Struct MarketData 

pub struct MarketData { /* private fields */ }

Implementations

impl MarketData

pub fn new() -> Result<Self>

pub async fn download_market_data( &self, pair: &str, date: &str, ) -> Result<PathBuf>

pub fn get_order_data( &self, pair: &str, date: &str, limit: usize, ) -> Result<Vec<OrderData>>

pub async fn get_ethusdc_orders_data( &self, date: &str, limit: usize, ) -> Result<Vec<OrderData>>

pub async fn get_ethusdc_orders_data_summrized( &self, date: &str, limit: usize, ) -> Result<Vec<OrderBookAction>>

Downloads and retrieves summarized ETHUSDC order data by grouping trades.

This method reduces the number of orders by grouping consecutive trades and calculating statistical aggregates for each group. This is useful when you need fewer data points while preserving the statistical characteristics of real market data.

How it works

1. Downloads all trade data for the specified date
2. Calculates group size: total_trades / limit (rounded up)
3. Groups consecutive trades into chunks of the calculated size
4. For each group, creates a single summarized order with:
   • Price: Average price of all trades in the group
   • Quantity: Sum of all quantities in the group
   • Side: Majority side (Buy/Sell) based on trade count

Parameters

• date - Optional date string in “YYYY-MM-DD” format. Defaults to “2025-07-15”
• limit - Maximum number of summarized orders to return.

Returns

Returns a Result<Vec<OrderData>> containing up to limit summarized orders. Each order represents aggregated data from multiple real trades.

Errors

Returns an error if:

• Network download fails
• File I/O operations fail
• CSV parsing fails
• Invalid date format

pub fn generate_orderbook_state( base_asset: AssetId, quote_asset: AssetId, actions: &[OrderBookAction], ) -> Book