Struct History 

pub struct History { /* private fields */ }

What a run remembers from tick to tick, per market.

Implementations

impl History

pub fn read( &mut self, market: &str, trades: Result<&[Trade], &str>, volume_24h: Option<f64>, now_ms: u64, window_ms: u64, ) -> Readings

Reads this tick of market against the last one and remembers it.

trades is the venue’s tape (or why there is none) and volume_24h its 24h volume. The first tick has no tick before it: its largest trade is over the last window_ms (one interval) before now_ms, and its volume change waits for a second reading.

Trait Implementations

impl Clone for History

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for History

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

Formats the value using the given formatter.

impl Default for History

fn default() -> Self

Returns the “default value” for a type.

impl PartialEq for History

fn eq(&self, other: &Self) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for History