vwap

package
v0.0.0-...-99e30f2 Latest Latest
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 Go to latest Published: Dec 6, 2021 License: MIT Imports: 3 Imported by: 0

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Variables

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Functions

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Types

type DataPoint 

type DataPoint struct {
	Price     decimal.Decimal
	Volume    decimal.Decimal
	ProductID string
}

DataPoint represents a single data point from coinbase.

type List 

type List struct {
	DataPoints        []DataPoint
	SumVolumeWeighted map[string]decimal.Decimal
	SumVolume         map[string]decimal.Decimal
	VWAP              map[string]decimal.Decimal

	MaxSize uint
	// contains filtered or unexported fields
}

List represents a queue of DataPoints.

func NewList 

func NewList(dataPoint []DataPoint, maxSize uint) (List, error)

NewList creates a new queue.

func (*List) Len 

func (q *List) Len() int

Len returns the length of the queue.

func (*List) Push 

func (q *List) Push(d DataPoint)

Push pushes an element onto the queue, drops the first one when MaxSize is reached.

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