Trait trade_aggregation::TakerTrade
source · pub trait TakerTrade {
// Required methods
fn timestamp(&self) -> i64;
fn price(&self) -> f64;
fn size(&self) -> f64;
// Provided method
fn timestamp_resolution(&self) -> TimestampResolution { ... }
}
Expand description
Trait to enable third party types to be passed into aggregators.
Required Methods§
Provided Methods§
sourcefn timestamp_resolution(&self) -> TimestampResolution
fn timestamp_resolution(&self) -> TimestampResolution
units for the timestamp integer returned by [TakerTrade.timestamp()
] method
A default implementation is included and assumes milliseconds