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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//! Trait for indicators that consume Level-3 orderbook events.

use crate::core::types::OrderbookL3Event;
use crate::bar_indicators::indicator_value::IndicatorValue;

/// Indicators that process individual L3 order-level add/modify/delete events.
pub trait OrderbookL3Consumer {
    /// Process a new L3 orderbook event and return the updated value.
    fn update_orderbook_l3(&mut self, l3: &OrderbookL3Event) -> IndicatorValue;

    /// Current value without updating.
    fn value(&self) -> IndicatorValue;

    /// Reset internal state.
    fn reset(&mut self);

    /// True if the indicator has enough data to produce reliable signals.
    fn is_ready(&self) -> bool;
}