Struct M10Builder 

pub struct M10Builder { /* private fields */ }

Stream: follows M5 candle updates and keeps the M10 candle that is forming.

Every M5 update (a forming bar sent again, or a closed one) gives the current M10 candle. A bar of an older interval than the current one is a replay and is ignored.

Examples

use std::time::Instant;
use brokapi_core::{Candle, Price, Qty, Timeframe, Timestamps, UnixNanos};
use brokapi_finam::map::m10::M10Builder;
use brokapi_finam::util::instrument_from_symbol;

let m5 = |open_secs: i64, close: i64, volume: i64| Candle {
    instrument: instrument_from_symbol("SBER@MISX"),
    timeframe: Timeframe::M5,
    open: Price::from(100),
    high: Price::from(close.max(100)),
    low: Price::from(close.min(100)),
    close: Price::from(close),
    volume: Qty::from(volume),
    open_ts: UnixNanos::from_nanos(open_secs * 1_000_000_000),
    close_ts: UnixNanos::from_nanos((open_secs + 300) * 1_000_000_000),
    ts: Timestamps::new(UnixNanos::from_nanos(0), Instant::now()),
};

let mut builder = M10Builder::new();
// The first half of the interval 0..600 s.
let part = builder.on_m5(&m5(0, 101, 10)).unwrap();
assert_eq!(part.timeframe, Timeframe::M10);
// The second half arrives: the same M10 candle, now with both halves.
let whole = builder.on_m5(&m5(300, 103, 5)).unwrap();
assert_eq!(whole.volume, Qty::from(15));
assert_eq!(whole.close, Price::from(103));
// A bar of an older interval is a replay and is ignored.
let _next = builder.on_m5(&m5(600, 104, 1)).unwrap();
assert!(builder.on_m5(&m5(0, 101, 10)).is_none());

Implementations

impl M10Builder

pub fn new() -> Self

An empty builder.

pub fn on_m5(&mut self, bar: &Candle) -> Option<Candle>

Feeds one M5 update. Returns the current M10 candle, or None when the bar belongs to an interval older than the current one (a replay after a reconnect).

Call it for every M5 message, including the repeats of a forming bar: each one gives the up-to-date M10 candle. Prices and volume of the candle are not final until the interval ends.

Trait Implementations

impl Debug for M10Builder

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for M10Builder

fn default() -> M10Builder

Returns the “default value” for a type.