Module trade_aggregation::candle_components
source · [−]Expand description
This module contains a bunch of ready to use ‘CandleComponents’ that can easily be combined to create a ‘ModularCandle’ using the ‘Candle’ macro.
Structs
This ‘CandleComponent’ keeps track of the arithmetic mean price
This ‘CandleComponent’ keeps track of the close price
This ‘CandleComponent’ keeps track of the ratio of buys vs total trades
This ‘CandleComponent’ keeps track of the ratio of buy volume vs total volume
This ‘CandleComponent’ keeps track of the high price
This ‘CandleComponent’ keeps track of the low price
This ‘CandleComponent’ keeps track of the number of trades
This ‘CandleComponent’ keeps track of the opening price of a Candle
This ‘CandleComponent’ keeps track of the standard deviation in trade prices
This ‘CandleComponent’ keeps track of the standard deviation in the trade sizes
Measures the velocity of candle creation based on the formula: 1.0 / t , where t is measured in minutes The higher the velocity the faster the candle has been created Assumes trade timestamps in milliseconds
This ‘CandleComponent’ keeps track of the cumulative volume
This ‘CandleComponent’ keeps track of the volume weighted price
Traits
Each component of a Candle must fullfill this trait