Package com.qtsurfer.api.client.model

Enum Class DatasetImportRequest.CadenceEnum

java.lang.Object
java.lang.Enum<DatasetImportRequest.CadenceEnum>
com.qtsurfer.api.client.model.DatasetImportRequest.CadenceEnum
All Implemented Interfaces:
Serializable, Comparable<DatasetImportRequest.CadenceEnum>, Constable
Enclosing class:
DatasetImportRequest
public static enum DatasetImportRequest.CadenceEnum extends Enum<DatasetImportRequest.CadenceEnum>
Optional; what it means, and what it accepts, depends on `type`. Any other value is `400`. * `dex` — omitted/blank keeps native per-trade event cadence: each swap at its own timestamp, so the resulting version's `cadence` is `rt` unless the swaps happen to sit on a fixed grid (see `DatasetVersion.cadence`). Set to `1s`, `1m` or `5m` instead to get pre-aggregated candles at that width rather than raw trades (the resulting dataset's `type` becomes `klines`). Not every network supports every cadence — an unsupported combination fails asynchronously, not at request time (see `DatasetImportState.error`). * `cex` — one of `1s`, `5s`, `1m`, `3m`, `5m`, `15m`, `30m`, `1h`, `2h`, `4h`, `8h`, `12h`, `1d`, `1w`, `1q`, whether `dataType` is `ticker` or `klines`. Omitted = the finest cadence every part of the range holds. For `cex` the bars are built from the finest data every part of the range holds. A `cadence` finer than that, or not an exact multiple of it, fails the import asynchronously (`failed`; the `error` names the finest cadence the range holds) rather than returning a dataset with a different cadence from the one asked for. So a range whose history changes cadence part-way (from `1m` to `1s`, say) comes out entirely at the coarser one when `cadence` is omitted: the dataset has no gap that is only a change of cadence.