ts-sliding-window

Simple implementation of Time Series Sliding Window.

Install

npm install ts-sliding-window

Example Application

This repository has internal NPM package for example application. Example app uses cryptocurrency exchange market, Binance. This app will fetch market data via WebSocket and ts-sliding-window calculates both of Buy/Sell volume in last 20 seconds.

Example Application Install & Execution

$ cd example
$ npm install
$ node index.js
Binance Exchange's websocket connected
 {"sell":"1383.19499268","buy":"844.17605107"}, {"takerSide":"sell","price":"3656.34","timestamp":"2019-02-09T07:27:37.130Z"}