pub struct ValueBarAggregator<H>where
H: FnMut(Bar),{ /* private fields */ }Expand description
Provides a means of building value bars aggregated from quote and trades.
When received value reaches the step threshold of the bar specification, then a bar is created and sent to the handler.
Implementations§
Source§impl<H> ValueBarAggregator<H>where
H: FnMut(Bar),
impl<H> ValueBarAggregator<H>where
H: FnMut(Bar),
Sourcepub fn new(
instrument: &InstrumentAny,
bar_type: BarType,
handler: H,
await_partial: bool,
) -> Self
pub fn new( instrument: &InstrumentAny, bar_type: BarType, handler: H, await_partial: bool, ) -> Self
Creates a new ValueBarAggregator instance.
§Panics
This function panics:
- If
instrument.idis not equal to thebar_type.instrument_id. - If
bar_type.aggregation_sourceis not equal toAggregationSource::Internal.
Sourcepub const fn get_cumulative_value(&self) -> f64
pub const fn get_cumulative_value(&self) -> f64
Returns the cumulative value for the aggregator.
Trait Implementations§
Source§impl<H> BarAggregator for ValueBarAggregator<H>where
H: FnMut(Bar),
impl<H> BarAggregator for ValueBarAggregator<H>where
H: FnMut(Bar),
Source§fn update(&mut self, price: Price, size: Quantity, ts_event: UnixNanos)
fn update(&mut self, price: Price, size: Quantity, ts_event: UnixNanos)
Apply the given update to the aggregator.
Source§fn handle_quote(&mut self, quote: QuoteTick)
fn handle_quote(&mut self, quote: QuoteTick)
Updates the aggregator with the given quote.
Source§fn handle_trade(&mut self, trade: TradeTick)
fn handle_trade(&mut self, trade: TradeTick)
Updates the aggregator with the given trade.
Auto Trait Implementations§
impl<H> Freeze for ValueBarAggregator<H>where
H: Freeze,
impl<H> RefUnwindSafe for ValueBarAggregator<H>where
H: RefUnwindSafe,
impl<H> Send for ValueBarAggregator<H>where
H: Send,
impl<H> Sync for ValueBarAggregator<H>where
H: Sync,
impl<H> Unpin for ValueBarAggregator<H>where
H: Unpin,
impl<H> UnwindSafe for ValueBarAggregator<H>where
H: UnwindSafe,
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
§impl<T> Instrument for T
impl<T> Instrument for T
§fn instrument(self, span: Span) -> Instrumented<Self>
fn instrument(self, span: Span) -> Instrumented<Self>
§fn in_current_span(self) -> Instrumented<Self>
fn in_current_span(self) -> Instrumented<Self>
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
fn into_either(self, into_left: bool) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left is true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left(&self) returns true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read more