Struct Checkpoint 

pub struct Checkpoint {
    pub version: u32,
    pub symbol: String,
    pub threshold_decimal_bps: u32,
    pub incomplete_bar: Option<OpenDeviationBar>,
    pub thresholds: Option<(FixedPoint, FixedPoint)>,
    pub last_timestamp_us: i64,
    pub last_trade_id: Option<i64>,
    pub price_hash: u64,
    pub anomaly_summary: AnomalySummary,
    pub prevent_same_timestamp_close: bool,
    pub defer_open: bool,
}

Checkpoint for cross-file open deviation bar continuation

Enables seamless processing across any file boundaries (Binance daily, Exness monthly). Captures minimal state needed to continue building an incomplete bar.

Example

// Process first file
let bars_1 = processor.process_agg_trade_records(&file1_trades)?;
let checkpoint = processor.create_checkpoint("BTCUSDT");

// Serialize and save checkpoint
let json = serde_json::to_string(&checkpoint)?;
std::fs::write("checkpoint.json", json)?;

// ... later, load checkpoint and continue processing ...
let json = std::fs::read_to_string("checkpoint.json")?;
let checkpoint: Checkpoint = serde_json::from_str(&json)?;
let mut processor = OpenDeviationBarProcessor::from_checkpoint(checkpoint)?;
let bars_2 = processor.process_agg_trade_records(&file2_trades)?;

Fields

version: u32

Schema version for checkpoint format (Issue #85: Phase 2) v1: Original format (default for old checkpoints) v2: Field-reordered OpenDeviationBar (no behavioral changes, safe for deserialization)

symbol: String

Symbol being processed (e.g., “BTCUSDT”, “EURUSD”)

threshold_decimal_bps: u32

Threshold in decimal basis points (v3.0.0+: 0.1bps units) Example: 250 = 25bps = 0.25%

incomplete_bar: Option<OpenDeviationBar>

Incomplete bar at file boundary (None = last bar completed cleanly) REUSES existing OpenDeviationBar type - no separate BarState needed!

thresholds: Option<(FixedPoint, FixedPoint)>

Fixed thresholds for incomplete bar (computed from bar.open, IMMUTABLE) Stored as (upper_threshold, lower_threshold)

last_timestamp_us: i64

Last processed timestamp in microseconds (universal, works for all sources)

last_trade_id: Option<i64>

Last trade ID (Some for Binance, None for Exness) Binance: agg_trade_id is strictly sequential, never resets

price_hash: u64

Price window hash (ahash of last 8 prices for position verification) Used to verify we’re resuming at the correct position in data stream

anomaly_summary: AnomalySummary

Anomaly summary counts for debugging

prevent_same_timestamp_close: bool

Prevent bars from closing on same timestamp as they opened (Issue #36)

When true (default): A bar cannot close until a trade arrives with a different timestamp than the bar’s open_time. This prevents flash crash scenarios from creating thousands of bars at identical timestamps.

When false: Legacy v8 behavior - bars can close immediately on breach.

defer_open: bool

Deferred bar open flag (Issue #46)

When true: The last trade before checkpoint triggered a threshold breach. On resume, the next trade should open a new bar instead of continuing. This matches the batch path’s defer_open semantics.

Implementations

impl Checkpoint

pub fn new( symbol: String, threshold_decimal_bps: u32, incomplete_bar: Option<OpenDeviationBar>, thresholds: Option<(FixedPoint, FixedPoint)>, last_timestamp_us: i64, last_trade_id: Option<i64>, price_hash: u64, prevent_same_timestamp_close: bool, ) -> Checkpoint

Create a new checkpoint with the given parameters

pub fn has_incomplete_bar(&self) -> bool

Check if there’s an incomplete bar that needs to continue

pub fn library_version() -> &'static str

Get the library version that created this checkpoint

Trait Implementations

impl Clone for Checkpoint

fn clone(&self) -> Checkpoint

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Checkpoint

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Checkpoint

fn deserialize<__D>( __deserializer: __D, ) -> Result<Checkpoint, <__D as Deserializer<'de>>::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for Checkpoint

fn serialize<__S>( &self, __serializer: __S, ) -> Result<<__S as Serializer>::Ok, <__S as Serializer>::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.