Struct BarBuilder

pub struct BarBuilder { /* private fields */ }

Provides a generic bar builder for aggregation.

Implementations

impl BarBuilder

pub fn new(bar_type: BarType, price_precision: u8, size_precision: u8) -> Self

Creates a new BarBuilder instance.

Panics

This function panics:

• If instrument.id is not equal to the bar_type.instrument_id.
• If bar_type.aggregation_source is not equal to AggregationSource::Internal.

pub fn set_partial(&mut self, partial_bar: Bar)

Set the initial values for a partially completed bar.

pub fn update(&mut self, price: Price, size: Quantity, ts_event: UnixNanos)

Update the bar builder.

pub fn update_bar(&mut self, bar: Bar, volume: Quantity, ts_init: UnixNanos)

pub fn reset(&mut self)

Reset the bar builder.

All stateful fields are reset to their initial value.

pub fn build_now(&mut self) -> Bar

Return the aggregated bar and reset.

pub fn build(&mut self, ts_event: UnixNanos, ts_init: UnixNanos) -> Bar

Return the aggregated bar with the given closing timestamp, and reset.