Struct ConversionQuoteBook 

pub struct ConversionQuoteBook { /* private fields */ }

Historical FX tick store with causal, staleness-bounded lookup.

Implementations

impl ConversionQuoteBook

pub fn new(max_staleness: Duration) -> Result<Self, ConversionError>

Create a quote book with one maximum age applied to every conversion leg.

pub fn max_staleness(&self) -> Duration

Configured maximum quote age.

pub fn prune_replay_history(&mut self, replay_ts: NaiveDateTime) -> usize

Prune replay history while retaining each symbol’s latest causal quote.

Quotes after replay_ts are retained. This is opt-in because lookups before the retained quote are no longer available after pruning.

pub fn retain_replay_causal_predecessors( &mut self, replay_ts: NaiveDateTime, required_operation_times: impl IntoIterator<Item = NaiveDateTime>, ) -> usize

Retain only causal predecessors needed by a replay schedule.

The latest quote at or before replay_ts is always retained for each symbol. Each required operation time contributes at most one additional predecessor, so intervening ticks do not accumulate while a primary series is sparse. Historical lookup behavior is unchanged unless this method is called.

pub fn record_tick( &mut self, registry: &SymbolRegistry, quote: PriceQuote, ) -> Result<Option<PriceQuote>, ConversionError>

Validate and record a tick quote under its canonical FX symbol.

A quote at the same symbol and timestamp replaces the prior quote and is returned to make duplicate handling auditable by the caller.

pub fn record_canonical_tick( &mut self, quote: PriceQuote, ) -> Result<Option<PriceQuote>, ConversionError>

Validate and record a caller-canonicalized tick without a symbol registry.

pub fn convert_route( &self, amount: f64, operation_ts: NaiveDateTime, route: &ConversionRoute, ) -> Result<ConversionResult, ConversionError>

Convert an amount with a previously resolved route.

pub fn convert_with_symbols( &self, registry: &SymbolRegistry, amount: f64, from_currency: &str, to_currency: &str, operation_ts: NaiveDateTime, available_symbols: &BTreeSet<String>, ) -> Result<ConversionResult, ConversionError>

Resolve a route from the provided source-symbol set and execute it.

Trait Implementations

impl Clone for ConversionQuoteBook

fn clone(&self) -> ConversionQuoteBook

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for ConversionQuoteBook

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

Formats the value using the given formatter.