{"repo":"MathisWellmann/trade_aggregation-rs","free":true,"listed":false,"github":"https://github.com/MathisWellmann/trade_aggregation-rs","clone":"git clone https://github.com/MathisWellmann/trade_aggregation-rs.git","description":"Aggregate trade data into user-defined candles using information driven rules","language":"Rust","stars":118,"topics":["trading","aggregation","candles","candlestick-chart","volume","trader","trade-aggregation","tick"],"license":"AGPL-3.0","category":"trading","readme_excerpt":"Trade Aggregation A high performance, modular and flexible trade aggregation crate, producing Candle data, suitable for low-latency applications and incremental updates. It allows the user to choose the rule dictating how a new candle is created through the AggregationRule trait, e.g: Time, Volume based or some other information driven rule. It also allows the user to choose which type of candle will be created from the aggregation process through the ModularCandle trait. Combined with the Candle macro, it enables the user to flexibly create any type of Candle as long as each component implements the CandleComponent trait. The aggregation process is also generic over the type of input trade data as long as it implements the TakerTrade trait, allowing for greater flexibility for downstream projects. See MathisWellmann/go trade aggregation for a go implementation with less features and performance. Here is a sample trade series of Bitmex XBTUSD aggregated into 15 minute candles: Features: AggregationRule : The pre-existing rules in this crate include: 'AggregationRule' Description -------------------- ------------- TimeRule Create candles every n seconds AlignedTimeRule Same as TimeRule but candles are aligned to the start of a period VolumeRule Create candles every n units traded TickRule Create candles every n ticks RelativePriceRule Create candles with every n basis points price movement (Renko) If these don't satisfy your desires, just create your own by implementing the Ag","default_branch":null,"files":null,"tree":[],"storefront":"/r/MathisWellmann","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/MathisWellmann/trade_aggregation-rs/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}