Function combine_trades 

pub fn combine_trades<'a>(
    trades: impl IntoIterator<Item = &'a Tick>,
) -> Vec<CombinedTrade>

Combines explicit aggressor ids, in order of their first fill. Unknown ids stay separate. Use raw fills for per-price volume. This allocates at most one entry per input fill and ignores invalid fills. A bounded input gives a bounded combined view.