Trait BarAggregator

pub trait BarAggregator {
    // Required methods
    fn bar_type(&self) -> BarType;
    fn is_running(&self) -> bool;
    fn set_await_partial(&mut self, value: bool);
    fn set_is_running(&mut self, value: bool);
    fn update(&mut self, price: Price, size: Quantity, ts_event: UnixNanos);
    fn update_bar(&mut self, bar: Bar, volume: Quantity, ts_init: UnixNanos);
    fn start_batch_update(
        &mut self,
        handler: Box<dyn FnMut(Bar)>,
        time_ns: UnixNanos,
    );
    fn stop_batch_update(&mut self);
    fn await_partial(&self) -> bool;
    fn set_partial(&mut self, partial_bar: Bar);

    // Provided methods
    fn handle_quote(&mut self, quote: QuoteTick) { ... }
    fn handle_trade(&mut self, trade: TradeTick) { ... }
    fn handle_bar(&mut self, bar: Bar) { ... }
}

Required Methods

fn bar_type(&self) -> BarType

The [BarType] to be aggregated.

fn is_running(&self) -> bool

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

fn set_await_partial(&mut self, value: bool)

fn set_is_running(&mut self, value: bool)

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

Updates the aggregator with the given price and size.

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

fn start_batch_update( &mut self, handler: Box<dyn FnMut(Bar)>, time_ns: UnixNanos, )

fn stop_batch_update(&mut self)

fn await_partial(&self) -> bool

fn set_partial(&mut self, partial_bar: Bar)

Provided Methods

fn handle_quote(&mut self, quote: QuoteTick)

Updates the aggregator with the given quote.

fn handle_trade(&mut self, trade: TradeTick)

Updates the aggregator with the given trade.

fn handle_bar(&mut self, bar: Bar)

Updates the aggregator with the given bar.

Implementors

impl<H> BarAggregator for TickBarAggregator<H>

where H: FnMut(Bar),

impl<H> BarAggregator for TimeBarAggregator<H>

where H: FnMut(Bar) + 'static,

impl<H> BarAggregator for ValueBarAggregator<H>

where H: FnMut(Bar),

impl<H> BarAggregator for VolumeBarAggregator<H>

where H: FnMut(Bar),