itch::analytics::TickClock Struct Reference

A clock that buckets a fixed number of trades into each bar. More...

#include <bars.hpp>

Public Member Functions
auto	bucket (const Trade &, std::uint64_t, std::uint64_t tick_index) const noexcept -> std::uint64_t
	Computes the bucket id for the current trade from its tick position.

Public Attributes
std::uint64_t	ticks_per_bar {1}

Detailed Description

A clock that buckets a fixed number of trades into each bar.

Definition at line 53 of file bars.hpp.

Member Function Documentation

bucket()

auto itch::analytics::TickClock::bucket ( const Trade &  , std::uint64_t  , std::uint64_t  tick_index  ) const -> std::uint64_t

inlinenoexcept

Computes the bucket id for the current trade from its tick position.

Parameters

tick_index

0-based index of the trade within the stream.

Returns

The bucket id, tick_index / ticks_per_bar.

Definition at line 60 of file bars.hpp.

References ticks_per_bar.

Member Data Documentation

ticks_per_bar

std::uint64_t itch::analytics::TickClock::ticks_per_bar {1}

Definition at line 54 of file bars.hpp.

Referenced by bucket().

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The documentation for this struct was generated from the following file:

• bars.hpp