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DataManipulator.ts
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DataManipulator.ts
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import { ServerRespond } from './DataStreamer';
export interface Row {
price_abc:number,
price_def: number,
ratio: number,
timestamp: Date,
upper_bound:number,
lower_bound:number,
trigger_alert: number | undefined,
}
export class DataManipulator {
static generateRow(serverRespond: ServerRespond[]): Row {
const priceABC = (serverRespond[0].top_ask.price + serverRespond[0].top_bid.price) / 2;
const priceDEF = (serverRespond[1].top_ask.price + serverRespond[1].top_bid.price) / 2;
const ratio = priceABC / priceDEF;
const upper_bound = 1 + 0.05;
const lower_bound = 1 -0.05;
return{
price_abc: priceABC,
price_def: priceDEF,
ratio,
timestamp: serverRespond[0].timestamp > serverRespond[1].timestamp ?
serverRespond[0].timestamp : serverRespond[1].timestamp,
upper_bound: upper_bound,
lower_bound: lower_bound,
trigger_alert: (ratio > upper_bound || ratio < lower_bound) ? ratio : undefined,
};
}
}