Struct pikmin::downloader::bitmex::MexDownloader

pub struct MexDownloader { /* fields omitted */ }

A pre-built downloader for BitMEX.

Methods

impl MexDownloader

pub fn new(start: DateTime<Utc>, end: DateTime<Utc>) -> Self

Creates a new downloader with a specific range. The input source is fixed.

Trait Implementations

impl Downloader for MexDownloader

type IDT = DateTime<Utc>

A type of element which ID is made up of.

type ID = DateTimeID

A type of ID for specifying the downloading point in an API client.

type RAW = MexGetExecution

A type of downloaded trade data.

fn start_id(&self) -> DateTime<Utc>

Returns beginning ID for a downloading process.

fn end_id(&self) -> DateTime<Utc>

Returns ending ID for a downloading process.

fn continue_condition(
    &self,
    current: &DateTime<Utc>,
    end: &DateTime<Utc>
) -> bool

Judges whether to continue downloading or not.

fn fetch(&self, c: &Self::IDT) -> Result<Vec<MexGetExecution>>

Fetches trade data from somewhere (typically API).

fn convert(&self, v: &MexGetExecution) -> Result<Trade>

Converts a raw trade datum into a standard trade struct.

fn output(
    &self,
    u: Vec<Trade>,
    writer: &mut impl Writer
) -> Result<Self::IDT>

Possibly some trades will be cut from the response if we just increment the starting timestamp since the API will return just 1,000 trades for single request. In order to avoid this, the last trades in terms of the traded timestamp should be ignored at the first time, and request again from the timestamp.

Errors

In order to avoid an infinite loop, this function will return an error when there are more than 1,000 executions at the same timestamp.

fn sleep_millis(&self) -> u64

if we login, the API limit becomes 300/5min if not, it's 150/5min

fn init_id(
    &self,
    default: Self::IDT,
    process_log_path: &Path
) -> Result<Self::IDT>

Returns initial ID from a progress file. If reading is failed, use a given default value.

fn record_progress(&self, path: &Path, id: &str) -> Result<()>

Records progress on somewhere (typically a file).

fn run(
    &self,
    writer: &mut impl Writer,
    process_log_path: &Path
) -> Result<()>

Executes downloading.

impl Debug for MexDownloader

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

Formats the value using the given formatter.