Struct trade_aggregation::Candle[−][src]

pub struct Candle {Show 14 fields
    pub timestamp: i64,
    pub open: f64,
    pub high: f64,
    pub low: f64,
    pub close: f64,
    pub volume: f64,
    pub directional_trade_ratio: f64,
    pub directional_volume_ratio: f64,
    pub num_trades: i32,
    pub arithmetic_mean_price: f64,
    pub weighted_price: f64,
    pub std_dev_prices: f64,
    pub std_dev_sizes: f64,
    pub time_velocity: f64,
}

Expand description

Defines a Candle

Fields

timestamp: i64

latest timestamp of last received trade

open: f64

open price of candle

high: f64

high price of candle

low: f64

low price of candle

close: f64

close price of candle

volume: f64

summed taker volume of all trades in candle

directional_trade_ratio: f64

#buys / #trades

directional_volume_ratio: f64

buy_volume / volume

num_trades: i32

number of taker trades observed in candle

arithmetic_mean_price: f64

arithmetic mean of price

weighted_price: f64

volume weighted price

std_dev_prices: f64

standard deviation of trade prices

std_dev_sizes: f64

standard deviation of trade sizes

time_velocity: f64

measure of candle creation time: 1.0 / time_in_seconds

Trait Implementations

impl Clone for Candle

fn clone(&self) -> Candle

Returns a copy of the value. Read more

1.0.0[src]

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

Performs copy-assignment from source. Read more

impl Debug for Candle

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

Formats the value using the given formatter. Read more

impl Display for Candle

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

Formats the value using the given formatter. Read more

Auto Trait Implementations

impl RefUnwindSafe for Candle

impl Send for Candle

impl Sync for Candle

impl Unpin for Candle

impl UnwindSafe for Candle

Blanket Implementations

impl<T> Any for T where
T: 'static + ?Sized,

pub fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T where
T: ?Sized,

pub fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T where
T: ?Sized,

pub fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> From<T> for T

pub fn from(t: T) -> T

Performs the conversion.

impl<T, U> Into<U> for T where
U: From<T>,

pub fn into(self) -> U

Performs the conversion.

impl<T> ToOwned for T where
T: Clone,

type Owned = T

The resulting type after obtaining ownership.

pub fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

pub fn clone_into(&self, target: &mut T)

🔬 This is a nightly-only experimental API. (toowned_clone_into)

recently added

Uses borrowed data to replace owned data, usually by cloning. Read more

impl<T> ToString for T where
T: Display + ?Sized,

pub default fn to_string(&self) -> String

Converts the given value to a String. Read more

impl<T, U> TryFrom<U> for T where
U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

pub fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T where
U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

pub fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.