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
//! 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;