Trait trade_aggregation::Aggregator

pub trait Aggregator<Candle> {
    fn update(&mut self, trade: &Trade) -> Option<Candle>;
}

Defines the needed methods for any online aggregator

Required Methods

fn update(&mut self, trade: &Trade) -> Option<Candle>

Updates the aggregation state with a new trade

Arguments:

trade: the trade information to add to the aggregation process

Returns:

Some output only when a new candle has been created, otherwise it returns None

Implementors

impl<C, R> Aggregator<C> for GenericAggregator<C, R> where
    C: ModularCandle,
    R: AggregationRule<C>,