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.
• 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.

Panics

Panics if internal values for high or low are unexpectedly missing.

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

Updates the builder state with the given price, size, and event timestamp.

Panics

Panics if high or low values are unexpectedly None when updating.

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

Updates the builder state with a completed bar, its volume, and the bar init timestamp.

Panics

Panics if high or low values are unexpectedly None when updating.

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

Returns the aggregated bar for the given timestamps, then resets the builder.

Panics

Panics if open, high, low, or close values are None when building the bar.

Trait Implementations

impl Debug for BarBuilder

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.