Interface ICandleData

Single OHLCV candle data point. Used for VWAP calculation and backtesting.

interface ICandleData {
    close: number;
    high: number;
    low: number;
    open: number;
    timestamp: number;
    volume: number;
}

Properties

close: number

Closing price at candle end

high: number

Highest price during candle period

low: number

Lowest price during candle period

open: number

Opening price at candle start

timestamp: number

Unix timestamp in milliseconds when candle opened

volume: number

Trading volume during candle period