Trading_engine.Market_sliceOne synchronized completed-bar observation, complete FX snapshot, and pre-match corporate-action batch for the configured market.
val fx_mark :
currency:string ->
rate:Scalar.Price.t ->
(fx_mark, string) Stdlib.resulttype t = private {slice_sequence : int64;start_at : Ptime.t;end_at : Ptime.t;available_at : Ptime.t;received_at : Ptime.t;bars : Bar.t list;market_events : Market_event.t list;order_book_events : Order_book_event.t list;fx_rates : fx_mark list;corporate_actions : Corporate_action.t list;lifecycle_events : Instrument_lifecycle.event list;borrow_observations : Financing.borrow_observation list;cash_rate_observations : Financing.cash_rate_observation list;settlement_failures : Settlement.failure list;}val create :
slice_sequence:int64 ->
start_at:Ptime.t ->
end_at:Ptime.t ->
available_at:Ptime.t ->
received_at:Ptime.t ->
bars:Bar.t list ->
fx_rates:fx_mark list ->
corporate_actions:Corporate_action.t list ->
(t, string) Stdlib.resultval create_v10 :
slice_sequence:int64 ->
start_at:Ptime.t ->
end_at:Ptime.t ->
available_at:Ptime.t ->
received_at:Ptime.t ->
bars:Bar.t list ->
fx_rates:fx_mark list ->
corporate_actions:Corporate_action.t list ->
borrow_observations:Financing.borrow_observation list ->
cash_rate_observations:Financing.cash_rate_observation list ->
(t, string) Stdlib.resultval create_v11 :
slice_sequence:int64 ->
start_at:Ptime.t ->
end_at:Ptime.t ->
available_at:Ptime.t ->
received_at:Ptime.t ->
bars:Bar.t list ->
fx_rates:fx_mark list ->
corporate_actions:Corporate_action.t list ->
borrow_observations:Financing.borrow_observation list ->
cash_rate_observations:Financing.cash_rate_observation list ->
settlement_failures:Settlement.failure list ->
(t, string) Stdlib.resultval create_v12 :
slice_sequence:int64 ->
start_at:Ptime.t ->
end_at:Ptime.t ->
available_at:Ptime.t ->
received_at:Ptime.t ->
bars:Bar.t list ->
fx_rates:fx_mark list ->
corporate_actions:Corporate_action.t list ->
borrow_observations:Financing.borrow_observation list ->
cash_rate_observations:Financing.cash_rate_observation list ->
settlement_failures:Settlement.failure list ->
lifecycle_events:Instrument_lifecycle.event list ->
(t, string) Stdlib.resultval create_v13 :
slice_sequence:int64 ->
start_at:Ptime.t ->
end_at:Ptime.t ->
available_at:Ptime.t ->
received_at:Ptime.t ->
bars:Bar.t list ->
fx_rates:fx_mark list ->
corporate_actions:Corporate_action.t list ->
borrow_observations:Financing.borrow_observation list ->
cash_rate_observations:Financing.cash_rate_observation list ->
settlement_failures:Settlement.failure list ->
lifecycle_events:Instrument_lifecycle.event list ->
(t, string) Stdlib.resultval create_v14 :
slice_sequence:int64 ->
start_at:Ptime.t ->
end_at:Ptime.t ->
available_at:Ptime.t ->
received_at:Ptime.t ->
bars:Bar.t list ->
fx_rates:fx_mark list ->
corporate_actions:Corporate_action.t list ->
borrow_observations:Financing.borrow_observation list ->
cash_rate_observations:Financing.cash_rate_observation list ->
settlement_failures:Settlement.failure list ->
lifecycle_events:Instrument_lifecycle.event list ->
market_events:Market_event.t list ->
(t, string) Stdlib.resultval create_v15 :
slice_sequence:int64 ->
start_at:Ptime.t ->
end_at:Ptime.t ->
available_at:Ptime.t ->
received_at:Ptime.t ->
bars:Bar.t list ->
fx_rates:fx_mark list ->
corporate_actions:Corporate_action.t list ->
borrow_observations:Financing.borrow_observation list ->
cash_rate_observations:Financing.cash_rate_observation list ->
settlement_failures:Settlement.failure list ->
lifecycle_events:Instrument_lifecycle.event list ->
market_events:Market_event.t list ->
order_book_events:Order_book_event.t list ->
(t, string) Stdlib.resultval create_v16 :
slice_sequence:int64 ->
start_at:Ptime.t ->
end_at:Ptime.t ->
available_at:Ptime.t ->
received_at:Ptime.t ->
bars:Bar.t list ->
fx_rates:fx_mark list ->
corporate_actions:Corporate_action.t list ->
borrow_observations:Financing.borrow_observation list ->
cash_rate_observations:Financing.cash_rate_observation list ->
settlement_failures:Settlement.failure list ->
lifecycle_events:Instrument_lifecycle.event list ->
market_events:Market_event.t list ->
order_book_events:Order_book_event.t list ->
(t, string) Stdlib.resultval bar : t -> Id.Instrument.t -> Bar.t optionval fx_rate : t -> string -> Scalar.Price.t optionval pp : Stdlib.Format.formatter -> t -> unit