Struct TradeAggregator 

pub struct TradeAggregator {
    interval_seconds: u64,
    current_candle: Option<Candle>,
}

Fields

interval_seconds: u64

current_candle: Option<Candle>

Implementations

impl TradeAggregator

pub fn new(interval_seconds: u64) -> Self

pub fn update(&mut self, trade: &Trade)

pub fn check_flush(&mut self, new_trade_time: f64) -> Option<Candle>

Checks if the current candle is “done” based on the new time, returning it if so. This is a simplified logic: we return the previous candle if the new time belongs to a later interval.