Struct Footprint 

pub struct Footprint { /* private fields */ }

Trade aggregation for one instrument, shared by footprints and delta studies.

Build once for historical trades and call push for live executions. Trades must be chronological, with exchange order preserved for equal timestamps, so delta highs and lows are exact. Replay corrections by rebuilding, rather than silently approximating their intrabar path. The host deduplicates ids (the chart’s feed already does).

Implementations

impl Footprint

pub fn new( clock: BarClock, tick_size: f64, ticks_per_row: u32, ) -> Result<Self, FeedError>

Creates an empty aggregation. tick_size must be finite and positive, and ticks_per_row nonzero. Prices round to the nearest integer tick, then group downwards, including negative prices. Grouping never changes trade-side totals.

pub fn complete_from(&self) -> Option<DateTime<Utc>>

Open of the oldest bar whose executions are all held: earlier bars were cut by the budget or by trades dropped from the host’s store, or may lack trades that never arrived, and must not be shown as complete.

pub fn set_size_filter(&mut self, min: f64, max: f64) -> Result<(), FeedError>

Restricts executions to this inclusive size range, before aggregation. Must be called before adding trades. Invalid ranges return an error without changing it.

pub fn tick_size(&self) -> f64

Instrument tick size before price-row grouping.

pub fn price_step(&self) -> f64

Height of one grouped price row.

pub fn level_of(&self, price: f64) -> Option<i64>

The level a trade at price falls in: the nearest tick, grouped downwards. None when the price is not finite or the level overflows.

pub fn bars(&self) -> &BTreeMap<DateTime<Utc>, FootprintBar>

Aggregated bars in chronological order.

pub fn bar_at(&self, time: DateTime<Utc>) -> Option<&FootprintBar>

The aggregated bar containing time, using the same UTC slots as trade aggregation. Accepts a bar stamped anywhere inside its slot, as the feed history contract does.

pub fn profile(&self, first: DateTime<Utc>, last: DateTime<Utc>) -> FootprintBar

The executions of the bars that contain first through last, inclusive, as one bar opening with the first of them: the exact profile of a span of the chart. Bars before complete_from are left out, as their executions are not all held. Empty when no complete bar traded there or last precedes first.

pub fn push(&mut self, trade: &Tick) -> Result<bool, FeedError>

Adds an execution, returning whether it passed the size filter. Invalid, out-of-order or overflowing input returns an error and changes nothing. Unknown side stays unknown. Zero-sized executions are ignored.

Trait Implementations

impl Clone for Footprint

fn clone(&self) -> Footprint

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for Footprint

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

Formats the value using the given formatter.