Struct TimeSeries 

pub struct TimeSeries<D: DataPoint> {
    pub datapoints: BTreeMap<u64, D>,
    pub interval: Timeframe,
    pub tick_size: PriceStep,
}

Fields

datapoints: BTreeMap<u64, D>

interval: Timeframe

tick_size: PriceStep

Implementations

impl<D: DataPoint> TimeSeries<D>

pub fn base_price(&self) -> Price

pub fn latest_timestamp(&self) -> Option<u64>

pub fn latest_kline(&self) -> Option<&Kline>

pub fn price_scale(&self, lookback: usize) -> (Price, Price)

pub fn volume_data<'a>(&'a self) -> BTreeMap<u64, Volume>

where BTreeMap<u64, Volume>: From<&'a TimeSeries<D>>,

pub fn timerange(&self) -> (u64, u64)

pub fn min_max_price_in_range_prices( &self, earliest: u64, latest: u64, ) -> Option<(Price, Price)>

pub fn min_max_price_in_range( &self, earliest: u64, latest: u64, ) -> Option<(f32, f32)>

pub fn clear_trades(&mut self)

pub fn check_kline_integrity( &self, earliest: u64, latest: u64, ) -> Option<Vec<u64>>

impl TimeSeries<KlineDataPoint>

pub fn new(interval: Timeframe, tick_size: PriceStep, klines: &[Kline]) -> Self

pub fn with_trades(&self, trades: &[Trade]) -> TimeSeries<KlineDataPoint>

pub fn insert_klines(&mut self, klines: &[Kline])

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

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

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

pub fn update_poc_status(&mut self)

pub fn suggest_trade_fetch_range( &self, visible_earliest: u64, visible_latest: u64, ) -> Option<(u64, u64)>

pub fn max_qty_ts_range( &self, cluster_kind: ClusterKind, earliest: u64, latest: u64, highest: Price, lowest: Price, ) -> Qty

impl TimeSeries<HeatmapDataPoint>

pub fn new(basis: Basis, tick_size: PriceStep) -> Self

pub fn max_trade_qty_and_aggr_volume( &self, earliest: u64, latest: u64, ) -> (Qty, Qty)

Trait Implementations

impl From<&TimeSeries<KlineDataPoint>> for BTreeMap<u64, Volume>

fn from(timeseries: &TimeSeries<KlineDataPoint>) -> Self

Converts datapoints into a map of timestamps and volume data