[−][src]Struct libtectonic::postprocessing::orderbook::RebinnedOrderbook

pub struct RebinnedOrderbook {
    pub book: IndexMap<u64, Orderbook>,
    pub price_hist: Histogram,
}

Data structure for rebinning orderbooks

If you think of an order as a 2D image, rebinning is lowering the resolution For example, the raw orderbook is 1 nano second apart, you can "zoom out" to 1 second

Price rebinning is similar.

Fields

book: IndexMap<u64, Orderbook>

a map from time to orderbook

price_hist: Histogram

histogram of price

Methods

impl RebinnedOrderbook
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pub fn from(
    ups: &[Update],
    step_bins: BinCount,
    tick_bins: BinCount,
    m: f64
) -> RebinnedOrderbook
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convert a list of updates to rebinned orderbook with fixed number of time steps bins and ticks bins

Trait Implementations

impl Debug for RebinnedOrderbook
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Auto Trait Implementations

Blanket Implementations

impl<T> From for T
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impl<T, U> Into for T where
    U: From<T>, 
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impl<T, U> TryFrom for T where
    T: From<U>, 
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type Error = !

🔬 This is a nightly-only experimental API. (try_from)

The type returned in the event of a conversion error.

impl<T> Borrow for T where
    T: ?Sized, 
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impl<T> Any for T where
    T: 'static + ?Sized, 
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impl<T> BorrowMut for T where
    T: ?Sized, 
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impl<T, U> TryInto for T where
    U: TryFrom<T>, 
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type Error = <U as TryFrom<T>>::Error

🔬 This is a nightly-only experimental API. (try_from)

The type returned in the event of a conversion error.