Expand description
Real-time tick-to-OHLCV aggregation at arbitrary timeframes.
§Responsibility
Aggregate incoming NormalizedTicks into OHLCV bars at configurable timeframes. Handles bar completion detection and partial-bar access.
§Guarantees
- Non-panicking: all operations return Result or Option
- Thread-safe: OhlcvAggregator is Send + Sync
Structs§
- Ohlcv
Aggregator - Aggregates ticks into OHLCV bars.
- Ohlcv
Bar - A completed or partial OHLCV bar.
Enums§
- BarDirection
- Direction of an OHLCV bar body.
- Timeframe
- Supported bar timeframes.