Module data

Data types for the trading domain model.

Modules

• bar
  Bar aggregate structures, data types and functionality.
• delta
  An OrderBookDelta data type intended to carry book state information.
• deltas
  An OrderBookDeltas container type to carry a bulk of OrderBookDelta records.
• depth
  An OrderBookDepth10 aggregated top-of-book data type with a fixed depth of 10 levels per side.
• greeks
• order
  A BookOrder for use with the OrderBook and OrderBookDelta data type.
• quote
  A QuoteTick data type representing a top-of-book state.
• status
  An InstrumentStatus data type representing a change in an instrument market status.
• stubs
  Type stubs to facilitate testing.
• trade
  A TradeTick data type representing a single trade in a market.

Structs

• DataType
  Represents a data type including metadata.

Enums

• Data
  A built-in Nautilus data type.

Traits

• GetTsInit

Functions

• data_clone
• is_monotonically_increasing_by_init