pub enum Kind {
Show 35 variants
Trade,
AggTrade,
Kline(KlineInterval),
Ticker,
Orderbook,
OrderbookDelta,
MarkPrice,
FundingRate,
OpenInterest,
Liquidation,
BlockTrade,
IndexPrice,
CompositeIndex,
OptionGreeks,
VolatilityIndex,
HistoricalVolatility,
LongShortRatio,
Basis,
InsuranceFund,
OrderbookL3,
SettlementEvent,
MarketWarning,
RiskLimit,
PredictedFunding,
FundingSettlement,
MarkPriceKline(KlineInterval),
IndexPriceKline(KlineInterval),
PremiumIndexKline(KlineInterval),
RangeBar(u64),
TickBar(u32),
VolumeBar(u64),
Footprint(KlineInterval),
OrderUpdate,
BalanceUpdate,
PositionUpdate,
}Expand description
What kind of stream this series carries.
Kline carries a typed KlineInterval so different timeframes of the
same symbol get their own series. All other kinds have no extra parameter.
Variants§
Trade
AggTrade
Kline(KlineInterval)
Ticker
Orderbook
OrderbookDelta
MarkPrice
FundingRate
OpenInterest
Liquidation
BlockTrade
IndexPrice
CompositeIndex
OptionGreeks
VolatilityIndex
HistoricalVolatility
LongShortRatio
Basis
InsuranceFund
OrderbookL3
SettlementEvent
MarketWarning
RiskLimit
PredictedFunding
FundingSettlement
MarkPriceKline(KlineInterval)
IndexPriceKline(KlineInterval)
PremiumIndexKline(KlineInterval)
RangeBar(u64)
Range bar: a new bar opens when |trade.price − bar_open| ≥ range.
range is expressed as a fixed-point integer: price × 1e8.
Example: a $1.00 range on a dollar-denominated pair = 100_000_000u64.
This avoids carrying floats in Hash/Eq while keeping the unit
explicit and independent of the minimum exchange tick.
TickBar(u32)
Tick bar: a new bar closes every n trades.
VolumeBar(u64)
Volume bar: a new bar closes when cumulative volume ≥ threshold.
threshold is expressed as a fixed-point integer: volume × 1e8.
Example: 0.5 BTC threshold = 50_000_000u64.
Footprint(KlineInterval)
Footprint bar: time-bucketed OHLCV with per-price buy/sell breakdown.
Reuses KlineInterval for the time bucket (e.g. "1m", "5m").
OrderUpdate
Order lifecycle events (create/fill/cancel/expire). Auth-required.
BalanceUpdate
Account balance changes. Auth-required.
PositionUpdate
Futures position changes. Auth-required.
Implementations§
Source§impl Kind
impl Kind
Sourcepub fn fill_policy(&self) -> FillPolicy
pub fn fill_policy(&self) -> FillPolicy
Fill policy for collapsing this stream’s observations onto a bar. State streams carry forward; flow streams bucket-sum with zero gaps.