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 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22

//! Microstructure indicators — consume BlockTrade and OrderbookL3 stream events.

pub mod microstructure_catalog;
pub mod block_trade_flow;
pub mod block_trade_impact;
pub mod block_trade_size_anomaly;
pub mod l3_cancel_ratio;
pub mod l3_large_order_tracker;
pub mod l3_order_rate;
pub mod l3_spoofer_score;
pub mod quote_lifecycle_tracker;
pub mod quote_stuffing_detector;

pub use block_trade_flow::BlockTradeFlow;
pub use block_trade_impact::BlockTradeImpact;
pub use block_trade_size_anomaly::BlockTradeSizeAnomaly;
pub use l3_cancel_ratio::L3CancelRatio;
pub use l3_large_order_tracker::L3LargeOrderTracker;
pub use l3_order_rate::L3OrderRate;
pub use l3_spoofer_score::L3SpooferScore;
pub use quote_lifecycle_tracker::QuoteLifecycleTracker;
pub use quote_stuffing_detector::QuoteStuffingDetector;