Refactor bar aggregators to use ts_init instead of ts_event

[faysou]

Pull Request

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Summary

• Refactor bar aggregators to use ts_init instead of ts_event
• Modify binance and bybit adapters so the result of historical data requests uses ts_init=ts_event

Related Issues/PRs

Type of change

• Bug fix (non-breaking)
• New feature (non-breaking)
• Breaking change (impacts existing behavior)
• Documentation update
• Maintenance / chore

Breaking change details (if applicable)

Documentation

• Documentation changes follow the style guide (docs/developer_guide/docs.md)

Release notes

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Testing

Ensure new or changed logic is covered by tests.

• Affected code paths are already covered by the test suite
• I added/updated tests to cover new or changed logic

[cjdsellers]

Hi @faysou

Thanks for the contribution.

I see it's doing two things:

1. Standardizing ts_init to ts_event for data requests for a couple of adapters
2. Changing bar aggregation to use ts_init as the update timestamp instead of ts_event

I think 1) is more logical as ts_init - ts_event latency is not applicable, and if the requested data is used for backtesting at any point then we have well defined ts_inits - being the ts_events for each bar.

Then 2) Is a more subtle change, it's probably the right move to change to ts_init that more accurately represents the arrival of data for aggregation, rather than the time some event happened (potentially outside the system boundary).