trade_aggregation 13.0.1

Aggregate trades into user defined candles using information driven rules
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40

use crate::{CandleComponent, CandleComponentUpdate, TakerTrade};

/// This 'CandleComponent' keeps track of the number of trades
#[derive(Debug, Default, Clone)]
#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
pub struct NumTrades<T> {
    value: T,
}

impl CandleComponent<u32> for NumTrades<u32> {
    #[inline(always)]
    fn value(&self) -> u32 {
        self.value
    }

    #[inline(always)]
    fn reset(&mut self) {
        self.value = 0;
    }
}
impl<T: TakerTrade> CandleComponentUpdate<T> for NumTrades<u32> {
    #[inline(always)]
    fn update(&mut self, _: &T) {
        self.value += 1;
    }
}

#[cfg(test)]
mod tests {
    use super::*;

    #[test]
    fn num_trades() {
        let mut m = NumTrades::default();
        for t in &crate::candle_components::tests::TRADES {
            m.update(t);
        }
        assert_eq!(m.value(), 10);
    }
}