Interface MarketSnapshot

All Known Implementing Classes:

KlineSnapshot, TickerSnapshot

public sealed interface MarketSnapshot
permits TickerSnapshot, KlineSnapshot

Immutable primitive view over a market data point (ticker or kline). Sealed so the dispatcher in the indicator wiring layer can switch exhaustively over the two concrete shapes.

All accessors return primitives so indicators consuming snapshots avoid repeated BigDecimal.doubleValue() on the hot path.

Semantics of close():

• For a TickerSnapshot — the last traded price observed at timestamp().
• For a KlineSnapshot — the closing price of the bar that ends at timestamp().

Method Summary

Modifier and Type	Method	Description
double	close()
double	high()
Instrument	instrument()
double	low()
double	open()
double	quoteVolume()
long	timestamp()	Observation timestamp, epoch milliseconds.
double	volume()

Method Details

instrument

Instrument instrument()

open

double open()

high

double high()

low

double low()

close

double close()

volume

double volume()

quoteVolume

double quoteVolume()

timestamp

long timestamp()

Observation timestamp, epoch milliseconds.

The backend NATS/QuestDB pipeline uses microseconds; the engine has historically operated in milliseconds (XChange Ticker, Kline, signals). Cross-pipeline integration with micro-resolution data is a separate refactor — a timestampMicros() method can be added additively without breaking existing snapshots.