Improve time-math functions

src/shared/timemath.ts

@@ -1,13 +1,26 @@
 export const ROUND_UP = 2;
 export const ROUND_DOWN = 3;
+/** Rounds to the closer candle starting time */
+export const ROUND_CLOSER = 4;
 
+/**
+ *
+ * @param timeframems timeframe in milliseconds
+ * @param timestamp timestamp in milliseconds
+ * @param direction Direction (see ROUND_* constants)
+ * @returns timestamp in ms rounded to the timeframe
+ */
 export function roundTimeframe(
   timeframems: number,
   timestamp: number,
   direction: number = ROUND_DOWN,
 ) {
   const offset = timestamp % timeframems;
-  return timestamp - offset + (direction === ROUND_UP ? timeframems : 0);
+  let up = direction === ROUND_UP;
+  if (direction === ROUND_CLOSER) {
+    up = offset > timeframems / 2;
+  }
+  return timestamp - offset + (up ? timeframems : 0);
 }
 
 export default {

tests/unit/timemath.spec.ts

@@ -1,5 +1,5 @@
 import { describe, it, expect } from 'vitest';
-import { roundTimeframe, ROUND_DOWN, ROUND_UP } from '@/shared/timemath';
+import { roundTimeframe, ROUND_DOWN, ROUND_UP, ROUND_CLOSER } from '@/shared/timemath';
 
 // 1651021200000 = 2022-04-27T11:05:00+00:00
 
@@ -49,4 +49,31 @@ describe('timemath.ts', () => {
     expect(roundTimeframe(TIMEFRAME_MS_1D, 1651057500000, ROUND_UP)).toEqual(1651104000000);
     expect(roundTimeframe(TIMEFRAME_MS_1D, 1651057500200, ROUND_UP)).toEqual(1651104000000);
   });
+  it('rounds values Closer 1m', () => {
+    Date.parse('2022-04-27T11:05:05+00:00');
+
+    expect(
+      roundTimeframe(TIMEFRAME_MS_1M, Date.parse('2022-04-27T11:05:05+00:00'), ROUND_CLOSER),
+    ).toEqual(Date.parse('2022-04-27T11:05:00+00:00'));
+
+    expect(
+      roundTimeframe(TIMEFRAME_MS_1M, Date.parse('2022-04-27T11:05:29+00:00'), ROUND_CLOSER),
+    ).toEqual(Date.parse('2022-04-27T11:05:00+00:00'));
+
+    expect(
+      roundTimeframe(TIMEFRAME_MS_1M, Date.parse('2022-04-27T11:05:31+00:00'), ROUND_CLOSER),
+    ).toEqual(Date.parse('2022-04-27T11:06:00+00:00'));
+
+    // Expect to round down to :00
+    expect(
+      roundTimeframe(TIMEFRAME_MS_1M, Date.parse('2022-04-27T11:05:30+00:00'), ROUND_CLOSER),
+    ).toEqual(Date.parse('2022-04-27T11:05:00+00:00'));
+
+    expect(
+      roundTimeframe(TIMEFRAME_MS_1H, Date.parse('2022-04-27T11:05:30+00:00'), ROUND_CLOSER),
+    ).toEqual(Date.parse('2022-04-27T11:00:00+00:00'));
+    expect(
+      roundTimeframe(TIMEFRAME_MS_1H, Date.parse('2022-04-27T11:30:01+00:00'), ROUND_CLOSER),
+    ).toEqual(Date.parse('2022-04-27T12:00:00+00:00'));
+  });
 });