mylittleindicators 0.1.8

Multi-stream financial indicators library — 556 bar indicators + 21 event primitives across 35 categories. Consumes 27 stream kinds from digdigdig3 exchange connectors: OHLCV bars, ticks, orderbook (snapshot/delta/L3), funding/predicted funding/funding settlement, mark price, index price, open interest, liquidations, ticker, agg trades, long/short ratio, option greeks, volatility index, historical volatility, basis (derived), composite index, settlement events, block trades, insurance fund, risk limit, market warning, and three kline-family variants. Live-verified on 12 exchanges (89% pass-rate on a 150s BTC slice).
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;