/**
* Data Parsing Utilities
* parseCandles function
*/
import { HistoricalDataPoint } from '../types'
export function parseCandles(
candles: any[],
_asset?: string
): HistoricalDataPoint[] {
return candles
.map((candle) => {
let open: number, high: number, low: number, close: number, volume: number, time: number
if (Array.isArray(candle)) {
// Array format: [time, open, high, low, close, volume] or [timestamp, open, high, low, close]
if (candle.length === 6) {
if (typeof candle[0] === 'number' && candle[0] > 1000000000000) {
// First element is timestamp (milliseconds)
time = candle[0]
open = parseFloat(candle[1] || 0)
high = parseFloat(candle[2] || 0)
low = parseFloat(candle[3] || 0)
close = parseFloat(candle[4] || 0)
volume = parseFloat(candle[5] || 0)
} else {
// [open, high, low, close, volume, time]
open = parseFloat(candle[0] || 0)
high = parseFloat(candle[1] || 0)
low = parseFloat(candle[2] || 0)
close = parseFloat(candle[3] || 0)
volume = parseFloat(candle[4] || 0)
time = candle[5] || Date.now()
}
} else if (candle.length === 5) {
// CoinGecko format: [timestamp, open, high, low, close]
time = parseInt(candle[0])
open = parseFloat(candle[1] || 0)
high = parseFloat(candle[2] || 0)
low = parseFloat(candle[3] || 0)
close = parseFloat(candle[4] || 0)
volume = 0 // Will be estimated
} else {
return null
}
} else {
// Object format
open = parseFloat(candle.open || candle.o || 0)
high = parseFloat(candle.high || candle.h || 0)
low = parseFloat(candle.low || candle.l || 0)
close = parseFloat(candle.close || candle.c || 0)
volume = parseFloat(candle.volume || candle.v || 0)
time = candle.time || candle.t || candle.timestamp || Date.now()
}
// Estimate volume if not provided
if (!volume || volume === 0) {
const priceRange = high - low
const avgPrice = (high + low) / 2
volume = priceRange * avgPrice * 0.1 // Rough estimate
}
return {
time: time,
open: open,
high: high,
low: low,
close: close,
volume: volume
}
})
.filter((c): c is HistoricalDataPoint =>
c !== null && c.close > 0 && c.open > 0 && c.high >= c.low
)
}
