flowsurface-data 0.9.0

Data aggregation, indexing, and configuration utilities for Flowsurface
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64

use super::footprint::{ClusterKind, KlineTrades};
use super::poc::NPoc;
use crate::aggr::time::DataPoint;
use exchange::{
    Kline, Trade, UnixMs,
    unit::price::{Price, PriceStep},
    unit::qty::Qty,
};

#[derive(Clone)]
pub struct KlineDataPoint {
    pub kline: Kline,
    pub footprint: KlineTrades,
}

impl KlineDataPoint {
    pub fn max_cluster_qty(&self, cluster_kind: ClusterKind, highest: Price, lowest: Price) -> Qty {
        self.footprint
            .max_cluster_qty(cluster_kind, highest, lowest)
    }

    pub fn add_trade(&mut self, trade: &Trade, step: PriceStep) {
        self.footprint.add_trade_to_nearest_bin(trade, step);
    }

    pub fn poc_price(&self) -> Option<Price> {
        self.footprint.poc_price()
    }

    pub fn set_poc_status(&mut self, status: NPoc) {
        self.footprint.set_poc_status(status);
    }

    pub fn clear_trades(&mut self) {
        self.footprint.clear();
    }

    pub fn calculate_poc(&mut self) {
        self.footprint.calculate_poc();
    }

    pub fn last_trade_time(&self) -> Option<UnixMs> {
        self.footprint.last_trade_t()
    }

    pub fn first_trade_time(&self) -> Option<UnixMs> {
        self.footprint.first_trade_t()
    }

    /// Whether this datapoint has directional (buy vs sell) data.
    pub fn is_directional(&self) -> bool {
        !self.footprint.trades.is_empty() || self.kline.volume.is_directional()
    }
}

impl DataPoint for KlineDataPoint {
    fn add_trade(&mut self, trade: &Trade, step: PriceStep) {
        self.add_trade(trade, step);
    }

    fn clear_trades(&mut self) {
        self.clear_trades();
    }
}