Module m10 

10-minute candles built from 5-minute ones: Finam has no M10 timeframe.

The grid is the epoch: a 10-minute candle opens at a multiple of 600 s. Exchange time is UTC+3 (a whole number of 10 minute steps), so these are the usual :00, :10, :20 … boundaries. A candle is built from the M5 candles that fall in it: the first opens it, the last closes it, high and low are taken over the pair, volume is the sum. A half with no trades has no M5 candle at all, so a lone M5 candle is a legitimate 10-minute candle (and the last pair of a range is often incomplete): it is emitted as it is, not dropped.

Structs

M10Builder

Stream: follows M5 candle updates and keeps the M10 candle that is forming.

Functions

floor_m10

Start of the 10-minute interval that contains ts.

merge_m5

History: M5 candles (in any order) -> M10 candles, oldest first.