Module data 

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 (index-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.