bfx-hf-indicators/dist/lib/vwap.js

A library of trading indicators for Node.JS

'use strict';

function _typeof(obj) { "@babel/helpers - typeof"; if (typeof Symbol === "function" && typeof Symbol.iterator === "symbol") { _typeof = function _typeof(obj) { return typeof obj; }; } else { _typeof = function _typeof(obj) { return obj && typeof Symbol === "function" && obj.constructor === Symbol && obj !== Symbol.prototype ? "symbol" : typeof obj; }; } return _typeof(obj); }

function _classCallCheck(instance, Constructor) { if (!(instance instanceof Constructor)) { throw new TypeError("Cannot call a class as a function"); } }

function _defineProperties(target, props) { for (var i = 0; i < props.length; i++) { var descriptor = props[i]; descriptor.enumerable = descriptor.enumerable || false; descriptor.configurable = true; if ("value" in descriptor) descriptor.writable = true; Object.defineProperty(target, descriptor.key, descriptor); } }

function _createClass(Constructor, protoProps, staticProps) { if (protoProps) _defineProperties(Constructor.prototype, protoProps); if (staticProps) _defineProperties(Constructor, staticProps); return Constructor; }

function _get(target, property, receiver) { if (typeof Reflect !== "undefined" && Reflect.get) { _get = Reflect.get; } else { _get = function _get(target, property, receiver) { var base = _superPropBase(target, property); if (!base) return; var desc = Object.getOwnPropertyDescriptor(base, property); if (desc.get) { return desc.get.call(receiver); } return desc.value; }; } return _get(target, property, receiver || target); }

function _superPropBase(object, property) { while (!Object.prototype.hasOwnProperty.call(object, property)) { object = _getPrototypeOf(object); if (object === null) break; } return object; }

function _inherits(subClass, superClass) { if (typeof superClass !== "function" && superClass !== null) { throw new TypeError("Super expression must either be null or a function"); } subClass.prototype = Object.create(superClass && superClass.prototype, { constructor: { value: subClass, writable: true, configurable: true } }); if (superClass) _setPrototypeOf(subClass, superClass); }

function _setPrototypeOf(o, p) { _setPrototypeOf = Object.setPrototypeOf || function _setPrototypeOf(o, p) { o.__proto__ = p; return o; }; return _setPrototypeOf(o, p); }

function _createSuper(Derived) { var hasNativeReflectConstruct = _isNativeReflectConstruct(); return function _createSuperInternal() { var Super = _getPrototypeOf(Derived), result; if (hasNativeReflectConstruct) { var NewTarget = _getPrototypeOf(this).constructor; result = Reflect.construct(Super, arguments, NewTarget); } else { result = Super.apply(this, arguments); } return _possibleConstructorReturn(this, result); }; }

function _possibleConstructorReturn(self, call) { if (call && (_typeof(call) === "object" || typeof call === "function")) { return call; } return _assertThisInitialized(self); }

function _assertThisInitialized(self) { if (self === void 0) { throw new ReferenceError("this hasn't been initialised - super() hasn't been called"); } return self; }

function _isNativeReflectConstruct() { if (typeof Reflect === "undefined" || !Reflect.construct) return false; if (Reflect.construct.sham) return false; if (typeof Proxy === "function") return true; try { Boolean.prototype.valueOf.call(Reflect.construct(Boolean, [], function () {})); return true; } catch (e) { return false; } }

function _getPrototypeOf(o) { _getPrototypeOf = Object.setPrototypeOf ? Object.getPrototypeOf : function _getPrototypeOf(o) { return o.__proto__ || Object.getPrototypeOf(o); }; return _getPrototypeOf(o); }

var Indicator = require('./indicator');

var VWAP = /*#__PURE__*/function (_Indicator) {
  _inherits(VWAP, _Indicator);

  var _super = _createSuper(VWAP);

  function VWAP() {
    var _this;

    _classCallCheck(this, VWAP);

    _this = _super.call(this, {
      args: [],
      id: VWAP.id,
      name: 'VWAP',
      seedPeriod: 0,
      dataType: 'candle',
      dataKey: '*'
    });
    _this._totalNum = 0;
    _this._totalDen = 0;
    _this._lastNum = 0;
    _this._lastDen = 0;
    return _this;
  }

  _createClass(VWAP, [{
    key: "reset",
    value: function reset() {
      _get(_getPrototypeOf(VWAP.prototype), "reset", this).call(this);

      this._totalNum = 0;
      this._totalDen = 0;
      this._lastNum = 0;
      this._lastDen = 0;
    }
  }, {
    key: "update",
    value: function update(candle) {
      var high = candle.high,
          low = candle.low,
          close = candle.close,
          volume = candle.volume;
      var typ = (high + low + close) / 3;
      this._totalDen = this._lastDen;
      this._totalNum = this._lastNum;
      this._totalNum += typ * volume;
      this._totalDen += volume;
      return _get(_getPrototypeOf(VWAP.prototype), "update", this).call(this, this._totalNum / this._totalDen);
    }
  }, {
    key: "add",
    value: function add(candle) {
      var high = candle.high,
          low = candle.low,
          close = candle.close,
          volume = candle.volume;
      var typ = (high + low + close) / 3;
      this._lastNum = this._totalNum;
      this._lastDen = this._totalDen;
      this._totalNum += typ * volume;
      this._totalDen += volume;
      return _get(_getPrototypeOf(VWAP.prototype), "add", this).call(this, this._totalNum / this._totalDen);
    }
  }], [{
    key: "unserialize",
    value: function unserialize() {
      var args = arguments.length > 0 && arguments[0] !== undefined ? arguments[0] : [];
      return new VWAP(args);
    }
  }]);

  return VWAP;
}(Indicator);

VWAP.id = 'vwap';
VWAP.label = 'VWAP';
VWAP.humanLabel = 'Volume Weighted Average Price';
VWAP.ui = {
  position: 'overlay',
  type: 'line'
};
VWAP.args = [];
module.exports = VWAP;