Struct trade_aggregation::Candle [−][src]
pub struct Candle {}Show fields
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,
Expand description
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
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> BorrowMut<T> for T where
T: ?Sized,
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impl<T> BorrowMut<T> for T where
T: ?Sized,
[src]pub fn borrow_mut(&mut self) -> &mut T
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pub fn borrow_mut(&mut self) -> &mut T
[src]Mutably borrows from an owned value. Read more
impl<T> ToOwned for T where
T: Clone,
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impl<T> ToOwned for T where
T: Clone,
[src]type Owned = T
type Owned = T
The resulting type after obtaining ownership.
pub fn to_owned(&self) -> T
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pub fn to_owned(&self) -> T
[src]Creates owned data from borrowed data, usually by cloning. Read more
pub fn clone_into(&self, target: &mut T)
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pub fn clone_into(&self, target: &mut T)
[src]🔬 This is a nightly-only experimental API. (toowned_clone_into
)
recently added
Uses borrowed data to replace owned data, usually by cloning. Read more