Struct VolumeRule 

pub struct VolumeRule { /* private fields */ }

Creates candles every n units of volume traded. If the last trade needed to complete a bucket is for a size greater than required, the excess size is given to the next bucket

Implementations

impl VolumeRule

pub fn new(threshold_vol: f64, by: By) -> Result<Self>

Create a new instance with the given volume threshold

Trait Implementations

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

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

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

The main method defining when the aggregation is done

impl Clone for VolumeRule

fn clone(&self) -> VolumeRule

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for VolumeRule

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

Formats the value using the given formatter.