@stoqey/ibkr
Version:
NodeJS Interactive Brokers wrapper & utilities using @stoqey/ib
63 lines • 2.39 kB
JavaScript
;
var __assign = (this && this.__assign) || function () {
__assign = Object.assign || function(t) {
for (var s, i = 1, n = arguments.length; i < n; i++) {
s = arguments[i];
for (var p in s) if (Object.prototype.hasOwnProperty.call(s, p))
t[p] = s[p];
}
return t;
};
return __assign.apply(this, arguments);
};
var __spreadArray = (this && this.__spreadArray) || function (to, from, pack) {
if (pack || arguments.length === 2) for (var i = 0, l = from.length, ar; i < l; i++) {
if (ar || !(i in from)) {
if (!ar) ar = Array.prototype.slice.call(from, 0, i);
ar[i] = from[i];
}
}
return to.concat(ar || Array.prototype.slice.call(from));
};
var __importDefault = (this && this.__importDefault) || function (mod) {
return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.aggregatedMarketDataToMin = exports.formatDateStr = void 0;
exports.delay = delay;
var moment_1 = __importDefault(require("moment"));
// eslint-disable-next-line @typescript-eslint/explicit-module-boundary-types
function delay(t, v) {
if (v === void 0) { v = "someValue"; }
return new Promise(function (resolve) {
setTimeout(resolve.bind(null, v), t);
});
}
var formatDateStr = function (date) {
var d = new Date(date);
if (!date) {
return "";
}
if (d.toString() === "Invalid Date") {
return "";
}
return (0, moment_1.default)(d).format("YYYY-MM-DD HH:mm:ss");
};
exports.formatDateStr = formatDateStr;
var aggregatedMarketDataToMin = function (mkd) {
// Aggregate market data by minutes
var aggregatedData = __spreadArray([], mkd, true).reduce(function (acc, data) {
var minute = new Date(data.date).setSeconds(0, 0).toString();
if (!acc[minute]) {
acc[minute] = __assign(__assign({}, data), { count: 1 });
}
else {
acc[minute].close += data.close;
acc[minute].count += 1;
}
return acc;
}, {});
return Object.values(aggregatedData).map(function (data) { return (__assign(__assign({}, data), { close: data.close / data.count })); });
};
exports.aggregatedMarketDataToMin = aggregatedMarketDataToMin;
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