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load_bar_aligned_multi

Function load_bar_aligned_multi 

Source
pub async fn load_bar_aligned_multi(
    hub: &Arc<ExchangeHub>,
    exchange: ExchangeId,
    account: AccountType,
    symbol: &str,
    kind: &Kind,
    interval: &KlineInterval,
    start_ms: i64,
    end_ms: i64,
) -> Result<MultiScalarSeries>
Expand description

Multi-scalar bar-aligned historical series. Returns a MultiScalarSeries where each bar carries multiple named lanes from the enriched wire struct.

Supported kinds and their lanes:

KindLanesFill
FundingRaterate, interest_8h, index_price, premium, realized_rate, estimated_rate, accrued_funding, funding_step, funding_interval_hoursForwardFill
MarkPricemark, index, estimated_settle, funding_rate, interest_rate, indicative_index, deriv_priceForwardFill
OpenInterestopen_interest, open_interest_value, oi_ccy, oi_usd, sum_oiForwardFill
LongShortRatioratio, long_pct, short_pctForwardFill
Basisbasis, futures_price, index_priceForwardFill
Tickerlast_price, bid, ask, bid_qty, ask_qty, volume, quote_volume, high_24h, low_24h, open_24h, weighted_avg, last_qty, countForwardFill
IndexPriceprice, high_24h, low_24h, open_24hForwardFill
Liquidationtotal_value, count, long_value, short_valueZeroFlow

symbol must be exchange-native. interval is the bar grid width.