digdigdig3_station/data/
three_line_break.rs

1use digdigdig3::core::types::StreamEvent;
2use serde::{Deserialize, Serialize};
3
4use crate::series::DataPoint;
5
6/// One Three Line Break line (san-sen-ashi).
7///
8/// Unlike Renko, a TLB line is NOT fixed-height: its height equals the
9/// price move that caused it to print. The key invariant is the
10/// **direction** relative to the recent N lines (default N=3), not a
11/// fixed box size.
12///
13/// `direction`: 0 = up, 1 = down.
14/// `ts_open` / `ts_close`: millisecond timestamps of the first and
15/// last trade that contributed to the line.
16/// `volume`: sum of trade volumes that formed the line.
17///
18/// 48-byte fixed record (LE):
19///   i64  ts_open   (8 B)
20///   i64  ts_close  (8 B)
21///   f64  open      (8 B)
22///   f64  close     (8 B)
23///   f64  volume    (8 B)
24///   u8   direction (1 B)  — 0=up, 1=down
25///   7 bytes reserved
26#[derive(Debug, Clone, Serialize, Deserialize)]
27pub struct ThreeLineBreakLinePoint {
28    pub ts_open: i64,
29    pub ts_close: i64,
30    /// Price at which the line opened (= previous line's close).
31    pub open: f64,
32    /// Price at which the line closed (= the trade price that triggered
33    /// the line).
34    pub close: f64,
35    /// Summed trade volume during the line.
36    pub volume: f64,
37    /// 0 = up line (close > open), 1 = down line (close < open).
38    pub direction: u8,
39}
40
41const SIZE: usize = 48;
42
43impl DataPoint for ThreeLineBreakLinePoint {
44    const RECORD_SIZE: usize = SIZE;
45
46    fn encode(&self, out: &mut [u8]) {
47        out[0..8].copy_from_slice(&(self.ts_open as u64).to_le_bytes());
48        out[8..16].copy_from_slice(&(self.ts_close as u64).to_le_bytes());
49        out[16..24].copy_from_slice(&self.open.to_le_bytes());
50        out[24..32].copy_from_slice(&self.close.to_le_bytes());
51        out[32..40].copy_from_slice(&self.volume.to_le_bytes());
52        out[40] = self.direction;
53        // bytes 41..48 reserved.
54    }
55
56    fn decode(bytes: &[u8]) -> Option<Self> {
57        if bytes.len() != SIZE {
58            return None;
59        }
60        Some(Self {
61            ts_open: u64::from_le_bytes(bytes[0..8].try_into().ok()?) as i64,
62            ts_close: u64::from_le_bytes(bytes[8..16].try_into().ok()?) as i64,
63            open: f64::from_le_bytes(bytes[16..24].try_into().ok()?),
64            close: f64::from_le_bytes(bytes[24..32].try_into().ok()?),
65            volume: f64::from_le_bytes(bytes[32..40].try_into().ok()?),
66            direction: bytes[40],
67        })
68    }
69
70    fn timestamp_ms(&self) -> i64 {
71        self.ts_open
72    }
73
74    fn from_stream_event(_ev: &StreamEvent) -> Option<Self> {
75        None
76    }
77}
digdigdig3_station/data/three_line_break.rs

digdigdig3_station/data/
three_line_break.rs
