aggtrigger

Documentation

Overview

OnDiskAgg implements a trigger to downsample base timeframe data and write to disk. Underlying data schema is expected at least - Open:float32 or float64 - High:float32 or float64 - Low:float32 or float64 - Close:float32 or float64 optionally, - Volume:one of float32, float64, or int32

Example:

triggers:
  - module: ondiskagg.so
    on: */1Min/OHLCV
    config:
      filter: "nasdaq"
      destinations:
        - 5Min
        - 15Min
        - 1H
        - 1D

destinations are downsample target time windows. Optionally, if filter is set to "nasdaq", it filters the scan data by NASDAQ market hours.

Index

• func NewTrigger(conf map[string]interface{}) (trigger.Trigger, error)
• type AggTriggerConfig
• type OnDiskAggTrigger
  • func (s *OnDiskAggTrigger) Fire(keyPath string, records []trigger.Record)

Functions

func NewTrigger

func NewTrigger(conf map[string]interface{}) (trigger.Trigger, error)

NewTrigger returns a new on-disk aggregate trigger based on the configuration.

Types

type AggTriggerConfig

type AggTriggerConfig struct {
	Destinations []string `json:"destinations"`
	Filter       string   `json:"filter"`
}

AggTriggerConfig is the configuration for OnDiskAggTrigger you can define in marketstore's config file under triggers extension.

type OnDiskAggTrigger

type OnDiskAggTrigger struct {
	// contains filtered or unexported fields
}

OnDiskAggTrigger is the main trigger.

func (*OnDiskAggTrigger) Fire

func (s *OnDiskAggTrigger) Fire(keyPath string, records []trigger.Record)

Fire implements trigger interface.