View all tardis-dev analysis

How to use the tardis-dev.computeTradeBars function in tardis-dev

To help you get started, we’ve selected a few tardis-dev examples, based on popular ways it is used in public projects.

Secure your code as it's written. Use Snyk Code to scan source code in minutes - no build needed - and fix issues immediately.

tardis-dev / tardis-node / example.js View on Github

async function produceVolumeBasedTradeBars(messages) {
  // aggregate by 50k contracts volume
  const withVolumeTradeBars = compute(messages, computeTradeBars({ kind: 'volume', interval: 50 * 1000 }))

  for await (const message of withVolumeTradeBars) {
    if (message.type === 'trade_bar') {
      console.log(message.name, message)
    }
  }
}