Struct Footprint 

pub struct Footprint { /* private fields */ }

Footprint — the buy/sell volume profile of a bar, bucketed by price.

A footprint (a.k.a. bid/ask or volume cluster chart) decomposes the volume traded within a bar across the price levels at which it printed, splitting each level into buy-initiated (ask-lifting) and sell-initiated (bid-hitting) volume. It exposes where inside a bar the activity happened and which side was the aggressor there — the basis for absorption, imbalance and point-of-control analysis that a single OHLCV bar hides.

Each trade is assigned to the price bucket round(price / tick_size); its size is added to that bucket’s ask volume for a buy and bid volume for a sell. Every update returns the complete footprint accumulated since the last reset, as a FootprintOutput whose levels are sorted ascending by price. Call reset at each bar (or session) boundary to start a fresh footprint.

Input = Trade, Output = FootprintOutput. Ready after the first trade.

Example

use wickra_core::{Footprint, Indicator, Side, Trade};

let mut fp = Footprint::new(1.0).unwrap();
fp.update(Trade::new(100.2, 2.0, Side::Buy, 0).unwrap());
let out = fp.update(Trade::new(100.7, 3.0, Side::Sell, 1).unwrap()).unwrap();
// Two buckets: 100 (ask 2) and 101 (bid 3).
assert_eq!(out.levels.len(), 2);
assert_eq!(out.levels[0].price, 100.0);
assert_eq!(out.levels[0].ask_vol, 2.0);
assert_eq!(out.levels[1].price, 101.0);
assert_eq!(out.levels[1].bid_vol, 3.0);

Implementations

impl Footprint

pub fn new(tick_size: f64) -> Result<Self>

Construct a footprint with the given price-bucket tick_size.

Errors

Returns Error::InvalidTick if tick_size is not a finite, strictly positive number.

pub const fn tick_size(&self) -> f64

The configured price-bucket size.

Trait Implementations

impl Clone for Footprint

fn clone(&self) -> Footprint

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Footprint

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

Formats the value using the given formatter.

impl Indicator for Footprint

type Input = Trade

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = FootprintOutput

Type of one output value.

fn update(&mut self, trade: Trade) -> Option<FootprintOutput>

Feed one new data point into the indicator and return the freshly computed output, or None if the indicator is still warming up.

fn reset(&mut self)

Reset all internal state, leaving the indicator equivalent to a freshly constructed instance with the same parameters.

fn warmup_period(&self) -> usize

Number of inputs required before the first non-None output can be produced.

fn is_ready(&self) -> bool

Whether the indicator has emitted at least one value since the last reset.

fn name(&self) -> &'static str

Stable, human-readable indicator name. Used by chaining and diagnostics.