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 market_structure::analyze_market_structure;pub use market_structure::analyze_market_structure_with_options;pub use market_structure::filter_market_structure_records;pub use market_structure::gamma_exposure;pub use market_structure::gamma_exposure_with_mode;pub use option_strategy::unique_break_even_points;pub use option_strategy::OptionStrategy;pub use rate::risk_free_rate_for_years;pub use rate::RiskFreeRatePoint;pub use rate::DEFAULT_RISK_FREE_RATE_CURVE;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::MarketStructureAnalysis;pub use types::MarketStructureAnalysisOptions;pub use types::MarketStructureExposureMode;pub use types::MarketStructureFilters;pub use types::MarketStructureLevel;pub use types::MarketStructureOptionRecord;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::OptionStrategyCurvePoint;pub use types::OptionStrategyInput;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::StrategyBreakEvenSideInput;pub use types::StrategyLegInput;pub use types::StrategyPnlInput;pub use types::StrategyPnlPeak;pub use types::StrategyPnlPeakSearchInput;pub use types::StrategyPositionTotals;
Modules§
- analysis
- chain
- contract
- display
- error
- execution_
quote - expiration_
selection - liquidity
- market_
structure - math
- numeric
- option_
strategy - payoff
- pricing
- probability
- rate
- snapshot
- types
- url