BarBuilder

Struct BarBuilder 

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pub struct BarBuilder { /* private fields */ }
Expand description

Provides a generic bar builder for aggregation.

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impl BarBuilder

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pub fn new(bar_type: BarType, price_precision: u8, size_precision: u8) -> Self

Creates a new BarBuilder instance.

§Panics

This function panics if:

  • instrument.id is not equal to the bar_type.instrument_id.
  • bar_type.aggregation_source is not equal to AggregationSource::Internal.
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pub fn set_partial(&mut self, partial_bar: Bar)

Set the initial values for a partially completed bar.

§Panics

Panics if internal values for high or low are unexpectedly missing.

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pub fn update(&mut self, price: Price, size: Quantity, ts_event: UnixNanos)

Updates the builder state with the given price, size, and event timestamp.

§Panics

Panics if high or low values are unexpectedly None when updating.

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pub fn update_bar(&mut self, bar: Bar, volume: Quantity, ts_init: UnixNanos)

Updates the builder state with a completed bar, its volume, and the bar init timestamp.

§Panics

Panics if high or low values are unexpectedly None when updating.

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pub fn reset(&mut self)

Reset the bar builder.

All stateful fields are reset to their initial value.

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pub fn build_now(&mut self) -> Bar

Return the aggregated bar and reset.

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pub fn build(&mut self, ts_event: UnixNanos, ts_init: UnixNanos) -> Bar

Returns the aggregated bar for the given timestamps, then resets the builder.

§Panics

Panics if open, high, low, or close values are None when building the bar.

Trait Implementations§

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impl Debug for BarBuilder

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

Formats the value using the given formatter. Read more

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fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided [Span], returning an Instrumented wrapper. Read more
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