Class TickBarAggregator

Index

Constructors

Methods

current onTick seed

Constructors

constructor

new TickBarAggregator(
tf: Bucketing,
options?: TickBarOptions,
): TickBarAggregator
Parameters
- tf: Bucketing
- options: TickBarOptions = {}
Returns TickBarAggregator
- Defined in src/feed/tick-aggregator.ts:46

Methods

current

current(): null | Bar
Returns null | Bar
- Defined in src/feed/tick-aggregator.ts:51

onTick

onTick(tick: AggTick): BarUpdate
Parameters
- tick: AggTick
Returns BarUpdate
- Defined in src/feed/tick-aggregator.ts:66

seed

seed(lastBar: Bar): void
Continue a historical bar instead of opening a fresh one on the first tick. Time-bucketed modes only: a count-driven bar cannot be resumed, because the trades that filled it were never counted here.
Parameters
- lastBar: Bar
Returns void
- Defined in src/feed/tick-aggregator.ts:60