Enum trade_aggregation::By [−][src]
pub enum By {
Base,
Quote,
}
Expand description
Defines how to aggregate trade size either by Base currency or Quote Currency assumes trades sizes are denoted in Quote e.g.: buy 10 contracts of BTC would be trade size of 10
Variants
when aggregating by Base, divide size by price for volume sum
when aggregating by Quote, take the raw trade size for volume sum as the assumption is that Trade size is denoted in Quote
Trait Implementations
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