List of all items

Structs

• data::market::Level
• data::market::Order
• data::market::Orderbook
• generators::hawkes::HawkesProcess
• generators::probabilistic::Exponential
• generators::probabilistic::NormalDistribution
• generators::probabilistic::Poisson
• metrics::market::Midprice
• metrics::market::Spread
• metrics::market::VWAP
• metrics::market::VolumeImbalance

Enums

• data::market::OrderType
• data::market::Side
• messages::errors::GeneratorError
• messages::errors::LevelError
• messages::errors::OrderError

Traits

• generators::probabilistic::Sampling
• metrics::market::MarketMetric

Functions

• generators::brownian::gbm_return
• generators::randomizer::randomize_order