Expand description
Bar aggregation machinery.
Defines the BarAggregator trait and core aggregation types (tick, volume, value, time),
along with the BarBuilder and BarAggregatorCore helpers for constructing bars.
Structs§
- BarAggregator
Core - Provides a means of aggregating specified bar types and sending to a registered handler.
- BarBuilder
- Provides a generic bar builder for aggregation.
- NewBar
Callback - Callback wrapper for time-based bar aggregation events.
- Tick
BarAggregator - Provides a means of building tick bars aggregated from quote and trades.
- Time
BarAggregator - Provides a means of building time bars aggregated from quote and trades.
- Value
BarAggregator - Provides a means of building value bars aggregated from quote and trades.
- Volume
BarAggregator - Provides a means of building volume bars aggregated from quote and trades.
Traits§
- BarAggregator
- Trait for aggregating incoming price and trade events into time-, tick-, volume-, or value-based bars.