BarMsg

nautilus_tardis::machine::message

Struct BarMsg 

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pub struct BarMsg {
Show 17 fields
    pub symbol: Ustr,
    pub exchange: TardisExchange,
    pub name: String,
    pub interval: u64,
    pub open: f64,
    pub high: f64,
    pub low: f64,
    pub close: f64,
    pub volume: f64,
    pub buy_volume: f64,
    pub sell_volume: f64,
    pub trades: u64,
    pub vwap: f64,
    pub open_timestamp: DateTime<Utc>,
    pub close_timestamp: DateTime<Utc>,
    pub timestamp: DateTime<Utc>,
    pub local_timestamp: DateTime<Utc>,

}
Expand description

Trades data in aggregated form, known as OHLC, candlesticks, klines etc. Not only most common time based aggregation is supported, but volume and tick count based as well. Bars are computed from tick-by-tick raw trade data, if in given interval no trades happened, there is no bar produced.

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§symbol: Ustr

The symbol as provided by the exchange.

§exchange: TardisExchange

The exchange ID.

§name: String

name with format trade_bar_{interval}

§interval: u64

The requested trade bar interval.

§open: f64

The open price.

§high: f64

The high price.

§low: f64

The low price.

§close: f64

The close price.

§volume: f64

The total volume traded in given interval.

§buy_volume: f64

The buy volume traded in given interval.

§sell_volume: f64

The sell volume traded in given interval.

§trades: u64

The trades count in given interval.

§vwap: f64

The volume weighted average price.

§open_timestamp: DateTime<Utc>

The timestamp of first trade for given bar.

§close_timestamp: DateTime<Utc>

The timestamp of last trade for given bar.

§timestamp: DateTime<Utc>

The end of interval period timestamp.

§local_timestamp: DateTime<Utc>

The message arrival timestamp that triggered given bar computation.

Trait Implementations§

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impl Clone for BarMsg

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fn clone(&self) -> BarMsg

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for BarMsg

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

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for BarMsg

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Serialize for BarMsg

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fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more

Auto Trait Implementations§

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impl Freeze for BarMsg

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impl RefUnwindSafe for BarMsg

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impl Send for BarMsg

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impl Sync for BarMsg

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impl Unpin for BarMsg

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impl UnwindSafe for BarMsg

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where T: 'static + ?Sized,

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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> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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