Struct trade_aggregation::TimeRule

pub struct TimeRule { /* private fields */ }

The classic time based aggregation rule, creating a new candle every n seconds

Implementations

impl TimeRule

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

Create a new instance of the 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

Trait Implementations

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

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 TimeRule

fn clone(&self) -> TimeRule

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for TimeRule

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

Formats the value using the given formatter.