Struct VolumeBarAggregator

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pub struct VolumeBarAggregator<H>where
    H: FnMut(Bar),
{ /* private fields */ }

Expand description

Provides a means of building volume bars aggregated from quote and trades.

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impl<H> VolumeBarAggregator<H>
where H: FnMut(Bar),

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pub fn new( instrument: &InstrumentAny, bar_type: BarType, handler: H, await_partial: bool, ) -> Self

Creates a new VolumeBarAggregator instance.

§Panics

This function panics:

If instrument.id is not equal to the bar_type.instrument_id.
If bar_type.aggregation_source is not equal to AggregationSource::Internal.

Trait Implementations§

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impl<H> BarAggregator for VolumeBarAggregator<H>
where H: FnMut(Bar),

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fn update(&mut self, price: Price, size: Quantity, ts_event: UnixNanos)

Apply the given update to the aggregator.

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fn bar_type(&self) -> BarType

The [BarType] to be aggregated.

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fn handle_quote(&mut self, quote: QuoteTick)

Updates the aggregator with the given quote.

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fn handle_trade(&mut self, trade: TradeTick)

Updates the aggregator with the given trade.

Auto Trait Implementations§

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impl<H> UnwindSafe for VolumeBarAggregator<H>
where H: UnwindSafe,

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T> Instrument for T

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fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided [Span], returning an Instrumented wrapper. Read more

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fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more

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impl<T, U> Into for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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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 more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

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

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