tardis-dev 13.29.7 → 13.29.8
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
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@@ -15,7 +15,7 @@ class TradeBarComputable {
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// so logic `compute` would not execute
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// assumption is that if one subscribes to book changes too then there's pretty good chance that
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// even if there are no trades, there's plenty of book changes that trigger computing new trade bar if time passess
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-
this.sourceDataTypes = ['trade'
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+
this.sourceDataTypes = ['trade'];
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this._type = 'trade_bar';
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this._kind = kind;
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this._interval = interval;
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@@ -58,6 +58,7 @@ class TradeBarComputable {
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return false;
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}
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if (this._kind === 'time') {
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+
// TODO: push initial bar at a start?
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const currentTimestampTimeBucket = this._getTimeBucket(timestamp);
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const openTimestampTimeBucket = this._getTimeBucket(this._inProgressBar.openTimestamp);
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if (currentTimestampTimeBucket > openTimestampTimeBucket) {
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"tradebar.js","sourceRoot":"","sources":["../../src/computable/tradebar.ts"],"names":[],"mappings":";;;AAGA,MAAM,QAAQ,GAAG,IAAI,IAAI,CAAC,CAAC,CAAC,CAAC,CAAA;AAMtB,MAAM,gBAAgB,GAC3B,CAAC,OAAkC,EAAgC,EAAE,CACrE,GAAG,EAAE,CACH,IAAI,kBAAkB,CAAC,OAAO,CAAC,CAAA;AAHtB,QAAA,gBAAgB,oBAGM;AAEnC,MAAM,UAAU,GAAiC;IAC/C,IAAI,EAAE,OAAO;IACb,IAAI,EAAE,IAAI;IACV,MAAM,EAAE,KAAK;CACd,CAAA;AAED,MAAM,kBAAkB;IAatB,YAAY,EAAE,IAAI,EAAE,QAAQ,EAAE,IAAI,EAA6B;QAZ/D,sHAAsH;QACtH,uCAAuC;QACvC,gGAAgG;QAChG,mHAAmH;QACnG,oBAAe,GAAG,CAAC,OAAO,
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1
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+
{"version":3,"file":"tradebar.js","sourceRoot":"","sources":["../../src/computable/tradebar.ts"],"names":[],"mappings":";;;AAGA,MAAM,QAAQ,GAAG,IAAI,IAAI,CAAC,CAAC,CAAC,CAAC,CAAA;AAMtB,MAAM,gBAAgB,GAC3B,CAAC,OAAkC,EAAgC,EAAE,CACrE,GAAG,EAAE,CACH,IAAI,kBAAkB,CAAC,OAAO,CAAC,CAAA;AAHtB,QAAA,gBAAgB,oBAGM;AAEnC,MAAM,UAAU,GAAiC;IAC/C,IAAI,EAAE,OAAO;IACb,IAAI,EAAE,IAAI;IACV,MAAM,EAAE,KAAK;CACd,CAAA;AAED,MAAM,kBAAkB;IAatB,YAAY,EAAE,IAAI,EAAE,QAAQ,EAAE,IAAI,EAA6B;QAZ/D,sHAAsH;QACtH,uCAAuC;QACvC,gGAAgG;QAChG,mHAAmH;QACnG,oBAAe,GAAG,CAAC,OAAO,CAAC,CAAA;QAM1B,UAAK,GAAG,WAAW,CAAA;QAGlC,IAAI,CAAC,KAAK,GAAG,IAAI,CAAA;QACjB,IAAI,CAAC,SAAS,GAAG,QAAQ,CAAA;QAEzB,IAAI,IAAI,KAAK,SAAS,EAAE;YACtB,IAAI,CAAC,KAAK,GAAG,GAAG,IAAI,CAAC,KAAK,IAAI,QAAQ,GAAG,UAAU,CAAC,IAAI,CAAC,EAAE,CAAA;SAC5D;aAAM;YACL,IAAI,CAAC,KAAK,GAAG,IAAI,CAAA;SAClB;QAED,IAAI,CAAC,cAAc,GAAG,EAAS,CAAA;QAC/B,IAAI,CAAC,MAAM,EAAE,CAAA;IACf,CAAC;IAEM,CAAC,OAAO,CAAC,OAA2B;QACzC,sFAAsF;QACtF,IAAI,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,SAAS,CAAC,EAAE;YACtC,MAAM,IAAI,CAAC,WAAW,CAAC,OAAO,CAAC,CAAA;SAChC;QAED,IAAI,OAAO,CAAC,IAAI,KAAK,OAAO,EAAE;YAC5B,OAAM;SACP;QAED,6CAA6C;QAC7C,IAAI,CAAC,OAAO,CAAC,OAAO,CAAC,CAAA;QAErB,8FAA8F;QAC9F,IAAI,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,SAAS,CAAC,EAAE;YACtC,MAAM,IAAI,CAAC,WAAW,CAAC,OAAO,CAAC,CAAA;SAChC;IACH,CAAC;IAEO,WAAW,CAAC,OAAuB;QACzC,IAAI,CAAC,cAAc,CAAC,cAAc,GAAG,OAAO,CAAC,cAAc,CAAA;QAC3D,IAAI,CAAC,cAAc,CAAC,MAAM,GAAG,OAAO,CAAC,MAAM,CAAA;QAC3C,IAAI,CAAC,cAAc,CAAC,QAAQ,GAAG,OAAO,CAAC,QAAQ,CAAA;QAE/C,MAAM,QAAQ,GAAa,EAAE,GAAG,IAAI,CAAC,cAAc,EAAE,CAAA;QAErD,IAAI,CAAC,MAAM,EAAE,CAAA;QAEb,OAAO,QAAQ,CAAA;IACjB,CAAC;IAEO,UAAU,CAAC,SAAe;QAChC,iEAAiE;QACjE,sFAAsF;QACtF,IAAI,IAAI,CAAC,cAAc,CAAC,MAAM,KAAK,CAAC,EAAE;YACpC,OAAO,KAAK,CAAA;SACb;QAED,IAAI,IAAI,CAAC,KAAK,KAAK,MAAM,EAAE;YACzB,qCAAqC;YACrC,MAAM,0BAA0B,GAAG,IAAI,CAAC,cAAc,CAAC,SAAS,CAAC,CAAA;YACjE,MAAM,uBAAuB,GAAG,IAAI,CAAC,cAAc,CAAC,IAAI,CAAC,cAAc,CAAC,aAAa,CAAC,CAAA;YACtF,IAAI,0BAA0B,GAAG,uBAAuB,EAAE;gBACxD,6DAA6D;gBAC7D,IAAI,CAAC,cAAc,CAAC,SAAS,GAAG,IAAI,IAAI,CAAC,CAAC,uBAAuB,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,SAAS,CAAC,CAAA;gBAExF,OAAO,IAAI,CAAA;aACZ;YAED,OAAO,KAAK,CAAA;SACb;QAED,IAAI,IAAI,CAAC,KAAK,KAAK,QAAQ,EAAE;YAC3B,OAAO,IAAI,CAAC,cAAc,CAAC,MAAM,IAAI,IAAI,CAAC,SAAS,CAAA;SACpD;QAED,IAAI,IAAI,CAAC,KAAK,KAAK,MAAM,EAAE;YACzB,OAAO,IAAI,CAAC,cAAc,CAAC,MAAM,IAAI,IAAI,CAAC,SAAS,CAAA;SACpD;QAED,OAAO,KAAK,CAAA;IACd,CAAC;IAEO,OAAO,CAAC,KAAY;QAC1B,MAAM,aAAa,GAAG,IAAI,CAAC,cAAc,CAAA;QACzC,MAAM,cAAc,GAAG,aAAa,CAAC,MAAM,KAAK,CAAC,CAAA;QAEjD,IAAI,cAAc,EAAE;YAClB,aAAa,CAAC,IAAI,GAAG,KAAK,CAAC,KAAK,CAAA;YAChC,aAAa,CAAC,aAAa,GAAG,KAAK,CAAC,SAAS,CAAA;SAC9C;QAED,IAAI,aAAa,CAAC,IAAI,GAAG,KAAK,CAAC,KAAK,EAAE;YACpC,aAAa,CAAC,IAAI,GAAG,KAAK,CAAC,KAAK,CAAA;SACjC;QACD,IAAI,aAAa,CAAC,GAAG,GAAG,KAAK,CAAC,KAAK,EAAE;YACnC,aAAa,CAAC,GAAG,GAAG,KAAK,CAAC,KAAK,CAAA;SAChC;QAED,aAAa,CAAC,KAAK,GAAG,KAAK,CAAC,KAAK,CAAA;QACjC,aAAa,CAAC,cAAc,GAAG,KAAK,CAAC,SAAS,CAAA;QAE9C,aAAa,CAAC,SAAS,IAAI,KAAK,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAA;QAClE,aAAa,CAAC,UAAU,IAAI,KAAK,CAAC,IAAI,KAAK,MAAM,CAAC,CAAC,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAA;QACpE,aAAa,CAAC,MAAM,IAAI,CAAC,CAAA;QACzB,aAAa,CAAC,IAAI,GAAG,CAAC,aAAa,CAAC,IAAI,GAAG,aAAa,CAAC,MAAM,GAAG,KAAK,CAAC,KAAK,GAAG,KAAK,CAAC,MAAM,CAAC,GAAG,CAAC,aAAa,CAAC,MAAM,GAAG,KAAK,CAAC,MAAM,CAAC,CAAA;QACrI,0EAA0E;QAC1E,aAAa,CAAC,MAAM,IAAI,KAAK,CAAC,MAAM,CAAA;QACpC,aAAa,CAAC,SAAS,GAAG,KAAK,CAAC,SAAS,CAAA;IAC3C,CAAC;IAEO,MAAM;QACZ,MAAM,UAAU,GAAG,IAAI,CAAC,cAAc,CAAA;QACtC,UAAU,CAAC,IAAI,GAAG,IAAI,CAAC,KAAK,CAAA;QAC5B,UAAU,CAAC,MAAM,GAAG,EAAE,CAAA;QACtB,UAAU,CAAC,QAAQ,GAAG,EAAS,CAAA;QAC/B,UAAU,CAAC,IAAI,GAAG,IAAI,CAAC,KAAK,CAAA;QAC5B,UAAU,CAAC,QAAQ,GAAG,IAAI,CAAC,SAAS,CAAA;QACpC,UAAU,CAAC,IAAI,GAAG,IAAI,CAAC,KAAK,CAAA;QAE5B,UAAU,CAAC,IAAI,GAAG,CAAC,CAAA;QACnB,UAAU,CAAC,IAAI,GAAG,MAAM,CAAC,gBAAgB,CAAA;QACzC,UAAU,CAAC,GAAG,GAAG,MAAM,CAAC,gBAAgB,CAAA;QACxC,UAAU,CAAC,KAAK,GAAG,CAAC,CAAA;QAEpB,UAAU,CAAC,MAAM,GAAG,CAAC,CAAA;QACrB,UAAU,CAAC,SAAS,GAAG,CAAC,CAAA;QACxB,UAAU,CAAC,UAAU,GAAG,CAAC,CAAA;QAEzB,UAAU,CAAC,MAAM,GAAG,CAAC,CAAA;QACrB,UAAU,CAAC,IAAI,GAAG,CAAC,CAAA;QACnB,UAAU,CAAC,aAAa,GAAG,QAAQ,CAAA;QACnC,UAAU,CAAC,cAAc,GAAG,QAAQ,CAAA;QACpC,UAAU,CAAC,cAAc,GAAG,QAAQ,CAAA;QACpC,UAAU,CAAC,SAAS,GAAG,QAAQ,CAAA;IACjC,CAAC;IAEO,cAAc,CAAC,SAAe;QACpC,OAAO,IAAI,CAAC,KAAK,CAAC,SAAS,CAAC,OAAO,EAAE,GAAG,IAAI,CAAC,SAAS,CAAC,CAAA;IACzD,CAAC;CACF"}
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package/package.json
CHANGED
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@@ -23,7 +23,7 @@ class TradeBarComputable implements Computable<TradeBar> {
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// so logic `compute` would not execute
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// assumption is that if one subscribes to book changes too then there's pretty good chance that
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// even if there are no trades, there's plenty of book changes that trigger computing new trade bar if time passess
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-
public readonly sourceDataTypes = ['trade'
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public readonly sourceDataTypes = ['trade']
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private _inProgressBar: Writeable<TradeBar>
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private readonly _kind: BarKind
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@@ -84,6 +84,7 @@ class TradeBarComputable implements Computable<TradeBar> {
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}
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if (this._kind === 'time') {
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// TODO: push initial bar at a start?
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const currentTimestampTimeBucket = this._getTimeBucket(timestamp)
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const openTimestampTimeBucket = this._getTimeBucket(this._inProgressBar.openTimestamp)
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if (currentTimestampTimeBucket > openTimestampTimeBucket) {
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