Struct trade_aggregation::AlignedTimeRule

pub struct AlignedTimeRule { /* private fields */ }

The classic time based aggregation rule, creating a new candle every n seconds. The time trigger is aligned such that the trigger points are starting from a time equals zero. For example, if the first tick comes in a 1:32:00 on a 5 minute candle, that first candle will only contain 3 minutes of trades, representing a 1:30 start.

Implementations

impl AlignedTimeRule

pub fn new(period_s: i64, ts_res: TimestampResolution) -> Self

Create a new instance of the aligned time rule, with a given candle period in seconds

Arguments:

period_s: How many seconds a candle will contain ts_res: The resolution each Trade timestamp will have

pub fn aligned_timestamp(&self, timestamp: i64) -> i64

Calculates the “aligned” timestamp, which the rule will use when receiving for determining the trigger. This is done at the initialization of each period.

Trait Implementations

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

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 AlignedTimeRule

fn clone(&self) -> AlignedTimeRule

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for AlignedTimeRule

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

Formats the value using the given formatter.