Would this extension method solve your problem?
public static IObservable<T[]> RollingBuffer<T>(
this IObservable<T> @this,
TimeSpan buffering)
{
return Observable.Create<T[]>(o =>
{
var list = new LinkedList<Timestamped<T>>();
return @this.Timestamp().Subscribe(tx =>
{
list.AddLast(tx);
while (list.First.Value.Timestamp < DateTime.Now.Subtract(buffering))
{
list.RemoveFirst();
}
o.OnNext(list.Select(tx2 => tx2.Value).ToArray());
}, ex => o.OnError(ex), () => o.OnCompleted());
});
}
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