TypeScript Short-Form and TWAP

import { PolyNode } from 'polynode-sdk';

const apiKey = process.env.POLYNODE_API_KEY;
if (!apiKey) throw new Error('Set POLYNODE_API_KEY');
const pn = new PolyNode({ apiKey });

const stream = pn.ws.shortForm('5m', {
  coins: ['btc', 'eth', 'sol'],
});

stream.on('rotation', (rotation) => {
  console.log({
    windowStart: rotation.windowStart,
    windowEnd: rotation.windowEnd,
    markets: rotation.markets.map((market) => ({
      coin: market.coin,
      slug: market.slug,
      feed: market.chainlinkFeed,
      twapWindowSeconds: market.twapWindowSeconds,
      priceToBeat: market.priceToBeat,
    })),
  });
});

stream.on('settlement', (event) => console.log(event));
stream.on('error', (error) => console.error(error));

const prices = await pn.ws
  .subscribe('chainlink')
  .feeds(['BTC/USD', 'ETH/USD'])
  .twapWindows([30, 60])
  .send();

console.log({ source: prices.priceSource, windows: prices.twapWindows });
prices.on('price_feed', (event) => {
  console.log(event.feed, event.price, event.is_twap, event.twap_window_seconds);
});

stream.stop();
pn.ws.disconnect();