Struct lfest::prelude::Candle

pub struct Candle {
    pub bid: QuoteCurrency,
    pub ask: QuoteCurrency,
    pub low: QuoteCurrency,
    pub high: QuoteCurrency,
}

A new candle has been created. Here we can use the high and low prices to see if our simulated resting orders have been executed over the last period as a proxy in absence of actual Trade flow.

Fields

bid: QuoteCurrency

The best bid at the time of candle creation

ask: QuoteCurrency

The best ask at the time of candle creation

low: QuoteCurrency

The low price of the candle

high: QuoteCurrency

The high price of the candle

Trait Implementations

impl Clone for Candle

fn clone(&self) -> Candle

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for Candle

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<Q, UserOrderId> MarketUpdate<Q, UserOrderId> for Candle

where Q: Currency, UserOrderId: Clone,

fn limit_order_filled( &self, order: &LimitOrder<Q, UserOrderId, Pending<Q>>, ) -> Option<Q>

Checks if this market update triggered a specific limit order, and if so, then how much.

fn validate_market_update(&self, price_filter: &PriceFilter) -> Result<()>

Checks if the market update satisfies the PriceFilter.

fn update_market_state(&self, market_state: &mut MarketState)

Update the MarketState with new information.

impl PartialEq for Candle

fn eq(&self, other: &Candle) -> bool

This method tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

This method tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Copy for Candle

impl Eq for Candle

impl StructuralPartialEq for Candle