//! Unified time-series infrastructure for Station data-classes.
//!
//! All Station-managed market data — trades, bars, orderbook snapshots,
//! tickers, mark prices, funding rates, open interest, liquidations, agg
//! trades — flows through the same plumbing:
//!
//! ```text
//! WS event ──► forwarder ──► Series<T>.push(memory ring)
//! ├─► DiskStore<T>.append (fixed-record binary)
//! └─► broadcast::Sender ──► consumer
//!
//! subscribe ──► Series<T>.seed_from_disk() ──► emit LastN immediately
//! └─► then attach to live stream
//! ```
//!
//! The key abstraction is [`DataPoint`] — each market data type provides a
//! fixed-size on-disk encoding + an extractor from `StreamEvent`. Series and
//! DiskStore are generic over `DataPoint`.
//!
//! Pattern borrowed from `mylittlechart::bar-service` (SharedSeriesMap +
//! seed_from_disk + flush_dirty), generalized over data-class.
pub use DataPoint;
pub use ;
pub use SharedSeriesMap;
pub use Series;
pub use DiskStore;