itch::analytics::TimeClock Struct Reference

A clock that buckets trades by wall-clock time (nanoseconds). More...

#include <bars.hpp>

Public Member Functions
auto	bucket (const Trade &trade, std::uint64_t, std::uint64_t) const noexcept -> std::uint64_t
	Computes the bucket id for trade from its wall-clock timestamp.

Public Attributes
std::uint64_t	interval_ns {1}

Detailed Description

A clock that buckets trades by wall-clock time (nanoseconds).

Definition at line 39 of file bars.hpp.

Member Function Documentation

bucket()

auto itch::analytics::TimeClock::bucket ( const Trade &  trade, std::uint64_t  , std::uint64_t    ) const -> std::uint64_t

inlinenoexcept

Computes the bucket id for trade from its wall-clock timestamp.

Parameters

trade

The trade whose timestamp determines the bucket.

Returns

The bucket id, trade.timestamp / interval_ns.

Definition at line 46 of file bars.hpp.

References interval_ns.

Member Data Documentation

interval_ns

std::uint64_t itch::analytics::TimeClock::interval_ns {1}

Definition at line 40 of file bars.hpp.

Referenced by bucket().

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

• bars.hpp