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
pub mod tick_volume_analyzer;
pub mod order_flow_imbalance;
pub mod volume_weighted_price_levels;
pub mod market_microstructure;
pub mod order_book_slope;
pub mod queue_imbalance;
pub mod footprint_chart;
pub mod footprint_imbalance;
pub mod footprint_poc;
pub mod absorption_detector;
pub mod trade_cluster_detector;
pub mod clusters_catalog;

pub use tick_volume_analyzer::TickVolumeAnalyzer;
pub use order_flow_imbalance::{OrderFlowImbalance, PriceLevel};
pub use volume_weighted_price_levels::{VolumeWeightedPriceLevels, VwapLevel, LevelType};
pub use market_microstructure::{
    MarketMicrostructure, LiquidityMetrics, EfficiencyMetrics, ExecutionQuality, MarketRegime,
};
pub use order_book_slope::OrderBookSlope;
pub use queue_imbalance::QueueImbalance;
pub use footprint_chart::FootprintChart;
pub use footprint_imbalance::FootprintImbalance;
pub use footprint_poc::FootprintPoc;
pub use absorption_detector::AbsorptionDetector;
pub use trade_cluster_detector::TradeClusterDetector;