Struct ExportRangeBarProcessor 

pub struct ExportRangeBarProcessor { /* private fields */ }

Export-oriented range 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 ExportRangeBarProcessor

pub fn new(threshold_bps: u32) -> Result<Self, ProcessingError>

Create new export processor with given threshold

Arguments

• threshold_bps - Threshold in tenths of basis points (0.1bps units)
  • 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_bps was in 1bps units. Migration: Multiply all threshold values by 10.

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<RangeBar>

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

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

Get incomplete bar if exists (for final bar processing)