BarAggregator

nautilus_data::aggregation

Trait BarAggregator 

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pub trait BarAggregator: Any + Debug {

Show 15 methods    // Required methods
    fn bar_type(&self) -> BarType;
    fn is_running(&self) -> bool;
    fn set_is_running(&mut self, value: bool);
    fn update(&mut self, price: Price, size: Quantity, ts_init: UnixNanos);
    fn update_bar(&mut self, bar: Bar, volume: Quantity, ts_init: UnixNanos);

    // Provided methods
    fn handle_quote(&mut self, quote: QuoteTick) { ... }
    fn handle_trade(&mut self, trade: TradeTick) { ... }
    fn handle_bar(&mut self, bar: Bar) { ... }
    fn stop(&mut self) { ... }
    fn set_historical_mode(
        &mut self,
        _historical_mode: bool,
        _handler: Box<dyn FnMut(Bar)>,
    ) { ... }
    fn set_historical_events(&mut self, _events: Vec<TimeEvent>) { ... }
    fn set_clock(&mut self, _clock: Rc<RefCell<dyn Clock>>) { ... }
    fn build_bar(&mut self, _event: TimeEvent) { ... }
    fn start_timer(
        &mut self,
        _aggregator_rc: Option<Rc<RefCell<Box<dyn BarAggregator>>>>,
    ) { ... }
    fn set_aggregator_weak(
        &mut self,
        _weak: Weak<RefCell<Box<dyn BarAggregator>>>,
    ) { ... }

}
Expand description

Trait for aggregating incoming price and trade events into time-, tick-, volume-, or value-based bars.

Implementors receive updates and produce completed bars via handlers.

Required Methods§

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fn bar_type(&self) -> BarType

The BarType to be aggregated.

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fn is_running(&self) -> bool

If the aggregator is running and will receive data from the message bus.

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fn set_is_running(&mut self, value: bool)

Sets the running state of the aggregator (receiving updates when true).

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

Updates the aggregator with the given price and size.

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fn update_bar(&mut self, bar: Bar, volume: Quantity, ts_init: UnixNanos)

Provided Methods§

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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.

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fn handle_bar(&mut self, bar: Bar)

Updates the aggregator with the given bar.

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fn stop(&mut self)

Stop the aggregator, e.g., cancel timers. Default is no-op.

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fn set_historical_mode( &mut self, _historical_mode: bool, _handler: Box<dyn FnMut(Bar)>, )

Sets historical mode (default implementation does nothing, TimeBarAggregator overrides)

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fn set_historical_events(&mut self, _events: Vec<TimeEvent>)

Sets historical events (default implementation does nothing, TimeBarAggregator overrides)

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fn set_clock(&mut self, _clock: Rc<RefCell<dyn Clock>>)

Sets clock for time bar aggregators (default implementation does nothing, TimeBarAggregator overrides)

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fn build_bar(&mut self, _event: TimeEvent)

Builds a bar from a time event (default implementation does nothing, TimeBarAggregator overrides)

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fn start_timer( &mut self, _aggregator_rc: Option<Rc<RefCell<Box<dyn BarAggregator>>>>, )

Starts the timer for time bar aggregators. Default implementation does nothing, TimeBarAggregator overrides. Takes an optional Rc to create weak reference internally.

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fn set_aggregator_weak(&mut self, _weak: Weak<RefCell<Box<dyn BarAggregator>>>)

Sets the weak reference to the aggregator wrapper (for historical mode). Default implementation does nothing, TimeBarAggregator overrides.

Implementations§

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impl dyn BarAggregator

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pub fn as_any(&self) -> &dyn Any

Returns a reference to this aggregator as Any for downcasting.

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pub fn as_any_mut(&mut self) -> &mut dyn Any

Returns a mutable reference to this aggregator as Any for downcasting.

Implementors§