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static/candle-aggregator.js

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+/**
+ * Aggregates fine-grained candle data into a larger timeframe.
+ * For example, it can convert 1-minute candles into 5-minute candles.
+ *
+ * @param {Array<Object>} data - An array of candle objects, sorted by time.
+ * Each object must have { time, open, high, low, close }.
+ * @param {number} intervalMinutes - The desired new candle interval in minutes (e.g., 5 for 5m).
+ * @returns {Array<Object>} A new array of aggregated candle objects.
+ */
+function aggregateCandles(data, intervalMinutes) {
+    if (!data || data.length === 0 || !intervalMinutes || intervalMinutes < 1) {
+        return [];
+    }
+
+    const intervalSeconds = intervalMinutes * 60;
+    const aggregated = [];
+    let currentAggCandle = null;
+
+    data.forEach(candle => {
+        // Calculate the timestamp for the start of the interval bucket
+        const bucketTimestamp = candle.time - (candle.time % intervalSeconds);
+
+        if (!currentAggCandle || bucketTimestamp !== currentAggCandle.time) {
+            // If a previous aggregated candle exists, push it to the results
+            if (currentAggCandle) {
+                aggregated.push(currentAggCandle);
+            }
+            // Start a new aggregated candle
+            currentAggCandle = {
+                time: bucketTimestamp,
+                open: candle.open,
+                high: candle.high,
+                low: candle.low,
+                close: candle.close,
+            };
+        } else {
+            // This candle belongs to the current aggregated candle, so update it
+            currentAggCandle.high = Math.max(currentAggCandle.high, candle.high);
+            currentAggCandle.low = Math.min(currentAggCandle.low, candle.low);
+            currentAggCandle.close = candle.close; // The close is always the latest one
+        }
+    });
+
+    // Add the last aggregated candle if it exists
+    if (currentAggCandle) {
+        aggregated.push(currentAggCandle);
+    }
+
+    return aggregated;
+}