Struct KlineTrades 

pub struct KlineTrades {
    pub trades: FxHashMap<Price, GroupedTrades>,
    pub poc: Option<PointOfControl>,
}

Fields

trades: FxHashMap<Price, GroupedTrades>

poc: Option<PointOfControl>

Implementations

impl KlineTrades

pub fn new() -> Self

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

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

pub fn add_trade_to_side_bin(&mut self, trade: &Trade, step: PriceStep)

Add trade to the bin at the step multiple computed with side-based rounding. Intended for order-book ladder/quotes; Floor for sells, ceil for buys. Introduces side bias at bin edges and should not be used for OHLC/footprint aggregation

pub fn add_trade_to_nearest_bin(&mut self, trade: &Trade, step: PriceStep)

Add trade to the bin at the nearest step multiple (side-agnostic). Ties (exactly half a step) round up to the higher multiple. Intended for footprint/OHLC trade aggregation

pub fn max_qty_by<F>(&self, highest: Price, lowest: Price, f: F) -> Qty

where F: Fn(&GroupedTrades) -> Qty,

pub fn max_cluster_qty( &self, cluster_kind: ClusterKind, highest: Price, lowest: Price, ) -> Qty

pub fn calculate_poc(&mut self)

pub fn set_poc_status(&mut self, status: NPoc)

pub fn poc_price(&self) -> Option<Price>

pub fn clear(&mut self)

Trait Implementations

impl Clone for KlineTrades

fn clone(&self) -> KlineTrades

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for KlineTrades

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for KlineTrades

fn default() -> KlineTrades

Returns the “default value” for a type.