Struct brontes_types::db::cex::trades::utils::PairTradeWalker

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pub struct PairTradeWalker<'a> {
    pub min_timestamp: u64,
    pub max_timestamp: u64,
    /* private fields */
}
Expand description

Manages the traversal and collection of trade data within dynamically adjustable time windows.

PairTradeWalker is initialized with a set of trades and a time window that can be expanded based on trading volume. It uses exchange_ptrs to manage the current position within trade lists for each exchange.

§Fields

  • min_timestamp: Lower bound of the time window (in microseconds).
  • max_timestamp: Upper bound of the time window (in microseconds).
  • exchange_ptrs: Hash map storing pointers to the current trade indices for each exchange. The lower index points to the last trade before the block timestamp (i.e., the most recent trade just before the block time), and the upper index points to the first trade after the block timestamp (i.e., the earliest trade just after the block time).
  • trades: Vector of tuples associating each exchange with a reference to its trade data.

Fields§

§min_timestamp: u64§max_timestamp: u64

Implementations§

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impl<'a> PairTradeWalker<'a>

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pub fn new( trades: Vec<(CexExchange, &'a Vec<CexTrades>)>, exchange_ptrs: FastHashMap<CexExchange, (usize, usize)>, min_timestamp: u64, max_timestamp: u64, ) -> Self

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pub fn get_min_time_delta(&self, timestamp: u64) -> u64

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pub fn get_max_time_delta(&self, timestamp: u64) -> u64

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pub fn expand_time_bounds(&mut self, min: u64, max: u64)

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impl<'a> Freeze for PairTradeWalker<'a>

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impl<'a> RefUnwindSafe for PairTradeWalker<'a>

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impl<'a> Send for PairTradeWalker<'a>

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impl<'a> Sync for PairTradeWalker<'a>

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impl<'a> Unpin for PairTradeWalker<'a>

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impl<'a> UnwindSafe for PairTradeWalker<'a>

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Size: 104 bytes