brontes_
types
0.1.0
Module utils
Structs
Functions
In brontes_
types::
db::
cex::
trades
Module
brontes_types
::
db
::
cex
::
trades
::
utils
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source
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[
−
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Structs
§
CexTrade
Ptr
Pair
Trade
Walker
Manages the traversal and collection of trade data within dynamically adjustable time windows.
Sorted
Trades
Time
Basket
Queue
Trade
Basket
Functions
§
calculate_
weight
Calculates the weight for a trade using a bi-exponential decay function based on its timestamp relative to a block time.
log_
insufficient_
trade_
volume
log_
missing_
trade_
data