Added an extension to create TimeSeries from HistoricalPnl data

Project.toml

@@ -15,19 +15,21 @@ URIs = "5c2747f8-b7ea-4ff2-ba2e-563bfd36b1d4"
 
 [weakdeps]
 Rocket = "df971d30-c9d6-4b37-b8ff-e965b2cb3a40"
+TimeSeries = "9e3dc215-6440-5c97-bce1-76c03772f85e"
+
+[extensions]
+RocketExt = "Rocket"
+TimeSeriesExt = "TimeSeries"
 
 [compat]
-julia = "1.9"
 HTTP = "1.9.15"
 JSON3 = "1.13.2"
 Preferences = "1.4.1"
 URIs = "1.5.0"
-
-[extensions]
-RocketExt = "Rocket"
+julia = "1.9"
 
 [extras]
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [targets]
-test = ["Test"]
+test = ["Test", "Rocket", "TimeSeries"]

ext/TimeSeriesExt.jl

@@ -0,0 +1,31 @@
+module TimeSeriesExt
+
+using DydxV3
+
+using TimeSeries
+
+function TimeSeries.TimeArray(pnl::Vector{DydxV3.HistoricalPnl})
+    timestamp = Vector{DateTime}()
+    equity = Vector{Float64}()
+    totalPnl = Vector{Float64}()
+    netTransfers = Vector{Float64}()
+    accountId = Vector{String}()
+
+    for idx in eachindex(pnl)
+        push!(timestamp, pnl[idx].createdAt)
+        push!(equity, pnl[idx].equity)
+        push!(totalPnl, pnl[idx].totalPnl)
+        push!(netTransfers, pnl[idx].netTransfers)
+        push!(accountId, pnl[idx].accountId)
+    end
+
+    return TimeArray((
+        timestamp=timestamp,
+        equity=equity,
+        totalPnl=totalPnl,
+        netTransfers=netTransfers,
+        accountId=accountId
+    ))
+end
+
+end