OHLCBarΒΆ

Defined in dccd.models

class OHLCBar(*, date, open, high, low, close, volume, quoteVolume, weightedAverage=None)[source]

Bases: BaseModel

OHLCV bar returned by exchange REST APIs.

Parameters:
datefloat

Unix timestamp (seconds).

open, high, low, closefloat

Price values.

volumefloat

Base asset volume.

quoteVolumefloat

Quote asset volume.

weightedAveragefloat, optional

VWAP (Kraken only).