pub enum By {
    Base,
    Quote,
}
Expand description

Defines how to aggregate trade size either by Base currency or Quote Currency assumes trades sizes are denoted in Quote e.g.: buy 10 contracts of BTC would be trade size of 10

Variants

Base

when aggregating by Base, divide size by price for volume sum

Quote

when aggregating by Quote, take the raw trade size for volume sum as the assumption is that Trade size is denoted in Quote

Trait Implementations

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