Module aggregator 

Roll trade ticks up into candles of an arbitrary timeframe.

Structs

TickAggregator

Incrementally builds candles out of arriving ticks.

Timeframe

A candle bucket size measured in the same unit as the tick timestamps.

Constants

MAX_GAP_FILL_CANDLES

Hard cap on the number of placeholder candles a single TickAggregator::push call may emit when gap-fill is enabled. One million minute-candles is roughly 1.9 years of contiguous one-minute bars — orders of magnitude beyond any realistic missing-data window in production while still keeping the resulting Vec<Candle> to well under 50 MB. Any larger gap is treated as malformed input rather than allowed to OOM the process.