Trading_engine.BarOne instrument's completed OHLCV bar in a synchronized market slice.
type t = private {instrument_id : Id.Instrument.t;open_price : Scalar.Price.t;high_price : Scalar.Price.t;low_price : Scalar.Price.t;close_price : Scalar.Price.t;volume : Scalar.Quantity.t option;}val create :
instrument_id:Id.Instrument.t ->
open_price:Scalar.Price.t ->
high_price:Scalar.Price.t ->
low_price:Scalar.Price.t ->
close_price:Scalar.Price.t ->
volume:Scalar.Quantity.t option ->
(t, string) Stdlib.resultval pp : Stdlib.Format.formatter -> t -> unit