OHLC
A library that can generate OHLC(open, high, low, close) candles from trade events.
It supports multiple timeframes including minute, hour, day and week and different configuration
options OHLC.opts().
All generated dates and times are in UTC +0 timezone.
The library is using the built in module DateTime which handles the timezones.
OHLC library also provides helper functions when working with OHLC data. Please look at the available modules and their functions in the documentation: https://hexdocs.pm/ohlc
This library could be useful if you want to create your own charting engine or trading bot.
Installation
The package can be installed by adding ohlc to your
list of dependencies in mix.exs:
def deps do
[
{:ohlc, "~> 1.2"}
]
endExample usage
iex>trades = [
...> [price: 12.21, volume: 0.98, time: 1616439921],
...> [price: 12.54, volume: 12.1, time: 1616439931],
...> [price: 12.56, volume: 18.3, time: 1616439952],
...> [price: 18.9, volume: 12, time: 1616440004],
...> [price: 11, volume: 43.1, time: 1616440025],
...> [price: 18.322, volume: 43.1, time: 1616440028]
...>]
...>
...>OHLC.create_candles(trades, :minute)
{
:ok,
%{
candles: [
%{
close: 12.56,
etime: 1616439959,
high: 12.56,
low: 12.21,
open: 12.21,
processed: true,
stime: 1616439900,
trades: 3,
type: :bullish,
volume: 31.38
},
%{
close: 18.9,
etime: 1616440019,
high: 18.9,
low: 18.9,
open: 18.9,
processed: true,
stime: 1616439960,
trades: 1,
type: :bearish,
volume: 12.0
},
%{
close: 18.322,
etime: 1616440079,
high: 18.322,
low: 11.0,
open: 11.0,
processed: true,
stime: 1616440020,
trades: 2,
type: :bullish,
volume: 86.2
}
],
pair: nil,
timeframe: :minute
}
}
