OHLCBar

Defined in dccd.domain.records

class OHLCBar(*, ts, open, high, low, close, volume, quote_volume=None, trades=None)

Bases: BaseModel

One OHLCV candle bar.

Attributes:

tsint

Open-time of the bar, nanoseconds UTC, aligned to span.

open, high, low, closefloat

Price values.

volumefloat

Base asset volume.

quote_volumefloat or None

Quote asset volume (not always available).

tradesint or None

Number of individual trades in the bar (not always available).

Examples

>>> bar = OHLCBar(ts=1_000_000_000_000_000_000, open=1.0, high=2.0, low=0.5, close=1.5, volume=10.0)
>>> bar.ts
1000000000000000000