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TimeAndSalesPanel

Struct TimeAndSalesPanel 

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pub struct TimeAndSalesPanel {
    pub config: TimeAndSalesConfig,
    pub filters: Vec<TradeSizeFilter>,
    pub combine_fills: bool,
    pub show_milliseconds: bool,
    /* private fields */
}
Expand description

The latest trades of one symbol, newest first, fed by the host.

Push each trade of the stream once with push, and clear when the symbol changes. Prices and sizes take the aggressor colour: buys rising, sells falling, and trades of unknown side neutral. The user adds, edits and removes size filters in the panel: with any filter, only trades matching one are listed, and each filter can ask for a sound.

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§config: TimeAndSalesConfig

Display and layout options for this component.

§filters: Vec<TradeSizeFilter>

A row is listed when its size reaches the min_size of any filter, or always when there are none.

§combine_fills: bool

Combine consecutive fills with the same explicit aggressor id, or, without ids, the same exchange timestamp and known side. Off by default; raw fills stay retained. Size filters then apply to the combined row.

§show_milliseconds: bool

Show three fractional-second digits in the time column. Off by default. Every row’s hover retains the full timestamp regardless of this setting.

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impl TimeAndSalesPanel

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pub fn new(config: TimeAndSalesConfig) -> Self

A panel without trades or filters.

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pub fn push(&mut self, trade: Tick) -> Option<usize>

Adds the next trade of the stream, keeping the latest 10,000. A trade without a finite price and a finite, non-negative size is ignored. Returns the index of the matching filter with sound that has the largest min_size, for the host to play that filter’s sound. With combine_fills, reports only thresholds first reached by this fill in its consecutive run; later fills and toggling the option do not replay them.

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pub fn clear(&mut self)

Removes every trade, such as when the symbol changes.

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pub fn show(&mut self, ui: &mut Ui)

Render the filters and the listed trades, newest first.

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impl Default for TimeAndSalesPanel

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fn default() -> Self

Returns the “default value” for a type. Read more

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