pub struct ValueBarAggregator { /* private fields */ }
Expand description
Provides a means of building value bars aggregated from quote and trade ticks.
When received value reaches the step threshold of the bar specification, then a bar is created and sent to the handler.
Implementations§
source§impl ValueBarAggregator
impl ValueBarAggregator
sourcepub fn new(
instrument: &InstrumentAny,
bar_type: BarType,
handler: fn(_: Bar),
await_partial: bool,
) -> Self
pub fn new( instrument: &InstrumentAny, bar_type: BarType, handler: fn(_: Bar), await_partial: bool, ) -> Self
Creates a new ValueBarAggregator
instance.
§Panics
This function panics:
- If
instrument.id
is not equal to thebar_type.instrument_id
. - If
bar_type.aggregation_source
is 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 BarAggregator for ValueBarAggregator
impl BarAggregator for ValueBarAggregator
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_tick(&mut self, quote: QuoteTick)
fn handle_quote_tick(&mut self, quote: QuoteTick)
Updates the aggregator with the given quote.
source§fn handle_trade_tick(&mut self, trade: TradeTick)
fn handle_trade_tick(&mut self, trade: TradeTick)
Updates the aggregator with the given trade.
Auto Trait Implementations§
impl Freeze for ValueBarAggregator
impl RefUnwindSafe for ValueBarAggregator
impl Send for ValueBarAggregator
impl Sync for ValueBarAggregator
impl Unpin for ValueBarAggregator
impl UnwindSafe for ValueBarAggregator
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