Struct trade_aggregation::Candle[−][src]

pub struct Candle {
    pub timestamp: i64,
    pub open: f64,
    pub high: f64,
    pub low: f64,
    pub close: f64,
    pub volume: f64,
    pub directional_trade_ratio: f64,
    pub directional_volume_ratio: f64,
    pub num_trades: i32,
    pub arithmetic_mean_price: f64,
    pub weighted_price: f64,
    pub std_dev_prices: f64,
    pub std_dev_sizes: f64,
    pub time_velocity: f64,
}

Defines a Candle

Fields

timestamp: i64

latest timestamp of last received trade

open: f64

open price of candle

high: f64

high price of candle

low: f64

low price of candle

close: f64

close price of candle

volume: f64

summed taker volume of all trades in candle

directional_trade_ratio: f64

#buys / #trades

directional_volume_ratio: f64

buy_volume / volume

num_trades: i32

number of taker trades observed in candle

arithmetic_mean_price: f64

arithmetic mean of price

weighted_price: f64

volume weighted price

std_dev_prices: f64

standard deviation of trade prices

std_dev_sizes: f64

standard deviation of trade sizes

time_velocity: f64

measure of candle creation time: 1.0 / time_in_seconds

Trait Implementations

`impl Clone for Candle`[src]

`fn clone(&self) -> Candle`[src]

`pub fn clone_from(&mut self, source: &Self)`1.0.0[src]

`impl Debug for Candle`[src]

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

`impl Display for Candle`[src]

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

Auto Trait Implementations

`impl RefUnwindSafe for Candle`

`impl Send for Candle`

`impl Sync for Candle`

`impl Unpin for Candle`

`impl UnwindSafe for Candle`

Blanket Implementations

`impl<T> Any for T where T: 'static + ?Sized,` [src]

`pub fn type_id(&self) -> TypeId`[src]

`impl<T> Borrow<T> for T where T: ?Sized,` [src]

`pub fn borrow(&self) -> &T`[src]

`impl<T> BorrowMut<T> for T where T: ?Sized,` [src]

`pub fn borrow_mut(&mut self) -> &mut T`[src]

`impl<T> From<T> for T`[src]

`pub fn from(t: T) -> T`[src]

`impl<T, U> Into for T where U: From<T>,` [src]

`pub fn into(self) -> U`[src]

`impl<T> ToOwned for T where T: Clone,` [src]

`type Owned = T`

The resulting type after obtaining ownership.

`pub fn to_owned(&self) -> T`[src]

`pub fn clone_into(&self, target: &mut T)`[src]

`impl<T> ToString for T where T: Display + ?Sized,` [src]

`pub default fn to_string(&self) -> String`[src]

`impl<T, U> TryFrom for T where U: Into<T>,` [src]

`type Error = Infallible`

The type returned in the event of a conversion error.

`pub fn try_from(value: U) -> Result<T, <T as TryFrom>::Error>`[src]

`impl<T, U> TryInto for T where U: TryFrom<T>,` [src]

`type Error = >::Error`

The type returned in the event of a conversion error.

Struct trade_aggregation::Candle[−][src]

Fields

Trait Implementations

`impl Clone for Candle`[src]

`fn clone(&self) -> Candle`[src]

`pub fn clone_from(&mut self, source: &Self)`1.0.0[src]

`impl Debug for Candle`[src]

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

`impl Display for Candle`[src]

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

Auto Trait Implementations

`impl RefUnwindSafe for Candle`

`impl Send for Candle`

`impl Sync for Candle`

`impl Unpin for Candle`

`impl UnwindSafe for Candle`

Blanket Implementations

`impl<T> Any for T where T: 'static + ?Sized,` [src]

`pub fn type_id(&self) -> TypeId`[src]

`impl<T> Borrow<T> for T where T: ?Sized,` [src]

`pub fn borrow(&self) -> &T`[src]

`impl<T> BorrowMut<T> for T where T: ?Sized,` [src]

`pub fn borrow_mut(&mut self) -> &mut T`[src]

`impl<T> From<T> for T`[src]

`pub fn from(t: T) -> T`[src]

`impl<T, U> Into<U> for T where U: From<T>,` [src]

`pub fn into(self) -> U`[src]

`impl<T> ToOwned for T where T: Clone,` [src]

`type Owned = T`

`pub fn to_owned(&self) -> T`[src]

`pub fn clone_into(&self, target: &mut T)`[src]

`impl<T> ToString for T where T: Display + ?Sized,` [src]

`pub default fn to_string(&self) -> String`[src]

`impl<T, U> TryFrom<U> for T where U: Into<T>,` [src]

`type Error = Infallible`

`pub fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>`[src]

`impl<T, U> TryInto<U> for T where U: TryFrom<T>,` [src]

`type Error = <U as TryFrom<T>>::Error`

`pub fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>`[src]

Struct trade_aggregation::Candle[−][src]

Fields

Trait Implementations

impl Clone for Candle[src]

fn clone(&self) -> Candle[src]

pub fn clone_from(&mut self, source: &Self)1.0.0[src]

impl Debug for Candle[src]

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

impl Display for Candle[src]

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

Auto Trait Implementations

impl RefUnwindSafe for Candle

impl Send for Candle

impl Sync for Candle

impl Unpin for Candle

impl UnwindSafe for Candle

Blanket Implementations

impl<T> Any for T where T: 'static + ?Sized, [src]

pub fn type_id(&self) -> TypeId[src]

impl<T> Borrow<T> for T where T: ?Sized, [src]

pub fn borrow(&self) -> &T[src]

impl<T> BorrowMut<T> for T where T: ?Sized, [src]

pub fn borrow_mut(&mut self) -> &mut T[src]

impl<T> From<T> for T[src]

pub fn from(t: T) -> T[src]

impl<T, U> Into<U> for T where U: From<T>, [src]

pub fn into(self) -> U[src]

impl<T> ToOwned for T where T: Clone, [src]

type Owned = T

pub fn to_owned(&self) -> T[src]

pub fn clone_into(&self, target: &mut T)[src]

impl<T> ToString for T where T: Display + ?Sized, [src]

pub default fn to_string(&self) -> String[src]

impl<T, U> TryFrom<U> for T where U: Into<T>, [src]

type Error = Infallible

pub fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>[src]

impl<T, U> TryInto<U> for T where U: TryFrom<T>, [src]

type Error = <U as TryFrom<T>>::Error

pub fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>[src]

`impl Clone for Candle`[src]

`fn clone(&self) -> Candle`[src]

`pub fn clone_from(&mut self, source: &Self)`1.0.0[src]

`impl Debug for Candle`[src]

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

`impl Display for Candle`[src]

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

`impl RefUnwindSafe for Candle`

`impl Send for Candle`

`impl Sync for Candle`

`impl Unpin for Candle`

`impl UnwindSafe for Candle`

`impl<T> Any for T where T: 'static + ?Sized,` [src]

`pub fn type_id(&self) -> TypeId`[src]

`impl<T> Borrow<T> for T where T: ?Sized,` [src]

`pub fn borrow(&self) -> &T`[src]

`impl<T> BorrowMut<T> for T where T: ?Sized,` [src]

`pub fn borrow_mut(&mut self) -> &mut T`[src]

`impl<T> From<T> for T`[src]

`pub fn from(t: T) -> T`[src]

`impl<T, U> Into<U> for T where U: From<T>,` [src]

`pub fn into(self) -> U`[src]

`impl<T> ToOwned for T where T: Clone,` [src]

`type Owned = T`

`pub fn to_owned(&self) -> T`[src]

`pub fn clone_into(&self, target: &mut T)`[src]

`impl<T> ToString for T where T: Display + ?Sized,` [src]

`pub default fn to_string(&self) -> String`[src]

`impl<T, U> TryFrom<U> for T where U: Into<T>,` [src]

`type Error = Infallible`

`pub fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>`[src]

`impl<T, U> TryInto<U> for T where U: TryFrom<T>,` [src]

`type Error = <U as TryFrom<T>>::Error`

`pub fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>`[src]