Struct TicksWriter 

pub struct TicksWriter { /* private fields */ }

Helper for normalizing and persisting tick data to parquet files.

Implementations

impl TicksWriter

pub fn new(path: impl Into<PathBuf>) -> Self

Build a writer bound to the provided destination path.

pub fn len(&self) -> usize

Current number of buffered ticks (before final dedupe).

pub fn is_empty(&self) -> bool

Returns true when no ticks have been appended.

pub fn push(&mut self, trade_id: Option<String>, tick: Tick)

Append a single tick, skipping duplicates that reuse the same trade identifier.

pub fn extend<I>(&mut self, trades: I)

where I: IntoIterator<Item = (Option<String>, Tick)>,

Extend the writer with one or more (trade_id, tick) tuples.

pub fn finish(self) -> Result<()>

Finalize the parquet file once all ticks have been queued.