From b23ef5ebce34503bdf824cb32ba5780dbf72dc16 Mon Sep 17 00:00:00 2001
From: Thaddeus <thad@tardis.dev>
Date: Mon, 24 Jun 2024 20:06:42 +0200
Subject: [PATCH] fix tests

---
 test/__snapshots__/compute.test.ts.snap | 1775 +++++++++--------------
 1 file changed, 709 insertions(+), 1066 deletions(-)

diff --git a/test/__snapshots__/compute.test.ts.snap b/test/__snapshots__/compute.test.ts.snap
index 4e2d3b2..d329657 100644
--- a/test/__snapshots__/compute.test.ts.snap
+++ b/test/__snapshots__/compute.test.ts.snap
@@ -48049,27 +48049,6 @@ Array [
     "timestamp": 2019-04-01T00:00:12.665496Z,
     "type": "book_snapshot",
   },
-  Object {
-    "buyVolume": 0,
-    "close": 4091,
-    "closeTimestamp": 2019-04-01T00:00:06.933Z,
-    "exchange": "bitmex",
-    "high": 4091,
-    "interval": 1000,
-    "kind": "time",
-    "localTimestamp": 2019-04-01T00:00:12.665496Z,
-    "low": 4091,
-    "name": "trade_bar_1000ms",
-    "open": 4091,
-    "openTimestamp": 2019-04-01T00:00:06.933Z,
-    "sellVolume": 215,
-    "symbol": "XBTUSD",
-    "timestamp": 2019-04-01T00:00:07.000Z,
-    "trades": 4,
-    "type": "trade_bar",
-    "volume": 215,
-    "vwap": 4091,
-  },
   Object {
     "asks": Array [
       Object {
@@ -48824,6 +48803,27 @@ Array [
     "timestamp": 2019-04-01T00:00:12.989Z,
     "type": "trade",
   },
+  Object {
+    "buyVolume": 0,
+    "close": 4091,
+    "closeTimestamp": 2019-04-01T00:00:06.933Z,
+    "exchange": "bitmex",
+    "high": 4091,
+    "interval": 1000,
+    "kind": "time",
+    "localTimestamp": 2019-04-01T00:00:13.524857Z,
+    "low": 4091,
+    "name": "trade_bar_1000ms",
+    "open": 4091,
+    "openTimestamp": 2019-04-01T00:00:06.933Z,
+    "sellVolume": 215,
+    "symbol": "XBTUSD",
+    "timestamp": 2019-04-01T00:00:07.000Z,
+    "trades": 4,
+    "type": "trade_bar",
+    "volume": 215,
+    "vwap": 4091,
+  },
   Object {
     "asks": Array [
       Object {
@@ -48894,27 +48894,6 @@ Array [
     "timestamp": 2019-04-01T00:00:13.529240Z,
     "type": "book_snapshot",
   },
-  Object {
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-    "close": 4090.5,
-    "closeTimestamp": 2019-04-01T00:00:12.989Z,
-    "exchange": "bitmex",
-    "high": 4090.5,
-    "interval": 1000,
-    "kind": "time",
-    "localTimestamp": 2019-04-01T00:00:13.529240Z,
-    "low": 4090.5,
-    "name": "trade_bar_1000ms",
-    "open": 4090.5,
-    "openTimestamp": 2019-04-01T00:00:12.989Z,
-    "sellVolume": 0,
-    "symbol": "XBTUSD",
-    "timestamp": 2019-04-01T00:00:13.000Z,
-    "trades": 1,
-    "type": "trade_bar",
-    "volume": 14770,
-    "vwap": 4090.5,
-  },
   Object {
     "asks": Array [],
     "bids": Array [
@@ -48996,6 +48975,27 @@ Array [
     "timestamp": 2019-04-01T00:00:13.015Z,
     "type": "trade",
   },
+  Object {
+    "buyVolume": 14770,
+    "close": 4090.5,
+    "closeTimestamp": 2019-04-01T00:00:12.989Z,
+    "exchange": "bitmex",
+    "high": 4090.5,
+    "interval": 1000,
+    "kind": "time",
+    "localTimestamp": 2019-04-01T00:00:13.529251Z,
+    "low": 4090.5,
+    "name": "trade_bar_1000ms",
+    "open": 4090.5,
+    "openTimestamp": 2019-04-01T00:00:12.989Z,
+    "sellVolume": 0,
+    "symbol": "XBTUSD",
+    "timestamp": 2019-04-01T00:00:13.000Z,
+    "trades": 1,
+    "type": "trade_bar",
+    "volume": 14770,
+    "vwap": 4090.5,
+  },
   Object {
     "amount": 3508,
     "exchange": "bitmex",
@@ -49970,27 +49970,6 @@ Array [
     "timestamp": 2019-04-01T00:00:13.900Z,
     "type": "book_snapshot",
   },
-  Object {
-    "buyVolume": 29471,
-    "close": 4090,
-    "closeTimestamp": 2019-04-01T00:00:13.136Z,
-    "exchange": "bitmex",
-    "high": 4090.5,
-    "interval": 1000,
-    "kind": "time",
-    "localTimestamp": 2019-04-01T00:00:14.143288Z,
-    "low": 4090,
-    "name": "trade_bar_1000ms",
-    "open": 4090.5,
-    "openTimestamp": 2019-04-01T00:00:13.015Z,
-    "sellVolume": 251,
-    "symbol": "XBTUSD",
-    "timestamp": 2019-04-01T00:00:14.000Z,
-    "trades": 7,
-    "type": "trade_bar",
-    "volume": 29722,
-    "vwap": 4090.4957775385237,
-  },
   Object {
     "asks": Array [
       Object {
@@ -50264,27 +50243,6 @@ Array [
     "timestamp": 2019-04-01T00:00:14.600Z,
     "type": "book_snapshot",
   },
-  Object {
-    "buyVolume": 0,
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-    "closeTimestamp": 2019-04-01T00:00:13.490Z,
-    "exchange": "bitmex",
-    "high": 4090,
-    "interval": 1000,
-    "kind": "time",
-    "localTimestamp": 2019-04-01T00:00:14.726308Z,
-    "low": 4089.5,
-    "name": "trade_bar_1000ms",
-    "open": 4090,
-    "openTimestamp": 2019-04-01T00:00:13.490Z,
-    "sellVolume": 8000,
-    "symbol": "XBTUSD",
-    "timestamp": 2019-04-01T00:00:14.000Z,
-    "trades": 5,
-    "type": "trade_bar",
-    "volume": 8000,
-    "vwap": 4089.9095625,
-  },
   Object {
     "asks": Array [],
     "bids": Array [
@@ -52493,27 +52451,6 @@ Array [
     "timestamp": 2019-04-01T00:00:14.754591Z,
     "type": "book_snapshot",
   },
-  Object {
-    "buyVolume": 796,
-    "close": 4090,
-    "closeTimestamp": 2019-04-01T00:00:13.778Z,
-    "exchange": "bitmex",
-    "high": 4090,
-    "interval": 1000,
-    "kind": "time",
-    "localTimestamp": 2019-04-01T00:00:14.754591Z,
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-    "name": "trade_bar_1000ms",
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-    "openTimestamp": 2019-04-01T00:00:13.778Z,
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-    "symbol": "XBTUSD",
-    "timestamp": 2019-04-01T00:00:14.000Z,
-    "trades": 1,
-    "type": "trade_bar",
-    "volume": 796,
-    "vwap": 4090,
-  },
   Object {
     "asks": Array [
       Object {
@@ -53028,27 +52965,6 @@ Array [
     "timestamp": 2019-04-01T00:00:14.754645Z,
     "type": "book_snapshot",
   },
-  Object {
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-    "openTimestamp": 2019-04-01T00:00:13.859Z,
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-    "trades": 1,
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-    "vwap": 4090,
-  },
   Object {
     "asks": Array [
       Object {
@@ -53274,27 +53190,6 @@ Array [
     "timestamp": 2019-04-01T00:00:14.754669Z,
     "type": "book_snapshot",
   },
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-    "name": "trade_bar_1000ms",
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-    "openTimestamp": 2019-04-01T00:00:13.911Z,
-    "sellVolume": 0,
-    "symbol": "XBTUSD",
-    "timestamp": 2019-04-01T00:00:14.000Z,
-    "trades": 1,
-    "type": "trade_bar",
-    "volume": 939,
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-  },
   Object {
     "asks": Array [
       Object {
@@ -54809,6 +54704,27 @@ Array [
     "timestamp": 2019-04-01T00:00:14.139Z,
     "type": "trade",
   },
+  Object {
+    "buyVolume": 32933,
+    "close": 4090,
+    "closeTimestamp": 2019-04-01T00:00:13.911Z,
+    "exchange": "bitmex",
+    "high": 4090.5,
+    "interval": 1000,
+    "kind": "time",
+    "localTimestamp": 2019-04-01T00:00:14.808184Z,
+    "low": 4089.5,
+    "name": "trade_bar_1000ms",
+    "open": 4090.5,
+    "openTimestamp": 2019-04-01T00:00:13.015Z,
+    "sellVolume": 8251,
+    "symbol": "XBTUSD",
+    "timestamp": 2019-04-01T00:00:14.000Z,
+    "trades": 15,
+    "type": "trade_bar",
+    "volume": 41184,
+    "vwap": 4090.340229215229,
+  },
   Object {
     "amount": 2000,
     "exchange": "bitmex",
@@ -61948,27 +61864,6 @@ Array [
     "timestamp": 2019-04-01T00:00:15.000Z,
     "type": "book_snapshot",
   },
-  Object {
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-    "close": 4089.5,
-    "closeTimestamp": 2019-04-01T00:00:14.161Z,
-    "exchange": "bitmex",
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-    "interval": 1000,
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-    "openTimestamp": 2019-04-01T00:00:14.139Z,
-    "sellVolume": 28000,
-    "symbol": "XBTUSD",
-    "timestamp": 2019-04-01T00:00:15.000Z,
-    "trades": 7,
-    "type": "trade_bar",
-    "volume": 28000,
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-  },
   Object {
     "asks": Array [
       Object {
@@ -69409,6 +69304,27 @@ Array [
     "timestamp": 2019-04-01T00:00:20.054Z,
     "type": "trade",
   },
+  Object {
+    "buyVolume": 0,
+    "close": 4089.5,
+    "closeTimestamp": 2019-04-01T00:00:14.161Z,
+    "exchange": "bitmex",
+    "high": 4089.5,
+    "interval": 1000,
+    "kind": "time",
+    "localTimestamp": 2019-04-01T00:00:20.098005Z,
+    "low": 4089.5,
+    "name": "trade_bar_1000ms",
+    "open": 4089.5,
+    "openTimestamp": 2019-04-01T00:00:14.139Z,
+    "sellVolume": 28000,
+    "symbol": "XBTUSD",
+    "timestamp": 2019-04-01T00:00:15.000Z,
+    "trades": 7,
+    "type": "trade_bar",
+    "volume": 28000,
+    "vwap": 4089.5,
+  },
   Object {
     "amount": 6000,
     "exchange": "bitmex",
@@ -72873,27 +72789,6 @@ Array [
     "timestamp": 2019-04-01T00:00:21.000Z,
     "type": "book_snapshot",
   },
-  Object {
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-    "closeTimestamp": 2019-04-01T00:00:20.431Z,
-    "exchange": "bitmex",
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-    "interval": 1000,
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-    "localTimestamp": 2019-04-01T00:00:21.001031Z,
-    "low": 4089,
-    "name": "trade_bar_1000ms",
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-    "openTimestamp": 2019-04-01T00:00:20.054Z,
-    "sellVolume": 78498,
-    "symbol": "XBTUSD",
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-    "trades": 13,
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   Object {
     "asks": Array [],
     "bids": Array [
@@ -74070,27 +73965,6 @@ Array [
     "timestamp": 2019-04-01T00:00:21.100Z,
     "type": "book_snapshot",
   },
-  Object {
-    "buyVolume": 480,
-    "close": 4089.5,
-    "closeTimestamp": 2019-04-01T00:00:20.750Z,
-    "exchange": "bitmex",
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-    "trades": 1,
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   Object {
     "asks": Array [
       Object {
@@ -74157,27 +74031,6 @@ Array [
     "timestamp": 2019-04-01T00:00:21.162334Z,
     "type": "book_change",
   },
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       Object {
@@ -74593,27 +74446,6 @@ Array [
     "timestamp": 2019-04-01T00:00:21.200Z,
     "type": "book_snapshot",
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@@ -78187,6 +78019,27 @@ Array [
     "timestamp": 2019-04-01T00:00:22.130Z,
     "type": "trade",
   },
+  Object {
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+    "close": 4089,
+    "closeTimestamp": 2019-04-01T00:00:20.962Z,
+    "exchange": "bitmex",
+    "high": 4089.5,
+    "interval": 1000,
+    "kind": "time",
+    "localTimestamp": 2019-04-01T00:00:22.150727Z,
+    "low": 4089,
+    "name": "trade_bar_1000ms",
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+    "openTimestamp": 2019-04-01T00:00:20.054Z,
+    "sellVolume": 82348,
+    "symbol": "XBTUSD",
+    "timestamp": 2019-04-01T00:00:21.000Z,
+    "trades": 18,
+    "type": "trade_bar",
+    "volume": 82828,
+    "vwap": 4089.0549934804653,
+  },
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@@ -83853,27 +83706,6 @@ Array [
     "timestamp": 2019-04-01T00:00:23.000Z,
     "type": "book_snapshot",
   },
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@@ -85198,6 +85030,27 @@ Array [
     "timestamp": 2019-04-01T00:00:23.130Z,
     "type": "trade",
   },
+  Object {
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+    "close": 4089,
+    "closeTimestamp": 2019-04-01T00:00:22.965Z,
+    "exchange": "bitmex",
+    "high": 4089.5,
+    "interval": 1000,
+    "kind": "time",
+    "localTimestamp": 2019-04-01T00:00:23.160308Z,
+    "low": 4089,
+    "name": "trade_bar_1000ms",
+    "open": 4089.5,
+    "openTimestamp": 2019-04-01T00:00:22.130Z,
+    "sellVolume": 7000,
+    "symbol": "XBTUSD",
+    "timestamp": 2019-04-01T00:00:23.000Z,
+    "trades": 2,
+    "type": "trade_bar",
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+    "vwap": 4089.004530011325,
+  },
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@@ -94625,27 +94478,6 @@ Array [
     "timestamp": 2019-04-01T00:00:24.000Z,
     "type": "book_snapshot",
   },
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     "asks": Array [
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@@ -95701,6 +95533,27 @@ Array [
     "timestamp": 2019-04-01T00:00:24.120Z,
     "type": "trade",
   },
+  Object {
+    "buyVolume": 1045,
+    "close": 4089,
+    "closeTimestamp": 2019-04-01T00:00:23.925Z,
+    "exchange": "bitmex",
+    "high": 4089,
+    "interval": 1000,
+    "kind": "time",
+    "localTimestamp": 2019-04-01T00:00:24.294753Z,
+    "low": 4088.5,
+    "name": "trade_bar_1000ms",
+    "open": 4089,
+    "openTimestamp": 2019-04-01T00:00:23.130Z,
+    "sellVolume": 62584,
+    "symbol": "XBTUSD",
+    "timestamp": 2019-04-01T00:00:24.000Z,
+    "trades": 39,
+    "type": "trade_bar",
+    "volume": 63629,
+    "vwap": 4088.943453456757,
+  },
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     "asks": Array [
       Object {
@@ -104948,27 +104801,6 @@ Array [
     "timestamp": 2019-04-01T00:00:25.000Z,
     "type": "book_snapshot",
   },
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-    "openTimestamp": 2019-04-01T00:00:24.120Z,
-    "sellVolume": 61622,
-    "symbol": "XBTUSD",
-    "timestamp": 2019-04-01T00:00:25.000Z,
-    "trades": 61,
-    "type": "trade_bar",
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   Object {
     "asks": Array [
       Object {
@@ -108530,6 +108362,27 @@ Array [
     "timestamp": 2019-04-01T00:00:25.294Z,
     "type": "trade",
   },
+  Object {
+    "buyVolume": 32412,
+    "close": 4088.5,
+    "closeTimestamp": 2019-04-01T00:00:24.969Z,
+    "exchange": "bitmex",
+    "high": 4089,
+    "interval": 1000,
+    "kind": "time",
+    "localTimestamp": 2019-04-01T00:00:25.612722Z,
+    "low": 4088.5,
+    "name": "trade_bar_1000ms",
+    "open": 4088.5,
+    "openTimestamp": 2019-04-01T00:00:24.120Z,
+    "sellVolume": 61622,
+    "symbol": "XBTUSD",
+    "timestamp": 2019-04-01T00:00:25.000Z,
+    "trades": 61,
+    "type": "trade_bar",
+    "volume": 94034,
+    "vwap": 4088.67234191888,
+  },
   Object {
     "amount": 201,
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