Candle Transform

High-precision OHLC transformation with strict anchor time alignment.

Features

• Strict Anchor Alignment: Ensures candles align with specific sessions (e.g., 4h candle starting at 23:00).
• High Performance: Batch processing optimized for thousands of candles.
• Flexible Timeframes: Supports m, h, d inputs.

Installation

Deno (JSR):

deno add jsr:@neabyte/candle-transform

npm:

npm install @neabyte/candle-transform

Usage

import { Transform } from '@neabyte/candle-transform'

// 1m data input
const data = [
  { time: 1704067200000, open: 1.0, high: 2.0, low: 0.9, close: 1.5 },
  { time: 1704067260000, open: 1.5, high: 2.5, low: 1.4, close: 2.0 },
  { time: 1704067320000, open: 2.0, high: 3.0, low: 1.8, close: 2.5 }
  // ... more candles
]

// Convert to 4-hour chart (Default Anchor 23:00 UTC)
const h4 = Transform.from(data).to('4h')
console.log(h4) // Output: [ { time: 1704063600000, open: 1, high: 2, low: 0.5, close: 1.5, ... }, ... ]

// Convert to 1-day chart with custom anchor (e.g., 00:00 UTC)
const daily = Transform.from(data).anchor(0).to('1d')
console.log(daily) // Output: [ { time: 1704063600000, open: 1, high: 2, low: 0.5, close: 1.5, ... }, ... ]

API Reference

Transform.from(data)

Creates a transformation instance from source data.

Parameters:

• data: CandleData[] - Array of source candles

.anchor(hour)

Sets the anchor hour in UTC for time alignment.

Parameters:

• hour: number - Hour (0-23). Default is 23 (23:00 UTC Market Open)

.to(timeframe)

Executes the transformation.

Parameters:

• timeframe: TimeframeStr - Target timeframe (e.g., '15m', '4h', '1d')

Returns: CandleData[] - Transformed candles

Limitations

Currently supports timeframes up to 1d (Daily). Weekly (1w) and Monthly (1M) are not yet supported.

License

This project is licensed under the MIT license. See the LICENSE file for more info.