Struct Timeframe

Source

pub struct Timeframe { /* private fields */ }

Expand description

A candle bucket size measured in the same unit as the tick timestamps.

Wickra is unit-agnostic about timestamps: choose whichever makes sense for your source (milliseconds for Binance trade events, microseconds for IB, seconds for daily bars).

Implementations§

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impl Timeframe

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pub fn new(bucket: i64) -> Result<Self>

Construct a timeframe with the given bucket size in the chosen unit.

§Errors

Returns Error::InvalidTimeframe if bucket <= 0.

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pub fn millis(ms: i64) -> Result<Self>

Convenience: build a millisecond timeframe.

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pub fn seconds(s: i64) -> Result<Self>

Convenience: build a seconds-resolution timeframe.

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pub fn one_minute_ms() -> Self

One-minute timeframe in milliseconds (60_000).

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pub fn minutes(n: i64) -> Result<Self>

Convenience: build a timeframe of n whole minutes, measured in seconds — consistent with Timeframe::seconds.

minutes(5) yields a bucket of 300, for use with second-resolution timestamps. For millisecond timestamps (Binance) multiply yourself or use Timeframe::millis.

§Errors

Returns Error::InvalidTimeframe if n is not positive or if n * 60 overflows i64.

use wickra_data::aggregator::Timeframe;
assert_eq!(Timeframe::minutes(5)?.bucket(), 300);

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pub fn hours(n: i64) -> Result<Self>

Convenience: build a timeframe of n whole hours, measured in seconds (hours(2) → a bucket of 7_200).

§Errors

Returns Error::InvalidTimeframe if n is not positive or if n * 3_600 overflows i64.

use wickra_data::aggregator::Timeframe;
assert_eq!(Timeframe::hours(2)?.bucket(), 7_200);

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pub fn days(n: i64) -> Result<Self>

Convenience: build a timeframe of n whole days, measured in seconds (days(1) → a bucket of 86_400).

§Errors

Returns Error::InvalidTimeframe if n is not positive or if n * 86_400 overflows i64.

use wickra_data::aggregator::Timeframe;
assert_eq!(Timeframe::days(1)?.bucket(), 86_400);

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pub const fn bucket(self) -> i64

Bucket size.

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pub fn floor(self, ts: i64) -> i64

Floor a raw timestamp to this timeframe’s bucket boundary.

For a timestamp within one bucket of i64::MIN the mathematically exact boundary lies below i64::MIN and cannot be represented; in that (practically unreachable) case the result saturates at i64::MIN rather than overflowing and panicking in debug builds. bucket is always positive, so rem_euclid itself cannot panic.