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Trade8:Bars - OHLCV aggregation

The bar-aggregation engine: it consumes consolidated trade prints (trade8:feed:trade:printed) and aggregates OHLCV bars at standard intervals - 1s, 1m, 5m, 15m, 1h, 1d - serving both live charting (intrabar snapshots) and historical series.

Use cases​

  • Live charting - intrabar snapshots stream to the app as trades print; the forming bar is queryable at any instant.
  • Historical series - closed bars persist as the historical series for backtesting and analytics.
  • Deterministic aggregation - the same prints always produce the same bars; corrections replay cleanly.

Full documentation​

The complete detail lives in this product's sub-pages:

  • Architecture (DDD) - the full document, harvested from the unit's repository at build time.
  • Business rules (BRD) - the full document, harvested from the unit's repository at build time.
  • Security - the full document, harvested from the unit's repository at build time.
  • Overview (repo README) - the maintainer's README in the consolidated reference section.