fix: _

Author: valeratrades

v_exchanges/src/binance/futures/market.rs

@@ -1,4 +1,4 @@
-use std::fmt;
+use std::{collections::VecDeque, fmt};
 
 use chrono::{DateTime, TimeZone, Utc};
 //HACK: Methods should be implemented on the central interface struct, following <https://github.com/wisespace-io/binance-rs>.
@@ -48,7 +48,7 @@ pub async fn klines(client: &v_exchanges_adapters::Client, pair: Pair, tf: Timef
 	let kline_responses: Vec<KlineResponse> = client.get("/fapi/v1/klines", &params, [BinanceOption::HttpUrl(BinanceHttpUrl::FuturesUsdM)]).await.unwrap();
 
 	let r_len = kline_responses.len();
-	let mut klines = Vec::with_capacity(r_len);
+	let mut klines = VecDeque::with_capacity(r_len);
 	for (i, k) in kline_responses.into_iter().enumerate() {
 		//HACK: have to check against [now](Utc::now) instead, because binance returns some dumb shit instead of actual close. Here structured this way in case they fix it in the future.
 		let close_time = Utc::now().timestamp_millis();
@@ -60,7 +60,7 @@ pub async fn klines(client: &v_exchanges_adapters::Client, pair: Pair, tf: Timef
 					low: k.low,
 					close: k.close,
 				};
-				klines.push(Kline {
+				klines.push_front(Kline {
 					open_time: DateTime::from_timestamp_millis(k.open_time).unwrap(),
 					ohlc,
 					volume_quote: k.quote_asset_volume,

v_exchanges/src/bybit/market.rs

@@ -1,4 +1,6 @@
-use chrono::{TimeZone, Utc};
+use std::collections::VecDeque;
+
+use chrono::{DateTime, TimeZone, Utc};
 use color_eyre::eyre::Result;
 use serde::{Deserialize, Serialize};
 use serde_json::{Value, json};
@@ -44,11 +46,11 @@ pub async fn klines(client: &v_exchanges_adapters::Client, pair: Pair, tf: Timef
 
 	let kline_response: KlineResponse = client.get("/v5/market/kline", &params, [BybitOption::Default]).await.unwrap();
 
-	let mut klines = Vec::new();
+	let mut klines = VecDeque::with_capacity(kline_response.result.list.len());
 	for k in kline_response.result.list {
 		if kline_response.time > k.0 + tf.duration().num_milliseconds() {
-			klines.push(Kline {
-				open_time: Utc.timestamp_millis(k.0),
+			klines.push_back(Kline {
+				open_time: DateTime::from_timestamp_millis(k.0).unwrap(),
 				ohlc: Ohlc {
 					open: k.1,
 					close: k.2,

v_exchanges/src/core.rs

@@ -1,3 +1,5 @@
+use std::collections::VecDeque;
+
 use chrono::{DateTime, TimeDelta, Utc};
 use color_eyre::eyre::Result;
 use derive_more::{Deref, DerefMut};
@@ -34,15 +36,24 @@ pub struct Oi {
 	pub timestamp: DateTime<Utc>,
 }
 
+//Q: maybe add a `vectorize` method? Should add, question is really if it should be returning a) df b) all fields, including optional and oi c) t, o, h, l, c, v
+// probably should figure out rust-typed dataframes for this first
 #[derive(Clone, Debug, Default, Deref, DerefMut)]
 pub struct Klines {
 	#[deref_mut]
 	#[deref]
-	pub v: Vec<Kline>,
+	pub v: VecDeque<Kline>,
 	pub tf: Timeframe,
 	/// Doesn't have to be synchronized with klines; each track has its own timestamps.
 	pub oi: Vec<Oi>,
 }
+impl Iterator for Klines {
+	type Item = Kline;
+
+	fn next(&mut self) -> Option<Self::Item> {
+		self.v.pop_front()
+	}
+}
 
 //MOVE: v_utils (along with [Klines])
 //? not sure what to do about oi here