/**
* Formatters for Volume Analysis
* Extracted from index.ts for better modularity
*/
import type { ComprehensiveVolumeAnalysis } from '../signal-generation/analysis/volume-analysis'
/**
* Format volume analysis data
*/
export function formatVolumeAnalysis(
volumeAnalysis: ComprehensiveVolumeAnalysis | null | undefined,
price: number | null
) {
if (!volumeAnalysis) {
return null
}
const footprint = volumeAnalysis.footprint
const liquidityZones = volumeAnalysis.liquidityZones || []
const volumeProfile = volumeAnalysis.volumeProfile
const cvd = volumeAnalysis.cvd
const recommendations = volumeAnalysis.recommendations
// Find key level (nearest liquidity zone or POC)
let keyLevel: number | null = null
let keyLevelDelta: number | null = null
if (price && liquidityZones.length > 0) {
// Find nearest zone
const nearestZone = liquidityZones.reduce((closest, zone) => {
const zoneCenter = (zone.priceRange[0] + zone.priceRange[1]) / 2
const currentDistance = Math.abs(price - zoneCenter)
const closestDistance = closest ? Math.abs(price - (closest.priceRange[0] + closest.priceRange[1]) / 2) : Infinity
return currentDistance < closestDistance ? zone : closest
})
const zoneCenter = (nearestZone.priceRange[0] + nearestZone.priceRange[1]) / 2
keyLevel = zoneCenter
keyLevelDelta = price - zoneCenter
} else if (price && volumeProfile?.poc) {
keyLevel = volumeProfile.poc
keyLevelDelta = price - volumeProfile.poc
}
// Format HVN (High Volume Nodes)
const hvn = volumeProfile?.hvn
? volumeProfile.hvn
.slice(0, 3)
.map((node) => {
if (typeof node === 'object' && node !== null) {
return node.price || (typeof node === 'number' ? node : null)
}
return typeof node === 'number' ? node : null
})
.filter((p) => p != null && typeof p === 'number')
: []
// Format LVN (Low Volume Nodes)
const lvn = volumeProfile?.lvn
? volumeProfile.lvn
.slice(0, 3)
.map((node) => {
if (typeof node === 'object' && node !== null) {
return node.price || (typeof node === 'number' ? node : null)
}
return typeof node === 'number' ? node : null
})
.filter((p) => p != null && typeof p === 'number')
: []
// Format top liquidity zones
const topLiquidityZones = liquidityZones
.slice(0, 2)
.map((zone) => ({
priceRange: `${zone.priceRange[0].toFixed(2)}-${zone.priceRange[1].toFixed(2)}`,
type: zone.type,
strength: zone.strength,
}))
return {
buyVolume: footprint?.totalBuyVolume || null,
sellVolume: footprint?.totalSellVolume || null,
netDelta: footprint?.netDelta || null,
buyPressure: footprint?.buyPressure || null,
sellPressure: footprint?.sellPressure || null,
dominantSide: footprint?.dominantSide?.toUpperCase() || 'NEUTRAL',
keyLevel: keyLevel,
keyLevelDelta: keyLevelDelta,
poc: volumeProfile?.poc || null,
vah: volumeProfile?.vah || null,
val: volumeProfile?.val || null,
hvn: hvn.length > 0 ? hvn.map((p) => typeof p === 'number' ? p.toFixed(4) : String(p)).join(', ') : null,
lvn: lvn.length > 0 ? lvn.map((p) => typeof p === 'number' ? p.toFixed(4) : String(p)).join(', ') : null,
cvdTrend: cvd?.cvdTrend?.toUpperCase() || null,
cvdDelta: cvd?.cvdDelta || null,
topLiquidityZones: topLiquidityZones.length > 0 ? topLiquidityZones : null,
recommendation: recommendations?.action?.toUpperCase() || null,
confidence: recommendations?.confidence ? Math.round(recommendations.confidence * 100) : null,
riskLevel: recommendations?.riskLevel?.toUpperCase() || null,
}
}
