Function createCandleAggregator

examples/candlestick-streaming/tickSimulator.ts:76–115

(intervalMs: number)

}

export function createCandleAggregator(intervalMs: number): CandleAggregator {
  let currentCandle: OHLCDataPoint | null = null;
  let candleStartTime = 0;

  return {
    processTick(tick: Tick): OHLCDataPoint | null {
      const candleTime = Math.floor(tick.timestamp / intervalMs) * intervalMs;

      if (currentCandle === null || candleTime > candleStartTime) {
        // New candle period
        const completedCandle = currentCandle;
        candleStartTime = candleTime;
        currentCandle = [
          candleTime,
          tick.price, // open
          tick.price, // close
          tick.price, // low
          tick.price, // high
        ];
        return completedCandle;
      }

      // Update current candle
      const [time, open, , low, high] = currentCandle;
      currentCandle = [
        time,
        open,
        tick.price, // close = latest price
        Math.min(low, tick.price), // low
        Math.max(high, tick.price), // high
      ];

      return null;
    },

    getCurrentCandle() {
      return currentCandle;
    },
  };
}