rusty_feeder::exchange::binance::common::bar_aggregator

Struct BarAggregator

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pub struct BarAggregator { /* private fields */ }
Expand description

Bar aggregator for managing state and creating bars from trade data

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impl BarAggregator

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pub fn new( instrument_id: InstrumentId, bar_type: BarType, bar_cache: Arc<RwLock<BarCache>>, clock: Clock, ) -> Result<Self>

Create a new bar aggregator

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pub fn process_trade(&mut self, trade: &MarketTrade) -> Option<Bar>

Process a trade and potentially create a new bar

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impl Debug for BarAggregator

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

Formats the value using the given formatter. Read more

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