Struct ExportOpenDeviationBarProcessor 

pub struct ExportOpenDeviationBarProcessor { /* private fields */ }

Export-oriented open deviation bar processor for streaming use cases

This implementation uses the proven fixed-point arithmetic algorithm that achieves 100% breach consistency compliance in multi-year processing.

Implementations

impl ExportOpenDeviationBarProcessor

pub fn new( threshold_decimal_bps: u32, ) -> Result<ExportOpenDeviationBarProcessor, ProcessingError>

Create new export processor with given threshold

Uses default behavior: prevent_same_timestamp_close = true (Issue #36)

Arguments

• threshold_decimal_bps - Threshold in decimal basis points
  • Example: 250 -> 25bps = 0.25%
  • Example: 10 -> 1bps = 0.01%
  • Minimum: 1 -> 0.1bps = 0.001%

Breaking Change (v3.0.0)

Prior to v3.0.0, threshold_decimal_bps was in 1bps units. Migration: Multiply all threshold values by 10.

pub fn with_options( threshold_decimal_bps: u32, prevent_same_timestamp_close: bool, ) -> Result<ExportOpenDeviationBarProcessor, ProcessingError>

Create new export processor with explicit timestamp gating control

pub fn process_trades_continuously(&mut self, trades: &[AggTrade])

Process trades continuously using proven fixed-point algorithm This method maintains 100% breach consistency by using precise integer arithmetic

pub fn get_all_completed_bars(&mut self) -> Vec<OpenDeviationBar>

Get all completed bars accumulated so far This drains the internal buffer to avoid memory leaks

pub fn get_incomplete_bar(&mut self) -> Option<OpenDeviationBar>

Get incomplete bar if exists (for final bar processing)