OHLC.create_candles

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Link to this function

create_candles(trades, timeframe, opts \\ [])

Specs

create_candles(trades(), timeframe(), opts() | nil) ::
  {:ok, %{pair: binary() | atom(), timeframe: timeframe(), candles: candles()}}
  | {:error, binary()}

Function for generating candles from trades and timeframe provided.

Parameters:

  • trades - A list containing all the trades. Trades must be chronologically arranged(ASC) by the timestamp field.
  • timeframe - Timeframe for the candles.
  • opts - Option values for the data proccessing.

Returns a tuple containing the metadata for the candles and a list of generated candles.