candlestick-convert
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OHLCV Candlestick converter and batcher with Typescript support
45 lines (44 loc) • 847 B
TypeScript
export type IOHLCV = {
time: number;
open: number;
high: number;
low: number;
close: number;
volume: number;
};
export type ExtIOHLCV = {
time: number;
open: number;
high: number;
low: number;
close: number;
volume: number;
buyVolume: number;
tx: number;
buyTx: number;
};
export type OHLCV = [number, number, number, number, number, number];
export declare const TradeSide: {
BUY: number;
SELL: number;
};
export type TradeTick = {
price: number;
quantity: number;
time: number;
};
export type Trade = {
price: number;
quantity: number;
time: number;
side: number;
};
export declare enum OHLCVField {
TIME = 0,
OPEN = 1,
HIGH = 2,
LOW = 3,
CLOSE = 4,
VOLUME = 5
}
export type IntervalFunction = (timeStamp: number) => number;