README.md

# OHLC

![example workflow](https://github.com/alfetahe/ohlc/actions/workflows/elixir.yml/badge.svg)  [![hex.pm version](https://img.shields.io/hexpm/v/coverex.svg?style=flat)](https://hex.pm/packages/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`:

```elixir
def deps do
  [
    {:ohlc, "~> 1.2"}
  ]
end
```

## Example usage
```elixir
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
  }
}
```