Module data

Data types for the trading domain model.

Modules

• bar
• delta
• deltas
• depth
• greeks
• order
• quote
• status
• trade

Functions

• data_to_pycapsule
  Creates a Python PyCapsule object containing a Rust Data instance.
• drop_cvec_pycapsule
  Drops a PyCapsule containing a CVec structure.
• pyobjects_to_bars
  Transforms the given data Python objects into a vector of Bar objects.
• pyobjects_to_order_book_deltas
  Transforms the given data Python objects into a vector of OrderBookDelta objects.
• pyobjects_to_quote_ticks
  Transforms the given data Python objects into a vector of QuoteTick objects.
• pyobjects_to_trade_ticks
  Transforms the given data Python objects into a vector of TradeTick objects.