pub struct VolumeBarAggregator { /* private fields */ }
Expand description
Provides a means of building volume bars aggregated from quote and trade ticks.
Implementations§
source§impl VolumeBarAggregator
impl VolumeBarAggregator
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 VolumeBarAggregator
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
.
Trait Implementations§
source§impl BarAggregator for VolumeBarAggregator
impl BarAggregator for VolumeBarAggregator
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 VolumeBarAggregator
impl RefUnwindSafe for VolumeBarAggregator
impl Send for VolumeBarAggregator
impl Sync for VolumeBarAggregator
impl Unpin for VolumeBarAggregator
impl UnwindSafe for VolumeBarAggregator
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