations.GREATER_THAN));
-}
-function lessThanOrEqual(value1, value2) {
-    return Boolean(bn_operation(value1, value2, Operations.LESS_THAN_OR_EQUAL));
-}
-function lessThan(value1, value2) {
-    return Boolean(bn_operation(value1, value2, Operations.LESS_THAN));
-}
-function equal(value1, value2) {
-    return Boolean(bn_operation(value1, value2, Operations.EQUAL));
-}
-function mod(value1, value2) {
-    return bn_operation(value1, value2, Operations.MOD);
-}
-function modZero(value1, value2) {
-    return equal(mod(value1, value2), 0);
-}
-function bn_operation(a, b, operation) {
-    a = new bignumber_js_1.default(String(a));
-    b = new bignumber_js_1.default(String(b));
-    switch (operation.toLowerCase()) {
-        case '-':
-            return a.minus(b).toString();
-        case '+':
-            return a.plus(b).toString();
-        case '*':
-        case 'x':
-            return a.multipliedBy(b).toString();
-        case '÷':
-        case '/':
-            return a.dividedBy(b).toString();
-        case '>=':
-            return a.isGreaterThanOrEqualTo(b);
-        case '>':
-            return a.isGreaterThan(b);
-        case '<=':
-            return a.isLessThanOrEqualTo(b);
-        case '<':
-            return a.isLessThan(b);
-        case '==':
-            return a.isEqualTo(b);
-        case 'mod':
-            return a.modulo(b);
-        default:
-            break;
-    }
-}
-function getExponentialNumberComponents(x) {
-    if (x.toString().includes('e')) {
-        const parts = x.toString().split('e');
-        return [parseFloat(parts[0]), parseFloat(parts[1])];
-    }
-    return [x, 0];
-}
-function generateExponentialNumberFromComponents(decimalPart, exponent) {
-    return decimalPart + (exponent < 0 ? `e${exponent}` : `e+${exponent}`);
-}
-function roundNumber({ decimalPlaces = 0 }, x) {
-    if (decimalPlaces > 0) {
-        const [decimal, decimalExponentialPart] = getExponentialNumberComponents(x);
-        const [rounded, roundedExponentialPart] = getExponentialNumberComponents(Math.round(Number(generateExponentialNumberFromComponents(decimal, decimalExponentialPart + decimalPlaces))));
-        return Number(generateExponentialNumberFromComponents(rounded, roundedExponentialPart - decimalPlaces));
-    }
-    return Math.round(x);
-}
-function convertFromBaseUnits(assetDecimals, quantity) {
-    const decimals = Number(assetDecimals);
-    return roundNumber({ decimalPlaces: decimals }, Math.pow(10, -decimals) * Number(quantity));
-}
-function convertToBaseUnits(assetDecimals, quantity) {
-    const baseAmount = Math.pow(10, Number(assetDecimals)) * Number(quantity);
-    return roundNumber({ decimalPlaces: 0 }, baseAmount);
-}
-
-
-/***/ }),
-
-/***/ 4978:
-/***/ ((module) => {
-
-module.exports = require("bignumber.js");
-
-/***/ })
-
-/******/ 	});
-/************************************************************************/
-/******/ 	// The module cache
-/******/ 	var __webpack_module_cache__ = {};
-/******/ 	
-/******/ 	// The require function
-/******/ 	function __webpack_require__(moduleId) {
-/******/ 		// Check if module is in cache
-/******/ 		var cachedModule = __webpack_module_cache__[moduleId];
-/******/ 		if (cachedModule !== undefined) {
-/******/ 			return cachedModule.exports;
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-/******/ 		var module = __webpack_module_cache__[moduleId] = {
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-/******/ 			exports: {}
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-/******/ 		__webpack_modules__[moduleId].call(module.exports, module, module.exports, __webpack_require__);
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-/******/ 		return module.exports;
-/******/ 	}
-/******/ 	
-/************************************************************************/
-var __webpack_exports__ = {};
-// This entry needs to be wrapped in an IIFE because it uses a non-standard name for the exports (exports).
-(() => {
-var exports = __webpack_exports__;
-
-Object.defineProperty(exports, "__esModule", ({ value: true }));
-exports.groupTickersByInterval = groupTickersByInterval;
-exports.groupTickersByMonthInterval = groupTickersByMonthInterval;
-exports.groupTickersByYearInterval = groupTickersByYearInterval;
-exports.mapCandleToTicker = mapCandleToTicker;
-exports.roundUpSecondsInTimestamp = roundUpSecondsInTimestamp;
-exports.roundUpMinutesInTimestamp = roundUpMinutesInTimestamp;
-exports.roundUpHoursInTimestamp = roundUpHoursInTimestamp;
-const big_number_helper_1 = __webpack_require__(1174);
-function groupTickersByInterval(tickers, newIntervalInSec, endTimeInSec) {
-    const newGroupedTickers = [];
-    let timestamp = endTimeInSec - newIntervalInSec;
-    let slot = null;
-    const sortedTickers = tickers.sort((a, b) => b.t - a.t);
-    for (let i = 0; i < sortedTickers.length; i++) {
-        const element = sortedTickers[i];
-        if (element.t < timestamp) {
-            if (slot) {
-                newGroupedTickers.push({ ...slot });
-                slot = null;
-            }
-            timestamp = timestamp - newIntervalInSec * Math.ceil((timestamp - element.t) / newIntervalInSec);
-        }
-        if (!slot) {
-            slot = { ...element, t: timestamp };
-        }
-        else {
-            if ((0, big_number_helper_1.lessThan)(slot.h, element.h))
-                slot.h = element.h;
-            if ((0, big_number_helper_1.greaterThan)(slot.l, element.l))
-                slot.l = element.l;
-            slot.o = element.o;
-            slot.v = Number((0, big_number_helper_1.plus)(slot.v, element.v));
-        }
-        if (i + 1 === sortedTickers.length) {
-            newGroupedTickers.push({ ...slot });
-        }
-    }
-    return newGroupedTickers;
-}
-function groupTickersByMonthInterval(tickers, months, endTimeInSec) {
-    const sortedTickers = tickers.sort((a, b) => b.t - a.t);
-    const yearlyTickers = [];
-    const tickersByYear = new Map();
-    for (const ticker of sortedTickers) {
-        const date = new Date(ticker.t * 1000);
-        const year = date.getFullYear();
-        if (!tickersByYear.has(year)) {
-            tickersByYear.set(year, []);
-        }
-        tickersByYear.get(year).push(ticker);
-    }
-    for (const [year, yearTickers] of tickersByYear) {
-        if (yearTickers.length === 0)
-            continue;
-        const sortedYearTickers = yearTickers.sort((a, b) => a.t - b.t);
-        const yearlyTicker = {
-            t: new Date(year, 0, 1).getTime() / 1000,
-            o: sortedYearTickers[0].o,
-            h: Math.max(...sortedYearTickers.map(t => t.h)),
-            l: Math.min(...sortedYearTickers.map(t => t.l)),
-            c: sortedYearTickers[sortedYearTickers.length - 1].c,
-            v: sortedYearTickers.reduce((sum, t) => sum + t.v, 0),
-            q: sortedYearTickers.reduce((sum, t) => sum + t.q, 0),
-        };
-        yearlyTickers.push(yearlyTicker);
-    }
-    return yearlyTickers.sort((a, b) => b.t - a.t);
-}
-function groupTickersByYearInterval(tickers, years, endTimeInSec) {
-    throw new Error("groupTickersByYearInterval has not implemented yet");
-}
-function mapCandleToTicker(candle) {
-    return {
-        t: +(0, big_number_helper_1.divide)(candle.timestamp, 1000),
-        o: candle.open,
-        h: candle.high,
-        l: candle.low,
-        c: candle.close,
-        v: candle.volume,
-        q: candle.quote
-    };
-}
-function roundUpSecondsInTimestamp(timeInSec) {
-    return (new Date(timeInSec * 1000).setSeconds(60, 0)) / 1000;
-}
-function roundUpMinutesInTimestamp(timeInSec) {
-    return (new Date(timeInSec * 1000).setMinutes(60, 0, 0)) / 1000;
-}
-function roundUpHoursInTimestamp(timeInSec) {
-    return (new Date(timeInSec * 1000).setHours(24, 0, 0, 0)) / 1000;
-}
-
-})();
-
-module.exports = __webpack_exports__;
-/******/ })()
-;
+var E=Object.create;var g=Object.defineProperty;var S=Object.getOwnPropertyDescriptor;var k=Object.getOwnPropertyNames;var N=Object.getPrototypeOf,L=Object.prototype.hasOwnProperty;var A=(e,n)=>{for(var i in n)g(e,i,{get:n[i],enumerable:!0})},p=(e,n,i,a)=>{if(n&&typeof n=="object"||typeof n=="function")for(let o of k(n))!L.call(e,o)&&o!==i&&g(e,o,{get:()=>n[o],enumerable:!(a=S(n,o))||a.enumerable});return e};var U=(e,n,i)=>(i=e!=null?E(N(e)):{},p(n||!e||!e.__esModule?g(i,"default",{value:e,enumerable:!0}):i,e)),_=e=>p(g({},"__esModule",{value:!0}),e);var B={};A(B,{groupTickersByInterval:()=>O,groupTickersByMonthInterval:()=>w,groupTickersByYearInterval:()=>y,mapCandleToTicker:()=>M,roundUpHoursInTimestamp:()=>I,roundUpMinutesInTimestamp:()=>D,roundUpSecondsInTimestamp:()=>R});module.exports=_(B);var l=U(require("bignumber.js"));l.default.config({DECIMAL_PLACES:40,EXPONENTIAL_AT:45});function T(e,n){return b(e,n,"+")}function f(e,n){return b(e,n,"/")}function d(e,n){return!!b(e,n,">")}function x(e,n){return!!b(e,n,"<")}function b(e,n,i){switch(e=new l.default(String(e)),n=new l.default(String(n)),i.toLowerCase()){case"-":return e.minus(n).toString();case"+":return e.plus(n).toString();case"*":case"x":return e.multipliedBy(n).toString();case"\xF7":case"/":return e.dividedBy(n).toString();case">=":return e.isGreaterThanOrEqualTo(n);case">":return e.isGreaterThan(n);case"<=":return e.isLessThanOrEqualTo(n);case"<":return e.isLessThan(n);case"==":return e.isEqualTo(n);case"mod":return e.modulo(n);default:break}}function O(e,n,i){let a=[],o=i-n,t=null,s=e.sort((u,r)=>r.t-u.t);for(let u=0;u<s.length;u++){let r=s[u];r.t<o&&(t&&(a.push({...t}),t=null),o=o-n*Math.ceil((o-r.t)/n)),t?(x(t.h,r.h)&&(t.h=r.h),d(t.l,r.l)&&(t.l=r.l),t.o=r.o,t.v=Number(T(t.v,r.v))):t={...r,t:o},u+1===s.length&&a.push({...t})}return a}function w(e,n,i){let a=e.sort((s,u)=>u.t-s.t),o=[],t=new Map;for(let s of a){let r=new Date(s.t*1e3).getFullYear();t.has(r)||t.set(r,[]),t.get(r).push(s)}for(let[s,u]of t){if(u.length===0)continue;let r=u.sort((c,m)=>c.t-m.t),h={t:new Date(s,0,1).getTime()/1e3,o:r[0].o,h:Math.max(...r.map(c=>c.h)),l:Math.min(...r.map(c=>c.l)),c:r[r.length-1].c,v:r.reduce((c,m)=>c+m.v,0),q:r.reduce((c,m)=>c+m.q,0)};o.push(h)}return o.sort((s,u)=>u.t-s.t)}function y(e,n,i){throw new Error("groupTickersByYearInterval has not implemented yet")}function M(e){return{t:+f(e.timestamp,1e3),o:e.open,h:e.high,l:e.low,c:e.close,v:e.volume,q:e.quote}}function R(e){return new Date(e*1e3).setSeconds(60,0)/1e3}function D(e){return new Date(e*1e3).setMinutes(60,0,0)/1e3}function I(e){return new Date(e*1e3).setHours(24,0,0,0)/1e3}0&&(module.exports={groupTickersByInterval,groupTickersByMonthInterval,groupTickersByYearInterval,mapCandleToTicker,roundUpHoursInTimestamp,roundUpMinutesInTimestamp,roundUpSecondsInTimestamp});