Struct FootprintBar 

pub struct FootprintBar {
    pub time: DateTime<Utc>,
    pub levels: BTreeMap<i64, FootprintLevel>,
    pub bid: f64,
    pub ask: f64,
    pub unknown: f64,
    pub min_delta: f64,
    pub max_delta: f64,
}

One bar’s executed volume and intrabar delta path, starting at zero.

Fields

time: DateTime<Utc>

Bar open, obtained from the supplied BarClock.

levels: BTreeMap<i64, FootprintLevel>

Traded levels in ascending price order; empty prices allocate nothing.

bid: f64

Total sell aggressor volume.

ask: f64

Total buy aggressor volume.

unknown: f64

Total unclassified volume.

min_delta: f64

Minimum running delta, including the initial zero.

max_delta: f64

Maximum running delta, including the initial zero.

Implementations

impl FootprintBar

pub fn delta(&self) -> f64

Buy volume minus sell volume.

pub fn volume(&self) -> f64

Total executed volume.

pub fn delta_percent(&self) -> Option<f64>

Delta as a percentage of all executed volume; undefined for zero volume.

pub fn poc(&self) -> Option<i64>

Highest-volume level. A tie takes the lower price.

pub fn value_area(&self, share: f64) -> Option<(i64, i64)>

Contiguous value area grown from the POC toward the larger adjacent volume. Ties add one row on each side. share is clamped to 0..=1, NaN to zero. Gaps hold zero volume. Returns inclusive lower and upper level keys; a zero-volume bar has no area.

pub fn imbalance( &self, level: i64, ratio: f64, diagonal: bool, min_volume: f64, ) -> (bool, bool)

(bid, ask) dominance at level, comparing horizontally or to the adjacent price. Missing adjacent prices and the outer diagonals do not signal an imbalance. A positive side against a zero opposite side is imbalanced. The dominant side needs at least min_volume, inclusive and with the ratio’s rounding tolerance; zero keeps every ratio signal. Ratios below 1, negative minima or non-finite values produce no signals.

Trait Implementations

impl Clone for FootprintBar

fn clone(&self) -> FootprintBar

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FootprintBar

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

Formats the value using the given formatter.

impl PartialEq for FootprintBar

fn eq(&self, other: &FootprintBar) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for FootprintBar