Function trade_aggregation::aggregate_all_trades

source · [−]

pub fn aggregate_all_trades<A, C>(trades: &[Trade], aggregator: &mut A) -> Vec<C>ⓘNotable traits for Vec<u8, A>impl<A> Write for Vec<u8, A> where
    A: Allocator,  where
    A: Aggregator<C>,
    C: ModularCandle,

Expand description

Apply an aggregator for all trades at once

Arguments:

trades: The input trade data to aggregate aggregator: Something that can aggregate

Returns:

A vector of aggregated candle data