Function trade_aggregation::aggregate_all_trades

source · 
pub fn aggregate_all_trades<A, C, T>(trades: &[T], aggregator: &mut A) -> Vec<C>
where
    A: Aggregator<C, T>,
    C: ModularCandle<T>,
    T: TakerTrade,
Expand description

Apply an aggregator for all trades at once

§Arguments:

trades: The input trade data to aggregate aggregator: Something that can aggregate

§Returns:

A vector of aggregated candle data