@timescaledb/typeorm/dist/utils/parse-candlestick.js

This is the official TimescaleDB plugin for TypeORM.

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.parseCandlestick = parseCandlestick;
const debug_1 = require("../debug");
const debug = (0, debug_1.debugTypeOrm)('parseCandlestick');
function parseCandlestick(candlestickStr) {
    debug('Parsing candlestick string');
    if (!candlestickStr.startsWith('(version:1')) {
        const error = 'Invalid candlestick string';
        debug(error);
        throw new Error(error);
    }
    const valuePattern = /val:(\d+(?:\.\d+)?)/g;
    const timePattern = /ts:"([^"]+)"/g;
    const volumePattern = /vol:(\d+(?:\.\d+)?)/;
    const vwapPattern = /vwap:(\d+(?:\.\d+)?)/;
    const values = [...candlestickStr.matchAll(valuePattern)].map((match) => parseFloat(match[1]));
    const timestamps = [...candlestickStr.matchAll(timePattern)].map((match) => new Date(match[1]));
    const volumeMatch = candlestickStr.match(volumePattern);
    const vwapMatch = candlestickStr.match(vwapPattern);
    const result = {
        open: values[0],
        high: values[1],
        low: values[2],
        close: values[3],
        open_time: timestamps[0],
        high_time: timestamps[1],
        low_time: timestamps[2],
        close_time: timestamps[3],
        volume: volumeMatch ? parseFloat(volumeMatch[1]) : undefined,
        vwap: vwapMatch ? parseFloat(vwapMatch[1]) : undefined,
    };
    debug('Candlestick parsed');
    return result;
}
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