Breaking change to the `GenericAggregator`
To avoid the occasional degenerate candles when using the RelativePrice
aggregation rule, the GenericAggregator
will now include the Trade
that triggers the new candle in both the finished and new candle, such that the Open
and Close
prices will be correct for that particular aggregation mode. This is breaking but will have a negligible effect on the candle appearances. Nonetheless please evaluate the new aggregation logic in GenericAggregator
carefully. In the future it may be expanded with a parameter to optionally exclude the Trade
that triggers a new candle in the old candle if desired (note that this could lead to a not desired Close
in the RelativePrice
aggregation).
Anyways, thanks for choosing trade_aggregation
as your crate of choice :D