TickAggr

flowsurface_data::aggr::ticks

Struct TickAggr 

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pub struct TickAggr {
    pub datapoints: Vec<TickAccumulation>,
    pub interval: TickCount,
    pub tick_size: PriceStep,
}

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§datapoints: Vec<TickAccumulation>§interval: TickCount§tick_size: PriceStep

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impl TickAggr

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pub fn new( interval: TickCount, tick_size: PriceStep, raw_trades: &[Trade], ) -> Self

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pub fn change_tick_size(&mut self, tick_size: f32, raw_trades: &[Trade])

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pub fn latest_dp(&self) -> Option<(&TickAccumulation, usize)>

return latest data point and its index

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pub fn volume_data(&self) -> BTreeMap<u64, (f32, f32)>

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pub fn insert_trades(&mut self, buffer: &[Trade])

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pub fn update_poc_status(&mut self)

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pub fn min_max_price_in_range_prices( &self, earliest: usize, latest: usize, ) -> Option<(Price, Price)>

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pub fn min_max_price_in_range( &self, earliest: usize, latest: usize, ) -> Option<(f32, f32)>

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pub fn max_qty_idx_range( &self, cluster_kind: ClusterKind, earliest: usize, latest: usize, highest: Price, lowest: Price, ) -> f32

Trait Implementations§

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impl From<&TickAggr> for BTreeMap<u64, (f32, f32)>

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fn from(tick_aggr: &TickAggr) -> Self

Converts datapoints into a map of timestamps and volume data

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