type tracking

src/market/tracking/HistoryQuartils.ts

@@ -0,0 +1,59 @@
+import { MarketOrderHistory } from "@/market";
+
+export type HistoryQuartils = {
+    totalVolume: number,
+    q1: number,
+    median: number,
+    q3: number,
+}
+
+export const getHistoryQuartils = (history: MarketOrderHistory[], days?: number): HistoryQuartils => {
+    const now = Date.now();
+
+    const volumes = history
+        .flatMap(h => {
+            const volume = h.volume;
+
+            if (volume === 0 || (days && new Date(h.date).getTime() < now - days * 24 * 60 * 60 * 1000)) {
+                return [];
+            }
+
+            const e = estimateVolume(h);
+
+            return [[h.highest, e], [h.lowest, volume - e]];
+        })
+        .filter(h => h[1] > 0)
+        .sort((a, b) => a[0] - b[0]);
+
+    const totalVolume = volumes.reduce((acc, [_, v]) => acc + v, 0);
+    const quartilVolume = totalVolume / 4;
+    const quartils: [number, number, number] = [0, 0, 0];
+
+    let currentVolume = 0;
+    let quartil = 0;
+
+    for (const [price, volume] of volumes) {
+        currentVolume += volume;
+
+        if (currentVolume >= quartilVolume * (quartil + 1)) {
+            quartils[quartil] = price;
+            if (quartil === 2) {
+                break;
+            }
+            quartil++;
+        }
+    }
+    return {
+        totalVolume,
+        q1: quartils[0],
+        median: quartils[1],
+        q3: quartils[2],
+    };
+}
+
+const estimateVolume = (history: MarketOrderHistory): number => {
+    if (history.volume === 0) {
+        return 0;
+    }
+    return Math.max(1, Math.round(history.volume * ((history.average - history.lowest) / (history.highest - history.lowest))));
+}