From 7302ab301348ead49ea99ba18dc12129af14d5a2 Mon Sep 17 00:00:00 2001
From: Thaddeus <thad@tardis.dev>
Date: Fri, 26 Jul 2024 19:44:54 +0200
Subject: [PATCH] improvement: update trade bar timestamp only if it's newer
 then last updated one

---
 src/computable/tradebar.ts | 5 ++++-
 1 file changed, 4 insertions(+), 1 deletion(-)

diff --git a/src/computable/tradebar.ts b/src/computable/tradebar.ts
index 21e300e..573df4a 100644
--- a/src/computable/tradebar.ts
+++ b/src/computable/tradebar.ts
@@ -133,7 +133,10 @@ class TradeBarComputable implements Computable<TradeBar> {
     inProgressBar.vwap = (inProgressBar.vwap * inProgressBar.volume + trade.price * trade.amount) / (inProgressBar.volume + trade.amount)
     // volume needs to be updated after vwap otherwise vwap calc will go wrong
     inProgressBar.volume += trade.amount
-    inProgressBar.timestamp = trade.timestamp
+
+    if (trade.timestamp.valueOf() > inProgressBar.timestamp.valueOf()) {
+      inProgressBar.timestamp = trade.timestamp
+    }
   }
 
   private _reset() {