Struct trade_aggregation::VolumeAggregator

pub struct VolumeAggregator { /* fields omitted */ }

Used for aggregating trades based on volume

Implementations

impl VolumeAggregator

pub fn new(vol_threshold: f64, by: By) -> Self

Create a new streaming volume aggregator

Arguments:

• vol_threshold: create a new candle after this total volume has been reached
• by: determines how to interpret the trade size, either as denoted in QUOTE or in BASE

Trait Implementations

impl Aggregator for VolumeAggregator

fn update(&mut self, trade: &Trade) -> Option<Candle>

Adds a new trade to aggregation Returns Some(Candle) only when a new candle has been created, otherwise it returns None

impl Clone for VolumeAggregator

fn clone(&self) -> VolumeAggregator

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for VolumeAggregator

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

Formats the value using the given formatter.