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This crate is used for aggregating raw trade data into candles using various methods


Defines a Candle

Holds candle features in a vector

The modular equivalent of VolumeAggregator

Struct used for aggregating trades by time in an online (streaming) manner

Defines a taker trade

Used for aggregating trades based on volume


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

enumeration of all available features


1 Day candle period

1 Hour candle period

2 Hour candle period

4 Hour candle period

8 Hour candle period

12 Hour candle period

1 Minute candle period

5 Minute candle period

15 Minute candle period

30 Minute candle period


Defines the needed methods for any online aggregator


apply an aggregator for all trades at once

Determine the candle volume which produces the same number of candles as the given time aggregation equivalent

load trades from csv file