Module data

Data types for the trading domain model.

Modules

bar

bet

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.