Struct trade_aggregation::GenericAggregator

pub struct GenericAggregator<C, R, T> { /* private fields */ }

An Aggregator that is generic over the type of Candle being produced, as well as by which rule the candle is created

Implementations

impl<C, R, T> GenericAggregator<C, R, T>

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

pub fn new(aggregation_rule: R) -> Self

Create a new instance with a concrete aggregation rule and a default candle

Trait Implementations

impl<C, R, T> Aggregator<C, T> for GenericAggregator<C, R, T>

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

fn update(&mut self, trade: &T) -> Option<C>

Updates the aggregation state with a new trade

fn unfinished_candle(&self) -> &C

Get a reference to an unfinished Candle. Accessing a Candle using this method does not guarantee that the AggregationRule is respected. It is generally advised to call update instead and use the resulting Candle if its Some.

impl<C: Clone, R: Clone, T: Clone> Clone for GenericAggregator<C, R, T>

fn clone(&self) -> GenericAggregator<C, R, T>

Returns a copy of the value.

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

Performs copy-assignment from source.

impl<C: Debug, R: Debug, T: Debug> Debug for GenericAggregator<C, R, T>

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

Formats the value using the given formatter.