Summary

TypeScript definitions for the NodeJS bindings of the outstanding Tulip Indicators library by Lewis Van Winkle.
Implemented as per the tulind documentation with support for both Promise based and callback based interfaces.

Installation

npm i tulind --save
npm i @types/tulind --save-dev

Credits

Original Tulip Indicators library by Lewis Van Winkle
Type definitions by Tim Schubert

Usage examples

Eval basic Indicator with single input and option

import {indicators} from 'tulind';
  
interface RawCandle {
    open: number;
    close: number;
    high: number;
    low: number;
    volume: number;
    timestamp: string;
}
  
async function start() {
    
    // Raw candle dataset from exchange
    let rawCandles: RawCandle[] = [
        { open: 4, high: 9, low: 1, close: 4, volume: 123, timestamp: '2019-01-01T00:00:00.000Z' },
        { open: 5, high: 7, low: 2, close: 5, volume: 232, timestamp: '2019-01-01T01:00:00.000Z' },
        { open: 5, high: 8, low: 3, close: 6, volume: 212, timestamp: '2019-01-01T02:00:00.000Z' },
        { open: 5, high: 7, low: 3, close: 6, volume: 232, timestamp: '2019-01-01T03:00:00.000Z' },
        { open: 4, high: 8, low: 2, close: 6, volume: 111, timestamp: '2019-01-01T04:00:00.000Z' },
        { open: 4, high: 8, low: 1, close: 5, volume: 232, timestamp: '2019-01-01T05:00:00.000Z' },
        { open: 4, high: 7, low: 2, close: 5, volume: 212, timestamp: '2019-01-01T06:00:00.000Z' },
        { open: 6, high: 7, low: 2, close: 5, volume: 321, timestamp: '2019-01-01T07:00:00.000Z' },
        { open: 6, high: 8, low: 2, close: 6, volume: 232, timestamp: '2019-01-01T08:00:00.000Z' },
        { open: 6, high: 7, low: 3, close: 4, volume: 321, timestamp: '2019-01-01T19:00:00.000Z' }
    ];
    
    // Extract closing price values
    let close: number[] = rawCandles.map(candle => candle.close); // [4,5,6,6,6,5,5,5,6,4]
    
    // Eval SMA using Promise
    try {
        let results: number[][] = await indicators.sma.indicator([close], [14]);
        console.log('SMA results from Promise: ');
        console.log(JSON.stringify(results, null, 2));
    } catch (err) {
        throw new Error(`Failed to evaluate SMA indicator: ${err}`);
    }
    
    // Eval using callback
    indicators.sma.indicator([close], [14], (err, results: number[][]) => {
        if (err) {
            throw new Error(`Failed to evaluate SMA indicator: ${err}`);
        }
        console.log('SMA results from callback: ');
        console.log(JSON.stringify(results, null, 2));
    });
    
}
  
start();

Transform exchange dataset and eval an indicator with multiple inputs and options

import {indicators} from 'tulind';
  
interface RawCandle {
    open: number;
    close: number;
    high: number;
    low: number;
    volume: number;
    timestamp: string;
}
  
type CandleValues = {
    [P in keyof RawCandle]: RawCandle[P][];
}
  
/**
 * Split candles in to separate arrays for each property as required to eval tulind indicators
 */
function transformCandles(rawCandles: RawCandle[]): CandleValues {
    
    let candleValues: CandleValues = {
        open: [],
        close: [],
        high: [],
        low: [],
        volume: [],
        timestamp: []
    };
    
    for (let candle of rawCandles){
        for (let i in candle) {
            candleValues[i].push(candle[i]);
        }
    }
    
    return candleValues;
    
}
  
async function start() {
    
    // Raw candle dataset from exchange
    let rawCandles: RawCandle[] = [
        { open: 4, high: 9, low: 1, close: 4, volume: 123, timestamp: '2019-01-01T00:00:00.000Z' },
        { open: 5, high: 7, low: 2, close: 5, volume: 232, timestamp: '2019-01-01T01:00:00.000Z' },
        { open: 5, high: 8, low: 3, close: 6, volume: 212, timestamp: '2019-01-01T02:00:00.000Z' },
        { open: 5, high: 7, low: 3, close: 6, volume: 232, timestamp: '2019-01-01T03:00:00.000Z' },
        { open: 4, high: 8, low: 2, close: 6, volume: 111, timestamp: '2019-01-01T04:00:00.000Z' },
        { open: 4, high: 8, low: 1, close: 5, volume: 232, timestamp: '2019-01-01T05:00:00.000Z' },
        { open: 4, high: 7, low: 2, close: 5, volume: 212, timestamp: '2019-01-01T06:00:00.000Z' },
        { open: 6, high: 7, low: 2, close: 5, volume: 321, timestamp: '2019-01-01T07:00:00.000Z' },
        { open: 6, high: 8, low: 2, close: 6, volume: 232, timestamp: '2019-01-01T08:00:00.000Z' },
        { open: 6, high: 7, low: 3, close: 4, volume: 321, timestamp: '2019-01-01T19:00:00.000Z' }
    ];
    
    // Split the candles in to separate value arrays
    let candleValues: CandleValues = transformCandles(rawCandles);
    
    // Set options for stoch indicator
    let stochOptions: number[] = [5, 3, 3];
    
    // Eval using Promise
    try {
        let results: number[][] = await indicators.stoch.indicator([candleValues.high, candleValues.low, candleValues.close], stochOptions);
        console.log('Stoch results from Promise: ');
        console.log(JSON.stringify(results, null, 2));
    } catch (err) {
        throw new Error(`Failed to evaluate stoch indicator: ${err}`);
    }
    
    // Eval using callback
    indicators.stoch.indicator([candleValues.high, candleValues.low, candleValues.close], stochOptions, (err, results: number[][]) => {
        if (err) {
            throw new Error(`Failed to evaluate stoch indicator: ${err}`);
        }
        console.log('Stoch results from callback: ');
        console.log(JSON.stringify(results, null, 2));
    });
    
}
  
start();