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

Panics if bar_type.aggregation_source is not AggregationSource::Internal.

pub fn set_adjustment( &mut self, adjustment: Decimal, mode: ContinuousFutureAdjustmentType, )

Configures the per-tick continuous-future price adjustment.

Adjustment applies on ingress in Self::update and Self::update_bar, so the running OHLC state is always in the adjusted (common) frame. The adjustment configuration is retained across Self::reset so it spans subsequent bars within the same continuous- future segment.

Panics

Panics if scaling the spread adjustment to the fixed-point representation overflows.

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

Updates the builder state with the given price, size, and init 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)

Resets per-bar OHLCV state.

Adjustment configuration set via Self::set_adjustment is retained across resets so it spans subsequent bars within the same continuous-future segment.

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.