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use digdigdig3::core::types::StreamEvent;
use serde::{Deserialize, Serialize};
use crate::series::DataPoint;
/// One Three Line Break line (san-sen-ashi).
///
/// Unlike Renko, a TLB line is NOT fixed-height: its height equals the
/// price move that caused it to print. The key invariant is the
/// **direction** relative to the recent N lines (default N=3), not a
/// fixed box size.
///
/// `direction`: 0 = up, 1 = down.
/// `ts_open` / `ts_close`: millisecond timestamps of the first and
/// last trade that contributed to the line.
/// `volume`: sum of trade volumes that formed the line.
///
/// 48-byte fixed record (LE):
/// i64 ts_open (8 B)
/// i64 ts_close (8 B)
/// f64 open (8 B)
/// f64 close (8 B)
/// f64 volume (8 B)
/// u8 direction (1 B) — 0=up, 1=down
/// 7 bytes reserved
#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct ThreeLineBreakLinePoint {
pub ts_open: i64,
pub ts_close: i64,
/// Price at which the line opened (= previous line's close).
pub open: f64,
/// Price at which the line closed (= the trade price that triggered
/// the line).
pub close: f64,
/// Summed trade volume during the line.
pub volume: f64,
/// 0 = up line (close > open), 1 = down line (close < open).
pub direction: u8,
}
const SIZE: usize = 48;
impl DataPoint for ThreeLineBreakLinePoint {
const RECORD_SIZE: usize = SIZE;
fn encode(&self, out: &mut [u8]) {
out[0..8].copy_from_slice(&(self.ts_open as u64).to_le_bytes());
out[8..16].copy_from_slice(&(self.ts_close as u64).to_le_bytes());
out[16..24].copy_from_slice(&self.open.to_le_bytes());
out[24..32].copy_from_slice(&self.close.to_le_bytes());
out[32..40].copy_from_slice(&self.volume.to_le_bytes());
out[40] = self.direction;
// bytes 41..48 reserved.
}
fn decode(bytes: &[u8]) -> Option<Self> {
if bytes.len() != SIZE {
return None;
}
Some(Self {
ts_open: u64::from_le_bytes(bytes[0..8].try_into().ok()?) as i64,
ts_close: u64::from_le_bytes(bytes[8..16].try_into().ok()?) as i64,
open: f64::from_le_bytes(bytes[16..24].try_into().ok()?),
close: f64::from_le_bytes(bytes[24..32].try_into().ok()?),
volume: f64::from_le_bytes(bytes[32..40].try_into().ok()?),
direction: bytes[40],
})
}
fn timestamp_ms(&self) -> i64 {
self.ts_open
}
fn from_stream_event(_ev: &StreamEvent) -> Option<Self> {
None
}
}