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
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
pub mod liquidation_cascade;
pub mod liquidation_cluster_detector;
pub mod liquidation_cooldown;
pub mod liquidation_rate;
pub mod liquidation_volume_imbalance;
pub mod liquidation_volume_velocity;
pub mod stop_hunt_detector;
pub mod liquidations_catalog;

pub use liquidation_cascade::LiquidationCascade;
pub use liquidation_cluster_detector::LiquidationClusterDetector;
pub use liquidation_cooldown::LiquidationCooldown;
pub use liquidation_rate::LiquidationRate;
pub use liquidation_volume_imbalance::LiquidationVolumeImbalance;
pub use liquidation_volume_velocity::LiquidationVolumeVelocity;
pub use stop_hunt_detector::StopHuntDetector;