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Crate alpaca_option

Crate alpaca_option 

Source
Expand description

alpaca-option

Provider-neutral Rust option core semantics and math. The public API is defined by the crate-level specifications.

Re-exports§

pub use error::OptionError;
pub use error::OptionResult;
pub use liquidity::LiquidityBatchResponse;
pub use liquidity::LiquidityData;
pub use liquidity::LiquidityOptionData;
pub use liquidity::LiquidityStats;
pub use types::AssignmentRiskLevel;
pub use types::BlackScholesImpliedVolatilityInput;
pub use types::BlackScholesInput;
pub use types::ContractDisplay;
pub use types::ExecutionAction;
pub use types::ExecutionLeg;
pub use types::ExecutionLegInput;
pub use types::ExecutionQuoteRange;
pub use types::ExecutionSnapshot;
pub use types::Greeks;
pub use types::GreeksInput;
pub use types::MoneynessLabel;
pub use types::OptionChain;
pub use types::OptionChainRecord;
pub use types::OptionContract;
pub use types::OptionPosition;
pub use types::OptionQuote;
pub use types::OptionRight;
pub use types::OptionRightCode;
pub use types::OptionSnapshot;
pub use types::OptionStratLegInput;
pub use types::OptionStratStockInput;
pub use types::OptionStratUrlInput;
pub use types::OrderSide;
pub use types::ParsedOptionStratUrl;
pub use types::PayoffLegInput;
pub use types::PositionIntent;
pub use types::PositionSide;
pub use types::QuotedLeg;
pub use types::RollLegSelection;
pub use types::RollRequest;
pub use types::ScaledExecutionQuote;
pub use types::ScaledExecutionQuoteRange;
pub use types::ShortItmPosition;
pub use types::StrategyBreakEvenInput;
pub use types::StrategyLegInput;
pub use types::StrategyPnlInput;
pub use types::StrategyValuationPosition;

Modules§

analysis
chain
contract
display
error
execution_quote
expiration_selection
liquidity
math
numeric
payoff
pricing
probability
snapshot
types
url