flowsurface_data/chart/kline/
bar.rs

1use super::footprint::{ClusterKind, KlineTrades};
2use super::poc::NPoc;
3use crate::aggr::time::DataPoint;
4use exchange::{
5    Kline, Trade, UnixMs,
6    unit::price::{Price, PriceStep},
7    unit::qty::Qty,
8};
9
10#[derive(Clone)]
11pub struct KlineDataPoint {
12    pub kline: Kline,
13    pub footprint: KlineTrades,
14}
15
16impl KlineDataPoint {
17    pub fn max_cluster_qty(&self, cluster_kind: ClusterKind, highest: Price, lowest: Price) -> Qty {
18        self.footprint
19            .max_cluster_qty(cluster_kind, highest, lowest)
20    }
21
22    pub fn add_trade(&mut self, trade: &Trade, step: PriceStep) {
23        self.footprint.add_trade_to_nearest_bin(trade, step);
24    }
25
26    pub fn poc_price(&self) -> Option<Price> {
27        self.footprint.poc_price()
28    }
29
30    pub fn set_poc_status(&mut self, status: NPoc) {
31        self.footprint.set_poc_status(status);
32    }
33
34    pub fn clear_trades(&mut self) {
35        self.footprint.clear();
36    }
37
38    pub fn calculate_poc(&mut self) {
39        self.footprint.calculate_poc();
40    }
41
42    pub fn last_trade_time(&self) -> Option<UnixMs> {
43        self.footprint.last_trade_t()
44    }
45
46    pub fn first_trade_time(&self) -> Option<UnixMs> {
47        self.footprint.first_trade_t()
48    }
49
50    /// Whether this datapoint has directional (buy vs sell) data.
51    pub fn is_directional(&self) -> bool {
52        !self.footprint.trades.is_empty() || self.kline.volume.is_directional()
53    }
54}
55
56impl DataPoint for KlineDataPoint {
57    fn add_trade(&mut self, trade: &Trade, step: PriceStep) {
58        self.add_trade(trade, step);
59    }
60
61    fn clear_trades(&mut self) {
62        self.clear_trades();
63    }
64}
flowsurface_data/chart/kline/bar.rs

flowsurface_data/chart/kline/
bar.rs
