Module asof_join 

ASOF Join Operators

Implementation of temporal proximity joins that match events based on closest timestamp rather than exact equality.

ASOF joins are essential for financial and time-series applications where you need to enrich events with the most recent prior data (e.g., enriching trades with the most recent quote).

Join Directions

• Backward: Match with the most recent prior event (default for finance)
• Forward: Match with the next future event
• Nearest: Match with the closest event by absolute time difference

Example

use laminar_core::operator::asof_join::{
    AsofJoinOperator, AsofJoinConfig, AsofDirection, AsofJoinType,
};
use std::time::Duration;

// Join trades with the most recent quote within 5 seconds
let config = AsofJoinConfig {
    key_column: "symbol".to_string(),
    left_time_column: "trade_time".to_string(),
    right_time_column: "quote_time".to_string(),
    direction: AsofDirection::Backward,
    tolerance: Some(Duration::from_secs(5)),
    join_type: AsofJoinType::Inner,
    operator_id: Some("trade_quote_join".to_string()),
};

let operator = AsofJoinOperator::new(config);

SQL Syntax (Future)

SELECT t.*, q.bid, q.ask
FROM trades t
ASOF JOIN quotes q
    ON t.symbol = q.symbol
    AND t.trade_time >= q.quote_time
    AND t.trade_time - q.quote_time <= INTERVAL '5' SECOND;

State Management

Right-side events are stored in per-key BTreeMap structures for O(log n) temporal lookups. State is cleaned up based on watermark progress.

Structs

AsofJoinConfig

Configuration for an ASOF join operator.

AsofJoinConfigBuilder

Builder for AsofJoinConfig.

AsofJoinMetrics

Metrics for tracking ASOF join operations.

AsofJoinOperator

ASOF join operator.

AsofRow

A stored right-side event for ASOF matching.

KeyState

Per-key state for ASOF joining.

Enums

AsofDirection

Direction for ASOF matching.

AsofJoinType

Type of ASOF join to perform.