mylittleindicators 0.1.2

Multi-stream financial indicators library — 559 bar indicators + 21 event primitives across 35 categories. Consumes OHLCV bars, ticks, orderbook (snapshot/delta), funding, mark price, open interest, liquidations, ticker, agg trades, and 12+ extended stream types from digdigdig3 exchange connectors.
Documentation
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//! Advanced order book indicators.
//!
//! Indicators analyzing depth distribution, velocity, and structure of the L2 order book.

pub mod bid_ask_asymmetry;
pub mod bid_ask_bounce_rate;
pub mod best_level_volatility;
pub mod layer_concentration;
pub mod mid_price_velocity;
pub mod price_level_density;
pub mod book_advanced_catalog;

pub use bid_ask_asymmetry::BidAskAsymmetry;
pub use bid_ask_bounce_rate::BidAskBounceRate;
pub use best_level_volatility::BestLevelVolatility;
pub use layer_concentration::LayerConcentration;
pub use mid_price_velocity::MidPriceVelocity;
pub use price_level_density::PriceLevelDensity;