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    @bitfinex/lib-js-util-math

    0.7.1 • Public • Published

    lib-js-util-math

    The lib includes the utilities depicted below:

    • BN - BigNumber utilities
    • Array utilites - Array utilites like min, max, median and avg with big number manipulation
    • VWAP - Volume Weighted Average Price (VWAP) index utilities
    • Standard Deviation - Standard deviation utilities
    • SMA - Simple Moving Average
    • EMA - Exponential Moving Average
    • TWAP - Time Weighted Average Price utilities
    • Impact mid price - Mid price from bids and asks until specific book depth

    Installing

    npm install --save https://github.com/bitfinexcom/lib-js-util-math.git

    Testing

    npm run test

    Usage

    const data = [
      { price: nBN(10500), y: 'jan', volume: '1' },
      { price: nBN(10700), y: 'feb', volume: '0.33' },
      { price: nBN(11500), y: 'mar', volume: '2.13' },
      { price: nBN('12300'), y: 'apr', volume: '5.26' },
      { price: nBN(5000), y: 'may', volume: '0.77' },
      { price: nBN(5100), y: 'jun', volume: '1.52' }
    ]
    
    const vwap = VWAP(data)
    console.log(vwap) // 10429.24613987284287011807
    
    const dev = stdDeviation(data, a => a.price)
    console.log(dev.toFixed()) // 2980.16591633568094682823

    Authors

    • prdn
    • robertkowalski
    • vigan-abd

    Install

    npm i @bitfinex/lib-js-util-math

    DownloadsWeekly Downloads

    0

    Version

    0.7.1

    License

    Apache-2.0

    Unpacked Size

    74.3 kB

    Total Files

    29

    Last publish

    Collaborators

    • vigan-abd
    • bitfinexorg
    • prdn
    • mafintosh