Trait trade_aggregation::Aggregator

pub trait Aggregator<Candle, T: TakerTrade> {
    // Required methods
    fn update(&mut self, trade: &T) -> Option<Candle>;
    fn unfinished_candle(&self) -> &Candle;
}

Defines the needed methods for any online Aggregator

Required Methods

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

Updates the aggregation state with a new trade

Arguments:

trade: the trade information to add to the aggregation process

Returns:

Some output only when a new candle has been created, otherwise it returns None

fn unfinished_candle(&self) -> &Candle

Get a reference to an unfinished Candle. Accessing a Candle using this method does not guarantee that the AggregationRule is respected. It is generally advised to call update instead and use the resulting Candle if its Some.

Implementors

impl<C, R, T> Aggregator<C, T> for GenericAggregator<C, R, T>

where C: ModularCandle<T>, R: AggregationRule<C, T>, T: TakerTrade,