Trait trade_aggregation::AggregationRule

pub trait AggregationRule<C, T: TakerTrade> {
    // Required method
    fn should_trigger(&mut self, trade: &T, candle: &C) -> bool;
}

Defines under what conditions one aggregation period is finished Is generic over the type of candle being produced C, as well as the type of input trade T

Required Methods

fn should_trigger(&mut self, trade: &T, candle: &C) -> bool

The main method defining when the aggregation is done

Arguments:

trade: The most recent taker trade (tick) information candle: Some generic Candle, allowing for information driven decision making

Returns:

if true, the aggregation period is finished and a Candle can be emitted else the aggregation needs to continue

Implementors

impl<C, T> AggregationRule<C, T> for AlignedTimeRule

where C: ModularCandle<T>, T: TakerTrade,

impl<C, T> AggregationRule<C, T> for RelativePriceRule

where C: ModularCandle<T>, T: TakerTrade,

impl<C, T> AggregationRule<C, T> for TickRule

where C: ModularCandle<T>, T: TakerTrade,

impl<C, T> AggregationRule<C, T> for TimeRule

where C: ModularCandle<T>, T: TakerTrade,

impl<C, T> AggregationRule<C, T> for VolumeRule

where C: ModularCandle<T>, T: TakerTrade,