Module data

Module data 

Source
Expand description

Data types for the trading domain model.

Re-exports§

pub use bar::Bar;
pub use bar::BarSpecification;
pub use bar::BarType;
pub use close::InstrumentClose;
pub use delta::OrderBookDelta;
pub use deltas::OrderBookDeltas;
pub use deltas::OrderBookDeltas_API;
pub use depth::DEPTH10_LEN;
pub use depth::OrderBookDepth10;
pub use funding::FundingRateUpdate;
pub use greeks::BlackScholesGreeksResult;
pub use greeks::GreeksData;
pub use greeks::PortfolioGreeks;
pub use greeks::YieldCurveData;
pub use greeks::black_scholes_greeks;
pub use greeks::imply_vol_and_greeks;
pub use order::BookOrder;
pub use order::NULL_ORDER;
pub use prices::IndexPriceUpdate;
pub use prices::MarkPriceUpdate;
pub use quote::QuoteTick;
pub use status::InstrumentStatus;
pub use trade::TradeTick;

Modules§

bar
Bar aggregate structures, data types and functionality.
bet
Domain model representing a Bet used by betting-market integrations (e.g. prediction markets).
close
An InstrumentClose data type representing an instrument close at a venue.
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.
funding
Domain types representing funding rate data for perpetual swap instruments.
greeks
Option Greeks data structures (delta, gamma, theta, vega, rho) used throughout the platform.
order
A BookOrder for use with the OrderBook and OrderBookDelta data type.
prices
Domain types representing price data (bid/ask, mid-price, mark-price, etc.).
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§

HasTsInit
Marker trait for types that carry a creation timestamp.

Functions§

is_monotonically_increasing_by_init
Checks if the data slice is monotonically increasing by initialization timestamp.
to_variant
Converts a vector of Data items to a specific variant type.