Versions in this module Expand all Collapse all v1 v1.1.1 Aug 26, 2026 Changes in this version + const HistoryFunctionName + var ErrHistoryExpression = errors.New("invalid History expression") + var ErrInsufficientHistory = protocol.ErrInsufficientStreamHistory + var ErrSeriesAsScalar = errors.New("history window cannot be used as a scalar") + var ErrTWAPConfig = errors.New("invalid TWAP configuration") + var ErrTWAPRejected = errors.New("TWAP window rejected by the acceptance rule") + func AggregatorByStream(cd llotypes.ChannelDefinition) (map[llotypes.StreamID]llotypes.Aggregator, error) + func Count(x any) (decimal.Decimal, error) + func Delta(x any) (decimal.Decimal, error) + func EMA(x any, n any) (decimal.Decimal, error) + func ExpressionStreamIDs(optsCache *protocol.OptsCache, cd llotypes.ChannelDefinition, ...) ([]llotypes.StreamID, error) + func Expressions(optsCache *protocol.OptsCache, cd llotypes.ChannelDefinition, ...) ([]string, error) + func First(x any) (decimal.Decimal, error) + func Last(x any) (decimal.Decimal, error) + func Median(x any) (decimal.Decimal, error) + func PctChange(x any) (decimal.Decimal, error) + func ProcessCalculatedStreamsWithDefinitionAppend(lggr logger.Logger, channelDefinitions llotypes.ChannelDefinitions, ...) + func SMA(x any, n any) (decimal.Decimal, error) + func Spread(x any) (decimal.Decimal, error) + func Stddev(x any) (decimal.Decimal, error) + func Sum(x ...any) (decimal.Decimal, error) + func ValidateChannelExpressions(optsCache *protocol.OptsCache, cd llotypes.ChannelDefinition, ...) error + func ValidateExpression(expression string) error + func Variance(x any) (decimal.Decimal, error) + func WMA(x any, n any) (decimal.Decimal, error) + type Field uint8 + const FieldAsk + const FieldBenchmark + const FieldBid + const FieldValue + func (f Field) String() string + type HistoryReader interface + Series func(streamID llotypes.StreamID, aggregator llotypes.Aggregator, count uint32, ...) (Series, error) + type HistoryRef struct + Count uint32 + Field Field + StreamID llotypes.StreamID + func AnalyzeExpressionHistory(expression string) ([]HistoryRef, error) + func (r HistoryRef) String() string + type Series struct + func NewSeries(values []decimal.Decimal, timestamps []uint64) (Series, error) + func SeriesFromRecords(records []protocol.StreamHistoryRecord, field Field) (Series, error) + func (s Series) Len() int + func (s Series) Newest() (decimal.Decimal, error) + func (s Series) Oldest() (decimal.Decimal, error) + func (s Series) String() string + func (s Series) Timestamps() []uint64 + func (s Series) Values() []decimal.Decimal + type TWAPRejection struct + Ghead int + Gint int + Gtail int + M int + MaxHeadGap int + MaxInteriorGap int + MaxTailGap int + MinSamples int + Reasons []TWAPRejectionReason + Records int + WindowEndSeconds int64 + WindowStartSeconds int64 + func (e *TWAPRejection) Error() string + func (e *TWAPRejection) Is(target error) bool + type TWAPRejectionReason string + const ReasonHeadGapTooLong + const ReasonInsufficientSamples + const ReasonInteriorGapTooLong + const ReasonTailGapTooLong v1.1.0 Aug 7, 2026 Changes in this version + func Abs(x any) (decimal.Decimal, error) + func Add(x, y any) (decimal.Decimal, error) + func Avg(x ...any) (decimal.Decimal, error) + func Ceil(x any) (decimal.Decimal, error) + func Div(x, y any) (decimal.Decimal, error) + func Equal(x, y any) (bool, error) + func Floor(x any) (decimal.Decimal, error) + func GreaterThan(x, y any) (bool, error) + func GreaterThanOrEqual(x, y any) (bool, error) + func IsNegative(x any) (bool, error) + func IsPositive(x any) (bool, error) + func IsZero(x any) (bool, error) + func LessThan(x, y any) (bool, error) + func LessThanOrEqual(x, y any) (bool, error) + func Ln(x any) (decimal.Decimal, error) + func Log(x, y any) (decimal.Decimal, error) + func Max(x ...any) (decimal.Decimal, error) + func Min(x ...any) (decimal.Decimal, error) + func Mul(x, y any) (decimal.Decimal, error) + func NewEnv(observationTimestampNanoseconds uint64) environment + func ParseDuration(x string) (time.Duration, error) + func Pow(x, y any) (decimal.Decimal, error) + func ProcessCalculatedStreams(lggr logger.Logger, channelDefinitions llotypes.ChannelDefinitions, ...) + func ProcessCalculatedStreamsDryRun(expression string) error + func Round(x any, precision int) (decimal.Decimal, error) + func Sqrt(x any) (decimal.Decimal, error) + func Sub(x, y any) (decimal.Decimal, error) + func Truncate(x any, precision int) (decimal.Decimal, error)
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